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NATIONAL MORT N/A 3136BRKD8 2054-03-25 5.41879 N/A 34486802.00 28664667.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31416YVN5 2039-11-01 7 N/A 2832487.00 42447.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417XCV9 2040-02-01 5.5 N/A 5907000.00 304874.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGP62 2047-04-01 3 N/A 8266273.00 6247030.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAXN9 2037-04-01 2 N/A 1377807.00 871121.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAQR4 2034-02-01 4.5 N/A 3000.00 439.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPC8 2053-02-01 5 N/A 37525660.00 31702770.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKU3 2052-11-01 5 N/A 129794602.00 107703001.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413KX71 2037-11-01 6 N/A 1108850.00 32127.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARF39 2054-10-01 5 N/A 4740569.00 4595565.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y63T9 2042-01-01 4 N/A 17070000.00 3198647.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFAH4 2050-08-01 3 N/A 68812.00 43876.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SSSB1 2044-05-01 4.5 N/A 6635903.00 4976339.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ7B8 2054-08-01 6.5 N/A 1155245.00 1198084.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YWLD7 2045-07-01 3.5 N/A 6694440.00 1315400.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6UE9 2049-05-01 3.5 N/A 8751712.00 2447704.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCJN9 2051-08-01 2 N/A 100000.00 63585.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHK84 2054-07-01 5.5 N/A 1161757.00 1157344.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUDF0 2054-03-01 7 N/A 7022540.00 7127843.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138APQ92 2041-09-01 4.5 N/A 14002350.00 1378253.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJJF1 2052-10-01 5.5 N/A 1822976.00 1379703.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUG5 2050-11-01 2 N/A 1489001.00 799752.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDAC1 2053-04-01 4.5 N/A 2408915.00 2075940.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSRH0 2052-12-01 4.5 N/A 5977085.00 5061599.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPYB7 2052-08-01 5 N/A 2026763.00 1636793.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRLM3 2053-02-01 5.5 N/A 1116260.00 949328.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WNYB2 2047-06-01 4.5 N/A 4783760.00 1284332.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNQB1 2052-03-01 2 N/A 695000.00 465326.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRBS5 2052-07-01 5 N/A 100000.00 73899.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AFS47 2043-08-25 3.5 N/A 7959008.00 983111.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132XCR64 2048-03-01 3.5 N/A 1241280.00 347804.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMZZ4 2052-08-01 5 N/A 368189.00 288535.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELX6 2052-12-01 5 N/A 140894216.00 118605307.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVAF1 2054-08-01 6 N/A 20159987.00 20224908.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMK37 2041-11-01 2.5 N/A 100000.00 67491.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLME5 2053-02-01 6.5 N/A 10940890.00 8869887.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D03B5 2054-11-01 5 N/A 3162854.00 3065881.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLAZ1 2053-04-01 5 N/A 16162661.00 14454776.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQZX8 2035-07-01 2.5 N/A 2034949.00 1769739.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKRU1 2054-08-01 6 N/A 1466765.00 1481973.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1V87 2053-09-01 6 N/A 1666181.00 1413475.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5GY3 2049-11-01 3 N/A 2000000.00 762360.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BS6G5 2054-10-25 5.61879 N/A 14963096.00 13966209.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418DWQ1 2051-02-01 1.5 N/A 186455518.00 107938217.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9N82 2053-08-01 5.5 N/A 6768090.00 6408500.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NP67 2038-11-01 5.5 N/A 2340203.00 153151.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0A84 2054-11-01 5.5 N/A 2716850.00 2725252.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HCH62 2054-04-25 5 N/A 9858898.00 9357915.43 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140AEYG8 2054-06-01 7 N/A 2254288.00 2005930.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWL50 2054-05-01 6 N/A 4930484.00 4667100.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQZC4 2054-07-01 7.5 N/A 26149662.00 26537475.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XFZW3 2037-05-01 4.5 N/A 1330.00 1.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X65C1 2049-05-01 4 N/A 200000.00 61105.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F0GY4 2046-10-01 3 N/A 1751002.00 428402.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEP45 2054-06-01 7 N/A 5065509.00 4644346.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F3J33 2046-08-01 3 N/A 632446.00 246413.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHYE1 2047-07-01 5 N/A 260688.00 180776.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUD60 2054-03-01 6 N/A 13637398.00 12861375.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BJFU4 2051-10-25 2 N/A 770830.00 372352.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QPRT6 2052-07-01 4.5 N/A 2783060.00 2205298.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAKM3 2050-06-01 3.5 N/A 154000.00 50664.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGWE1 2054-07-01 6 N/A 2677602.00 2692184.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA4W9 2050-01-01 3.5 N/A 6000.00 2613.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411AZS7 2036-11-01 6 N/A 2763552.00 73251.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUHK5 2054-04-01 5.5 N/A 7263081.00 6759923.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KA6L5 2051-07-01 2.5 N/A 60000.00 41703.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2G1 2047-08-01 4 N/A 1056931.00 855872.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N5MR2 2052-10-01 5 N/A 3322053.00 2687126.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPST5 2052-07-01 4.5 N/A 782860.00 621237.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9DD2 2048-06-01 4.5 N/A 18413913.00 3889990.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPZ42 2047-08-01 3.5 N/A 2744364.00 1757242.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR6K1 2054-06-01 5.5 N/A 225198.00 218843.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP3K1 2052-08-01 5 N/A 4184463.00 2886775.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSVF5 2053-08-01 5.5 N/A 4556589.00 4072943.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTSR6 2045-07-01 3.5 N/A 108650720.00 9751865.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHAH0 2051-07-01 3.5 N/A 899000.00 592395.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HFMR7 2050-02-01 4.5 N/A 855172.00 447932.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGZT7 2051-02-01 2 N/A 327075.00 190544.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUJC1 2054-04-01 6.5 N/A 2578680.00 2388976.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSNS6 2053-07-01 6 N/A 14869281.00 13244437.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WFM9 2039-07-01 7.5 N/A 944664.00 122945.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A12J5 2053-10-01 6.5 N/A 5080278.00 4559128.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS5M9 2053-09-01 7 N/A 11811359.00 9827974.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCY78 2053-03-01 4.5 N/A 1212965.00 462379.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDJR6 2050-05-01 3.5 N/A 12136909.00 5570425.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KE6S2 2050-06-01 3 N/A 1551566.00 891200.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N9SP2 2052-12-01 6 N/A 5340476.00 4022291.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFS7 2052-12-01 5.5 N/A 758118.00 634878.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARTB6 2054-09-01 6.5 N/A 439915.00 459354.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7SR9 2047-10-01 3.5 N/A 39207611.00 11358326.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BMN46 2048-01-25 2 N/A 6233043.00 4617970.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N7MK3 2052-11-01 5.5 N/A 2840895.00 2544328.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUUX2 2054-06-01 6 N/A 6209314.00 6066689.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7UA5 2047-07-01 4 N/A 4495000.00 1260377.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KCZC4 2036-07-01 6 N/A 11299.00 130.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACLR2 2054-05-01 5.5 N/A 1647428.00 1572758.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 20033383.00 18415737.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHG92 2052-05-01 4 N/A 1000.00 788.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AV2Z1 2047-04-25 3.5 N/A 7000000.00 7585615.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QSGB1 2053-06-01 6.5 N/A 4526254.00 4344948.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WD5U1 2045-02-01 3.5 N/A 2513876.00 376620.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPKM9 2052-07-01 4.5 N/A 1325602.00 1006865.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AFUA0 2042-10-25 3 N/A 158987000.00 18361145.30 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QSVV0 2053-08-01 6 N/A 5041573.00 4460497.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSN81 2047-09-01 4 N/A 113814.00 35284.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136B4KB3 2029-02-25 3.273 N/A 1560000.00 1386513.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NGXP0 2053-04-01 5 N/A 7289481.00 6464831.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KSDB5 2053-10-01 6 N/A 821093.00 791531.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ANZ7 2033-01-01 3 N/A 2068739.00 240844.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KULR1 2050-12-01 2.5 N/A 98000.00 41088.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFRE8 2045-09-01 3.5 N/A 63168448.00 10361261.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN3A5 2054-09-01 6 N/A 1948918.00 1980754.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGDX5 2053-05-01 5 N/A 15713939.00 13447453.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3CA9 2054-03-01 6.5 N/A 464236.00 414614.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQGM2 2052-12-01 5.5 N/A 151616.00 126847.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APEX8 2054-09-01 5 N/A 2932981.00 2844308.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJJJ8 2054-07-01 6.5 N/A 43756.00 45044.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAG8 2050-11-01 2.5 N/A 4000.00 1794.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BRJV0 2054-03-25 5 N/A 3490814.00 3370206.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418AZA9 2028-09-01 3.5 N/A 3125394.00 247716.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN3Z5 2054-02-01 5.5 N/A 2201089.00 1977138.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419KDX0 2040-11-01 4 N/A 1038339.00 110818.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M4MG0 2051-12-01 2.5 N/A 4000000.00 2772075.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4X0 2050-01-01 3.5 N/A 14005.00 2168.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7FN4 2049-06-01 3.5 N/A 9480181.00 2052116.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCCK8 2053-06-01 4.905 N/A 26053916.00 22222962.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJBF0 2053-05-01 6.5 N/A 1799879.00 1856749.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEQK4 2038-03-01 4.5 N/A 1398401.00 951778.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTBE8 2053-10-01 5.5 N/A 2993464.00 2798435.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJM6 2053-10-01 6 N/A 2505073.00 2151378.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELY4 2052-12-01 5.5 N/A 1084083.00 905238.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AETK3 2043-01-25 3 N/A 218639000.00 22828724.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140FXG89 2057-09-01 4.5 N/A 200000.00 61372.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AC3B4 2048-10-01 4.5 N/A 116900.00 26578.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BFZ5 2042-03-01 3.5 N/A 44149001.00 7580310.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTKR9 2053-11-01 6 N/A 22210720.00 20552134.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5T8 2050-04-01 4 N/A 16358.00 3052.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LUF97 2051-08-01 3 N/A 9945258.00 5118163.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGJQ8 2054-09-01 6 N/A 3117752.00 3150590.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1WS8 2052-10-01 5 N/A 962759.00 912431.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HHQ95 2054-12-25 5.71879 N/A 10132383.00 10151504.14 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140M6N74 2054-08-01 5 N/A 1008529.00 944567.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYZ39 2052-10-01 5 N/A 4721072.00 4082864.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WAQY7 2054-04-01 5.5 N/A 3905620.00 3665400.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WELW8 2054-06-01 5.5 N/A 3164098.00 3115211.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417QVQ4 2039-10-01 6 N/A 1122047.00 106183.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELHJ5 2043-07-01 3.5 N/A 22665856.00 4483855.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415QQC3 2036-03-01 6 N/A 5938295.00 275143.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQ6R8 2054-02-01 5.5 N/A 2717000.00 2664194.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417VRA3 2040-01-01 6 N/A 1450261.00 50004.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417UJH9 2040-03-01 5.5 N/A 1007813.00 120906.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPF77 2052-06-01 4.5 N/A 50485230.00 38685730.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FVTL0 2045-04-01 3.5 N/A 14136464.00 2118905.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHEZ1 2054-07-01 6.5 N/A 3775846.00 3522589.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLEF1 2053-05-01 5.5 N/A 8944580.00 7496377.47 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 100.00 101.83 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AHW81 2054-07-01 6 N/A 4880937.00 4574096.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQB1 2052-02-01 2.5 N/A 7020832.00 5287519.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X06F0 2043-08-01 3.5 N/A 230000.00 37724.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRFL4 2042-03-01 3 N/A 5708557.00 5014631.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTAN3 2054-10-25 5.66879 N/A 34820209.00 33945138.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XFBC4 2051-12-01 3 N/A 100000.00 65530.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9L86 2050-08-01 4 N/A 1001.00 256.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NM88 2047-03-01 4 N/A 36929451.00 7533366.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKB6 2053-05-01 6.5 N/A 6146552.00 6282759.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVAQ7 2054-08-01 6 N/A 187292580.00 185985593.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NQN9 2038-11-01 6 N/A 2372678.00 97438.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQLZ6 2052-10-01 5.5 N/A 51427.00 44040.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDN56 2045-01-01 3.5 N/A 55366592.00 13059635.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QG5B9 2051-02-01 2 N/A 36665505.00 20997877.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTBG9 2029-06-01 3.5 N/A 1280000.00 100014.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EJQ5 2043-01-01 3.5 N/A 25438342.00 2688501.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L3H79 2051-03-01 2 N/A 100000.00 58702.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2W9 2047-11-01 3.5 N/A 750001.00 96204.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQJ55 2052-10-01 5 N/A 45015629.00 36646271.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCHQ0 2054-05-01 6 N/A 145254.00 141523.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLJZ2 2050-03-01 4 N/A 40942941.00 31885960.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP5N5 2054-05-01 6 N/A 48958213.00 46434661.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPN2 2050-06-01 3.5 N/A 13131721.00 10489161.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVAR5 2054-08-01 6 N/A 1611468.00 1621220.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTJP6 2053-01-01 5.5 N/A 757222.00 585787.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YMU31 2045-04-01 3 N/A 10599984.00 1842513.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT6S3 2039-02-01 6.5 N/A 2993725.00 2803153.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE3Z0 2054-06-01 6.5 N/A 8024685.00 7787678.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSNT4 2053-07-01 6 N/A 853312.00 740563.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBLU8 2054-05-01 5 N/A 2993660.00 2888460.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8C27 2047-02-01 3.5 N/A 499000.00 85510.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUTC0 2054-09-01 6 N/A 3010579.00 2833865.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HCDB9 2048-06-01 4.5 N/A 7940609.00 2325025.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMEZ5 2047-07-01 5 N/A 9005.00 7656.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFPP5 2054-06-01 6 N/A 2301553.00 2204121.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3L3 2053-09-01 5.5 N/A 571394.00 531060.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N25G2 2052-09-01 5 N/A 54512.00 38974.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUNP7 2054-05-01 6 N/A 16157803.00 15734152.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EDD57 2042-04-01 3.5 N/A 20347920.00 2852022.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHHS9 2052-02-01 2 N/A 39934.00 26964.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ6K3 2054-09-01 6 N/A 1869489.00 1886945.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJPB5 2052-04-01 3.5 N/A 1637224.00 1215184.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BS4X0 2054-10-25 5.61879 N/A 50000000.00 47597245.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31415RCD4 2025-11-01 5.5 N/A 10080690.00 6162.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADAK7 2054-05-01 5 N/A 1051619.00 1011874.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVE2 2052-11-01 5 N/A 5897435.00 5051509.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAV98 2049-04-01 4.5 N/A 22280295.00 6717872.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412HTN9 2036-07-01 6 N/A 1253854.00 18602.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWV91 2054-03-01 5 N/A 2630839.00 2491525.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4TY5 2045-04-01 3 N/A 3491510.00 382475.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTGG9 2054-05-01 5.5 N/A 7635758.00 7112042.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H83E3 2048-08-01 4 N/A 5252219.00 1652495.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTCK3 2053-10-01 6 N/A 628336.00 556742.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AJN0 2041-11-01 3.5 N/A 4509553.00 761017.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR5W6 2054-06-01 5 N/A 1178870.00 1144970.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EVS99 2046-07-01 4 N/A 204715.00 45651.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVAX2 2054-08-01 6.5 N/A 26936786.00 27711319.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFEE5 2050-10-01 2 N/A 1360531.00 775817.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBZ5 2051-07-01 2.5 N/A 5000.00 3054.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPGS2 2052-04-01 2.5 N/A 3499900.00 2707989.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTG29 2053-11-01 5.5 N/A 1165507.00 1093988.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFU46 2045-10-01 3.5 N/A 120297856.00 9448554.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSVM0 2053-08-01 6 N/A 20478000.00 18724329.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9ZP3 2036-02-01 2 N/A 122000.00 59904.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTG94 2053-11-01 5.5 N/A 902624.00 843801.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YWEL7 2045-08-01 3.5 N/A 12186352.00 1284713.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENM55 2044-09-01 3 N/A 56188352.00 10373048.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU77 2048-03-01 3.5 N/A 17235651.00 2351779.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YYSL8 2045-07-01 3 N/A 4379140.00 544021.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMPY1 2054-09-01 6.5 N/A 2534440.00 2378638.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFWZ5 2054-06-01 6.5 N/A 2839656.00 986595.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ3J3 2053-05-01 6.5 N/A 5488298.00 5302513.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4VR7 2045-10-01 3.5 N/A 3770290.00 1202863.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8RX7 2050-04-01 3.5 N/A 39000.00 8494.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABPU3 2054-05-01 6 N/A 2245214.00 2275727.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPSL3 2053-02-01 6 N/A 13671904.00 11874214.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AN6J1 2045-05-25 3.5 N/A 15000000.00 18032293.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NJR89 2053-06-01 4.5 N/A 1335468.00 962227.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNXJ6 2054-02-01 6.5 N/A 320000.00 327983.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRX24 2053-04-01 6 N/A 2040000.00 1772946.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EASA6 2042-03-01 4 N/A 20787000.00 2141810.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BUSM3 2055-01-25 6.05023 N/A 4680678.00 4679799.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AE4U0 2054-06-01 5.5 N/A 3530680.00 3496842.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKHJ2 2053-01-01 6 N/A 330382.00 263283.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPPR2 2052-07-01 4.5 N/A 25639319.00 20932049.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F5CP6 2046-12-01 3.5 N/A 100000.00 25134.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS5E7 2053-09-01 6.5 N/A 745522.00 624520.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLK62 2036-07-01 2.5 N/A 170000.00 95260.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRUP8 2053-06-01 4 N/A 424926.00 385746.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPF85 2052-06-01 4.5 N/A 50498657.00 37045486.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HH3S8 2041-09-25 5 N/A 2212586.00 1958688.27 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140HYAW8 2035-05-01 1.69 N/A 10166368.00 6456864.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LWH91 2051-09-01 3 N/A 11301845.00 6002533.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFMH9 2050-11-01 2 N/A 4103174.00 2247163.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQ76 2052-08-01 3 N/A 9934.00 7544.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7CA5 2049-03-01 4 N/A 485621.00 77878.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQQT6 2053-02-01 6.5 N/A 30003651.00 19838071.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CH80 2047-02-01 3.5 N/A 3606118.00 992215.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419MB91 2041-05-01 4.5 N/A 1966493.00 385946.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADY88 2054-06-01 5.5 N/A 1935900.00 1918095.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9S79 2048-09-01 4.5 N/A 14820337.00 5174105.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JB6J0 2053-04-01 4.682 N/A 10106927.00 8830610.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGY3 2053-04-01 5 N/A 10000.00 8698.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M73G9 2040-05-01 5.5 N/A 10448.00 503.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR4X5 2054-10-01 5 N/A 3352901.00 3253359.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNUE1 2052-08-01 5 N/A 8359184.00 6493692.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EL4U4 2043-02-01 3.5 N/A 40000000.00 7436290.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVGD0 2054-08-01 7.5 N/A 1246685.00 1345699.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPXH7 2052-07-01 2.5 N/A 4263020.00 3359987.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRR0 2052-07-01 4.5 N/A 4000.00 3119.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9D72 2054-03-01 5.5 N/A 3613048.00 3575657.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9GP4 2047-12-01 3 N/A 3001.00 1341.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR5U3 2053-05-01 5.5 N/A 29466182.00 25289733.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMZ3 2054-11-01 6 N/A 20329576.00 20001880.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPSQ3 2050-04-01 3.5 N/A 5474915.00 4516617.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WH6G2 2046-10-01 3 N/A 199862272.00 22175580.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSS36 2053-08-01 5 N/A 48498454.00 44486596.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFK73 2050-11-01 2 N/A 59987.00 33095.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NM4M6 2038-06-01 5.5 N/A 2498222.00 2120872.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRKF9 2053-02-01 5.5 N/A 67000.00 55651.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKQB4 2054-08-01 6.5 N/A 1000.00 1028.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BSJY2 2054-07-25 5 N/A 1170000.00 1120476.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31413TLJ9 2037-07-01 6 N/A 2000000.00 38168.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABRC1 2054-09-01 6.5 N/A 3009000.00 3114524.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417NGY1 2039-11-01 6 N/A 1017411.00 115576.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRQ81 2054-03-01 5.5 N/A 3547540.00 3503282.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR2G7 2053-05-01 5 N/A 15472301.00 13725502.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNUG7 2054-02-01 6 N/A 8773589.00 8060807.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9F39 2028-08-01 3 N/A 1051981.00 77551.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRAT2 2054-09-01 6.5 N/A 405522.00 409925.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNJX3 2053-12-01 6 N/A 3369228.00 3096055.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416TGC7 2039-08-01 6 N/A 2523387.00 77966.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BSVA0 2054-08-25 5.86879 N/A 46738900.00 42943430.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XBNJ5 2050-03-01 3.5 N/A 1000.00 357.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9WZ4 2051-02-01 3 N/A 75000.00 41062.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M96X5 2044-08-01 4 N/A 31022674.00 5270695.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6N51 2054-01-01 7.5 N/A 408793.00 319712.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWT29 2054-02-01 5 N/A 2607733.00 2505140.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FEEL4 2046-10-01 3 N/A 25145024.00 4044014.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGRG4 2051-01-01 2 N/A 101104846.00 59888893.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTNT2 2053-12-01 6 N/A 2852688.00 2645088.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT2V1 2052-04-01 2.5 N/A 5670822.00 4587595.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFAA7 2050-10-01 2 N/A 2033428.00 1064116.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L2PV9 2051-02-01 2 N/A 100000.00 57022.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KJQ47 2050-07-01 3 N/A 7000.00 3116.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAQ83 2054-04-01 5 N/A 2383641.00 2290728.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHMV6 2052-06-01 4.5 N/A 1801232.00 1404436.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJXN3 2047-02-01 3 N/A 172710.00 36857.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2D8 2052-08-01 3.5 N/A 9000.00 7189.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET59 2053-07-01 5 N/A 22998012.00 20328769.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCZ93 2053-03-01 5 N/A 1654301.00 1232739.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRR88 2053-03-01 5.5 N/A 52991076.00 45979325.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H8SM4 2052-08-25 3.5 N/A 18958778.00 14035234.63 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QPYK7 2052-08-01 4.5 N/A 149510.00 121914.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNW26 2054-01-01 7 N/A 6062578.00 5684231.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTQN2 2053-12-01 7 N/A 55464678.00 48223902.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSUB5 2053-08-01 6 N/A 11352612.00 10939161.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWUX9 2054-02-01 5.5 N/A 4921501.00 4832353.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGNY9 2051-01-01 2 N/A 1555154.00 893845.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XY7K9 2048-01-01 4 N/A 21320870.00 6378622.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJUG1 2047-01-01 3.5 N/A 55455552.00 14307298.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DMU4 2042-10-01 3 N/A 347624.00 66615.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUD1 2032-10-01 7 N/A 270000.00 1035.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWU4 2048-05-01 4.5 N/A 1150000.00 111422.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D5G3 2041-10-01 2 N/A 580000.00 365117.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASNU8 2054-10-01 5.5 N/A 11438669.00 11336927.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQNK9 2038-07-01 6 N/A 150000.00 136684.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JWAX8 2034-07-01 3 N/A 380000.00 95367.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCMK1 2036-07-01 2 N/A 400000.00 217374.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2P4 2044-01-01 7.5 N/A 1457550.00 848821.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9LT5 2054-03-01 6.5 N/A 100000.00 91474.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGQ2 2053-02-01 7 N/A 25222846.00 24050361.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N9S49 2053-01-01 5 N/A 1068338.00 942263.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE48 2052-07-01 3.5 N/A 12670000.00 9815495.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNSZ8 2053-04-01 5.5 N/A 8400000.00 7733824.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRSC2 2037-05-01 1.5 N/A 1411210.00 855133.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JWB41 2049-08-01 3 N/A 400000.00 173694.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECV0 2037-04-01 2.5 N/A 15000000.00 10056170.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YRB5 2030-08-01 4.5 N/A 650000.00 14626.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVUA0 2039-08-01 6.5 N/A 1794390.00 1846021.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEQG3 2038-03-01 4 N/A 850569.00 614920.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ML4G2 2052-04-01 4.5 N/A 300000.00 272741.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHEJ3 2053-04-01 5 N/A 114379.00 103295.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHP58 2036-03-01 2.5 N/A 27533000.00 15843454.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRF59 2051-02-01 1.5 N/A 5338139.00 3910051.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WFG2 2025-05-01 4 N/A 19162397.00 19639.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHED5 2052-02-01 2.5 N/A 4000.00 2582.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLN0 2035-02-01 3.5 N/A 327000.00 60910.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHWR9 2031-09-01 2 N/A 537973.00 88705.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BFS0 2034-06-01 4.5 N/A 555000.00 79509.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GYJX8 2048-02-01 3.5 N/A 4000.00 638.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJYU6 2039-07-01 5.5 N/A 1076556.00 1033211.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABRH0 2054-09-01 7 N/A 5566504.00 5709129.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPMF3 2039-04-01 5.5 N/A 25379910.00 22820399.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRZS7 2047-12-01 3.5 N/A 14035413.00 12600919.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANL80 2054-08-01 6 N/A 1574819.00 1587688.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KTUB9 2036-03-01 2 N/A 75000000.00 43307071.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXVD3 2052-07-01 4 N/A 27000.00 20350.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXL9 2033-10-01 6 N/A 200889.00 111665.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RFV6 2035-06-01 5 N/A 226000.00 2460.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARH37 2054-11-01 5.5 N/A 2078291.00 2087336.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ5E3 2039-09-01 5.5 N/A 14610966.00 14514396.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR4L6 2034-11-01 5 N/A 11084120.00 10878413.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AU5J8 2054-12-01 5.5 N/A 2614411.00 2607184.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ4J3 2038-11-01 5.5 N/A 44353043.00 42100648.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GQU61 2032-06-01 3 N/A 3340175.00 600270.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHRV3 2052-02-01 2.5 N/A 121713.00 87944.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLWR5 2053-07-01 5 N/A 2200000.00 1871073.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNW65 2052-04-01 3 N/A 525000.00 372913.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATK96 2054-11-01 5 N/A 4373377.00 4250050.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FYA7 2037-02-01 6.5 N/A 6575000.00 86988.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CQQ2 2025-09-01 5 N/A 2044740.00 3519.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACAU7 2039-04-01 5 N/A 2323000.00 2044126.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPPV3 2052-07-01 5 N/A 550000.00 426776.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGA9 2034-12-01 4 N/A 1229839.00 1197914.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DXA5 2036-02-01 1.5 N/A 1000000.00 461862.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414C6Y9 2038-04-01 5 N/A 714166.00 7160.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AGU5 2040-08-01 5 N/A 1589985.00 49345.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CPJ7 2032-09-01 2.5 N/A 25000.00 3808.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJGR3 2039-12-01 5 N/A 2491452.00 2495098.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXGL5 2054-12-01 5 N/A 12948551.00 12581455.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEAL8 2041-12-01 2 N/A 10300000.00 6837106.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KHE7 2038-03-01 6 N/A 6471000.00 103865.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR2M6 2054-11-01 5.5 N/A 48055512.00 47916041.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMTX4 2053-10-01 6 N/A 1069894.00 968951.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVKL7 2044-10-01 6 N/A 5247765.00 5294285.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6YX7 2043-11-01 3 N/A 200000.00 43311.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKTD7 2054-08-01 6 N/A 2606344.00 2646296.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGN9 2054-09-01 6.5 N/A 231616590.00 225259656.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJCC5 2051-09-01 1.5 N/A 12909439.00 8473680.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M62E2 2054-12-01 4.5 N/A 7006769.00 6624741.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARH45 2054-11-01 5.5 N/A 4427523.00 4435325.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALA94 2039-08-01 6 N/A 1006874.00 816991.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMNA0 2053-09-01 6 N/A 94000.00 82603.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWQX4 2039-02-01 6.5 N/A 1746612.00 1231970.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H5AV3 2048-01-01 3.5 N/A 877809.00 165013.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUK39 2039-04-01 6 N/A 3071163.00 3029699.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVGJ7 2054-09-01 4.5 N/A 13734946.00 12941820.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5U5 2052-11-01 6 N/A 28375984.00 29003075.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWQW6 2039-02-01 6.5 N/A 2428894.00 2382418.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF6R7 2052-03-01 2.5 N/A 5000.00 3417.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XD6H4 2051-12-01 2.5 N/A 500000.00 334271.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAUW6 2048-12-01 5 N/A 922265.00 113883.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHQP0 2046-08-01 3 N/A 70000.00 7394.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GPA5 2037-08-01 5.5 N/A 200000.00 3589.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EL4S9 2026-10-01 4.5 N/A 10609690.00 115822.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGKW3 2039-06-01 5.5 N/A 1600205.00 1586630.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBHH2 2057-06-01 4 N/A 4000000.00 2106491.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHTP0 2051-12-01 2 N/A 61495332.00 46190636.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECS7 2052-04-01 3.5 N/A 1610000.00 1161527.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LVKK4 2052-02-01 2 N/A 3929448.00 2736312.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGUC6 2054-06-01 6 N/A 31849477.00 30666490.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRBB0 2039-09-01 6 N/A 22733349.00 22653894.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ZB9 2039-03-01 6 N/A 1465307.00 1235010.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKGQ2 2054-08-01 5 N/A 1060205.00 1027847.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASMV7 2039-10-01 5.5 N/A 1520505.00 1504179.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APSC9 2054-09-01 6 N/A 1062882.00 1079063.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUSU8 2054-12-01 6 N/A 1150657.00 1172055.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9VF9 2036-01-01 2 N/A 475000.00 255101.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2FL0 2052-09-01 5 N/A 347000.00 327684.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H1WL0 2048-03-01 3.5 N/A 5215155.00 837219.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KHL90 2050-06-01 3.5 N/A 1048224.00 356080.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMML2 2054-08-01 5.5 N/A 50983822.00 49801615.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MJA6 2035-09-01 4.5 N/A 2200000.00 66758.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EE23 2027-12-01 3 N/A 8861229.00 247346.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGC3 2052-02-01 3.5 N/A 30942295.00 27112700.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQTY3 2034-07-01 6 N/A 44781143.00 36566475.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF62 2032-06-01 3.5 N/A 249250.00 147795.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5A29 2026-08-01 5 N/A 12894563.00 30482.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJGL1 2052-09-01 5 N/A 9949987.00 8008480.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGT8 2039-12-01 6 N/A 235000.00 240073.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAJD5 2051-03-01 2 N/A 750000.00 458441.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5DM7 2053-11-01 7 N/A 57558.00 41092.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKT8 2050-01-01 3 N/A 1005000.00 183720.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWMN6 2054-12-01 5.5 N/A 1640019.00 1629954.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADF22 2039-05-01 6 N/A 1152338.00 1136453.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MJUD9 2042-11-01 3.5 N/A 2084979.00 349395.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGE9 2051-01-01 3.5 N/A 6421869.00 5690926.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXLQ3 2059-01-01 3.5 N/A 1700000.00 591578.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVG47 2039-12-01 5 N/A 1028197.00 1029828.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUZA4 2054-12-01 6.5 N/A 32787053.00 33645763.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQPR7 2054-10-01 5 N/A 5111022.00 4793981.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHHS9 2052-02-01 2 N/A 4831000.00 3261994.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERA91 2046-08-01 3 N/A 59000.00 13651.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPL56 2051-07-01 3 N/A 40077450.00 31652951.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKQ40 2028-02-01 2.5 N/A 2500000.00 124740.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YFS6 2036-09-01 6 N/A 257556.00 2840.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KK75 2032-01-01 7 N/A 565000.00 1129.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANMW6 2039-08-01 5.5 N/A 1314613.00 1313800.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8T51 2054-01-01 7.5 N/A 502865.00 527139.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPH31 2042-07-01 5 N/A 730000.00 66602.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AURP0 2054-12-01 5 N/A 1504646.00 1469603.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6NB7 2028-09-01 3.5 N/A 2620365.00 173551.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2D1 2054-02-01 5.5 N/A 4298393.00 3906562.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MTUB7 2052-06-01 5 N/A 443892.00 416513.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5UD8 2038-11-01 6 N/A 1113294.00 862739.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLNB0 2037-05-01 3.5 N/A 228000.00 158433.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JADN5 2049-02-01 5 N/A 3000.00 704.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUYH0 2054-12-01 5.5 N/A 7207023.00 7157221.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP5Y1 2038-05-01 6 N/A 76116.00 62759.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHRN4 2054-08-01 6 N/A 6588000.00 6546807.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNQ98 2053-12-01 6.5 N/A 400000.00 337505.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L8SR2 2051-05-01 2.5 N/A 3940919.00 3018623.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJA3 2047-04-01 3 N/A 361262.00 85792.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE63 2052-07-01 4.5 N/A 53000.00 42317.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQPB5 2052-10-01 5.5 N/A 6113000.00 4787902.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPWN7 2037-05-01 2.5 N/A 500000.00 372591.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP5T2 2039-05-01 5.5 N/A 40151349.00 38066973.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9WH2 2048-03-01 3 N/A 49830.00 5108.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAQP6 2047-05-01 4.5 N/A 300000.00 62046.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXDM1 2056-06-01 4.5 N/A 230000.00 57994.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNC85 2038-11-01 6 N/A 40428297.00 32000352.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412REZ6 2040-02-01 4.5 N/A 2446722.00 219740.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FHAE7 2046-11-01 3 N/A 1295095.00 351208.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388XHR8 2032-08-01 6.5 N/A 14000000.00 14240.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTJA8 2053-11-01 5.5 N/A 150133.00 140279.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KQVE8 2050-11-01 2 N/A 7650822.00 4231530.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAZV8 2053-02-01 5 N/A 69449.00 52486.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWEF2 2054-12-01 5.5 N/A 1222160.00 1218981.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQTW7 2034-08-01 5 N/A 8631359.00 7751962.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NM2E6 2053-06-01 6 N/A 749524.00 596067.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NP82 2028-01-01 5.5 N/A 15000000.00 55778.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8DP7 2048-01-01 4 N/A 219801632.00 46818211.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BYF7 2046-01-01 3 N/A 55000.00 3936.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNUS1 2052-04-01 2 N/A 58414.00 43648.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMEZ5 2047-07-01 5 N/A 62000.00 52718.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDK54 2036-10-01 1.5 N/A 840048.00 510317.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPMH9 2039-03-01 6 N/A 34362424.00 30831525.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BTA4 2030-07-01 2.5 N/A 425000.00 36300.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3L4 2036-08-01 1.5 N/A 254542.00 149682.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLA32 2053-04-01 5.5 N/A 5000000.00 4272625.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417LTQ8 2038-03-01 5 N/A 4962055.00 105747.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E6L46 2042-02-01 4 N/A 3121550.00 556091.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2S91 2041-01-01 3.5 N/A 396008.00 57193.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXHZ3 2039-12-01 4.5 N/A 1856051.00 1825376.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCSH0 2050-01-01 3 N/A 24000.00 5423.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FG9 2047-02-01 4 N/A 12876537.00 1750579.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ7G4 2053-01-01 5 N/A 100000.00 84933.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6B7 2026-05-01 3.5 N/A 754551.00 30446.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H3QR0 2047-12-01 3.5 N/A 89339.00 34737.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXK48 2054-12-01 6 N/A 1723300.00 1743319.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AQZ4 2043-03-01 3 N/A 3706423.00 364921.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJJP4 2041-08-01 5 N/A 8043.00 896.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QED58 2050-07-01 3 N/A 7000.00 1998.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 N/A 1874343.21 3887883.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0 N/A 320625.82 94860.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGF2 2025-01-31 4.475718116 N/A 406706.04 409894.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 355202.48 145727.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 2694011.43 941336.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 N/A 6755.40 7400.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 1145936.62 1044188.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 25.59 28.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 127.94 136.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 102.35 94.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 216446.22 199645.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828P46 2026-02-15 1.625 N/A 76.77 75.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 140873.35 108804.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LW8 2025-08-15 0 N/A 113793.04 110857.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 736492.60 902540.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 25183328.23 25294215.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.5 N/A 258189.50 390384.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 10640554.95 8044014.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 844451.12 356460.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 409.42 410.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 83.31 30.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 51.18 58.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 3678.37 1111.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 32451989.67 31793104.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 7678293.11 5308195.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 18423.83 14046.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 1484.14 1478.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 108751.77 117108.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625 N/A 51126.13 49444.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 4586893.90 3284071.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 N/A 1520605.67 412526.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.5 N/A 404658.95 410336.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 5040.96 4848.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 8167799.61 6076614.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 51.18 48.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0 N/A 33513637.28 9526955.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 2925448.28 1917846.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 33239.66 30037.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 2015874.04 686495.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 39507088.23 18739555.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 22888975.61 14894863.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 108444.71 102813.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 7908761.59 5865446.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 41197.73 41317.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 10073561.59 10254014.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 3365240.45 3232087.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 2135859.23 2118642.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 6422.75 8143.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0 N/A 127968.85 45833.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0 N/A 31.99 30.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 1193747.21 656637.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 1686957.50 1618836.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 9547663.60 8596399.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 5563459.23 5268770.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0 N/A 15120846.52 4138424.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 179.12 163.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 602356.88 292311.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 1.02 0.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 22293371.40 21431779.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 3542748.94 3520900.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125 N/A 1896016.79 2225575.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 3717800.91 2383641.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 1236136.62 1282583.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125 N/A 1042225.82 1042197.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 148670.07 147250.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 230.30 204.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 6212489.82 6036900.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 25.59 25.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 3295997.56 4966169.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 3687580.71 1454134.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 60210.10 49503.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 14892.60 11963.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 13011343.03 5684811.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 60128426.90 26993334.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 3179151.33 2643337.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 15.54 13.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 13199170.71 10587595.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 N/A 13561.99 4145.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 25.59 12.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 4153524.48 2849296.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 957117.96 987377.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 137462.24 134873.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 339812.22 181768.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 1529203.46 1569713.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 7874901.99 5063341.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 499234.61 512875.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 5433878.30 4893297.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0 N/A 1176540.65 313585.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 66479114.44 73774469.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 54964.43 54337.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 657495.25 366740.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 31.99 11.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 N/A 15122.89 5633.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 204.71 198.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 3875708.48 3670147.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBH3 2026-01-31 0.375 N/A 17619731.97 16927789.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 134.07 40.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 17693848.31 11240901.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 9903422.64 9785455.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 N/A 2949859.86 1490475.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375 N/A 437847.43 471271.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 1117430.87 1122465.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 305722.22 122194.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 13269251.63 5192842.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 10619.29 10505.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 19339647.66 19259594.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 64995.18 58552.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 9123915.52 8626707.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 25.59 9.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 1124595.69 1096625.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 25.59 22.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 N/A 10.30 6.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 313358.64 284115.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 600853.55 426280.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 269855.11 221859.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 4657.13 4896.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 126203.23 157302.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 1638236.71 617439.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 422238.35 415001.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 30962295.09 31278914.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 1686129.27 1181261.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 2739393.19 2250360.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 N/A 403609.82 428833.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FS7 2040-08-15 0 N/A 2271530.27 1075926.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 12305.57 3955.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 609905.53 587867.69 U.S. Treasuries 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FQA49 2046-12-01 3.5 N/A 10990938.00 2298733.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1Q55 2052-09-01 5 N/A 5801954.00 3861090.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARE63 2054-08-01 5.5 N/A 1432707.00 1420744.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM5L6 2053-11-01 6.5 N/A 15984622.00 14578778.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6QS5 2054-07-01 6.5 N/A 2032101.00 2063609.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APMA9 2054-09-01 5.5 N/A 1556021.00 1545040.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0AX9 2054-11-01 5 N/A 1958659.00 1918949.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABAZ8 2054-04-01 7 N/A 1473743.00 1235439.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELX6 2052-12-01 5 N/A 2861695.00 2408986.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRJP2 2053-08-01 6.5 N/A 1125552.00 916664.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GAX4 2043-04-01 3 N/A 10680466.00 2283486.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUUZ7 2054-06-01 6 N/A 28266995.00 27603818.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QG5R4 2051-02-01 2.5 N/A 200000.00 102005.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AC5X7 2054-04-01 7 N/A 1097290.00 829220.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYZ39 2052-10-01 5 N/A 980346.00 847820.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CT2J7 2054-09-01 6.5 N/A 1534134.00 1430956.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJXP3 2052-12-01 5.5 N/A 7897984.00 6677230.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7D20 2047-08-01 4 N/A 15461000.00 4390274.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN5Z8 2054-09-01 6.5 N/A 1669000.00 1710831.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTQD5 2053-01-01 5 N/A 4448420.00 4066575.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPVQ8 2053-02-01 5.5 N/A 3722116.00 3079060.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRH72 2053-06-01 5 N/A 11327100.00 10130564.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BRKD8 2054-03-25 5.41879 N/A 90077000.00 74870011.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTAN3 2054-10-25 5.66879 N/A 17963417.00 17511976.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133WAMG0 2054-04-01 5.5 N/A 680941.00 674825.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPT74 2037-03-01 2 N/A 3876410.00 3175799.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346YGE7 2049-11-01 5 N/A 2989837.00 1455794.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQKP6 2045-10-01 3.5 N/A 7525270.00 1895960.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWNB8 2053-04-01 5.5 N/A 4801773.00 4661335.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJH2 2049-07-01 3.5 N/A 12500000.00 3072962.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQ3H6 2054-07-01 5 N/A 1893249.00 1837161.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVLD4 2054-10-01 5.5 N/A 5534464.00 5461239.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0MQ2 2053-09-01 6 N/A 13533518.00 12770073.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDPB4 2048-03-01 3.5 N/A 10469737.00 4290509.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJJP0 2053-04-01 5.5 N/A 1159003.00 914987.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCC5 2051-09-01 2.5 N/A 1974001.00 1253220.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXMV1 2039-08-01 6.5 N/A 1952201.00 1912953.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFKV0 2053-10-01 5.5 N/A 2082435.00 1921914.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNXJ8 2044-01-01 6 N/A 6635121.00 5918224.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRZ2 2052-07-01 5 N/A 400000.00 317655.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVJZ8 2054-08-01 6.5 N/A 1052131.00 1086331.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1QT9 2054-11-01 5 N/A 1000.00 970.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKQB4 2054-08-01 6.5 N/A 1191562.00 1225752.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQCA1 2052-09-01 5 N/A 6237322.00 4775972.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8P84 2048-09-01 5 N/A 1000000.00 318533.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BQVU0 2053-11-25 6.11879 N/A 20845400.00 14548155.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KYYE3 2042-12-01 5 N/A 3983346.00 3095814.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR6K1 2054-06-01 5.5 N/A 1387903.00 1348742.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H94U0 2052-10-25 5.5 N/A 10000000.00 3847509.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133D0CA7 2054-11-01 5.5 N/A 1610507.00 1600471.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMCJ8 2054-09-01 5.5 N/A 1834699.00 1815889.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBAM7 2042-03-01 4 N/A 12306024.00 851476.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTG29 2053-11-01 5.5 N/A 630639.00 591941.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQPA4 2054-09-01 6 N/A 1259283.00 1270943.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHFJ6 2054-07-01 5.5 N/A 2782481.00 2751897.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXE48 2054-09-01 6.5 N/A 1565951.00 1609573.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSGB1 2053-06-01 6.5 N/A 55410732.00 53191171.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4KW3 2053-06-01 4.5 N/A 1141900.00 1065772.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFY83 2045-11-01 4 N/A 13687154.00 2478761.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUZN9 2054-07-01 6 N/A 45800000.00 45339920.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMB59 2054-09-01 5.5 N/A 6014048.00 5970630.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCF58 2054-05-01 5.5 N/A 4738697.00 4664333.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR5F3 2054-11-01 4.5 N/A 2501954.00 2368516.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APMD3 2054-10-01 6.5 N/A 1167755.00 1215523.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHBZ9 2052-05-01 4 N/A 250000.00 169453.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNUG7 2054-02-01 6 N/A 8511340.00 7819864.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASQL5 2054-10-01 5.5 N/A 1001600.00 993036.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXF42 2052-08-01 5 N/A 5852458.00 4506935.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8S86 2053-12-01 7 N/A 1006777.00 1047794.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MBKF2 2042-09-01 3.5 N/A 13513348.00 1764459.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1Z45 2053-03-01 5 N/A 1180175.00 952425.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBW69 2054-05-01 6 N/A 1942495.00 1812716.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4ME4 2052-10-01 5 N/A 4931232.00 3654810.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYZB1 2052-09-01 5 N/A 2073924.00 1827549.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKV40 2053-06-01 4.5 N/A 1241344.00 1037803.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJT57 2054-07-01 5 N/A 1005806.00 972733.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JG6R1 2048-11-01 4.5 N/A 19944688.00 3667995.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HHFV8 2054-11-25 5.86879 N/A 37187489.00 34817419.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133CSSE2 2054-08-01 5.5 N/A 1879664.00 1875678.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B5CF7 2052-02-01 4 N/A 455350.00 300328.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y3U53 2048-10-01 4 N/A 9920654.00 2072483.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGKK5 2053-05-01 6.5 N/A 1229179.00 1125849.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASS82 2054-10-01 5.5 N/A 1458364.00 1446414.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAS50 2049-03-01 5 N/A 8747672.00 2883389.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0ZR6 2053-04-01 5.5 N/A 12681451.00 10798196.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMGW8 2054-01-01 6.5 N/A 1924098.00 1833350.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0GK5 2052-08-01 5 N/A 1395030.00 1316613.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YP93 2041-06-01 4.5 N/A 41188913.00 4118815.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPGK8 2052-05-01 3.5 N/A 1804875.00 1348957.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APQP2 2054-08-01 5.5 N/A 1074244.00 1061155.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPNL9 2052-09-01 2.5 N/A 2371548.00 1873741.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L3ZJ3 2051-02-01 2.5 N/A 3452694.00 2096507.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUUE4 2054-08-01 6 N/A 3429036.00 3455360.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LY6M0 2051-10-01 2 N/A 122905.00 76432.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWXV3 2052-11-01 6.5 N/A 3609289.00 2953091.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AKP2 2032-10-01 3.5 N/A 3070000.00 275484.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANY52 2054-08-01 7 N/A 1061635.00 1111326.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVT53 2054-09-01 6 N/A 1140292.00 1159445.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XG2U2 2052-05-01 4 N/A 375000.00 259459.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKF94 2051-04-01 3 N/A 1521174.00 901820.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JKK47 2048-11-01 4.5 N/A 5484628.00 1350146.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QANE6 2049-02-01 4.5 N/A 4000000.00 1084895.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AVW4 2040-11-01 4 N/A 17227272.00 1871793.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381NUP6 2027-07-01 5.939 N/A 3837054.00 2883069.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRYJ0 2052-06-01 5 N/A 1420000.00 1045531.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR5W6 2054-06-01 5 N/A 7486106.00 7270835.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128C6LS6 2036-11-01 6.5 N/A 1396.00 62.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HMUU6 2048-07-01 4.5 N/A 8462265.00 2756610.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXJ97 2052-09-01 4.5 N/A 5050119.00 4232934.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUCG9 2054-03-01 6.5 N/A 1000.00 968.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APKY9 2054-09-01 6.5 N/A 1092596.00 1126356.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRJG0 2053-06-01 5 N/A 10955349.00 9379477.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E6PS5 2045-10-01 4 N/A 4631568.00 1042315.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSYP0 2054-07-01 6.5 N/A 1731346.00 1791117.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWBL5 2054-10-01 5.5 N/A 1910198.00 1906124.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HHQ95 2054-12-25 5.71879 N/A 10338099.00 10357608.36 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140EULG2 2045-12-01 3.5 N/A 15269121.00 1938287.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404VXW3 2034-06-01 7.205 N/A 22319760.00 200314.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQRC3 2040-01-01 7 N/A 5754504.00 5638435.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSRR4 2054-08-01 6.5 N/A 1583829.00 1618034.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVT46 2054-09-01 6 N/A 1312671.00 1326273.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K5BJ5 2050-02-01 3.5 N/A 16127709.00 2858939.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXQZ0 2052-08-01 5 N/A 4163901.00 3282411.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASSY5 2054-10-01 5.5 N/A 1334350.00 1328508.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1B44 2052-10-01 5 N/A 1397927.00 748546.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J6GR2 2048-09-01 4 N/A 2800000.00 258051.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKQ2 2052-11-01 3 N/A 8772904.00 6946124.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPPR2 2052-07-01 4.5 N/A 5668549.00 4627827.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSP88 2053-07-01 5.5 N/A 2192892.00 1989779.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET59 2053-07-01 5 N/A 4482948.00 3962638.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJJK5 2041-06-01 4.5 N/A 39877963.00 1835278.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9CH6 2035-12-01 2.5 N/A 2025000.00 1043479.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJJJ8 2054-07-01 6.5 N/A 1024762.00 1054939.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPWA3 2050-08-01 4 N/A 1189688.00 1055579.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSZ38 2053-09-01 6.5 N/A 933360.00 848264.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUDF0 2054-03-01 7 N/A 2070.00 2101.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJGD4 2046-11-01 3 N/A 3579807.00 1120138.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACJS0 2048-01-01 4 N/A 13700000.00 4643788.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BJFU4 2051-10-25 2 N/A 4229170.00 2042917.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XMJE7 2053-08-01 5.5 N/A 14433229.00 13607822.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q92Q5 2048-11-01 4.5 N/A 700000.00 266063.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRXJ7 2053-04-01 5.5 N/A 1313000.00 1077079.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AV7G8 2027-02-25 2.961 N/A 2684000.00 2111188.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140YXMD0 2054-02-01 7 N/A 1230145.00 1016011.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP5N5 2054-05-01 6 N/A 3520.00 3338.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRD42 2054-08-01 6 N/A 1734448.00 1758269.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNTQ5 2052-04-01 3.5 N/A 60660000.00 44150582.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJM6 2053-10-01 6 N/A 1539559.00 1322186.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFV52 2045-10-01 3.5 N/A 4059641.00 1205241.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CD2B9 2053-09-01 5.5 N/A 7985664.00 7569678.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418VUH3 2040-07-01 5.5 N/A 2773536.00 144752.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWRE4 2054-10-01 5 N/A 1663411.00 1622870.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BSVA0 2054-08-25 5.86879 N/A 1713900.00 1574721.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QRJC8 2053-02-01 6.5 N/A 24759093.00 23325648.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HMTZ7 2048-07-01 4.5 N/A 5653072.00 2768809.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP3R6 2052-08-01 5 N/A 107503826.00 85500033.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM7H1 2052-01-01 4 N/A 7522980.00 5472665.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JB6J0 2053-04-01 4.682 N/A 824315.00 720219.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H3DJ2 2047-11-01 3.5 N/A 6470265.00 2138749.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE3T4 2054-06-01 6.5 N/A 733385.00 757290.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVMB1 2052-09-01 5 N/A 5092288.00 3941090.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATD52 2054-11-01 5.5 N/A 1594641.00 1589895.43 Agency Mortgage-Backed Securities 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N/A 3140APTV6 2054-08-01 7 N/A 1552815.00 1622096.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7DX9 2054-01-01 7.5 N/A 1601554.00 1688063.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0XP5 2052-08-01 4.5 N/A 5445781.00 4193325.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AJN0 2041-11-01 3.5 N/A 18005726.00 3038589.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK4C6 2054-10-01 5.5 N/A 2878807.00 2867189.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTQK8 2054-09-01 6.5 N/A 2759757.00 2292422.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTM71 2054-09-01 6.5 N/A 1694851.00 1733057.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPJ85 2052-07-01 5 N/A 4190250.00 3144596.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WG4U6 2054-07-01 6 N/A 1982628.00 1900763.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q86X8 2046-07-01 4 N/A 5182685.00 458147.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMZ3 2054-11-01 6 N/A 25195136.00 24789012.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WPNJ2 2047-07-01 4.5 N/A 8350323.00 2686523.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPYQ2 2049-05-01 4.5 N/A 10161955.00 3340482.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDUX8 2054-06-01 5 N/A 2136827.00 2012210.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHL75 2046-06-01 3.5 N/A 6041139.00 2804935.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JHBL6 2048-11-01 4.5 N/A 4925380.00 1059612.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9DD2 2048-06-01 4.5 N/A 21052593.00 4447419.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1YH0 2052-09-01 5 N/A 1394380.00 1143083.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP3K1 2052-08-01 5 N/A 3042584.00 2099016.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTQA0 2053-12-01 6.5 N/A 14945437.00 13019618.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMEC8 2052-07-01 5 N/A 5039000.00 3619090.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AYLU2 2051-12-01 2 N/A 2500000.00 1632231.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BFZ5 2042-03-01 3.5 N/A 19868291.00 3411352.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LPZ9 2043-07-01 3 N/A 10000000.00 2356392.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUD60 2054-03-01 6 N/A 15566876.00 14681058.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AFS47 2043-08-25 3.5 N/A 105713.00 13057.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418CS47 2048-01-01 3.5 N/A 69875004.00 10075566.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CR7F4 2054-08-01 5.5 N/A 1600313.00 1601948.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BU3B1 2053-02-01 5 N/A 2902603.00 2439766.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUPK6 2054-09-01 5 N/A 1868367.00 1815953.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVC71 2052-07-01 5 N/A 1405999.00 1152424.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ND4G9 2053-05-01 6 N/A 2603240.00 2192421.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTYP9 2052-06-01 3 N/A 1569422.00 1304114.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCCK8 2053-06-01 4.905 N/A 3839571.00 3275002.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BSTJ4 2054-08-25 5.71879 N/A 64999000.00 57689650.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XHG92 2052-05-01 4 N/A 300000.00 236502.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X0LG1 2043-07-01 3.5 N/A 11226035.00 2031349.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSQA2 2053-07-01 5.5 N/A 31150000.00 28582164.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H8SM4 2052-08-25 3.5 N/A 10068256.00 7453557.15 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140JM4W9 2049-03-01 5 N/A 8520247.00 2533453.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2AJ0 2052-10-01 5 N/A 1083523.00 919241.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARE55 2054-08-01 5.5 N/A 1915632.00 1906661.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFGM5 2050-10-01 4 N/A 6998146.00 3088322.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGEH3 2054-05-01 6 N/A 287111.00 288708.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DWQ1 2051-02-01 1.5 N/A 239461262.00 138622992.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JGUV5 2048-12-01 4 N/A 9595232.00 1910746.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU7H3 2054-08-01 5.5 N/A 5492025.00 5406259.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKV1 2052-11-01 5.5 N/A 2100036.00 1732742.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYD58 2052-08-01 5 N/A 2049820.00 1694240.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ECLD9 2046-07-01 3.5 N/A 4575111.00 1445224.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGS53 2044-02-01 4 N/A 24417324.00 4005940.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRH99 2052-03-01 2.5 N/A 2276704.00 1873821.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACM56 2048-06-01 4.5 N/A 8443159.00 1909785.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFK73 2050-11-01 2 N/A 42640203.00 23525334.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPAQ0 2052-05-01 4 N/A 300000.00 225932.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMCV1 2054-09-01 5.5 N/A 5031717.00 4998921.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANU80 2054-09-01 6.5 N/A 1056996.00 1093001.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWBT8 2054-09-01 6.5 N/A 2251175.00 1859537.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APAJ3 2054-11-01 5.5 N/A 1597075.00 1592755.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCPY9 2053-05-01 5.5 N/A 1283758.00 695208.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AMZ8 2032-12-01 3 N/A 1010000.00 112108.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MM3G1 2052-08-01 5 N/A 5008709.00 4641114.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2KP5 2052-09-01 5 N/A 3766564.00 3325677.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMZT8 2052-08-01 5 N/A 3381438.00 2715488.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEYV5 2054-04-01 5.5 N/A 1202634.00 1190635.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASR59 2054-09-01 6 N/A 1035832.00 1052888.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9S61 2048-09-01 4.5 N/A 19650000.00 3619796.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJUH4 2052-09-01 5.5 N/A 9715062.00 8187414.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4Q26 2052-10-01 5 N/A 2440650.00 2308544.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRR0 2052-07-01 4.5 N/A 142108000.00 110825037.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNPD0 2053-12-01 5.5 N/A 17335087.00 16800841.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8F78 2053-02-01 7.5 N/A 2895054.00 2241310.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUNP7 2054-05-01 6 N/A 683108.00 665197.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y63T9 2042-01-01 4 N/A 14000000.00 2623378.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSQJ3 2053-07-01 6 N/A 2265975.00 1964777.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A1ZB1 2050-02-01 3.5 N/A 3533959.00 1634577.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWVE9 2054-10-01 6 N/A 3476979.00 3509400.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y6PT0 2042-08-01 3.5 N/A 30300000.00 3812020.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQNT5 2054-09-01 5.5 N/A 1265228.00 1253894.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MF2B8 2052-07-01 5 N/A 2806740.00 2621897.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1W66 2052-09-01 5 N/A 1417206.00 1332124.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ME7 2054-04-01 5.5 N/A 24790000.00 23505045.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDPA6 2048-04-01 3.5 N/A 8780604.00 4122406.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWDJ8 2054-10-01 6.5 N/A 1803607.00 1877836.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5E62 2047-04-01 4 N/A 23304000.00 4584866.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7XP5 2054-03-01 5.5 N/A 1923802.00 1907288.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9HU0 2048-06-01 4 N/A 7831158.00 3412846.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N6QC9 2052-12-01 7 N/A 1005097.00 853178.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRMX8 2053-02-01 5.5 N/A 36748410.00 32644313.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXHZ8 2051-06-01 4.5 N/A 8653182.00 2641318.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGYC5 2051-02-01 2 N/A 3659426.00 2119666.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDFQ5 2053-03-01 5.5 N/A 4483288.00 4353471.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHR7 2053-07-01 4.5 N/A 403637.00 353679.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGPR3 2049-08-01 3.5 N/A 1229405.00 801942.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUY59 2054-08-01 6 N/A 1705793.00 1732710.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BGX9 2032-03-01 3 N/A 1857000.00 163621.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M8GD5 2052-01-01 2.5 N/A 5334885.00 3706264.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABDR3 2054-08-01 6.5 N/A 1783406.00 1829909.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CND58 2054-02-01 7.5 N/A 1060070.00 976397.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MX3D4 2052-08-01 5 N/A 1360931.00 1146963.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJJG4 2041-06-01 4.5 N/A 13056384.00 1241838.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVN91 2054-08-01 6 N/A 1335053.00 1352629.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W62V8 2054-02-01 5 N/A 1735712.00 1676177.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WRTD2 2043-05-01 3 N/A 5450000.00 1063634.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKU3 2052-11-01 5 N/A 9283978.00 7703804.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BTUD3 2054-11-25 6.03879 N/A 25402900.00 24642424.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140X74F3 2035-10-01 2 N/A 4325000.00 2056513.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRT6 2052-07-01 4.5 N/A 144479763.00 114485863.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQQW5 2054-10-01 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1339913.00 1309924.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4PE1 2052-11-01 5.5 N/A 3132770.00 2415817.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABDW2 2054-08-01 6.5 N/A 1860917.00 1909876.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPXC6 2033-11-01 5.5 N/A 925000.00 807049.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFTC3 2050-11-01 3 N/A 100550523.00 59541379.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKN30 2053-03-01 5.5 N/A 3093485.00 2797384.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1FD0 2052-09-01 5 N/A 2755402.00 2414063.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTBE8 2053-10-01 5.5 N/A 11551600.00 10798998.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQ62 2053-11-01 5 N/A 3508379.00 3231508.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3C50 2053-09-01 6.5 N/A 1112965.00 1141128.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXG82 2052-08-01 5 N/A 4786960.00 3391017.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNHG1 2047-04-01 4 N/A 15127995.00 4255590.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WLWK6 2039-08-01 6 N/A 1842405.00 1771708.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6ES8 2054-05-01 5.5 N/A 1855555.00 1828010.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARPG9 2054-10-01 7.5 N/A 603493.00 642930.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HMLN2 2048-07-01 4.5 N/A 9256626.00 2409744.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9B67 2048-10-01 4.5 N/A 9811000.00 3243763.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CU7G5 2054-09-01 5.5 N/A 1842114.00 1849636.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L8JR9 2047-02-01 4.5 N/A 13243271.00 2814789.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSWP3 2052-12-01 7 N/A 1254531.00 916115.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVJH6 2049-07-01 3.5 N/A 4879651.00 1730006.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASQF8 2054-11-01 5 N/A 2347780.00 2277901.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N25G2 2052-09-01 5 N/A 313684.00 224273.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMU4 2054-10-01 6.5 N/A 1651837.00 1597917.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVG9 2045-04-01 3.5 N/A 1000000.00 749243.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1K32 2054-11-01 6 N/A 1567538.00 1587512.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPW98 2052-06-01 3 N/A 5895412.00 4301079.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XULP8 2047-11-01 4 N/A 3928096.00 1711065.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEAX2 2051-12-01 3 N/A 754995.00 520989.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YT99 2041-07-01 4.5 N/A 30226763.00 3736287.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRFQ3 2052-08-01 3 N/A 64415740.00 54575003.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR2W9 2054-10-01 6.5 N/A 1037422.00 1076344.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HH3S8 2041-09-25 5 N/A 3179771.00 2814887.26 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XKRR3 2053-02-01 5 N/A 9531664.00 8038309.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXFR1 2052-08-01 5 N/A 5023559.00 4144515.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4CF6 2053-10-01 7 N/A 1139896.00 598580.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2S28 2052-10-01 5 N/A 2894510.00 2091481.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APMC5 2054-10-01 6 N/A 1827328.00 1862357.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYLM8 2054-10-01 5 N/A 1921516.00 1870807.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AG4A9 2054-06-01 7 N/A 1145376.00 1205722.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGVU8 2051-01-01 2 N/A 12181129.00 6540382.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK3J2 2054-08-01 7 N/A 1529494.00 1589501.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXH94 2054-10-01 5 N/A 1985977.00 1928865.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWMW3 2053-04-01 5 N/A 4784053.00 3957874.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9V40 2048-11-01 4 N/A 22750000.00 4670855.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCWL4 2054-05-01 5.5 N/A 1935746.00 1837993.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPGD4 2052-05-01 4.5 N/A 5811935.00 4619374.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MF4P5 2052-07-01 5 N/A 1416872.00 856041.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENCP2 2044-06-01 4 N/A 24902467.00 3890830.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRE43 2054-09-01 6 N/A 2000000.00 1979420.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSM5 2035-09-01 2 N/A 739000.00 286738.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMSX7 2052-04-01 3 N/A 3758379.00 2700348.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN6N4 2054-10-01 5.5 N/A 2516270.00 2496257.95 Agency Mortgage-Backed Securities Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Moody's Long Rating Aa1 Standard & Poor's Short Rating A-1+ 2025-01-07 2025-01-07 2025-01-30 Y ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 1.0000 7 N Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Fitch Long Rating AA Standard & Poor's Long Rating AA- N N 0.0455 2000000000.00 2000000000.00 0.0066 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 4.5100008000000003 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+ 2025-01-02 2026-10-29 2026-10-29 N N N 0.0457 1499952675.00 1499952675.00 0.0049 N N N N CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO) CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO) 4.46 N/A 1VUV7VQFKUOQSJ21A208 0PW007SG0 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 3137HHG39 2054-11-25 6 N/A 74837109.00 71570805.16 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3136BTT37 2054-12-25 6.01879 N/A 85487801.00 82929195.00 Agency Collateralized Mortgage Obligation Y Standard & Poor's Long Rating A+ Moody's Long Rating Aa3 Fitch Short Rating F1 Standard & Poor's Short Rating A-1 Moody's Short Rating P-1 Fitch Long Rating AA- 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 150000000.00 150000000.00 0.0005 N Y Y N BANK OF AMERICA N.A. (REPO) BANK OF AMERICA N.A. (REPO) 4.46 N/A 9DJT3UXIJIZJI4WXO774 0BAN03EF1 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 3132QRW30 2045-05-01 3.5 N/A 275200729.00 43308811.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L9HR9 2048-01-01 4 N/A 204857224.00 22184541.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HBQM0 2043-05-01 3.5 N/A 124622668.00 24696071.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYT1 2046-09-01 3 N/A 367307151.00 59189787.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QRQP8 2045-07-01 3.5 N/A 141592688.00 29156844.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XSX62 2047-09-01 3.5 N/A 120599554.00 23877458.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132FCD93 2048-05-01 4 N/A 273081032.00 26111441.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QNDQ9 2044-12-01 3 N/A 139220054.00 30971865.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QLW25 2045-01-01 3.5 N/A 212199753.00 21054205.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y0K58 2048-06-01 4 N/A 157652961.00 17344948.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QPKS2 2045-04-01 3 N/A 116128578.00 21373029.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XVZW6 2048-01-01 3.5 N/A 111847167.00 22336347.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y0ML1 2048-06-01 4 N/A 180713532.00 16839952.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XTNY0 2047-10-01 3.5 N/A 121214371.00 18681817.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QTLS3 2045-10-01 3.5 N/A 198431716.00 24528655.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WPUD7 2047-07-01 3.5 N/A 95001589.00 20919280.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335ACR7 2045-06-01 3.5 N/A 100000000.00 18330163.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132JAZV0 2043-06-01 3.5 N/A 268152931.00 38194367.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y1UB2 2048-08-01 4 N/A 171858218.00 28652447.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QURM7 2045-12-01 3.5 N/A 65780795.00 16687926.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJQ78 2042-02-01 3.5 N/A 173437470.00 11838968.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y0TF7 2048-06-01 4 N/A 205012643.00 18677693.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L8VW4 2047-08-01 3.5 N/A 266128723.00 55972765.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWJ5 2045-06-01 3 N/A 300000000.00 44579466.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XSED8 2047-08-01 3.5 N/A 250000000.00 30872890.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QNC80 2044-09-01 3.5 N/A 77624834.00 24646507.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XCR72 2048-03-01 3.5 N/A 175000000.00 39304122.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QTDD5 2045-09-01 3.5 N/A 75007271.00 18515167.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QRZM5 2045-06-01 3.5 N/A 99798253.00 19907746.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QQXM9 2045-03-01 3.5 N/A 97921257.00 21602239.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XS4B3 2047-09-01 3.5 N/A 132853019.00 27010394.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QQXR8 2045-04-01 3.5 N/A 99563972.00 20017288.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HPR89 2042-11-01 3.5 N/A 113428202.00 21095505.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132JBDW0 2043-07-01 3.5 N/A 69569519.00 17875645.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QP5J9 2045-05-01 3.5 N/A 169015339.00 19689143.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L9Z73 2048-06-01 4 N/A 157040555.00 21264620.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XTFU7 2047-10-01 3.5 N/A 55393883.00 19226837.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L8H26 2047-02-01 3 N/A 80190243.00 23277156.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J94F2 2043-05-01 3.5 N/A 42082934.00 6221531.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132LPDF3 2035-03-01 3.5 N/A 119839251.00 17107465.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XWQT1 2048-02-01 3.5 N/A 122491034.00 21397897.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GTDH7 2042-04-01 3.5 N/A 217521824.00 17488258.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XVDB6 2047-12-01 3.5 N/A 135073503.00 29815465.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QURJ4 2045-12-01 3.5 N/A 120998572.00 19624034.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QUXB4 2045-12-01 3.5 N/A 109288826.00 18619669.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XTMB1 2047-10-01 3.5 N/A 147583387.00 30400467.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HQBM3 2042-11-01 3.5 N/A 117890309.00 17416976.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GSU31 2042-03-01 3.5 N/A 222025798.00 20710331.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QNDL0 2044-12-01 3.5 N/A 249602710.00 45383781.37 Agency Mortgage-Backed Securities Y Moody's Short Rating P-1 Fitch Short Rating F1+ Standard & Poor's Short Rating A-1 Moody's Long Rating Aa2 Fitch Long Rating AA+ Standard & Poor's Long Rating A+ 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 1200000000.00 1200000000.00 0.0039 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.5299988000000004 3130AX4K1 2549001DPIFGXC1TOL40 US3130AX4K10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Standard & Poor's Short Rating A-1+ Moody's Short Rating P-1 Moody's Long Rating Aaa Standard & Poor's Long Rating AA+ 2025-01-02 2025-09-11 2025-09-11 N N N 0.0459 1000518340.00 1000518340.00 0.0033 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797MM6 254900HROIFWPRGM1V77 US912797MM60 U.S. Treasury Debt Y Fitch Long Rating AA+ Moody's Long Rating Aaa Fitch Short Rating F1+ Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2025-03-06 2025-03-06 2025-03-06 N N N 0.0449 5544593194.38 5544593194.38 0.0182 N Y Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 4.25 N/A 254900Y8NKGV541U8Q32 0FRT13P35 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 3321033900.00 2812825769.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 N/A 9194059200.00 7501770782.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 3510161400.00 2885993275.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 1306718100.00 1110502943.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 7131379200.00 5815566640.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 2336271200.00 2078582255.20 U.S. Treasuries (including strips) Y Fitch Long Rating NR Standard & Poor's Short Rating A-1+ Moody's Long Rating NR Standard & Poor's Long Rating AA+ Moody's Short Rating NR Fitch Short Rating NR 2025-01-02 2025-01-02 2025-01-02 N N N 0.0425 22200000000.00 22200000000.00 0.0730 N Y Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 4.46 N/A KX1WK48MPD4Y2NCUIZ63 0RG005M82 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 3132AAK52 2038-01-01 3.5 N/A 274000.00 68611.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQAC0 2044-05-01 4.5 N/A 892833.00 115643.97 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 100.00 95.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3131WRDY8 2041-01-01 4 N/A 2330000.00 137324.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMVK8 2051-02-01 3 N/A 1121000.00 727679.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BNN51 2052-08-25 4.5 N/A 3000000.00 2706108.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131XTK33 2045-10-01 4 N/A 575000.00 51213.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRXB6 2054-11-01 6 N/A 5087480.00 4990550.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQX50 2052-10-01 4.5 N/A 100000.00 85374.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADME5 2046-01-01 3 N/A 300000.00 103120.68 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 500.00 490.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132ACS76 2048-07-01 4 N/A 1009.00 230.46 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MJ3 2025-02-06 0 N/A 780700.00 777303.17 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132CXPU0 2039-08-01 5.5 N/A 4601146.00 4567402.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 5936400.00 5768614.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DPQF8 2052-07-01 3.5 N/A 8000.00 6270.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUB39 2054-03-01 6 N/A 11036288.00 10608214.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMC78 2049-09-01 3.5 N/A 231000.00 86834.43 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 100.00 90.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3131Y6DN6 2042-02-01 5 N/A 1616821.00 139296.93 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAT8 2025-10-31 0.25 N/A 300.00 290.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DSS86 2054-02-01 7 N/A 29405380.00 28605847.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131YAE22 2034-04-01 2.5 N/A 500000.00 99820.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A8YG8 2031-12-01 2.5 N/A 925000.00 204793.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQB21 2053-05-01 5 N/A 100000.00 85192.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4BQ0 2040-04-01 6 N/A 955021.00 37146.68 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 1000.00 960.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 56402900.00 53668849.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DQ2K1 2052-04-01 2.5 N/A 12000.00 9074.77 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 9999700.00 9717013.64 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DMZJ7 2051-11-01 2 N/A 500000.00 311069.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZN1 2052-07-01 4 N/A 99982.00 70267.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQE1 2052-12-01 3.5 N/A 75000.00 59441.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3E55 2040-01-01 5 N/A 1449084.00 72308.51 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 2286900.00 1293802.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 187975900.00 188023817.31 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3131XF3E8 2038-08-01 5 N/A 10024858.00 40556.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQSH0 2053-06-01 5.5 N/A 100000.00 90523.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CH1 2037-07-01 4 N/A 5767675.00 3774735.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BMPV4 2052-04-25 3.5 N/A 1295951.00 935767.55 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 33300000.00 30206891.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DSQS4 2054-02-01 5.5 N/A 70000.00 66322.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XCW29 2032-06-01 2.5 N/A 106272.00 27903.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WJ3A9 2037-06-01 6 N/A 26152890.00 61675.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NND6 2047-03-01 5 N/A 553799.00 32490.87 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 149998000.00 144282691.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 1000.00 1001.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DQGK6 2053-05-01 5.5 N/A 100000.00 83518.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131X8U79 2028-03-01 2 N/A 1000000.00 71856.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXC83 2037-04-01 2 N/A 3355588.00 2660673.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HD5 2039-09-01 5.5 N/A 60000.00 53478.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQ4Q6 2045-01-01 4 N/A 1067822.00 452769.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6EH9 2038-04-01 3.5 N/A 1000.00 596.46 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 270888000.00 243939124.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31329QY88 2049-04-01 5 N/A 407741.00 87879.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 2999800.00 3041373.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJS1 2025-12-31 4.25 N/A 1556000.00 1556154.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN N/A 3130AECR9 2033-05-25 4.08 N/A 10000.00 9424.60 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 100.00 90.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DPKU1 2052-12-01 3.5 N/A 45000.00 35089.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XGEU8 2035-05-01 5 N/A 4774008.00 57792.08 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 100.00 79.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3131XJYN6 2042-08-01 3.5 N/A 1035000.00 94718.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWZR8 2037-10-01 4.5 N/A 205000.00 127821.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMUB9 2051-03-01 2.5 N/A 100000.00 58534.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9FB5 2041-07-01 2 N/A 172874.00 104767.32 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 300.00 264.12 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136ASA97 2046-07-25 3 N/A 5317338.00 2177293.26 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 100.00 99.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 101256000.00 70336974.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31329MAG5 2043-10-01 5 N/A 800000.00 65996.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136ADR35 2043-05-25 3 N/A 1673507.00 1305079.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H3V74 2051-04-25 2 N/A 1581428.00 754299.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131XGC22 2034-11-01 6 N/A 3276062.00 46819.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSFC1 2054-01-01 6 N/A 4050000.00 3442528.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPSX7 2053-02-01 5 N/A 100000.00 86989.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNAY9 2052-01-01 2.5 N/A 73000.00 48566.95 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 100.00 98.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132ACS35 2048-03-01 3.5 N/A 759921.00 170445.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6AQ3 2036-08-01 2 N/A 1165000.00 679839.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DP3S5 2052-12-01 3.5 N/A 14000.00 11242.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5FG5 2046-06-01 3 N/A 705000.00 107447.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A8TN9 2030-03-01 3 N/A 214629.00 26546.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WHD95 2033-09-01 7 N/A 255000.00 27925.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WVQJ8 2031-01-01 8.5 N/A 8318067.00 30444.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPUT3 2052-11-01 4.5 N/A 100000.00 83053.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6B90 2037-07-01 3.5 N/A 41959.00 28656.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4F94 2043-07-01 2.5 N/A 1000000.00 207869.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPXE3 2053-03-01 5.5 N/A 100000.00 93246.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2YY2 2038-12-01 6 N/A 4089954.00 61059.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286WSS9 2028-06-01 2.5 N/A 9336.00 861.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNVY6 2052-07-01 5 N/A 65000.00 51959.11 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059FCG4 2065-09-15 0 N/A 9714000.00 1007147.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DPEH7 2052-06-01 3.5 N/A 1000.00 776.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GR0 2047-03-01 4 N/A 462000.00 50581.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSSS2 2049-07-01 4 N/A 19779548.00 17169233.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339DP85 2032-02-15 6.5 N/A 1392.00 86.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NXDH3 2030-01-01 4.25 N/A 8207.00 8056.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6AH3 2036-06-01 2.5 N/A 20000.00 9989.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WK5U0 2038-02-01 8 N/A 1449798.00 44596.22 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 400.00 398.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132ACBE9 2045-01-01 3.5 N/A 149000.00 38990.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WLFN3 2038-04-01 5.5 N/A 8747459.00 44397.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEJ72 2049-06-01 3.5 N/A 800000.00 74230.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283NB76 2035-01-01 5 N/A 1179.00 55.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y1TY6 2048-06-01 5 N/A 546523.00 35963.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329LRA2 2044-10-01 4 N/A 1539256.00 62868.28 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 200.00 98.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3128MJ2S8 2047-10-01 3.5 N/A 216995.00 28051.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XUGP6 2046-05-01 3.5 N/A 335000.00 70118.09 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 N/A 14568800.00 13790004.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 5041100.00 3767082.96 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QRQB2 2053-03-01 5.5 N/A 61213312.00 53185778.05 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797ML8 2025-02-27 0 N/A 900.00 893.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132A0XR2 2032-09-01 7 N/A 9000000.00 29425.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPBB2 2052-05-01 4.5 N/A 14001040.00 11063161.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMR49 2045-09-01 4 N/A 1000.00 475.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQG75 2053-05-01 5 N/A 100000.00 88166.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9RY2 2043-11-01 5.5 N/A 1023.00 884.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9PR2 2029-07-01 3 N/A 700000.00 47318.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEUQ7 2047-03-01 3.5 N/A 100000.00 76832.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS6Z0 2054-04-01 5 N/A 10807641.00 9997589.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AW5S2 2047-07-25 3.5 N/A 3523175.00 1923636.10 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 1541400.00 1568888.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 83359700.00 79761858.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380KZQ1 2048-02-20 3 N/A 4000000.00 1721885.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DPCT3 2052-11-01 5 N/A 8000.00 6537.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A8S91 2031-04-01 2.5 N/A 277000.00 51625.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286RC32 2027-05-01 3 N/A 24898.00 677.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNF40 2052-06-01 3.5 N/A 324500.00 254783.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BQEH8 2053-08-25 5.5 N/A 1500000.00 1453859.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DP6C7 2053-03-01 5.5 N/A 100000.00 84462.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQBZ8 2053-05-01 5.5 N/A 900000.00 765628.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2UT7 2031-07-01 8.5 N/A 163434.00 6709.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KCZC4 2036-07-01 6 N/A 2868.00 33.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JPT8 2042-07-01 3.5 N/A 1750000.00 154450.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y35W2 2037-01-01 5.86 N/A 2930609.00 45088.49 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 1000.00 993.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DMV85 2051-06-01 3 N/A 330724.00 190654.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283YRE0 2034-11-01 6 N/A 2270.00 32.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NAK4 2044-11-01 4 N/A 500024.00 41860.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5JJ5 2048-04-01 4.5 N/A 1040039.00 107162.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9F58 2041-09-01 2 N/A 1000000.00 613102.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJJL7 2042-04-01 3.5 N/A 555000.00 51086.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137BMXN1 2043-12-15 3.5 N/A 1007353.00 1048749.00 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 85009600.00 60131580.94 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38376UVR7 2047-05-20 3.5 N/A 2610474.00 1561129.64 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 100.00 97.51 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DQNY8 2053-03-01 4 N/A 47290.00 38313.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9M92 2042-04-01 2 N/A 100000.00 73204.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H3SA1 2051-11-25 2.5 N/A 1750028.00 1002273.77 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3136A8D64 2042-09-25 3.5 N/A 2220000.00 1417537.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DQ3V6 2053-08-01 6 N/A 100000.00 88449.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0Z41 2033-11-01 7 N/A 6631559.00 34927.26 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 216662300.00 154960411.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132A2CC4 2031-04-01 9 N/A 1954571.00 34950.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQPV2 2053-06-01 5.5 N/A 100000.00 89926.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMT62 2051-04-01 2 N/A 74027.00 37647.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0QV1 2029-10-01 7.5 N/A 1000.00 0.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5DQ5 2045-04-01 4 N/A 2275000.00 168486.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADLP1 2041-10-01 4 N/A 1809060.00 114967.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRX5 2050-08-01 3 N/A 100000.00 47835.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQK88 2052-07-01 3 N/A 29332077.00 23083915.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6C24 2037-11-01 4 N/A 6000.00 4147.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BJG74 2051-11-25 2.5 N/A 1207240.00 683715.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131WRFX8 2041-01-01 4 N/A 977515.00 50299.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WFVX6 2035-07-01 5 N/A 606664.00 25855.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPP69 2052-12-01 5.5 N/A 200000.00 173103.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XSCD2 2045-05-01 4 N/A 395000.00 51463.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQ5J2 2040-12-01 4 N/A 2100000.00 106276.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9NS2 2028-09-01 2.5 N/A 10000000.00 708487.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWYL2 2037-07-01 3 N/A 635557.00 440950.48 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 3000.00 2990.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132ACEZ9 2046-05-01 4.5 N/A 269585.00 58215.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BQDH9 2033-07-25 4.501399 N/A 8000000.00 2839235.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACTT7 2037-08-01 7 N/A 26012260.00 75279.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWSB1 2036-04-01 1.5 N/A 587007.00 305695.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJ23 2053-05-01 6.5 N/A 901990.00 722903.60 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 3740000.00 3756796.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3137H3UT7 2051-09-25 2.5 N/A 1904000.00 1231040.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132A2UQ3 2038-09-01 5 N/A 14265000.00 126793.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEC95 2034-03-01 4 N/A 280000.00 66039.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5FL4 2046-08-01 3 N/A 591969.00 95326.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329MF70 2030-05-01 2.5 N/A 450909.00 57143.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6GM6 2039-05-01 5.5 N/A 127046.00 104992.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XGSD1 2041-05-01 5.5 N/A 875000.00 57118.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329N2W7 2048-03-01 3.5 N/A 392839.00 79693.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NG36 2046-10-01 3 N/A 590000.00 136038.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPXX1 2052-03-01 3.5 N/A 34000.00 27291.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M8W67 2039-09-01 6.5 N/A 1463175.00 49501.15 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 2000.00 1311.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3137H6CX1 2052-03-25 2.5 N/A 1864788.00 1103710.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31329KNS9 2031-04-01 4.5 N/A 1283605.00 51812.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSS78 2054-03-01 5.5 N/A 24793460.00 23649665.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 15068200.00 15305139.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NR4 2025-03-18 0 N/A 10000000.00 9910800.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132A8XA2 2027-10-01 3.5 N/A 2592222.00 251925.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNEG4 2052-05-01 4 N/A 1373487.00 1063892.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5AN5 2043-03-01 2.5 N/A 450000.00 89317.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS6V9 2053-07-01 5.5 N/A 400000.00 386312.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQER4 2040-07-01 5.5 N/A 598000.00 41232.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MAD63 2045-02-01 4 N/A 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2047-12-15 3 N/A 3432937.00 1906952.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DQJE7 2052-11-01 5 N/A 97000.00 77209.24 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059FBA8 2038-01-15 0 N/A 12699000.00 6425694.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132A07A8 2035-07-01 5 N/A 7574000.00 79790.99 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 100.00 100.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132A9UF2 2033-01-01 3 N/A 2512325.00 367205.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5DT9 2045-05-01 3.5 N/A 561000.00 62343.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H4Z60 2052-01-25 2.5 N/A 1642538.00 912223.82 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 100.00 97.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132CWJB1 2034-06-01 4 N/A 1002.00 63.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACKZ2 2046-01-01 4.5 N/A 675000.00 130221.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AGNP3 2033-10-25 3 N/A 2500000.00 1789258.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383PLR0 2052-03-20 3 N/A 2000000.00 1266852.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQAT0 2049-12-25 3 N/A 2000000.00 1795723.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131XLY27 2043-03-01 3 N/A 417797.00 51720.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A7QY0 2026-12-01 3.5 N/A 2018000.00 35648.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMQB4 2050-10-01 2.5 N/A 5589312.00 3068071.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329L6V9 2042-07-01 4 N/A 55119828.00 3522266.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H3UL4 2051-08-25 2.5 N/A 1776000.00 1181881.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131XUUL9 2046-08-01 3.5 N/A 1026673.00 330821.40 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 100.00 100.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31397QJ33 2041-03-25 4 N/A 5000000.00 1161159.86 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBQ3 2026-02-28 0.5 N/A 900.00 863.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 11869400.00 10534140.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132A1ZD9 2037-08-01 6 N/A 10065068.00 65944.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XUS73 2046-07-01 3.5 N/A 125000.00 25820.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4FB9 2038-05-01 5.5 N/A 380000.00 33583.06 Agency 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146251.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNWJ8 2052-04-01 3.5 N/A 100000.00 74595.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQGJ9 2052-12-01 5.5 N/A 99265152.00 84762440.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292SB90 2044-09-01 4 N/A 447740.00 33215.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5EB7 2045-09-01 3.5 N/A 517000.00 49717.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136A5CK0 2042-04-25 3.5 N/A 5000000.00 4417648.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132A5FS9 2046-09-01 3 N/A 8825108.00 1420175.69 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 557000.00 407645.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DNFZ1 2051-05-01 3.5 N/A 20215138.00 14269283.52 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 100.00 99.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132ACDQ0 2047-02-01 3.5 N/A 5994450.00 1359291.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHTT3 2041-12-01 4 N/A 6229000.00 346612.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XLAE7 2042-12-01 3.5 N/A 500000.00 87969.25 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 49409000.00 49169860.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3128MJ5C0 2048-10-01 4 N/A 339000.00 25371.44 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 14880900.00 10208219.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132A82F5 2032-09-01 3.5 N/A 492000.00 45370.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6EG2 2046-11-01 3 N/A 102467346.00 33639164.35 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.75 N/A 17410000.00 16587703.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DNSV6 2052-08-01 4.5 N/A 1000.00 822.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM6P5 2050-07-01 4 N/A 1716000.00 1038597.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AU4D0 2047-02-25 3 N/A 2056000.00 1153504.84 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 27103400.00 24676798.72 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136BNMA1 2052-07-25 4.5 N/A 2496350.00 2262956.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132A9VH7 2033-09-01 3.5 N/A 16998.00 1631.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTYV6 2046-01-01 4 N/A 613453.00 75227.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HC7 2039-09-01 5 N/A 39000.00 36392.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AH6S4 2044-02-25 4 N/A 3181397.00 2891165.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31329JDZ7 2039-02-01 6 N/A 3616736.00 46845.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNXP3 2052-08-01 3.5 N/A 100000.00 71498.41 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 490500.00 407403.78 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DPYG7 2053-04-01 5.5 N/A 300000.00 253065.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0ZD1 2033-08-01 6 N/A 12420715.00 72465.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DND59 2052-05-01 4.5 N/A 40941036.00 29146613.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CJ7 2037-08-01 4 N/A 25000000.00 16759578.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QBK6 2049-03-01 4.5 N/A 360000.00 55817.32 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 100.00 63.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132AEKD7 2034-06-01 3.5 N/A 577000.00 59067.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUQX7 2054-05-01 5 N/A 56009354.00 53079120.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMWN1 2051-07-01 2.5 N/A 100000.00 60595.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329MFV7 2030-03-01 2.5 N/A 429955.00 53121.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0X23 2053-11-01 6 N/A 63784536.00 60498050.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AWZ75 2047-07-25 3 N/A 3000000.00 2080368.08 Agency Collateralized Mortgage Obligation Y Fitch Short Rating F1+ Standard & Poor's Long Rating A Moody's Short Rating P-1 Fitch Long Rating A+ Standard & Poor's Short Rating A-1 Moody's Long Rating A1 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 2000000000.00 2000000000.00 0.0066 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797NZ6 254900HROIFWPRGM1V77 US912797NZ64 U.S. Treasury Debt Y Moody's Long Rating Aaa Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Short Rating P-1 2025-04-15 2025-04-15 2025-04-15 N N N 0.0429 4283179063.20 4283179063.20 0.0141 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.5 912828ZF0 254900HROIFWPRGM1V77 US912828ZF00 U.S. Treasury Debt Y Fitch Short Rating F1+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aaa Standard & Poor's Long Rating AA+ Fitch Long Rating AA+ Moody's Short Rating P-1 2025-03-31 2025-03-31 2025-03-31 N N N 0.0499 652275527.93 652275527.93 0.0021 N Y Y N UBS SECURITIES LLC (REPO) UBS SECURITIES LLC (REPO) 4.4800000000000004 N/A T6FIZBDPKLYJKFCRVK44 0UBS18EK4 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 36207GBC2 2026-08-15 8 N/A 45000.00 88.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KEC68 2036-06-01 6 N/A 50000.00 699.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KT49 2033-05-15 5 N/A 37100.00 543.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296NYZ3 2038-08-15 6 N/A 25000.00 63.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QYB4 2036-06-15 6 N/A 25321.00 136.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 54000000.00 60608331.29 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36213HFV6 2031-03-15 6.5 N/A 25000.00 59.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MQY2 2033-07-15 5.5 N/A 25175.00 175.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211NZZ4 2030-01-15 6 N/A 200000.00 23307.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NEV9 2034-02-15 5 N/A 27043.00 589.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31281BRQ5 2037-05-01 4.5 N/A 6209.00 4.88 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 127000000.00 123784120.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 N/A 20339700.00 19580696.82 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36213WJW7 2033-04-15 5 N/A 25000.00 647.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKB3 2036-05-15 6.5 N/A 50000.00 602.54 Agency Mortgage-Backed Securities Y Moody's Short Rating NR Standard & Poor's Short Rating A-1 Fitch Long Rating NR Moody's Long Rating NR Standard & Poor's Long Rating A+ Fitch Short Rating NR 2025-01-02 2025-01-02 2025-01-02 N N N 0.0448 200000000.00 200000000.00 0.0007 N Y Y N SOCIETE GENERALE NY 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEQW9 2048-05-01 4 N/A 30971250.00 21848049.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTXE4 2054-01-01 7.5 N/A 4399290.00 3427035.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKVF9 2043-03-01 3.5 N/A 114862080.00 22426641.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFBC2 2050-10-01 2.5 N/A 61061760.00 27173183.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPAM9 2052-05-01 4 N/A 36498856.00 28179310.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLQR3 2053-06-01 5 N/A 34425955.00 30963018.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKP9 2052-10-01 4.5 N/A 36234255.00 29122824.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRJM7 2053-06-01 5.5 N/A 34530304.00 30932665.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFCU1 2050-10-01 2 N/A 43475648.00 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N/A 12755000.00 3613834.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LFWS9 2042-03-01 3.09 N/A 5551000.00 4273853.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BMV96 2054-07-25 2 N/A 409462.00 279022.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38375BSK9 2062-02-20 5.46648 N/A 1500000.00 104371.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384JLT9 2054-02-20 5.5 N/A 7192000.00 7202571.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380H3A8 2044-08-20 2.5 N/A 695000.00 107695.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 10234500.00 7647975.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAZ4 2025-11-30 0.375 N/A 8967400.00 8660798.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 32635100.00 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Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 15479100.00 12726645.14 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WFU4 2054-07-20 6.5 N/A 3306285.00 3321393.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384UXJ3 2054-08-20 3 N/A 1911770.00 1389686.64 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 9500.00 8363.75 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38382YST1 2072-03-20 5.48531 N/A 288000.00 270963.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380RWT3 2062-12-16 1.1 N/A 400000.00 243833.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JLH5 2054-02-20 5.5 N/A 7168000.00 7184831.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384PDE7 2051-06-20 4.5 N/A 295181.00 275811.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384PEQ9 2052-07-20 4 N/A 1467940.00 1254048.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136B3XY1 2028-09-25 3.543297 N/A 17890000.00 14422498.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313920HM5 2031-06-25 6.3 N/A 5776.00 86.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36180AB85 2054-10-20 4.5 N/A 695416.00 659775.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384WDL6 2054-09-20 4.5 N/A 1520.00 1269.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HCQD7 2054-03-25 5.5 N/A 1086.00 1034.67 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 38382XGP4 2050-05-20 0.88382 N/A 3600000.00 1537792.26 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 100.00 58.16 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38383P8D6 2052-04-20 1.5 N/A 6378000.00 3986135.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38381HFN6 2064-06-16 2.25 N/A 1500000.00 880551.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38382TD35 2051-06-20 2.5 N/A 250000.00 144741.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179YYY4 2054-06-20 6.5 N/A 39013856.00 38994610.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137B45H5 2043-08-15 3 N/A 193875.00 117914.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622ADE79 2048-10-20 3.5 N/A 98049000.00 84326049.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38377QKH9 2040-08-20 3 N/A 960000.00 2248.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38382YQM8 2068-06-20 5.1046 N/A 600000.00 421714.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 100.00 71.60 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136B6YV9 2048-01-25 3.5 N/A 23000000.00 3849718.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BKAW2 2031-11-25 0.5 N/A 5710000.00 3467828.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618GSJH1 2054-08-20 6 N/A 3099.00 3142.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AUCH2 2046-06-25 3 N/A 1250000.00 122693.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38379CVU7 2039-12-20 2.25 N/A 95518000.00 4223671.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AJT97 2044-01-25 3.75 N/A 500000.00 38605.72 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 14728700.00 11831399.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136BNSZ0 2052-07-25 2 N/A 6909753.00 4782369.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384GCY4 2053-11-20 5.5 N/A 1000.00 1056.55 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 57000.00 56861.90 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38383MAH1 2052-02-20 3 N/A 55000.00 31984.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YMT7 2072-02-20 5.4246 N/A 245000.00 191172.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136A2JE4 2041-11-25 4 N/A 1000000.00 69676.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38378B6A2 2052-11-16 1.826 N/A 46000.00 11030.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BSDC6 2047-11-25 3 N/A 1000.00 735.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BDXP8 2033-11-25 1 N/A 185000.00 10767.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BG3B5 2031-01-25 1.181 N/A 115000.00 15122.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384PRP7 2054-06-20 7.5 N/A 178698.00 196819.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KVF5 2053-07-20 5 N/A 8813.00 8338.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BD5K0 2033-01-25 1.46182 N/A 1092.00 862.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38376R4U7 2067-06-20 6.72255 N/A 900000.00 378417.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BH4N3 2052-08-01 5 N/A 222726.00 173649.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31398EY99 2039-08-15 6 N/A 1000.00 2571.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380JWA2 2058-12-16 3 N/A 369000.00 72586.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BBME9 2050-08-25 2 N/A 100000.00 76528.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN N/A 313385HY5 2025-07-10 0 N/A 349000.00 341332.47 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 3275800.00 3058265.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125 N/A 60000.00 59998.39 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38384JJP0 2054-02-20 5 N/A 470000.00 425292.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XK2K5 2052-04-01 3 N/A 45786.00 35610.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136A6FB5 2042-05-25 4.5 N/A 231367.00 210603.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136ATNQ3 2046-03-25 3 N/A 1250000.00 146271.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHHZ7 2034-09-25 4.188 N/A 24200000.00 22784784.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380P3Z5 2062-10-16 1.5 N/A 140000.00 89599.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380K2Z7 2048-02-20 2.5 N/A 1000000.00 484012.30 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EHJ2 2052-09-01 4 N/A 1000.00 798.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381LGD8 2066-07-16 2 N/A 413132.00 340295.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BCAP5 2030-05-25 0.716 N/A 7035000.00 1328271.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38375U2C3 2067-12-20 5.06617 N/A 2550000.00 1220098.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UXY0 2064-08-20 7 N/A 14268293.00 8262326.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384WEU5 2054-09-20 4.5 N/A 514304.00 448249.88 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 3147400.00 2912662.73 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38378NDL4 2053-10-16 3.80366 N/A 5669903.00 5997377.12 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MW4 2025-01-07 0 N/A 100.00 99.92 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359UYS8 2028-10-25 6 N/A 483312.00 2267.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38374JYR1 2034-09-20 4 N/A 108092.00 193.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BREY9 2054-03-25 5.5 N/A 1571.00 1481.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38382YTX1 2072-05-20 5.5746 N/A 2317000.00 2039579.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38376RQN9 2066-02-20 5.81648 N/A 1000000.00 284150.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383FS53 2052-01-20 5.5 N/A 23000000.00 17320030.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AC7B1 2042-06-25 2 N/A 5000000.00 151861.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EGJ3 2052-08-01 4 N/A 95000.00 76060.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BCB82 2030-10-25 0.878 N/A 3000000.00 825049.09 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MT1 2025-03-13 0 N/A 200.00 198.33 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38380QGX4 2070-08-20 5.16648 N/A 300000.00 79562.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380LSX2 2069-04-20 4.71 N/A 95000.00 4177.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38378THG8 2043-05-20 3 N/A 775000.00 941148.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38375GZ61 2042-08-20 2 N/A 400000.00 313192.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38379VVU5 2046-03-20 2.5 N/A 1500000.00 60895.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618N5C49 2054-11-20 4.5 N/A 1055209.00 1004639.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B9PH4 2029-10-25 1.086 N/A 705000.00 451679.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BTTZ6 2054-11-25 0.125 N/A 7941290.00 5326096.39 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 100.00 96.86 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38383GYF2 2052-01-20 4 N/A 364517.00 281353.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384AQM8 2052-07-20 4.5 N/A 1941692.00 1680133.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375BY89 2063-04-20 3.5 N/A 725000.00 2732.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384WDF9 2054-07-20 4.5 N/A 253820.00 221967.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H8R78 2052-08-25 4 N/A 1111.00 1035.63 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 38380LZM8 2069-08-20 5.46648 N/A 22578118.00 10869373.91 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 85600.00 83180.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875 N/A 24000.00 24382.67 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38384MJS7 2054-04-20 5 N/A 50299.00 44818.15 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NMAE7 2053-08-01 6.5 N/A 1181.00 1065.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38379XDC1 2044-05-20 2 N/A 22099978.00 1560131.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38375BK84 2063-02-20 1.65 N/A 340000.00 339.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38382QJG6 2051-04-20 5.5 N/A 6242055.00 4740018.53 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 47844500.00 39710923.04 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38379GXQ5 2043-02-20 2.25 N/A 1000.00 41.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384PQQ6 2054-06-20 5 N/A 1636939.00 1575720.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38376RYF7 2066-09-20 5.41648 N/A 4000000.00 1432995.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384PTC4 2064-06-20 5 N/A 1000000.00 941522.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38376R3P9 2067-05-20 5.26648 N/A 57000.00 17181.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38375U7L8 2068-02-20 5.5852 N/A 395000.00 185590.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38376RRA6 2066-01-20 5.56648 N/A 400000.00 108333.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384WSZ9 2052-05-20 5 N/A 41256000.00 40748405.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38381XDY9 2049-07-20 4 N/A 105000.00 29950.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383XL85 2053-04-20 4.5 N/A 1000.00 916.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383CPF1 2051-10-20 5.5 N/A 3005923.00 2449823.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38378B3J6 2045-12-16 1.75 N/A 155000.00 16292.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384HCG1 2053-12-20 5.5 N/A 1000.00 1034.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385BFL9 2054-12-20 5 N/A 1244208.00 1176603.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BNU53 2052-08-25 4 N/A 1000.00 989.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38376RGB6 2065-08-20 5.36648 N/A 166000.00 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GOVERNMENT NATIONAL M N/A 36179Y2N3 2054-07-20 6.5 N/A 133135322.00 134109884.31 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 64000.00 64844.90 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WFV2 2054-09-20 6.5 N/A 300000.00 311316.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380MZN4 2060-09-16 3.25 N/A 20000.00 4359.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384KSA0 2053-07-20 5 N/A 8821.00 8337.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418ES43 2053-06-01 5 N/A 130000.00 113723.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LT52 2070-01-20 5.46648 N/A 1775000.00 868170.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380PS21 2062-10-16 2 N/A 210000.00 117285.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38375BJE3 2060-12-20 5.16648 N/A 100002.00 7675.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BCC73 2030-11-25 1.255207 N/A 1300000.00 1007002.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384PQU7 2054-06-20 4.5 N/A 4158924.00 3828389.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AYC27 2046-08-25 3 N/A 10000000.00 912981.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380LHW6 2068-07-20 5.78542 N/A 10200000.00 4056528.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384WFD2 2054-09-20 4.5 N/A 654345.00 544948.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31398VNL6 2040-04-15 5.5 N/A 1000.00 1437.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618N5A25 2054-11-20 4.5 N/A 252251.00 239738.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384PAF7 2054-05-20 6 N/A 764539.00 777788.46 Agency Collateralized Mortgage Obligation Y Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating NR Fitch Short Rating NR Moody's Short Rating NR Moody's Long Rating NR Fitch Long Rating NR 2025-01-07 2025-01-07 2025-01-23 Y BMO CAPITAL MARKETS CORP. (REPO) 1.0000 7 N Standard & Poor's Short Rating A-1 Moody's Long Rating NR Fitch Short Rating NR Fitch Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR N N 0.0454 750000000.00 750000000.00 0.0025 N N Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PVU1 2026-05-15 8 N/A 341450.00 145.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618A5FK4 2051-02-20 3.5 N/A 2536949.00 1919862.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C1PC4 2040-06-15 5 N/A 558037.00 55661.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BKVR7 2058-11-15 6.28 N/A 9414334.00 10052656.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVQ8 2032-06-15 7.5 N/A 25000.00 60.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200UZZ1 2031-10-15 6 N/A 601358.00 10616.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FARP4 2063-08-20 6.5 N/A 931674.00 699389.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211Q5V9 2034-09-15 6 N/A 55000.00 1589.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211YSR6 2030-02-15 8 N/A 343408.00 1591.97 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36185GDL6 2045-05-15 4 N/A 625000.00 31284.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HNTP2 2054-09-20 6.5 N/A 104662.00 108131.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210WQE2 2029-09-15 7.5 N/A 135230.00 284.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LC3L0 2049-11-15 3.5 N/A 690530.00 66413.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176ARS0 2041-11-15 5 N/A 5448769.00 29807.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176EP70 2026-11-15 3.5 N/A 375000.00 7964.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WND6 2051-09-20 2 N/A 2081260.00 1264943.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FC21 2032-10-15 6 N/A 30092951.00 172307.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AJGT0 2040-10-15 4 N/A 280000.00 4371.14 Agency Mortgage-Backed Securities 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4452.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204JUL8 2026-09-15 8 N/A 498247.00 2437.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206AQJ5 2026-01-15 7 N/A 89000.00 31.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VD46 2026-04-15 6.5 N/A 371495.00 152.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205R4E4 2026-06-15 7.5 N/A 25000.00 27.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36195XZ82 2046-12-15 4.5 N/A 1250000.00 117583.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F4WW9 2048-01-20 3.5 N/A 400000.00 289600.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EPD5 2029-01-15 6 N/A 4031857.00 6479.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV71 2038-09-20 5.5 N/A 3186950.00 4976.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9K83 2042-04-15 3.5 N/A 81176.00 12538.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGT2 2030-04-20 8.5 N/A 1965564.00 460.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G94F3 2063-12-20 7.5 N/A 14048363.00 6229480.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H0VD6 2064-01-20 7 N/A 319916.00 327398.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F62T2 2064-09-15 5.98 N/A 854534.00 866949.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YUY8 2054-02-20 2.5 N/A 1000.00 806.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202KW76 2025-12-20 3.75 N/A 200000.00 23.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UPC7 2026-04-15 6.5 N/A 463165.00 235.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230T2C5 2043-03-15 3.5 N/A 2040000.00 582931.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQLA9 2034-02-15 4.5 N/A 498204.00 43980.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 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Securities GOVERNMENT NATIONAL M N/A 36202E3V9 2039-04-20 5 N/A 487596.00 6502.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MD25 2032-04-15 6.5 N/A 53000.00 155.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H7J86 2064-04-20 7 N/A 429400.00 439843.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G4F88 2063-11-20 7.5 N/A 1843605.00 886251.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207D7L4 2026-04-15 6.5 N/A 3962081.00 2222.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201RYD7 2035-04-15 6 N/A 66982.00 188.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196HSJ0 2047-01-15 4 N/A 78203.00 9354.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MPX7 2027-12-15 6.5 N/A 103974.00 160.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AABE3 2041-08-15 4 N/A 450000.00 136245.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 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93000.00 3299.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2R4 2032-02-15 6 N/A 1122937.00 6598.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKR8 2030-08-15 7.5 N/A 1017041.00 599.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207M4J2 2026-11-15 8 N/A 597000.00 350.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210QGV8 2029-11-15 7.5 N/A 63804.00 485.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ANGZ7 2040-04-15 4.5 N/A 1510000.00 36238.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180HXP8 2050-02-15 3.5 N/A 3021349.00 534568.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H2R21 2064-04-20 7 N/A 363177.00 238891.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VMU9 2031-12-15 6 N/A 499800.00 1216.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177U6S8 2042-03-15 3 N/A 2913279.00 600989.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SJF5 2046-06-20 3.5 N/A 124864.00 31349.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VKT3 2026-03-15 6.5 N/A 224571.00 96.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UDQ6 2037-07-15 6 N/A 454000.00 6459.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAFV1 2049-03-20 5 N/A 250000.00 39961.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMR9 2031-04-20 6.5 N/A 75000.00 98.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQ3U5 2040-04-15 4.5 N/A 3367325.00 144767.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QU72 2039-06-15 4.5 N/A 1107263.00 23202.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WAZ8 2027-10-15 8.5 N/A 184811.00 180.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207MQN9 2028-01-15 8 N/A 505000.00 973.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210MDZ1 2029-01-15 6 N/A 2776130.00 3859.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H9EN4 2054-10-20 6 N/A 1381738.00 1410772.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MLL2 2042-08-20 4.625 N/A 10000000.00 324778.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4D0 2034-01-20 7 N/A 117000.00 498.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JEK2 2033-06-15 5.8 N/A 274400.00 136041.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPL7 2037-09-20 5.5 N/A 281000.00 2486.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207TJ51 2026-11-15 8 N/A 28865.00 64.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290R2Q5 2033-09-15 5 N/A 257000.00 3231.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KUL0 2038-08-15 5 N/A 1064685.00 16265.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NC62 2038-03-15 5.5 N/A 4868634.00 32369.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETU3 2038-06-20 5.5 N/A 1915000.00 1223.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179DEZ9 2042-12-15 3 N/A 522000.00 55335.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205K5A6 2027-02-15 8 N/A 112000.00 28.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AR69 2027-02-15 6.5 N/A 57221313.00 21469.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36186PR89 2045-07-15 4 N/A 303313.00 29017.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J0G33 2054-10-20 6 N/A 375716.00 385237.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QEE0 2033-03-15 6 N/A 1818819.00 31277.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205SK38 2027-02-15 8 N/A 139000.00 98.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GJYR2 2064-01-20 7 N/A 260386.00 266579.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36183QPB5 2045-01-15 3 N/A 264872.00 35989.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G0HA9 2063-09-20 7 N/A 218390.00 223360.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205SCV5 2026-09-15 8 N/A 30000.00 45.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213LKR0 2030-11-15 8 N/A 200000.00 4150.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196HF70 2046-11-15 5 N/A 74125.00 10383.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AG53 2025-08-15 7.5 N/A 85000.00 1.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36185BR57 2045-06-15 4 N/A 602668.00 37893.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ASY4 2028-11-15 6.5 N/A 107000.00 650.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DTD3 2042-12-15 3 N/A 2450000.00 292441.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617UP2C2 2051-09-20 4 N/A 7339340.00 3023494.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A3CG3 2048-06-15 3.5 N/A 1670000.00 428253.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWA3 2038-09-20 7 N/A 200000.00 714.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296ST54 2038-12-15 6.5 N/A 26000.00 905.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201ARQ3 2031-12-15 6 N/A 1659525.00 7898.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196UYW5 2047-03-15 4.5 N/A 501318.00 58082.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GCT93 2054-07-20 7 N/A 736039.00 755801.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200U4H5 2031-11-15 6 N/A 219827.00 3169.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620APJN6 2040-04-15 5.125 N/A 1469670.00 84596.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JEJD8 2054-10-20 5.5 N/A 1160603.00 1169827.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XWEM9 2047-12-20 3.5 N/A 3009578.00 1997378.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207M2H8 2026-09-15 8 N/A 35000.00 14.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KRJ8 2033-04-15 6 N/A 276220.00 12406.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE51 2040-03-20 4 N/A 95000.00 4453.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230RZG4 2040-12-15 4 N/A 75000.00 7789.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AR3D1 2041-02-15 4 N/A 1000000.00 125021.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210PTM6 2029-02-15 7.5 N/A 1105966.00 2634.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HF4Q4 2064-05-20 7 N/A 17404081.00 13916905.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XVS3 2033-05-15 5.5 N/A 24557345.00 276756.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211QBK6 2030-09-15 8 N/A 932870.00 2733.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KUC0 2038-08-15 6 N/A 387000.00 1712.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGZ3 2040-06-20 5.5 N/A 37768.00 1494.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VYHJ1 2045-08-20 4.5 N/A 1386283.00 512215.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KLL0 2036-12-15 5.5 N/A 155000.00 1651.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YDH4 2053-07-20 4.5 N/A 1000.00 898.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210S3C0 2029-02-15 6 N/A 892981.00 10781.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J0UV5 2054-08-20 6.5 N/A 1184.00 1221.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225APD6 2026-08-15 7.5 N/A 770786.00 182.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFK9 2029-07-15 8 N/A 66004.00 49.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GLV41 2052-05-20 3.5 N/A 1081010.00 920955.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HSUR5 2064-08-20 7.5 N/A 282154.00 290336.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWX3 2038-10-20 7 N/A 2500045.00 10839.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TVQ9 2036-09-15 7 N/A 45400.00 2539.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQWT7 2049-01-20 5 N/A 1481386.00 1118088.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200HEW0 2033-04-15 5.75 N/A 940000.00 465133.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202KWD3 2025-11-20 3.75 N/A 500000.00 54.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EEG7 2031-12-15 6 N/A 45311.00 1060.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617KDKS5 2049-07-15 4 N/A 709090.00 115135.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295H5T3 2037-08-15 6 N/A 5200000.00 33066.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KNW4 2037-10-15 6 N/A 1637175.00 19961.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MCE8 2027-05-20 3.5 N/A 2240000.00 19538.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HWQA8 2054-10-20 5.5 N/A 1178977.00 1176817.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210NQZ5 2028-12-15 8 N/A 25000.00 196.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BJC3 2030-04-15 7.5 N/A 1320750.00 1155.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DHX6 2027-06-15 8.5 N/A 2121746.00 3506.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200ETY7 2033-12-15 6 N/A 1074782.00 31690.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2DE9 2041-06-15 6 N/A 576000.00 29675.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K6D2 2026-09-20 4.625 N/A 500000.00 193.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J1R21 2054-08-20 7 N/A 6391663.00 6721692.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C0Y77 2040-06-15 5 N/A 3000000.00 115261.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M6V6 2031-12-15 6 N/A 250000.00 291.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200VB69 2031-12-15 6 N/A 3693521.00 50112.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EY94 2039-01-20 5.5 N/A 3000000.00 6178.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RA77 2032-06-15 6.5 N/A 25000.00 168.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196HXS4 2047-03-15 4.5 N/A 3443818.00 99943.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLU8 2038-12-20 7 N/A 100000.00 2116.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC30 2028-12-15 7.5 N/A 34357.00 14.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2XU1 2041-08-15 5 N/A 94000.00 19549.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AADU5 2048-05-15 4 N/A 1152869.00 116321.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2D0 2039-02-20 6.5 N/A 40000.00 720.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NJM0 2030-10-15 9 N/A 50000.00 496.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210UXN8 2029-02-15 6 N/A 2696177.00 18664.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182AKY6 2043-10-15 3.125 N/A 234035.00 93375.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VSFB3 2051-08-20 4 N/A 2612568.00 2280940.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JBFE6 2060-01-15 6.2 N/A 15000000.00 16021195.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G95V7 2063-12-20 8 N/A 1191765.00 630803.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRX8 2032-02-15 7.5 N/A 310000.00 430.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NAG61 2050-05-15 2.5 N/A 200919.00 63194.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YT35 2026-11-15 8 N/A 1163914.00 434.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UQS2 2031-09-15 6 N/A 385831.00 1037.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TAZ2 2034-09-20 6.5 N/A 81000.00 1806.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208GYW2 2033-09-15 6.05 N/A 617659.00 147143.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207H5J2 2026-09-15 8 N/A 75000.00 34.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCU3 2029-07-20 7 N/A 2272370.00 1999.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206FP22 2025-06-15 8 N/A 451369.00 20.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPV2 2031-12-15 6 N/A 35572540.00 156385.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LLJX7 2050-12-20 4.5 N/A 1641374.00 1278077.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AGW4 2025-08-15 7.5 N/A 194000.00 5.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210Q5Y4 2029-02-15 7 N/A 150710.00 655.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CJW5 2031-12-15 6 N/A 22304477.00 89346.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CE97 2031-07-15 6 N/A 673577.00 1828.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BTWN6 2063-09-20 6.5 N/A 139175.00 118256.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLG9 2040-10-20 4 N/A 4850000.00 97720.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209MTH7 2028-06-15 8 N/A 197000.00 292.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36185EQ60 2045-07-15 4 N/A 741513.00 16453.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211PAF0 2029-10-15 7.5 N/A 51054.00 39.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9S93 2039-09-15 4 N/A 2629400.00 177493.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NBP6 2033-09-15 5 N/A 1919304.00 26310.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202UVL4 2033-07-15 4.75 N/A 320631.00 146837.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212DTY5 2032-11-15 7 N/A 1006025.00 51361.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210Y2B0 2029-04-15 6 N/A 1365000.00 394.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213R6Q5 2032-04-15 6 N/A 47474.00 53.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FT5D4 2064-04-20 7 N/A 1469323.00 1319639.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q3L6 2032-02-15 6.5 N/A 500000.00 585.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AXYC2 2047-07-15 3.5 N/A 2399029.00 1348997.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WVZ8 2052-01-20 5 N/A 2000.00 1176.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKJ4 2040-09-20 5 N/A 459000.00 3737.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211FPQ2 2030-10-15 8.5 N/A 794155.00 5942.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182AK26 2043-10-15 3.375 N/A 476734.00 72150.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SWM9 2034-04-15 6 N/A 50000.00 2281.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177WW89 2042-06-15 3.875 N/A 255224.00 17305.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177HCK7 2041-10-15 3 N/A 1044986.00 181934.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J6V58 2054-08-20 8 N/A 1191626.00 1266189.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184HLS1 2045-03-15 3 N/A 2023810.00 184277.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213BQQ8 2031-05-15 7 N/A 299800.00 714.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36183YPQ5 2045-02-15 4 N/A 72140.00 15371.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YYL2 2054-06-20 7 N/A 246814.00 233393.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BTGM8 2048-01-15 4 N/A 349000.00 161796.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201DA85 2032-08-15 6.5 N/A 398861.00 474.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JKSR3 2054-10-20 7 N/A 3073607.00 3237731.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C4TD2 2025-09-15 3.5 N/A 1806242.00 5159.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFU7 2029-08-15 7.5 N/A 232000.00 127.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295GKV3 2045-05-15 3 N/A 4113700.00 599665.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207CM54 2027-01-15 7.5 N/A 495000.00 706.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297FLB6 2025-01-15 4 N/A 210000.00 129.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A22Y7 2046-07-20 3.5 N/A 7000.00 1854.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AE6B7 2047-06-15 5 N/A 1077251.00 53692.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GL6X5 2054-03-20 6 N/A 1000.00 1016.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XBT2 2052-07-20 4 N/A 1024.00 809.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YST2 2054-03-20 6.5 N/A 1300.00 811.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAEW0 2049-02-20 5 N/A 179000.00 2467.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW39 2038-10-20 5.5 N/A 29000.00 350.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206FTZ5 2025-11-15 7.5 N/A 500000.00 35.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201D6Z0 2033-07-15 4.375 N/A 842100.00 374437.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELX5 2037-01-20 6.5 N/A 50000.00 647.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176WG62 2042-01-15 4 N/A 500000.00 10557.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182AK59 2043-10-15 3.75 N/A 1446927.00 102611.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617G06G0 2048-03-15 3.5 N/A 80870.00 38335.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QRG1 2046-06-15 3 N/A 44000.00 17080.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U3S9 2049-10-20 3 N/A 2660000.00 195387.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YCK0 2033-04-15 5.5 N/A 362245.00 6492.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM65 2031-05-20 7 N/A 919467.00 1792.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUL1 2038-07-20 5.5 N/A 5354520.00 16172.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A2U79 2039-05-15 5 N/A 4928227.00 76013.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207HCD7 2026-11-15 8 N/A 647000.00 1925.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7Z81 2040-08-15 4.5 N/A 47068.00 1889.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WA3A6 2051-08-20 3.5 N/A 5280562.00 4461229.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212EGD3 2030-08-15 7.5 N/A 94684.00 91.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200UDG7 2031-11-15 6 N/A 650093.00 2262.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTU2 2029-12-15 6.5 N/A 430000.00 613.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UHY9 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G1YP5 2062-09-20 4.5 N/A 168875.00 157622.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AF4X2 2040-02-15 5 N/A 2500000.00 87273.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36192S3D0 2046-04-15 4 N/A 366059.00 109440.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292EGH7 2036-05-15 6 N/A 75799.00 1799.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J1R39 2054-08-20 7 N/A 9674330.00 10149659.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617ANZC3 2047-07-15 4.5 N/A 65968.00 2532.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FQQE5 2047-12-20 3.5 N/A 1475153.00 1280563.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KAB4 2033-12-15 4.5 N/A 30439997.00 531496.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211QFJ5 2030-05-15 8 N/A 70045.00 68.73 Agency Mortgage-Backed Securities 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N/A 1685846.00 1432550.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618ABXN5 2054-11-15 6.38 N/A 1803010.00 1907836.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617ALXV7 2047-05-15 5 N/A 1936894.00 791588.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181BKY5 2043-06-15 3 N/A 306393.00 39824.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QJM9 2027-12-15 8.5 N/A 53223.00 168.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VML9 2031-11-15 6 N/A 257827.00 1293.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297HBX5 2039-08-15 5 N/A 7938100.00 244281.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213N4V5 2031-10-15 6 N/A 601531.00 2752.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CAL0 2026-11-20 3.75 N/A 300000.00 74.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207WA87 2028-01-15 8 N/A 322536.00 414.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MJE0 2030-10-15 8 N/A 391000.00 307.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JBX8 2028-06-15 7.5 N/A 250000.00 459.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A3NC4 2039-06-15 4.5 N/A 5259591.00 200200.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617QEUW7 2051-01-20 2 N/A 11788561.00 6813128.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GTU86 2063-12-20 7.5 N/A 142989.00 146891.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUS8 2032-07-20 4.5 N/A 50000.00 441.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AXZ43 2040-05-15 4.25 N/A 391120.00 28879.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AWGZ1 2057-06-15 6.65 N/A 9285563.00 9908064.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KC22 2035-03-15 6 N/A 133125.00 1273.56 Agency Mortgage-Backed Securities 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Securities GOVERNMENT NATIONAL M N/A 36292LEX8 2036-06-15 6 N/A 269850.00 4628.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230UFY0 2041-02-15 3.5 N/A 3304568.00 181479.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BCN6 2028-12-15 7.5 N/A 58393944.00 28844.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202KTG0 2025-07-20 4.625 N/A 2200000.00 147.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCC3 2029-06-20 6.5 N/A 679715.00 961.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F5DZ8 2063-11-20 6.5 N/A 13778445.00 5880572.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211PCV3 2029-11-15 7.5 N/A 50000.00 51.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207QKM8 2027-04-15 8 N/A 50000.00 68.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QLT9 2032-03-15 6.5 N/A 6725000.00 8278.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G3EU2 2064-01-20 7 N/A 1318426.00 1202711.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SUZ1 2031-11-15 6 N/A 256485.00 1049.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181D6G6 2043-06-15 2.25 N/A 42810.00 19475.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QRN1 2039-04-15 4.5 N/A 1446000.00 22365.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HTU7 2032-04-15 7.25 N/A 255200.00 125023.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211LYP1 2030-04-15 8.5 N/A 60000.00 180.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTH4 2032-06-20 7.5 N/A 900000.00 1199.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210K2C8 2029-02-15 7.5 N/A 425000.00 8977.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180DVF1 2043-05-15 3.5 N/A 672000.00 70884.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209R2Q5 2041-10-15 4 N/A 385400.00 20808.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209RVR1 2030-08-15 9 N/A 3978080.00 8417.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211LYZ9 2030-05-15 8 N/A 50000.00 347.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FBV4 2038-06-15 6 N/A 40000.00 929.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203NDW5 2027-10-15 7 N/A 167738.00 133.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CY92 2027-06-15 7.5 N/A 80000.00 64.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDW3 2040-01-20 4.5 N/A 4000.00 161.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DH95 2030-08-20 7 N/A 2910802.00 3363.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AW3T5 2040-08-15 4.5 N/A 7063012.00 57903.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2S7 2039-03-20 5 N/A 900000.00 30718.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201DAX0 2032-08-15 6 N/A 1431863.00 10451.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G5HR1 2063-11-20 7.5 N/A 2643009.00 2115450.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617UNGV0 2051-04-20 2.5 N/A 8985229.00 5732413.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5C64 2054-12-20 5.5 N/A 1023.00 1020.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296BCJ9 2038-06-15 6 N/A 25000.00 308.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292GJ97 2035-11-15 5.5 N/A 760661.00 11168.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KYF9 2038-12-15 6.5 N/A 1516236.00 19567.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y4BF8 2048-02-20 3.5 N/A 16441730.00 10986402.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296YAC6 2039-12-15 4.5 N/A 35129.00 971.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUU8 2041-06-20 4.5 N/A 25000.00 339.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J0AX3 2054-09-20 6.5 N/A 217051.00 224215.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196FZG2 2046-10-20 3.5 N/A 12266.00 3295.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DS36 2042-12-15 3 N/A 500000.00 66911.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H9RC4 2064-04-20 7 N/A 219259.00 224705.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HTV3 2029-08-15 8 N/A 25016.00 6.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BTEQ1 2048-01-15 4 N/A 551000.00 244352.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UGD8 2048-11-20 4.5 N/A 1000.00 79.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207NEH3 2026-12-15 8 N/A 372872.00 312.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207F7C9 2026-09-15 8 N/A 76753.00 5.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RG48 2032-07-15 6.5 N/A 60000.00 126.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAM0 2028-11-15 6.5 N/A 606000.00 760.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DE49 2029-12-20 8.5 N/A 504971.00 27.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DP54 2042-11-15 3 N/A 1167813.00 213623.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292FNK9 2036-08-15 6.5 N/A 34990.00 2091.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177WDL1 2042-04-15 3 N/A 1342707.00 312097.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEE2 2040-02-20 5.5 N/A 20000.00 516.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207MVP8 2026-08-15 8.5 N/A 7313221.00 9269.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F7D9 2031-12-15 6 N/A 25117732.00 151616.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294TK61 2036-09-15 7 N/A 47675.00 3367.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212DP86 2031-06-15 6 N/A 180941.00 1161.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHL8 2030-06-20 8 N/A 1501977.00 1268.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KHE3 2028-12-15 7 N/A 234000.00 188.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AVG2 2027-08-15 6.5 N/A 32830070.00 12191.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GVA42 2054-07-20 7 N/A 265209.00 273122.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207H7H4 2026-06-15 6.5 N/A 259759.00 303.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617HDZF1 2043-11-20 4 N/A 1150298.00 595520.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182YTG4 2044-09-15 4 N/A 600000.00 92474.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VZT0 2050-12-20 3.5 N/A 345000.00 126767.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AADS0 2047-02-15 3 N/A 182739.00 80828.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3B2 2031-12-15 6 N/A 114000.00 1045.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2XH0 2041-02-15 5.5 N/A 8592.00 1907.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LT97 2041-03-15 4.5 N/A 163865.00 6549.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DEP9 2038-08-15 6.5 N/A 370930.00 9664.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211NHD3 2029-08-15 7.5 N/A 54000.00 207.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MKP78 2050-12-20 2.5 N/A 2100000.00 1128600.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFG1 2030-01-20 7.5 N/A 315170.00 228.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CDZ6 2027-10-20 3.75 N/A 9499904.00 4646.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2XN7 2038-01-15 6 N/A 358299.00 102005.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207CZK7 2026-03-15 8 N/A 385568.00 86.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABZK1 2051-08-20 2 N/A 500000.00 325203.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209Y4T2 2030-11-15 8 N/A 121538.00 214.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VFD72 2043-08-20 2.5 N/A 219393.00 126271.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184DPD9 2045-03-15 4 N/A 244715.00 29170.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AQWA1 2058-10-15 6.5 N/A 8877528.00 9614260.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UCC4 2048-09-20 4.5 N/A 1000.00 82.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208RSG0 2027-12-15 7 N/A 60000.00 76.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BND6 2031-05-15 6.5 N/A 401060.00 739.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FWT9 2041-08-20 5 N/A 71000.00 7883.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36194M2H3 2046-06-15 3 N/A 3013107.00 661294.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211GXH1 2029-07-15 6.5 N/A 344056.00 779.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290S4M0 2034-07-15 6 N/A 1689500.00 34899.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201D6Y3 2033-07-15 4.625 N/A 284000.00 128699.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AF2J5 2040-01-15 4.5 N/A 30000.00 361.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181FX55 2043-08-15 2.75 N/A 1081893.00 132295.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LECD4 2049-09-15 2.5 N/A 829791.00 372114.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFN3 2029-07-15 7.5 N/A 986813.00 800.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FVNC1 2063-08-20 7 N/A 651588.00 232717.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620APFE0 2040-04-15 5.125 N/A 4924122.00 252314.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BKB42 2047-11-15 3.5 N/A 395051.00 113951.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617K7KJ8 2049-06-15 4 N/A 145594.00 8754.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FFD6 2029-02-15 6.5 N/A 29251.00 45.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UST8 2039-03-15 4.5 N/A 30000.00 1858.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AK43 2026-06-15 7.5 N/A 150000.00 106.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184NCV1 2045-04-15 3.5 N/A 2397333.00 241391.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JKXF3 2064-10-20 6.5 N/A 968705.00 984355.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J1K85 2064-06-20 7.5 N/A 208804.00 214923.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210V2Z3 2029-10-15 7.5 N/A 958975.00 4974.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H5JA5 2064-01-20 7.5 N/A 400486.00 411424.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNN7 2031-06-20 7.5 N/A 90000.00 87.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241L5B8 2036-05-15 5.5 N/A 500000.00 32964.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JELQ6 2054-09-20 8 N/A 1178097.00 1224823.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G4LF5 2054-07-15 5.93 N/A 9890000.00 10402417.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RQ71 2033-07-15 5 N/A 9668000.00 125716.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9ZB0 2039-12-15 4.5 N/A 1270816.00 26180.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SWM8 2031-12-15 6 N/A 908943.00 6479.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NSQ5 2034-05-15 5.5 N/A 15132649.00 127446.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36187SVC8 2030-08-15 2.5 N/A 3853969.00 395618.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ADU1 2025-04-15 8.5 N/A 25000.00 0.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210MSC6 2029-02-15 6 N/A 1089982.00 1885.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C0WE4 2039-11-15 5 N/A 388607.00 3452.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAYW8 2050-04-20 5 N/A 1987297.00 924859.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMCA3 2064-08-20 6.5 N/A 53547.00 54358.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CWP8 2027-06-15 7.75 N/A 7204500.00 1916.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRC0 2051-09-20 3 N/A 2916697.00 2359672.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180KB26 2043-03-15 3.5 N/A 500000.00 54249.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205K2Z4 2027-01-15 8.5 N/A 2547192.00 1693.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQ28 2038-01-20 6 N/A 50000.00 542.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212CTK7 2031-04-15 6 N/A 582401.00 35083.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241L7B6 2041-06-20 4.5 N/A 2001032.00 103814.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206APL1 2025-11-15 7.5 N/A 100000.00 12.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FVB4 2026-06-15 8 N/A 55614.00 148.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1X78 2039-06-15 5 N/A 25000.00 717.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LXR2 2041-08-15 4.75 N/A 5250000.00 222418.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PVT4 2026-05-15 7.5 N/A 10057715.00 2019.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJT6 2051-07-20 3.5 N/A 410016.00 228670.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DG70 2030-05-20 8 N/A 717426.00 396.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C02Y3 2040-07-15 4.5 N/A 1060000.00 25689.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206W4N2 2026-09-15 8 N/A 504219.00 86.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180KE31 2043-04-15 3 N/A 1500000.00 272029.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENW5 2037-07-20 5.5 N/A 125000.00 1385.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206RTM8 2028-12-15 6.5 N/A 505000.00 4067.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VYCQ0 2039-01-20 6 N/A 2028437.00 1140027.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDR4 2040-01-20 5 N/A 375000.00 6663.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBB1 2039-09-20 5.5 N/A 117000.00 436.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TQE2 2036-04-15 6 N/A 96602.00 1072.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYG8 2038-12-20 6.5 N/A 1000000.00 544.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HGRD6 2054-12-20 6 N/A 1000.00 1025.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPU4 2031-12-15 6 N/A 291306.00 520.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WT68 2031-12-15 6 N/A 1058093.00 5408.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VKGV5 2051-05-20 2.5 N/A 300000.00 161201.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JBM57 2054-09-20 7.5 N/A 9987647.00 10677442.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208XG39 2028-04-15 7.5 N/A 218000.00 1088.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HBFY4 2064-03-20 7 N/A 65359.00 66948.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208JKJ0 2027-07-15 8.5 N/A 716361.00 1884.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UL81 2031-08-15 6 N/A 822260.00 1548.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YYZ1 2054-05-20 7 N/A 1000.00 988.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B2V9 2033-12-15 6 N/A 2068470.00 23419.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TKE6 2033-02-15 6 N/A 440410.00 2586.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184KCF2 2045-05-15 3.5 N/A 27478.00 4917.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36194M3Q2 2046-07-20 3.5 N/A 1826837.00 223695.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AN55 2026-08-15 7.5 N/A 123222.00 37.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206CET2 2025-04-15 9 N/A 135721.00 55.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YLS6 2028-09-15 7 N/A 19990000.00 19446.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JCPW3 2064-03-20 7.5 N/A 141190.00 145233.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181LT73 2043-08-15 3 N/A 37759.00 3810.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FLH2 2029-10-15 7.5 N/A 137000.00 97.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184QRY2 2045-04-15 3.5 N/A 427903.00 9645.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAE8 2028-09-15 7.5 N/A 25000.00 10.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KUF3 2038-08-15 5.5 N/A 1236507.00 3220.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206J4L5 2025-09-15 8 N/A 115000.00 5.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202KSU0 2025-05-20 5 N/A 65000.00 3.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36197ELC8 2047-05-15 4 N/A 158686.00 16602.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207TBT7 2027-03-15 7.5 N/A 117602.00 42.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUS3 2041-06-20 5 N/A 252000.00 4749.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200ACW7 2032-10-15 6 N/A 1930180.00 6468.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAU0 2039-08-20 4.5 N/A 71000.00 2749.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296P5T4 2038-11-15 5.5 N/A 2536905.00 28476.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209SNG2 2029-02-15 6 N/A 1101081.00 9958.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295SEE2 2038-01-15 6 N/A 1061487.00 4711.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMV0 2031-04-20 8.5 N/A 496000.00 499.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180CYW3 2043-01-15 3.5 N/A 546009.00 56971.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FQMB5 2063-09-20 6.5 N/A 6593053.00 3153547.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297FRM6 2039-07-15 5 N/A 476243.00 9167.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36188KJN4 2045-07-15 4 N/A 246000.00 23862.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203CJW3 2026-03-15 7 N/A 98000.00 28.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YDJ0 2053-07-20 5 N/A 1000.00 903.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VY48 2032-08-15 6.5 N/A 2609212.00 5349.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184FSP4 2045-08-15 3 N/A 203043.00 29965.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A26S6 2048-04-20 3.5 N/A 2000.00 543.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200BN52 2032-09-15 5.75 N/A 674051.00 18501.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F62E5 2064-07-15 6 N/A 2490000.00 2550370.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5F2 2039-05-20 4.5 N/A 75000.00 2071.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKJ7 2031-12-15 6 N/A 224023.00 5232.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JHY4 2031-12-15 6 N/A 89128.00 181.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AJD2 2032-12-15 5.5 N/A 1088000.00 8121.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2MV1 2039-12-15 5 N/A 3308529.00 386272.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206LZG7 2025-12-15 7.5 N/A 60000.00 4.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AYAB2 2040-06-15 4.25 N/A 309621.00 30659.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213NLF1 2031-11-15 6 N/A 56816.00 380.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213HHQ5 2031-04-15 6 N/A 226530.00 1901.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A25Z1 2034-05-15 6.5 N/A 81455.00 22978.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210UY56 2029-03-15 6 N/A 5155695.00 26793.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210GER1 2029-08-15 7.5 N/A 251516.00 505.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181AWE8 2043-06-15 3 N/A 500000.00 16450.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617G9WK3 2048-02-15 4.5 N/A 268638.00 16068.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210WJ67 2029-06-15 6.5 N/A 315662.00 3442.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H9J58 2064-04-20 7 N/A 9911162.00 7558476.13 Agency Mortgage-Backed Securities 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3618JMP68 2054-10-20 5.5 N/A 10932969.00 10836519.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178NF79 2042-09-15 3 N/A 471000.00 44897.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLS9 2031-12-15 6 N/A 12920075.00 115167.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BUEC9 2047-10-15 4 N/A 404000.00 181211.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J9PU4 2064-09-15 5.98 N/A 253216.00 255388.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GPF57 2059-06-15 5.58 N/A 15156000.00 15515545.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F62G0 2064-07-15 6.09 N/A 1150000.00 1177054.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QDS5 2038-12-15 6.5 N/A 1375755.00 15107.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200UDF9 2031-11-15 6 N/A 177656.00 484.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJC6 2030-08-20 8.5 N/A 5645618.00 1913.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JLGX1 2054-10-20 7 N/A 1092849.00 1144854.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211WHJ0 2030-07-15 5.47 N/A 561771.00 25584.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UQ54 2049-04-20 4 N/A 2048.00 170.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BGV1 2029-05-15 6.5 N/A 296082.00 442.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TWX3 2036-10-15 6.5 N/A 4291628.00 55582.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G9DY2 2064-03-20 7 N/A 11073936.00 8030770.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KFC7 2035-06-15 6.5 N/A 10889.00 161.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GS4M6 2054-10-20 6 N/A 1046603.00 1073032.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WTX6 2051-12-20 2 N/A 2735880.00 1744202.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QQK3 2032-04-15 6.5 N/A 120596.00 243.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWH8 2038-09-20 7.5 N/A 80000.00 2313.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESY3 2032-01-15 5 N/A 1006158.00 37921.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WMZ9 2042-10-15 3.5 N/A 1600000.00 84751.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W2ZA9 2064-03-15 2.29 N/A 1465425.00 1196433.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210SCT3 2029-02-15 6 N/A 93000.00 11533.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J9P42 2064-10-15 5.63 N/A 1190000.00 1227232.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206RFS0 2025-09-15 7.5 N/A 40000.00 46.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207MYE0 2026-07-15 8.5 N/A 70701.00 118.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208HPZ3 2027-09-15 8 N/A 2137274.00 954.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G1XH4 2044-12-20 3.5 N/A 1214425.00 1044871.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176YB63 2041-11-15 3 N/A 1438335.00 99850.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCE9 2029-06-20 7.5 N/A 65599.00 41.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620APKE4 2040-04-15 4.5 N/A 723000.00 37400.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UBN0 2030-12-15 8 N/A 630000.00 1860.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207UGR3 2026-09-15 8 N/A 25000.00 6.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617B5CZ5 2047-08-20 3.5 N/A 1000.00 241.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TV44 2048-04-20 3 N/A 449322.00 73405.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200HQZ0 2033-01-15 5.25 N/A 1939016.00 26205.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291LEC5 2034-08-15 6 N/A 264585.00 6756.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HR85 2037-08-15 6 N/A 215000.00 3412.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MKU2 2030-11-15 8.5 N/A 3744038.00 17333.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204REW4 2026-11-15 8 N/A 8725473.00 7878.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A6B22 2039-07-15 4.5 N/A 2310495.00 58514.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BEF8 2035-03-15 5 N/A 10012086.00 110843.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180M3U9 2028-04-15 3 N/A 10000000.00 373474.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WAYU8 2051-07-20 3.5 N/A 2284499.00 1751005.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JCTF6 2054-10-20 6 N/A 3501368.00 3576228.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212VB57 2030-12-15 8 N/A 102819.00 45.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200YNT0 2031-11-15 6 N/A 723116.00 554.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V6R1 2028-04-15 7 N/A 10000000.00 5934.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTG6 2032-06-20 7 N/A 273000.00 618.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2EM0 2027-12-15 2.5 N/A 404000.00 10466.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210NT74 2029-01-15 6.5 N/A 292000.00 435.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AAT81 2039-09-15 5 N/A 153000.00 3528.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GK32 2026-10-15 8 N/A 991002.00 456.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F7MU7 2066-11-15 5.685 N/A 1040013.00 1038717.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MYA58 2050-03-15 3.5 N/A 132593.00 12712.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200HRL0 2033-02-15 5.25 N/A 537016.00 29176.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297A2F9 2039-01-15 6 N/A 36000.00 833.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210LW33 2028-12-15 6.5 N/A 3135204.00 6355.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178CBA0 2042-11-15 3 N/A 1719895.00 115536.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200HV68 2033-03-15 5.25 N/A 1243112.00 111630.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177UYU2 2042-10-15 3.5 N/A 25000.00 3647.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207MVV5 2026-09-15 8 N/A 545389.00 147.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DMG7 2027-07-15 8 N/A 5471280.00 5673.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DE31 2029-12-20 8 N/A 215625.00 173.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABB76 2051-07-20 3 N/A 1269899.00 802260.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184CR98 2045-03-15 3.5 N/A 37000.00 5167.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203ES25 2028-02-15 7.5 N/A 25000.00 113.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FVQ9 2029-06-15 7.5 N/A 66485.00 241.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211BXF6 2030-09-15 8.5 N/A 1180152.00 1058.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202TP67 2036-06-15 6 N/A 114000.00 1426.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36183FAH2 2044-10-15 4 N/A 2120939.00 160082.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GV3N8 2063-12-20 7.5 N/A 118362.00 121658.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290S6G1 2034-08-20 6.5 N/A 140000.00 2623.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200BLL9 2032-09-15 5.75 N/A 847677.00 4696.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD57 2029-10-20 7 N/A 2685118.00 2522.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36192SYD6 2046-04-15 4.5 N/A 651993.00 64652.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H5U20 2064-01-20 7 N/A 467685.00 94780.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207PBT5 2026-09-15 9 N/A 250000.00 294.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W7L6 2052-06-20 3.5 N/A 9448567.00 7067710.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YSL6 2026-05-15 7.5 N/A 25089.00 12.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G1XF8 2051-02-20 3.5 N/A 2075614.00 1816317.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F5ES3 2063-11-20 7.5 N/A 6419235.00 2836429.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENM7 2037-06-20 7 N/A 87000.00 1520.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209RFV0 2030-01-15 8 N/A 10000000.00 14163.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297AKJ1 2039-01-15 5 N/A 2683000.00 25005.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RWR9 2031-11-15 6 N/A 498869.00 1264.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291SMS6 2034-09-15 4.5 N/A 25000.00 878.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WGQ6 2042-11-15 3 N/A 500000.00 48816.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EY48 2040-05-20 4.875 N/A 3350000.00 103546.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296U3U2 2039-03-15 4.5 N/A 355962.00 11516.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKP3 2036-09-20 7.5 N/A 29000.00 1510.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202KS48 2025-06-20 4.875 N/A 4065000.00 403.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211BW75 2030-08-15 8.5 N/A 1982808.00 1528.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180DUR6 2043-05-15 3.5 N/A 1000000.00 34893.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AUTE4 2040-11-15 4 N/A 160426.00 8791.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241L6E1 2027-05-15 3 N/A 55000.00 1230.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178GKJ2 2028-03-15 2.5 N/A 45000.00 1732.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211DU81 2029-07-15 7.5 N/A 35000.00 72.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241L5R3 2026-12-15 4 N/A 600000.00 1184.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7A1 2039-07-20 5 N/A 2496827.00 6658.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196FZF4 2046-10-20 3.5 N/A 13969.00 4298.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LL79 2040-07-20 5 N/A 11146950.00 396345.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200BFM4 2032-07-15 5.75 N/A 1922319.00 55218.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JPWV8 2064-08-20 7 N/A 901010.00 924977.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AC4G6 2039-09-15 5 N/A 25000.00 830.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NCS4 2038-03-15 5 N/A 6675000.00 59482.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617G04Q0 2048-02-15 3.5 N/A 112000.00 31272.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A85V1 2039-08-15 6.5 N/A 895000.00 13898.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GUE8 2038-11-15 6 N/A 244066.00 1474.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TV69 2048-04-20 4 N/A 4541.00 386.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176WYH8 2041-11-15 4 N/A 1427000.00 90313.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BNFX6 2066-12-15 5.72 N/A 12100823.00 12626030.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230RZB5 2040-12-15 4 N/A 350000.00 60153.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A25J7 2044-09-20 4.5 N/A 45000.00 7989.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LXP6 2040-09-15 5 N/A 100000.00 5474.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WUD2 2032-12-15 5.15 N/A 349900.00 156375.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A93X7 2040-01-15 5.5 N/A 50000.00 3667.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VNR1 2029-01-15 6.5 N/A 439108.00 249.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SUK4 2031-11-15 6 N/A 451992.00 1618.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AWN6 2027-10-15 6.5 N/A 56041555.00 25652.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y5R9 2031-12-15 6 N/A 2025945.00 18639.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FH41 2038-12-20 7 N/A 79504.00 2474.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181BRV4 2043-08-15 3.5 N/A 11891224.00 831135.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211TSY2 2030-02-15 7.5 N/A 2557507.00 842.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200VX57 2032-01-15 6 N/A 844000.00 4729.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209J4K4 2036-01-15 5.97 N/A 424651.00 261928.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291UXA8 2027-08-15 6.23 N/A 250000.00 4831.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KCF2 2034-07-15 6 N/A 76030.00 1895.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XET2 2031-11-15 6 N/A 685839.00 489.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QGY5 2033-07-15 5.25 N/A 142000.00 6866.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R3V9 2046-03-20 3.5 N/A 429084.00 19061.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VXY1 2050-11-20 2.5 N/A 2181000.00 914050.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J75V8 2054-10-20 5.5 N/A 4714155.00 4732281.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GGDS9 2063-12-20 7.5 N/A 478913.00 491829.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HFUK8 2064-03-20 7.5 N/A 656743.00 671990.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ARS8 2028-10-15 6 N/A 58100.00 68.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617KMGY7 2048-12-15 4 N/A 7897118.00 1994322.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XXAF6 2052-02-15 4 N/A 1103220.00 978357.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212EW78 2030-07-15 8 N/A 25000.00 116.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YYQ1 2051-04-20 2.5 N/A 227005.00 184691.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KK74 2029-02-15 6 N/A 919789.00 3114.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211JNL7 2029-08-15 7.5 N/A 186664.00 257.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212FYF5 2030-07-15 8 N/A 1461000.00 2114.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A5Z9 2028-09-15 6 N/A 729000.00 1062.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206FX98 2025-12-15 7.5 N/A 55860.00 9.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AF88 2025-07-15 7.5 N/A 53335958.00 756.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VZM2 2026-06-15 7.5 N/A 125000.00 72.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RZ75 2034-08-15 6 N/A 45000.00 645.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206C2M0 2025-07-15 7 N/A 30000.00 0.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLJ8 2031-01-20 8.5 N/A 1129034.00 1439.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180C7J2 2028-03-15 2 N/A 1500000.00 60761.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207NSD7 2026-12-15 8 N/A 85000.00 3.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209RNF6 2030-04-15 8 N/A 352889.00 270.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W2X5 2052-04-20 4 N/A 1139994.00 862498.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AQQ6 2026-11-15 7 N/A 100000.00 18.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213NBC9 2031-07-15 6 N/A 102192.00 637.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617X0QT1 2048-04-20 3.5 N/A 2507417.00 1108259.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XSE89 2047-03-20 3.5 N/A 2698141.00 1730516.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BYTG6 2048-06-15 4 N/A 56318.00 5554.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5Y1 2039-06-20 5.5 N/A 45000.00 581.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGC9 2030-03-20 7 N/A 33000.00 99.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210DKV2 2029-08-15 7.5 N/A 200000.00 868.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LH33 2038-10-20 6 N/A 25000.00 288.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182AH38 2043-09-15 3.25 N/A 585030.00 115873.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176DEZ2 2041-03-15 5 N/A 132000.00 7522.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176R7B2 2042-02-15 5 N/A 132000.00 4978.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KXC4 2029-08-15 7.5 N/A 87089.00 155.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W5D6 2052-05-20 3.5 N/A 12991.00 9677.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212CZ87 2030-07-15 8 N/A 112000.00 251.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617V2EE5 2051-05-20 3 N/A 4675405.00 3371077.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J9QB5 2064-11-15 6.27 N/A 600000.00 615520.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208FJ84 2027-11-15 7.5 N/A 50000.00 10.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WD52 2031-12-15 6 N/A 9025143.00 116164.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180DVA2 2043-05-15 3.5 N/A 200000.00 27922.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182WCY7 2044-08-15 4 N/A 5866387.00 1443390.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295L3X7 2038-06-15 5 N/A 270000.00 2227.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BWJ3 2028-04-15 6.5 N/A 554000.00 1006.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204RPP7 2025-09-15 8.5 N/A 40000.00 26.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6U0 2034-07-20 5.5 N/A 25000.00 347.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YE83 2053-09-20 5.5 N/A 18276.00 13396.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GWBM9 2064-01-20 7 N/A 280710.00 287595.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TNR2 2047-12-20 3.5 N/A 16888.00 2216.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HEFQ5 2064-01-20 7.5 N/A 328792.00 338036.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C4WH9 2025-10-15 3.5 N/A 1400000.00 2868.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AXTQ1 2040-11-15 5 N/A 42783.00 2566.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212PVC3 2031-06-15 6 N/A 537512.00 938.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ALGG3 2026-04-15 3.5 N/A 95000.00 2874.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207UPN2 2027-02-15 8.5 N/A 28557.00 56.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UW63 2032-01-15 6 N/A 242013.00 820.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176XCL1 2042-02-15 3.5 N/A 2700000.00 217007.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180C3G2 2043-02-15 3 N/A 1300000.00 194156.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206FRB0 2025-08-15 7.5 N/A 25000.00 0.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WHL45 2051-09-20 3.5 N/A 1195182.00 834784.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAVL5 2050-12-20 2 N/A 370000.00 190043.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WBY3 2051-03-20 2.5 N/A 2914649.00 1478730.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W2GW2 2051-06-20 3.5 N/A 1295727.00 951112.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207HUZ8 2026-06-15 7.5 N/A 25000.00 3.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210RG61 2031-11-15 6 N/A 463169.00 3103.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176CHA6 2041-02-15 4 N/A 310649.00 5358.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212F3T9 2030-10-15 8.5 N/A 27991.00 44.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ACMJ0 2025-01-15 4 N/A 85580.00 18.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM73 2031-05-20 7.5 N/A 835743.00 992.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XSE55 2048-07-20 3.5 N/A 2218263.00 1200641.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C3VR0 2040-08-15 5 N/A 303219.00 43943.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JL28 2026-08-15 8 N/A 102000.00 28.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2QJ4 2045-09-15 4.5 N/A 958000.00 166728.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BJ82 2030-06-15 8 N/A 75000.00 70.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206W3P8 2026-07-15 7.5 N/A 110000.00 28.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211RXF1 2030-09-15 8 N/A 104813.00 47.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TGW7 2033-01-15 6 N/A 1000418.00 4767.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36219FF51 2027-07-15 8.5 N/A 29809.00 260.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H43Y3 2064-04-20 7 N/A 66988.00 68643.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYD5 2038-12-20 5 N/A 386000.00 1991.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RZL2 2027-02-15 7.25 N/A 275000.00 231.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295DX87 2037-05-15 5.5 N/A 497794.00 8814.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212YMH3 2031-02-15 8.5 N/A 25000.00 200.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F2UQ8 2052-05-15 5 N/A 3967584.00 3571809.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G3EW8 2063-12-20 7.5 N/A 2759897.00 2243104.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LTS5 2041-03-15 4.5 N/A 1073761.00 46725.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DU90 2043-01-15 3.5 N/A 45795.00 5902.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXF2 2027-11-15 6.5 N/A 73636415.00 36250.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVH9 2038-08-20 6 N/A 50380000.00 76126.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YNQ7 2031-07-15 6 N/A 516365.00 885.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABG48 2047-08-15 4.5 N/A 5497092.00 3357916.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VSFG2 2051-08-20 3.5 N/A 1069957.00 742492.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FMT35 2063-09-20 6.5 N/A 1566595.00 607781.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AC3V0 2047-10-20 3.5 N/A 20621358.00 16978118.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SEB9 2035-05-15 5 N/A 392000.00 6620.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296JJY2 2039-04-15 5 N/A 137000.00 2603.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MKL2 2030-11-15 7.5 N/A 25222105.00 24874.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189YGF3 2046-01-15 3 N/A 1270025.00 442070.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DYR1 2026-04-15 6.5 N/A 758947.00 678.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RWM5 2034-01-15 5.5 N/A 12000000.00 177197.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H5VR4 2064-04-20 7 N/A 1615153.00 1074911.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WFK0 2042-11-15 3 N/A 5078350.00 1113867.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EZM7 2040-06-20 4.875 N/A 8500000.00 244755.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207K5G1 2030-05-15 8 N/A 229464.00 115.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DN31 2031-07-20 8 N/A 50000.00 56.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GTVJ1 2064-01-20 7 N/A 292428.00 299462.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209KC22 2028-07-15 6.75 N/A 138245.00 1232.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MTF0 2033-08-15 5 N/A 1977000.00 23135.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230QH84 2040-12-15 4 N/A 75000.00 8760.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2AJ1 2040-10-15 4.5 N/A 3683284.00 146404.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617L7D30 2049-09-15 3.5 N/A 438522.00 155329.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297BA35 2039-05-15 4.5 N/A 127071.00 13765.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184KQ42 2045-04-15 3.5 N/A 600000.00 130038.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YBF5 2029-02-15 6 N/A 4380459.00 24262.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UQD4 2026-07-15 8 N/A 737946.00 273.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213E2T2 2032-06-15 6.5 N/A 1507039.00 33984.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182XLN9 2045-06-15 3.5 N/A 858670.00 237496.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKC2 2036-08-20 6.5 N/A 95000.00 963.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTB4 2032-05-15 8.5 N/A 354000.00 919.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KZL7 2029-12-15 8 N/A 5000000.00 2705.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9PT2 2039-10-15 4.5 N/A 120000.00 2932.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617KB6L0 2049-06-15 4 N/A 305723.00 28745.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207JLK7 2026-12-15 8 N/A 113292.00 46.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VYHL6 2048-07-20 5 N/A 2050771.00 586791.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208UB71 2027-10-15 8 N/A 160000.00 396.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296XGS7 2038-12-15 6 N/A 29000.00 200.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EUE0 2039-08-20 5.875 N/A 6000000.00 143955.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210RG95 2031-12-15 6 N/A 191618.00 793.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J9PY6 2064-09-15 5.98 N/A 1428308.00 1437061.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LAV6 2036-02-15 6 N/A 539468.00 2832.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HEFN2 2063-12-20 7.5 N/A 293148.00 205778.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UPL7 2026-05-15 7.5 N/A 39200.00 20.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UPJ3 2031-08-15 6 N/A 775555.00 2777.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KGS1 2035-09-15 6 N/A 28905.00 652.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200VP64 2031-11-15 6 N/A 705002.00 8357.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200BE37 2032-08-15 5.75 N/A 2525240.00 38144.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AXVL9 2040-05-15 5.125 N/A 5014091.00 357925.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FTJ5 2029-01-15 7.5 N/A 50000.00 136.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DCT3 2031-10-15 6 N/A 1295462.00 8447.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KND5 2033-03-15 5.5 N/A 109000.00 349.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JKSW2 2054-10-20 7.5 N/A 2336414.00 2435469.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207YAL4 2028-01-15 7.5 N/A 170000.00 831.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NDP3 2034-03-15 5.5 N/A 113000.00 4502.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4L1 2028-07-15 6.5 N/A 64000.00 82.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2CE0 2042-09-15 3 N/A 1225000.00 155751.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NYQ8 2034-07-15 6 N/A 37272.00 519.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QL31 2039-03-15 5 N/A 1039000.00 11004.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204YBD4 2026-02-15 6.5 N/A 287232.00 3.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212XT21 2031-10-15 7 N/A 862732.00 898.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BMN5 2029-12-15 6.5 N/A 1650000.00 2984.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DVN2 2027-04-15 8 N/A 25000.00 24.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G1XA9 2063-12-20 7.5 N/A 963307.00 808154.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205BZN5 2027-05-15 8 N/A 80000.00 483.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617QYZP3 2051-03-20 2.5 N/A 500000.00 366293.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HXF59 2067-02-15 5.35 N/A 3174170.00 3110138.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617UNGU2 2051-04-20 2.5 N/A 6027976.00 3918912.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJE8 2026-03-15 8 N/A 50000.00 37.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YC41 2033-10-15 6 N/A 952173.00 15289.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HXZ9 2029-07-15 7.5 N/A 25000.00 246.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDQ8 2051-04-20 2 N/A 2000.00 1096.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N5X5 2034-11-15 6 N/A 49477.00 800.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C0X94 2025-06-15 4 N/A 291889.00 680.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WQN9 2031-11-15 6 N/A 939533.00 319.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212KBS1 2031-01-15 7.5 N/A 55000.00 257.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARFS5 2040-03-15 5 N/A 6625628.00 157338.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GTN5 2032-02-15 7.5 N/A 1238824.00 8737.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V6V7 2051-02-20 2 N/A 500000.00 279934.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205VMH8 2025-06-15 7.5 N/A 1960000.00 523.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SKX8 2033-10-15 4.5 N/A 1000000.00 17465.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F62Z8 2053-06-15 6 N/A 138723.00 111309.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GV77 2034-08-15 6 N/A 31466.00 411.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211BXE9 2030-09-15 8 N/A 3156638.00 4830.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV32 2033-01-20 6 N/A 262784.00 1867.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212CP21 2031-02-15 7.5 N/A 1416137.00 2686.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176X7C7 2042-01-15 3 N/A 2820451.00 541017.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GCF31 2050-08-20 3.5 N/A 1067601.00 869815.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182KAZ2 2044-03-15 4 N/A 448300.00 24743.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209RB28 2029-12-15 7.5 N/A 50000.00 53.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EPX1 2029-02-15 6 N/A 1417968.00 2067.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WLQ9 2051-08-20 3 N/A 5143.00 3086.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YDL5 2053-08-20 6 N/A 54944.00 41731.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HNHL4 2064-07-20 7 N/A 198013.00 203140.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VQCT1 2049-08-20 5 N/A 1920451.00 773585.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MX67 2027-09-15 7.5 N/A 124000.00 19.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617U2EY2 2051-01-20 2 N/A 4588035.00 2481884.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q7M0 2032-05-15 6.5 N/A 810000.00 1459.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2Y9 2032-02-15 7.5 N/A 118000.00 1387.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620APAT2 2040-03-15 5.125 N/A 2485765.00 205754.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180CYD5 2028-01-15 3.5 N/A 2468461.00 182543.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211AF92 2029-07-15 7.5 N/A 25209.00 34.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FYCG8 2063-12-20 7.5 N/A 249670.00 256547.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAVN1 2050-12-20 2 N/A 1200000.00 629153.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617V0DH3 2064-12-15 4.45 N/A 977907.00 959625.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JYJ44 2054-12-20 6.5 N/A 7576148.00 7846159.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210RUV0 2030-01-15 8 N/A 450000.00 818.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GJLY1 2064-01-20 7.5 N/A 3014078.00 2327259.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJZ3 2036-07-20 6.5 N/A 61000.00 799.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXR7 2033-05-20 4.5 N/A 73068.00 1063.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292J4H9 2036-01-15 6 N/A 57823.00 1340.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296B2K7 2038-05-15 5 N/A 17000.00 258.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASRY7 2026-08-15 4 N/A 60282.00 635.54 Agency Mortgage-Backed Securities GOVERNMENT 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A23D2 2047-01-15 3 N/A 815833.00 283031.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX63 2033-06-20 4.5 N/A 63073.00 627.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKS6 2030-07-15 8.5 N/A 1724213.00 1156.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207MZH2 2026-08-15 8 N/A 1403249.00 246.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ALF66 2026-03-15 4 N/A 1751636.00 52141.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XCH0 2031-11-15 6 N/A 946331.00 8452.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKH8 2040-09-20 4.5 N/A 1545000.00 10406.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPT7 2031-12-15 6 N/A 21864008.00 24133.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERF8 2038-02-20 6.5 N/A 310000.00 3768.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DY54 2033-08-20 6.5 N/A 31000.00 456.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GDUS7 2055-05-15 7.75 N/A 7389742.00 7979453.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YL77 2053-11-20 6 N/A 7960923.00 5160775.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176XFP9 2042-03-15 3.5 N/A 535652.00 28906.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C4Q86 2040-08-15 4 N/A 7466700.00 317451.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RWT5 2031-11-15 6 N/A 170719.00 339.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184XEP0 2045-04-15 3 N/A 1460955.00 669032.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36185GL94 2045-05-15 4.5 N/A 289465.00 18236.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213XJ54 2031-12-15 6 N/A 1839978.00 4359.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230PEB2 2042-04-15 3.5 N/A 2104459.00 49528.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FSKK5 2059-07-15 5.65 N/A 8976700.00 9274812.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LGN0 2040-03-15 4 N/A 3200812.00 194249.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RYM9 2033-09-15 4.5 N/A 1659572.00 28229.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GU66 2031-12-15 6 N/A 1610271.00 5926.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241K4A3 2034-09-15 6.5 N/A 503762.00 24342.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2H47 2041-03-15 6 N/A 542000.00 40460.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TQP3 2048-01-20 3.5 N/A 1000.00 124.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4U0 2039-05-20 4 N/A 100000.00 8995.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177UDP6 2042-05-15 3.5 N/A 1288244.00 130837.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEV4 2040-03-20 4 N/A 22990.00 731.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196QJB7 2047-01-15 4.5 N/A 122999.00 17799.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUR5 2040-11-20 4 N/A 14739906.00 166393.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJP3 2026-03-15 7.5 N/A 2209000.00 173.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EMK3 2032-02-15 6.25 N/A 30000.00 97.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNP2 2031-06-20 8 N/A 260000.00 44.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5W5 2039-06-20 4.5 N/A 500000.00 2527.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JFJ52 2064-09-20 7 N/A 218221.00 223939.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176HX74 2041-11-15 3.5 N/A 5000000.00 859727.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKU1 2030-08-15 7.5 N/A 114000.00 91.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213S2W4 2031-12-15 6 N/A 3404663.00 9726.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W1Q52 2049-06-20 5.5 N/A 1099919.00 239516.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WCW9 2032-01-15 6.5 N/A 36000.00 167.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295GKU5 2045-05-15 3 N/A 488186.00 75923.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FTCP1 2065-04-15 6.15 N/A 4431355.00 4516738.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180CDA4 2043-04-15 2.5 N/A 229080.00 42158.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179THW8 2032-09-20 3 N/A 607862.00 53096.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297KH87 2039-05-15 5 N/A 175000.00 10632.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BSF6 2032-02-15 7.5 N/A 50000.00 76.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J5C28 2064-10-20 6.5 N/A 3638242.00 3694148.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2QD7 2044-07-20 5.5 N/A 280000.00 31810.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207VKR6 2027-05-15 7.5 N/A 50000.00 122.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JBNF4 2054-10-20 6.5 N/A 4707971.00 4866300.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181XTL6 2028-10-15 2.5 N/A 300000.00 24716.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179DLT5 2043-01-15 3.5 N/A 908920.00 77251.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BCL0 2029-02-15 6 N/A 4660704.00 7084.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J0G41 2054-10-20 6 N/A 1544416.00 1577774.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XG78 2031-11-15 6 N/A 5579654.00 44054.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182ATD3 2043-10-15 4.25 N/A 895733.00 122424.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ADMR6 2051-01-20 6 N/A 9793091.00 10032021.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201P3P8 2032-10-15 6 N/A 37077.00 322.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JFCJ9 2064-09-20 6.5 N/A 2579843.00 2619508.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211EKT4 2029-11-15 8 N/A 299286.00 470.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ACD0 2025-03-15 8.5 N/A 98996004.00 285.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JN2R5 2054-10-20 6 N/A 2257098.00 2293212.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3A4 2033-12-15 6.5 N/A 102000.00 748.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211XCZ7 2030-04-15 8 N/A 305985.00 6643.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FFMT0 2044-11-20 3.5 N/A 1065749.00 801298.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AAVX3 2039-09-15 5 N/A 700000.00 38044.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AYAC0 2040-06-15 4.75 N/A 809242.00 67381.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213LK25 2031-06-15 7.5 N/A 74386.00 860.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MB5P0 2050-03-15 4 N/A 100000.00 24134.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MZ34 2025-11-15 8 N/A 130000.00 10.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180KJR3 2043-04-15 3.5 N/A 356172.00 51771.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WLR7 2051-08-20 3.5 N/A 1164000.00 696706.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HH3W8 2054-07-20 6 N/A 2992939.00 3053115.11 Agency Mortgage-Backed Securities 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36295FDJ0 2037-08-15 7.5 N/A 1100000.00 4986.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHV6 2030-07-20 7 N/A 81420.00 36.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJ26 2036-07-20 7 N/A 152000.00 2259.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BXT0 2033-04-15 5.5 N/A 738730.00 4837.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295WFB8 2040-03-15 4.5 N/A 146000.00 7172.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDS2 2040-01-20 5.5 N/A 110000.00 3291.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FRKQ2 2063-12-20 7.5 N/A 105287.00 108195.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VEX2 2031-11-15 6.87 N/A 922900.00 421689.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNM9 2031-06-20 7 N/A 1118900.00 2042.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205R2H9 2026-05-15 8 N/A 367824.00 886.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WR26 2051-11-20 2.5 N/A 3047.00 1964.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WGP8 2042-11-15 3 N/A 285400.00 30063.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295QN55 2038-09-15 5 N/A 24000.00 1672.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207TAJ0 2027-02-15 7.5 N/A 3033958.00 1710.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618A6ZE4 2052-09-15 4.5 N/A 721896.00 628459.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209SME8 2028-12-15 6.5 N/A 1139654.00 3914.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YP3G8 2064-12-15 4.03 N/A 2529458.00 2315775.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GTU52 2064-01-20 7 N/A 124041.00 56857.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JC4C0 2051-09-20 4.5 N/A 1373555.00 1293981.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CN36 2030-05-20 5 N/A 8209787.00 13741.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BCC7 2029-04-15 6 N/A 94149.00 213.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASKV0 2041-06-15 4.5 N/A 217001.00 10910.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LJHG1 2049-10-15 3 N/A 146484.00 90837.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T7L3 2048-08-20 4.5 N/A 3810.00 325.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208FL81 2028-06-15 7.5 N/A 1018887.00 715.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F9D82 2050-04-20 5 N/A 1012930.00 947543.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209GRR0 2031-12-15 6 N/A 202293.00 2051.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207TFN6 2026-10-15 8 N/A 475682.00 108.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JEXH3 2054-10-20 6 N/A 6158365.00 6283803.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QPK9 2039-01-15 5 N/A 1005561.00 8076.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210SQB7 2029-07-15 7.5 N/A 180000.00 417.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WS36 2031-11-15 6 N/A 94729.00 523.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJD4 2030-08-20 9 N/A 41960.00 23.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213XH56 2031-12-15 6 N/A 294956.00 9974.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7G8 2039-07-20 4.5 N/A 32050.00 1162.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJA5 2031-11-15 6 N/A 283000.00 15781.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J7K41 2054-10-20 6 N/A 10099252.00 10263829.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MFVC1 2050-01-15 3.5 N/A 773402.00 60548.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WQB5 2031-11-15 6 N/A 1622040.00 11040.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXJ4 2025-06-15 9 N/A 3300000.00 0.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WKF2 2033-09-15 4.5 N/A 1013163.00 14577.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230SGM0 2031-12-15 2.5 N/A 1184750.00 399609.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211FK61 2030-08-15 8.5 N/A 2040595.00 4145.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RXU2 2033-08-15 4.5 N/A 175000.00 2781.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36185BN44 2045-05-15 3.5 N/A 1000000.00 68692.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5X3 2039-06-20 5 N/A 719000.00 13017.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209RTB9 2030-07-15 8 N/A 335008.00 5.07 Agency Mortgage-Backed Securities GOVERNMENT 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179ME22 2042-06-20 3 N/A 1006.00 106.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617GY2X3 2048-07-15 5 N/A 488862.00 88048.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618ABW89 2064-12-15 5.7 N/A 1236300.00 1285587.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213AK86 2031-08-15 6.5 N/A 38000.00 4380.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AYBQ8 2040-06-15 5.125 N/A 7187079.00 243254.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180NAU9 2043-04-15 3.5 N/A 1153703.00 57989.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUU0 2032-09-20 6.5 N/A 15115000.00 34908.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YCRZ9 2052-02-15 3.5 N/A 259157.00 220868.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297KLK5 2039-09-15 5 N/A 880000.00 18504.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617G26D3 2048-02-15 5 N/A 947896.00 37276.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SLB0 2030-12-15 7.5 N/A 175000.00 335.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213AKZ6 2031-07-15 6 N/A 111755.00 19421.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196FJU9 2047-03-15 4.5 N/A 1320491.00 328770.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189RSH1 2045-10-15 4 N/A 986000.00 70957.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295PXJ6 2025-06-15 4 N/A 35000.00 77.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184B2H9 2045-02-15 4 N/A 325425.00 14413.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6Z7 2039-07-20 4.5 N/A 510000.00 801.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36183S7K1 2045-07-15 3 N/A 2104672.00 252455.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y6A5 2031-12-15 6 N/A 1596305.00 10747.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203ALV6 2029-12-15 8 N/A 1061723.00 674.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BKBN0 2047-10-15 5 N/A 2469922.00 418074.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZJ1 2039-01-20 6.5 N/A 125000.00 1958.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A93V1 2040-01-15 4.5 N/A 275000.00 29253.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VHF4 2034-08-15 6 N/A 6475903.00 37895.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BCK2 2028-08-15 8 N/A 100000.00 82.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AJCH0 2040-01-15 5 N/A 2886500.00 237597.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617GCQB3 2048-05-15 5 N/A 107724.00 40125.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEW2 2040-03-20 4.5 N/A 600000.00 6094.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DK23 2038-10-15 5 N/A 1082869.00 3161.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BQH1 2028-10-15 7.5 N/A 73949.00 1220.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CEL3 2025-01-20 8.5 N/A 25000.00 0.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNF9 2052-12-20 5 N/A 1051.00 876.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211TT70 2030-03-15 8.5 N/A 600291.00 919.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211NZH4 2029-11-15 6 N/A 70000.00 7980.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HYW4 2037-07-15 6 N/A 105000.00 588.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KVW5 2038-10-15 5 N/A 8841717.00 114079.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212J5C6 2030-11-15 8 N/A 25000.00 48.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241L6V3 2041-07-20 4.5 N/A 1195359.00 65221.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VSH88 2051-08-20 3.5 N/A 2832627.00 1858776.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2TM4 2045-08-20 4 N/A 20100000.00 1768857.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTS0 2032-07-20 6.5 N/A 90000.00 309.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLN0 2031-12-15 6 N/A 1500200.00 11852.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QH51 2039-02-15 5 N/A 4950535.00 27561.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LSX5 2040-11-15 4 N/A 3392452.00 256510.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAZZ0 2051-03-20 2 N/A 100000.00 60436.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CLB1 2027-08-15 7.5 N/A 205621.00 137.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FYFX8 2047-08-20 3.5 N/A 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AT69 2026-02-15 6.5 N/A 360631.00 499.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LE3C6 2050-01-15 5.5 N/A 1199611.00 148205.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AQV87 2058-09-15 6.11 N/A 2088057.00 2200430.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211MMV9 2029-12-15 8 N/A 246834.00 1795.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARVX6 2041-01-15 4 N/A 2895948.00 352458.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C02W7 2040-07-15 4.5 N/A 1735299.00 44171.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211TSZ9 2030-02-15 8 N/A 171912.00 228.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210CLN1 2029-04-15 6 N/A 70000.00 365.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200VCD3 2031-12-15 6 N/A 2394164.00 18136.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DY42 2026-06-15 8 N/A 49800.00 88.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FU4Z3 2063-10-20 7 N/A 5214716.00 2792854.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203EU97 2026-09-15 7.5 N/A 25000.00 38.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UWK2 2035-07-15 5 N/A 30000.00 1286.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WG28 2051-06-20 2 N/A 5973960.00 3389803.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UMK3 2031-08-15 7.5 N/A 2000000.00 1173.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AS4W6 2037-01-20 6.5 N/A 25000.00 4537.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F3RS6 2052-06-15 5 N/A 1663123.00 1566892.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F5C6 2027-03-20 3 N/A 12000000.00 156916.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VSK4 2026-05-15 8 N/A 211223.00 118.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207EYM0 2026-11-15 8 N/A 384407.00 183.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206DRW9 2026-06-15 8 N/A 509678.00 229.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SC78 2038-10-15 6 N/A 36000.00 393.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294UHS4 2037-01-15 6 N/A 771393.00 18408.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617ASSN6 2047-09-15 4.5 N/A 1326557.00 103471.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VF41 2028-08-15 7.5 N/A 168000.00 194.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208SXD9 2028-12-15 6.25 N/A 255000.00 4025.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PST8 2026-03-20 7.5 N/A 170893.00 131.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JGN2 2030-07-15 7.5 N/A 95000.00 217.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XUP66 2052-02-15 4 N/A 128096.00 89078.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176HTX2 2042-05-15 3 N/A 942489.00 93014.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ABK4 2033-10-15 6.5 N/A 1027405.00 39392.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WX67 2026-06-15 6.5 N/A 5812239.00 867.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211EPZ5 2029-12-15 8 N/A 207633.00 509.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VSGL0 2051-08-20 3.5 N/A 10346418.00 7159312.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET58 2038-06-20 7 N/A 45000.00 557.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YN67 2054-01-20 7 N/A 909040.00 465891.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182AH46 2043-10-15 3.25 N/A 685428.00 125279.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FFMS2 2047-10-20 3.5 N/A 2157173.00 1871570.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HSXB7 2054-09-20 6 N/A 1008.00 1025.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FPQ4 2032-05-15 7.5 N/A 396988.00 3377.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208HPY6 2027-09-15 7.5 N/A 340000.00 288.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206C2D0 2025-07-15 8 N/A 3000000.00 346.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J0GZ2 2054-10-20 5.5 N/A 7529.00 7557.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WRV0 2031-11-15 6 N/A 800930.00 4351.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EFE7 2028-03-15 6.75 N/A 215000.00 785.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LYP5 2040-06-20 5 N/A 60000.00 4391.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176DVH3 2041-04-15 4.25 N/A 1651462.00 67892.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABF72 2050-04-15 4.5 N/A 29662.00 11532.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CKF0 2031-12-15 6 N/A 2275997.00 8812.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F2M4 2032-04-15 7 N/A 2845255.00 26768.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7L9 2034-08-20 6.5 N/A 320000.00 4153.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202KYM1 2026-02-20 4.625 N/A 4396253.00 1140.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2FZ0 2034-10-15 4.9 N/A 79960.00 21533.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209GQ34 2028-05-15 6.75 N/A 273000.00 1969.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209TVV8 2028-09-15 7.5 N/A 2455671.00 4415.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207E2B9 2027-01-15 8 N/A 1078320.00 1263.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BJB5 2030-04-15 8 N/A 149391.00 116.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206DTV9 2026-07-15 8 N/A 439505.00 108.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6J3 2038-11-20 7 N/A 25000.00 2356.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196LU82 2047-01-15 3 N/A 100000.00 31038.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WG36 2051-06-20 2.5 N/A 47022.00 27160.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1NQ7 2039-06-15 4.5 N/A 91112.00 1975.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFK9 2051-05-20 4 N/A 485000.00 219905.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211N6Z6 2029-09-15 7.5 N/A 62500.00 45.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AW60 2028-12-15 6.5 N/A 2332508.00 1267.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EUJ9 2039-09-20 4.625 N/A 4127205.00 116493.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VL51 2036-12-15 6 N/A 38161.00 131.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B6K9 2034-05-15 6.5 N/A 272010.00 2603.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWZ7 2033-02-15 6 N/A 139791.00 896.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BJRG1 2047-10-15 4 N/A 463000.00 153247.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212WLF2 2031-07-15 6 N/A 752966.00 5322.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207R2Y0 2027-01-15 8 N/A 25000.00 54.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210SEW4 2029-08-15 6 N/A 25000.00 2607.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EY86 2039-01-20 5 N/A 488000.00 3042.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178KVZ5 2042-11-15 3 N/A 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204KUS0 2027-01-15 7.5 N/A 3801310.00 3193.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9X89 2032-10-20 6.5 N/A 96000.00 2731.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C4RF9 2040-08-15 4.5 N/A 663513.00 23309.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212RMK1 2031-04-15 6 N/A 33056.00 77.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DY91 2026-07-15 7.5 N/A 130000.00 102.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BNE4 2031-04-15 8.5 N/A 340000.00 350.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZE2 2039-01-20 4.5 N/A 123000.00 1976.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WLR4 2025-12-15 8 N/A 3461628.00 2333.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBD9 2028-12-15 7.5 N/A 4166000.00 1911.52 Agency Mortgage-Backed Securities 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36186NAU3 2045-06-15 4 N/A 3000000.00 277694.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36188KK28 2045-09-15 4 N/A 247000.00 47013.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJU3 2051-07-20 4 N/A 6000000.00 3029894.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JEU0 2033-06-15 6 N/A 652500.00 344464.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YL52 2030-07-15 8.5 N/A 1200000.00 1040.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WXY6 2026-06-15 8 N/A 140000.00 7.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LJB3 2040-05-15 5 N/A 1082000.00 29318.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NVR9 2034-10-15 6 N/A 550742.00 4932.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211NHP6 2029-09-15 8 N/A 451136.00 214.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EMV5 2031-11-15 7.5 N/A 352772.00 717.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUL3 2032-09-20 7 N/A 1240000.00 2094.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YQS95 2063-10-20 7 N/A 812023.00 188717.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618A9ZM0 2065-03-15 4.67 N/A 243652.00 231274.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202KUJ2 2025-08-20 4.625 N/A 65000.00 5.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EXX5 2028-11-15 6.5 N/A 6981494.00 5288.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPC7 2037-08-20 7 N/A 245000.00 2790.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180CYV5 2043-01-15 3.5 N/A 759700.00 115515.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TV51 2048-04-20 3.5 N/A 22000.00 2809.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LWR3 2041-06-20 6 N/A 1325000.00 59637.12 Agency Mortgage-Backed 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2030-10-15 8.5 N/A 4999591.00 7404.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFX4 2030-02-20 7 N/A 1065000.00 902.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617K7LE8 2049-09-15 3.5 N/A 1466203.00 712693.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207UTN8 2028-05-15 7.5 N/A 990213.00 339.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PSU5 2026-03-15 7.5 N/A 275000.00 70.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HXKZ7 2054-10-20 5.5 N/A 7246941.00 7178100.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G1XB7 2063-12-20 8 N/A 222009.00 229942.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJQ9 2047-10-20 4.5 N/A 1098392.00 27594.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2DP4 2041-06-15 6 N/A 1528196.00 84700.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SA56 2030-11-15 7.5 N/A 100484.00 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GOVERNMENT NATIONAL M N/A 36179UMP4 2049-02-20 5.5 N/A 1000.00 94.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WVU9 2052-01-20 2.5 N/A 11015425.00 7348178.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WP93 2051-10-20 2 N/A 878540.00 545259.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UBZ2 2031-11-15 6 N/A 500000.00 3333.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KME2 2028-11-15 7 N/A 34797.00 325.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MZW8 2027-12-15 7 N/A 60000.00 130.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL95 2040-11-20 3.5 N/A 37000.00 2240.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EWN2 2032-03-15 5 N/A 1474506.00 20092.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210MQ46 2029-01-15 6 N/A 3400634.00 32549.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5CQ0 2054-12-20 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JBD1 2033-04-15 6 N/A 1171781.00 9219.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177MJF0 2041-12-15 4.25 N/A 261783.00 12637.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NAP5 2033-07-15 4.5 N/A 81512.00 1855.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AS2P3 2041-10-15 4 N/A 100000.00 3928.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GWYT9 2064-02-20 7 N/A 976071.00 718240.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206TXR8 2026-03-15 6.5 N/A 363902.00 541.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JJ62 2026-04-15 7.5 N/A 3369654.00 608.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ACV84 2040-01-15 4.5 N/A 1139460.00 60241.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206KMM0 2025-11-15 8 N/A 84740.00 54.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180KJQ5 2043-04-15 3.5 N/A 651720.00 72527.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295GN24 2037-07-15 6 N/A 100000.00 660.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AUEK2 2047-11-15 5 N/A 2707646.00 228923.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CAY2 2026-12-20 3.75 N/A 9220478.00 2733.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FJBZ2 2052-07-15 5 N/A 10516203.00 8014597.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JKS2 2026-05-15 6.5 N/A 745535.00 153.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200YKB2 2032-02-15 6.45 N/A 2125000.00 80858.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDG5 2028-06-15 7.5 N/A 100548.00 193.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617U3AE8 2050-11-20 4.5 N/A 1192603.00 401204.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206XA37 2026-09-15 8 N/A 208000.00 30.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HHQP8 2054-08-20 6.5 N/A 8642065.00 9028942.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295LTZ4 2039-05-15 4.5 N/A 182773.00 16042.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TAY2 2029-03-15 6 N/A 41168.00 350.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A22C5 2045-08-15 4 N/A 3000000.00 507592.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JDQF7 2064-09-20 5.5 N/A 1501761.00 1486677.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XML1 2033-09-15 5 N/A 21533342.00 406754.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UFM8 2031-01-15 8.5 N/A 128685.00 56.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MYT6 2027-10-15 7.5 N/A 112947.00 50.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297J5C4 2039-08-15 4.5 N/A 3640000.00 298785.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201DFA5 2031-12-15 6 N/A 11204944.00 24077.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A3AD2 2048-02-20 3.5 N/A 500000.00 143858.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AHY9 2025-09-15 8 N/A 550000.00 32.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AGC8 2025-07-15 8 N/A 785648.00 17.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211WCE6 2030-01-15 5.47 N/A 988043.00 20240.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FYXJ1 2049-04-20 5 N/A 1009485.00 694673.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297F6B3 2040-01-15 5 N/A 500000.00 40377.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297JYB4 2039-07-15 5 N/A 4616600.00 448341.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182DT21 2043-11-15 4 N/A 159039.00 7929.63 Agency Mortgage-Backed 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2034-01-20 6 N/A 70000.00 972.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210QX49 2029-07-15 7.5 N/A 75000.00 67.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212FJX3 2030-06-15 8 N/A 571130.00 373.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181QGZ4 2049-05-15 3 N/A 192439.00 129460.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVG1 2038-08-20 5.5 N/A 9407000.00 38593.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XG86 2031-11-15 6 N/A 490548.00 3332.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2B5 2028-04-15 6 N/A 283000.00 482.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N6L0 2034-11-15 6 N/A 87943.00 849.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GBYV0 2063-11-20 7.5 N/A 114193.00 117169.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182AKZ3 2043-10-15 3.25 N/A 2442738.00 490432.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GT62 2032-03-15 6 N/A 224431.00 1798.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EY37 2029-06-15 6.5 N/A 130000.00 629.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y2D5 2051-01-20 2 N/A 1946861.00 1543429.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GVD0 2031-12-15 6 N/A 779126.00 5677.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLX8 2031-12-15 6 N/A 3135845.00 13308.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVE5 2032-10-15 5.5 N/A 6323000.00 29114.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296AM50 2038-11-15 5.5 N/A 2697298.00 56847.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KZW1 2039-01-15 5 N/A 5311500.00 153395.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GSRS8 2059-06-15 6 N/A 8577000.00 9043598.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210B4E2 2039-03-15 5 N/A 20247348.00 342606.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4Q0 2050-12-20 4.5 N/A 621600.00 415066.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209X4C1 2029-01-15 6 N/A 846419.00 5399.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKX5 2029-09-15 6.5 N/A 13706776.00 19202.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207TAH4 2027-02-15 8 N/A 50000.00 7.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FSD9 2041-04-20 4 N/A 25000.00 1388.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NHA8 2038-04-15 6 N/A 2165898.00 9248.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297GKW9 2039-05-15 5 N/A 55000.00 1037.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213N5C6 2031-12-15 6 N/A 1298297.00 4688.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A6DC8 2039-07-15 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YLX5 2028-09-15 7.5 N/A 4882855.00 23737.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6U8 2039-07-20 4 N/A 20285.00 851.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6W4 2039-07-20 5 N/A 25000.00 599.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36194PFA7 2046-11-15 2.5 N/A 399110.00 124844.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUB2 2032-03-15 7.5 N/A 269000.00 556.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEQ7 2029-05-15 6 N/A 1236776.00 3489.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2B4 2039-02-20 5.5 N/A 58000.00 953.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JHT5 2031-12-15 6 N/A 421521.00 3615.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAKF0 2048-02-20 3.5 N/A 500000.00 135948.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36185B3T1 2045-06-15 4 N/A 650000.00 78411.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AABF0 2046-09-15 4 N/A 49000.00 14380.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS44 2032-05-20 6.5 N/A 80000.00 211.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KUU2 2029-08-15 7.5 N/A 30748.00 23.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201Y4T0 2034-06-15 6.5 N/A 25000.00 1946.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT76 2032-08-20 6.5 N/A 118665.00 374.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5F4 2034-04-20 6.5 N/A 225000.00 2452.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FQA7 2041-02-20 4 N/A 500000.00 14180.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180MX36 2043-03-15 4 N/A 2688518.00 327149.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211ULU4 2030-01-15 7.5 N/A 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SDZ8 2033-03-15 5.25 N/A 100000.00 1933.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WGL7 2042-11-15 3 N/A 10103000.00 1010561.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200HQ31 2033-01-15 5.25 N/A 1329101.00 77523.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2WB4 2041-06-15 6 N/A 125204.00 28415.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AEXN1 2047-04-15 4.5 N/A 352836.00 29883.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BVRE9 2047-12-15 3.5 N/A 46559.00 6367.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DP44 2038-12-15 6 N/A 1372132.00 13515.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FYNA1 2065-02-15 5.07 N/A 1123127.00 1134756.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLQ0 2045-08-20 4 N/A 1012.00 75.86 Agency Mortgage-Backed Securities 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36196HPQ7 2047-01-15 4 N/A 208825.00 16490.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296TU84 2038-11-15 6 N/A 258000.00 9668.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211JJ32 2029-07-15 7 N/A 150212.00 277.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206W6X8 2026-08-15 8 N/A 80502.00 3.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GHPM7 2063-11-20 7 N/A 118045.00 120952.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208RTR5 2028-01-15 7.5 N/A 412164.00 334.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295FJH8 2037-06-15 6 N/A 5000.00 66.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QHM6 2044-03-20 4.5 N/A 85062.00 64916.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297F3B6 2039-11-15 5 N/A 2114699.00 125612.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WDX1 2031-11-15 6 N/A 1387936.00 26293.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQN4 2031-11-20 6.5 N/A 49028.00 111.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACNC0 2053-06-20 6 N/A 9421.00 7763.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C42R0 2040-09-15 4.5 N/A 850000.00 50636.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KBH0 2034-09-15 4.5 N/A 875000.00 16880.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J1CC5 2064-06-20 7.5 N/A 239364.00 246385.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AWR7 2027-10-15 6.5 N/A 8915594.00 3443.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GBU77 2063-11-20 7.5 N/A 3580173.00 1572052.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXV7 2027-12-20 7 N/A 485000.00 288.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A27M8 2047-02-15 3 N/A 533000.00 193159.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178GFN9 2042-07-15 3.5 N/A 3440566.00 264155.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JFWB4 2064-09-20 7.5 N/A 421766.00 434267.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UST0 2049-05-20 3.5 N/A 5706.00 593.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208UCZ8 2027-11-15 7.25 N/A 650000.00 171.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206XGN7 2026-05-15 8 N/A 26013.00 27.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BMR66 2047-10-15 3.5 N/A 509015.00 76589.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HESP3 2054-09-20 7 N/A 1000.00 1047.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ARW2 2026-12-15 9 N/A 284444.00 28.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSS1 2032-04-20 7 N/A 420000.00 876.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHM6 2030-06-20 8.5 N/A 3050000.00 942.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209DGZ1 2028-04-15 6.5 N/A 84069.00 573.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206V6E2 2027-07-15 8 N/A 38453.00 38.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BJG4 2030-04-15 8.5 N/A 11626662.00 9124.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSR3 2032-04-20 6.5 N/A 141106196.00 313088.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPW2 2031-10-15 6 N/A 7197973.00 21040.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36186QH88 2045-06-15 3.5 N/A 900000.00 174489.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A3AP5 2047-07-20 4 N/A 100000.00 24110.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WG78 2033-04-15 5.75 N/A 106000.00 162.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A6CU9 2039-07-15 4.5 N/A 1010234.00 26991.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JHR91 2064-08-20 7 N/A 258783.00 265576.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CBR6 2027-02-20 4.625 N/A 4000000.00 2613.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARCG4 2040-05-15 4.5 N/A 1192074.00 53195.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H3NA5 2064-02-20 7.5 N/A 972246.00 780009.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DH20 2042-09-15 3 N/A 400000.00 54023.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36183QUW3 2045-02-15 3.5 N/A 3260473.00 830542.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EP71 2028-03-15 6.75 N/A 157000.00 702.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297FRF1 2039-07-15 4.5 N/A 4970334.00 300060.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XGJ2 2031-11-15 7.5 N/A 30000.00 81.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230LET2 2041-01-15 4 N/A 7491698.00 439073.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205SE50 2026-11-15 8 N/A 500000.00 149.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230UDK2 2041-01-15 4 N/A 1025623.00 114879.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ADMS4 2052-03-20 3 N/A 16091536.00 13874472.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291CDA0 2034-08-15 6 N/A 30444.00 55.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JJFV1 2064-09-20 7 N/A 257018.00 263852.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HC6S5 2054-04-20 7 N/A 3000.00 3137.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MQCZ7 2050-12-20 2.5 N/A 100000.00 60743.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WY85 2052-02-20 2 N/A 277413.00 184472.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6X4 2034-07-20 6.5 N/A 50000.00 587.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UFP1 2031-01-15 7.5 N/A 250000.00 1321.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VZR4 2050-12-20 2.5 N/A 365364.00 159565.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206RPV2 2025-10-15 7.5 N/A 253148.00 636.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ADB84 2039-11-15 4.5 N/A 1000000.00 18846.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211J5Q6 2030-06-15 8 N/A 50000.00 926.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AWSM3 2040-12-15 4.5 N/A 540000.00 25213.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AARG1 2048-02-20 3.5 N/A 200000.00 53582.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206AEW9 2026-04-15 7.5 N/A 45000.00 136.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UQG7 2026-07-15 8 N/A 70740.00 28.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RN40 2031-10-15 6 N/A 231811.00 8951.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRJ2 2034-04-15 5 N/A 4246358.00 48407.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AKXT8 2040-03-15 6 N/A 470000.00 44050.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAKL7 2048-02-20 4 N/A 100000.00 16003.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M5Q8 2031-10-15 6 N/A 567659.00 3150.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GMC2 2031-10-15 6 N/A 782935.00 40407.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ER92 2038-04-20 4.5 N/A 35000.00 889.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196D2T5 2047-04-15 3 N/A 1050517.00 484531.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295WJ73 2038-04-15 5 N/A 233000.00 7802.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291VKP7 2028-09-15 5.7 N/A 2995000.00 8063.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JKQD6 2064-08-20 7 N/A 260777.00 267711.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297KZU8 2039-06-15 4.5 N/A 6202429.00 142865.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4Z0 2028-07-20 8.5 N/A 1636395.00 1061.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291TUF3 2035-04-15 5 N/A 230000.00 11400.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRK2 2054-02-20 6.5 N/A 1000.00 714.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212CVK4 2031-06-15 6 N/A 661361.00 15327.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AXR3 2028-12-15 6.5 N/A 720081.00 575.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182UYE1 2045-04-15 3.5 N/A 2155020.00 212045.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178LFH1 2042-10-15 3 N/A 377000.00 50930.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KZ35 2039-02-15 5 N/A 42873401.00 781854.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DGC6 2031-11-15 6 N/A 2002585.00 5460.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212BJQ7 2030-03-15 8 N/A 3000000.00 10858.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207JCC5 2026-07-15 8 N/A 169218.00 171.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FU43 2033-06-15 6 N/A 25198.00 425.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213LBY5 2031-11-15 6 N/A 1000000.00 11307.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209GFJ1 2028-10-15 6.5 N/A 28000.00 881.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206W4P7 2026-09-15 8.5 N/A 25000.00 6.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H9EU8 2054-10-20 6 N/A 5291039.00 5374678.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H0T23 2064-01-20 7.5 N/A 161850.00 166301.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206LZD4 2025-12-15 7.5 N/A 72329.00 17.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXN4 2038-11-20 6 N/A 12990000.00 19329.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACZF0 2052-03-20 3 N/A 60000.00 48341.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMB63 2064-06-20 7 N/A 211835.00 217413.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AXX0 2028-12-15 6.5 N/A 2575969.00 1863.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YJA0 2026-09-15 7.5 N/A 85000.00 179.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213XGF5 2031-11-15 6 N/A 423425.00 3480.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHV5 2049-07-20 4.5 N/A 1000.00 147.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YS39 2054-02-20 4 N/A 1000.00 907.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FYJF3 2047-08-20 3.5 N/A 2012586.00 1701180.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HMYL7 2064-06-20 6.5 N/A 419983.00 425968.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G25L4 2063-10-20 7 N/A 714601.00 261190.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205KY89 2027-01-15 8.5 N/A 25623.00 17.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GWWB0 2054-10-20 6.5 N/A 1000.00 1041.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKT4 2036-07-15 6.5 N/A 714382.00 5837.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HM73 2029-11-15 7.5 N/A 155017.00 128.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296XGG3 2038-12-15 6.5 N/A 11614640.00 99064.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295J6E1 2037-11-15 6 N/A 875204.00 7651.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RVF6 2031-10-15 6 N/A 414226.00 2588.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294RAY5 2037-02-15 6.5 N/A 21112936.00 371769.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XRBM3 2064-06-15 2.64 N/A 102382.00 85965.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GYBG8 2064-03-20 7 N/A 492333.00 439675.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F3N4 2042-02-20 4 N/A 3001.00 154.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BKN98 2049-10-15 3 N/A 2653711.00 490602.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKL1 2030-07-15 7.5 N/A 75562.00 18.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211YQX5 2030-02-15 7.75 N/A 386000.00 906.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WNE4 2051-09-20 2.5 N/A 476000.00 296257.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFD8 2030-01-20 6 N/A 25000.00 43.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JRM2 2029-01-15 6.25 N/A 40000.00 191.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCW9 2029-07-20 8 N/A 1270000.00 487.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GMGF1 2063-12-20 8 N/A 151974.00 157531.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YYVZ6 2052-06-15 5.5 N/A 795332.00 768555.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENB1 2037-05-20 6 N/A 3133.00 40.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RXJ1 2026-05-15 8 N/A 914286.00 143.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H25V1 2064-04-20 7 N/A 1572352.00 1285957.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGT7 2040-06-20 5 N/A 410347.00 1870.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N4T5 2034-10-15 6 N/A 864104.00 6199.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FNFP9 2063-10-20 7 N/A 11505958.00 6011143.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203VW22 2028-12-15 6.5 N/A 1000000.00 6326.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FNEJ4 2063-08-20 7 N/A 692059.00 262158.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XHV4 2031-12-15 6 N/A 4297001.00 27911.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ44 2039-02-20 5.5 N/A 125000.00 663.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECB3 2035-01-20 6 N/A 44000.00 795.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H2V34 2063-12-20 7.5 N/A 293903.00 164816.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196LTV3 2046-10-15 3.5 N/A 3096137.00 116710.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RBH4 2032-06-15 7 N/A 810000.00 1416.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177LTB0 2041-10-15 4.5 N/A 1454441.00 97288.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207BYK0 2026-08-15 8 N/A 297422.00 1181.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202KZH1 2026-03-20 4.625 N/A 5000000.00 449.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296A3W2 2041-01-15 3.5 N/A 319000.00 41929.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Q2T5 2039-07-15 4.5 N/A 3634819.00 180397.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAHA5 2049-10-20 3.5 N/A 5650000.00 234571.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206AQK2 2026-01-15 7.5 N/A 433651.00 84.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202UHT3 2033-05-15 5.5 N/A 16873035.00 117165.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JH24 2031-12-15 6 N/A 1766814.00 14398.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFP6 2040-04-20 5 N/A 235000.00 679.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205SA88 2026-08-15 8 N/A 5232950.00 4849.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207WWF7 2027-08-15 8.5 N/A 524567.00 711.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ABQK5 2039-12-15 4.5 N/A 4463361.00 178777.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CNZ5 2030-05-20 4.875 N/A 1610161.00 3638.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Q4Y2 2039-08-15 5 N/A 3862126.00 326338.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AF64 2026-03-15 6.5 N/A 637395.00 570.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210CBZ5 2028-09-15 8 N/A 125000.00 1226.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N4P3 2034-10-15 6 N/A 17804076.00 279525.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230SPH1 2026-06-15 3.5 N/A 375000.00 5719.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JNH73 2064-10-20 7 N/A 670052.00 687875.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209H2X2 2029-02-15 6 N/A 777670.00 2706.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACGB0 2050-03-20 3.5 N/A 150000.00 115270.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206KPJ4 2026-03-15 6.5 N/A 300502.00 69.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H83R9 2064-03-20 7 N/A 1531257.00 1159695.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JADL4 2054-09-20 7.5 N/A 1153312.00 1201879.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230TZ21 2028-03-15 2.5 N/A 1000000.00 135664.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225C4B9 2034-01-20 4.625 N/A 2100000.00 56144.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJM9 2040-08-20 5 N/A 118000.00 627.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176DKD4 2041-04-15 4.5 N/A 3658905.00 141984.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C4XA3 2040-10-15 3.5 N/A 66819.00 4230.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QU72 2031-11-15 6 N/A 945061.00 249.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KQW3 2029-05-15 7.5 N/A 66308.00 730.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CZX1 2035-12-15 6 N/A 234000.00 17191.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KW53 2038-11-15 5 N/A 3938116.00 52251.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211JLT2 2029-07-15 6.5 N/A 233448.00 1158.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YU93 2054-04-20 7 N/A 9901486.00 8874264.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36194PE75 2046-10-15 2.5 N/A 607377.00 112774.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VYP3 2034-10-15 6 N/A 27611.00 1616.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W8MJ1 2063-10-15 2.85 N/A 1516787.00 1303147.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XCZ0 2031-11-15 6 N/A 993784.00 18128.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BUC0 2028-06-15 7.5 N/A 6114171.00 6358.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHQ5 2036-04-20 4.5 N/A 35000.00 982.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296PZR5 2038-09-15 5 N/A 125000.00 2396.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212GF80 2030-08-15 8 N/A 263200.00 1589.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LJY3 2039-09-15 5 N/A 565000.00 35221.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GTNQ4 2064-01-20 7 N/A 1293498.00 1092962.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202TML7 2033-07-15 5.45 N/A 250000.00 120295.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FUZ8 2032-04-15 7.5 N/A 100010.00 255.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASJ42 2026-06-15 4 N/A 500000.00 4116.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H5U61 2064-01-20 7 N/A 122259.00 125180.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211NGL6 2029-08-15 7.5 N/A 25000.00 43.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176W7E5 2042-01-15 3.5 N/A 9336000.00 836381.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SU57 2031-11-15 6 N/A 500758.00 3932.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UE22 2031-12-15 6 N/A 2074343.00 8960.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2L9 2053-05-20 5.5 N/A 1000.00 854.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JZL5 2029-08-15 7.5 N/A 226229.00 95.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GCES7 2050-06-20 3.5 N/A 1282196.00 1118958.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WAEY2 2051-09-15 3.5 N/A 381002.00 210846.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176SM56 2042-01-15 4.5 N/A 1716363.00 279610.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MQDD5 2050-12-20 3 N/A 32235.00 14959.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HTBP8 2063-12-20 8 N/A 298319.00 309830.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36185BQS8 2045-05-15 3.5 N/A 5877630.00 522097.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AC3Y8 2039-09-15 5 N/A 341926.00 9996.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GXUJ3 2064-02-20 7 N/A 234294.00 239576.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230NHB4 2041-01-15 4 N/A 49447.00 7454.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295P3S9 2038-04-15 5 N/A 180000000.00 1752769.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WNMP4 2051-09-20 2 N/A 100000.00 58342.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RY25 2027-01-15 7.5 N/A 34000.00 29.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GPQ8 2031-12-15 6 N/A 499795.00 54795.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YDK7 2053-06-20 5.5 N/A 401920.00 347194.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TEP4 2032-09-15 6.5 N/A 1892442.00 27198.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36217GGC5 2029-12-15 8 N/A 358517.00 281.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F4R88 2050-06-20 3.5 N/A 300000.00 218188.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRH9 2054-01-20 5.5 N/A 18516480.00 16141298.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295K3W1 2038-10-15 6.5 N/A 42882.00 249.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TPY7 2033-04-15 5.5 N/A 21764135.00 192640.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXH8 2027-11-15 6.5 N/A 17887185.00 8477.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LX84 2041-09-15 3.5 N/A 180000.00 12554.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFH9 2030-01-20 8 N/A 1149716.00 721.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207D3H7 2027-02-15 7.5 N/A 110000.00 318.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207D3A2 2027-01-15 7 N/A 167068.00 245.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J0G90 2054-10-20 6.5 N/A 1087716.00 1137307.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295QXY1 2037-12-15 6 N/A 1038244.00 4443.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFT8 2040-04-20 4.5 N/A 87000.00 3286.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176HPW8 2042-04-15 3.5 N/A 1755502.00 119436.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BYU6 2028-05-20 6.5 N/A 87806.00 299.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WPL4 2031-10-15 6 N/A 995161.00 14060.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MVC0 2030-08-15 8.5 N/A 673501.00 3144.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204XC86 2025-05-15 8 N/A 49090.00 18.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MH93 2030-10-15 8 N/A 56000.00 190.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GDK2 2026-09-15 7.75 N/A 169000.00 149.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BMSF5 2047-11-15 3.5 N/A 675983.00 68155.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GPRK1 2064-01-20 7 N/A 210586.00 215647.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212YTB9 2031-01-15 7.5 N/A 200696.00 564.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H4WF2 2063-02-20 7 N/A 73832.00 75596.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MYMT3 2050-04-15 4.5 N/A 104770.00 10884.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211J4R5 2030-06-15 8 N/A 40000.00 253.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ENJ7 2038-10-20 3.75 N/A 3072568.00 16618.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VN30 2050-06-20 3 N/A 74000.00 19789.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JJZ4 2035-12-15 5 N/A 551000.00 8934.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G4LE8 2054-07-15 5.93 N/A 9066000.00 9535724.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUD6 2026-06-20 4 N/A 50000.00 332.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AVP2 2027-08-15 8 N/A 367039.00 108.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196R5E4 2047-02-15 4.5 N/A 280658.00 70161.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QFP5 2028-06-15 7.5 N/A 150000.00 537.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AC6N9 2039-10-15 5 N/A 362038.00 10538.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXN5 2027-12-15 6.5 N/A 190503732.00 65526.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230LNT2 2046-05-15 3 N/A 750000.00 400940.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YN21 2028-02-15 7.5 N/A 277322.00 886.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296YP30 2039-08-15 5 N/A 1066261.00 14298.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212RRS9 2031-07-15 6 N/A 935509.00 18879.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179BHW7 2042-10-15 3.5 N/A 38364.00 2018.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296XH72 2039-01-15 5.5 N/A 309000.00 6756.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200HTP9 2033-02-15 5.7 N/A 642870.00 74288.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210RW30 2029-11-15 8 N/A 31615.00 29.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDL7 2025-01-20 4 N/A 517000.00 13.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VYY7 2026-06-15 8 N/A 34031.00 8.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H6U51 2064-02-20 7 N/A 1157806.00 793042.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VRH3 2031-10-15 6 N/A 383009.00 4778.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SCY1 2035-04-15 4.5 N/A 3756802.00 62528.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203NAX6 2027-09-15 7 N/A 160000.00 550.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FMWZ0 2063-11-20 7.5 N/A 265982.00 98082.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203EVZ8 2027-02-15 7.5 N/A 25000.00 26.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GCGN6 2050-08-20 3.5 N/A 1294912.00 1136782.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XBQ8 2052-02-20 2.5 N/A 37973.00 25533.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212FYA6 2030-07-15 7.5 N/A 148108.00 111.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAAA2 2048-03-20 3.5 N/A 4500000.00 1448873.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9FD8 2039-08-15 5 N/A 381219.00 29614.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H6F58 2064-06-20 7 N/A 816161.00 836985.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AWSY7 2040-12-15 4 N/A 125000.00 10553.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617V3U21 2063-08-15 2.9 N/A 1147824.00 988371.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RUL9 2026-03-15 6.5 N/A 356181.00 133.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FZK0 2026-08-15 8 N/A 2375038.00 601.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASV48 2041-09-15 4 N/A 1500000.00 147949.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178SFJ2 2042-10-15 3.5 N/A 50000.00 1302.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206KFP1 2025-06-15 8 N/A 10427600.00 1059.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176TN46 2041-11-15 4.5 N/A 2046857.00 121702.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213LNG1 2031-07-15 6 N/A 483550.00 7050.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296KP89 2038-07-15 6 N/A 1103839.00 6908.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEG9 2029-05-15 6.5 N/A 291000.00 368.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NYL8 2033-05-15 5.275 N/A 318500.00 151426.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QYL7 2039-05-15 4.5 N/A 1971065.00 29069.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UH62 2048-11-20 5 N/A 1000.00 66.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UXY1 2039-05-15 4.5 N/A 105586.00 2111.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177U5Y6 2042-04-15 3.25 N/A 1057231.00 133344.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207NVY7 2026-08-15 6.375 N/A 80881.00 137.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UPB2 2049-03-20 4.5 N/A 1000.00 80.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VAPC9 2051-06-20 3 N/A 3984885.00 2629982.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLJ3 2040-10-20 5 N/A 100000.00 487.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2BE1 2042-06-20 3 N/A 124000.00 12368.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36193M2F8 2046-08-15 4.5 N/A 535989.00 27609.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196LU90 2046-12-15 3 N/A 61417.00 18044.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230RZC3 2040-12-15 4 N/A 550000.00 62779.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JYYD7 2064-12-20 6.5 N/A 1932426.00 1963645.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAHY3 2049-11-20 4.5 N/A 3068000.00 1233690.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205K5B4 2027-02-15 8.5 N/A 4080230.00 140.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDR6 2051-04-20 2.5 N/A 6502.00 3475.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XYS99 2048-01-20 3.5 N/A 2359179.00 1330630.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYJ4 2033-07-20 4.5 N/A 174000.00 1907.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208UJB4 2028-01-15 7.25 N/A 70000.00 233.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HTAT1 2064-01-20 7.5 N/A 51058.00 52523.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SDA1 2031-11-15 6 N/A 900220.00 21973.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WRY4 2031-11-15 6 N/A 1169462.00 9080.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M5R6 2031-10-15 6.5 N/A 10671852.00 7346.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YQT1 2026-06-15 7.5 N/A 25000.00 32.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H3M99 2064-02-20 7 N/A 2706538.00 2504124.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LYN0 2041-02-20 4.5 N/A 25000.00 2395.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GQQ61 2063-11-20 7.5 N/A 212680.00 218523.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Q3G2 2039-07-15 4.5 N/A 201356.00 3972.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209RJP9 2030-02-15 8 N/A 300030.00 576.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212QR51 2030-12-15 8 N/A 1025000.00 7632.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213XH23 2031-12-15 6 N/A 1000100.00 8290.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CX77 2027-06-15 8 N/A 74300.00 142.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207JT45 2028-02-15 7 N/A 224026.00 110.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296P6L0 2038-11-15 5 N/A 1493000.00 5439.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J75W6 2054-10-20 5.5 N/A 4127230.00 4137574.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PUM0 2026-05-15 6.5 N/A 14371490.00 1727.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GWN6 2026-07-20 7 N/A 65000.00 337.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207ND43 2026-11-15 7.5 N/A 25000.00 11.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F2YC3 2059-03-15 5.96 N/A 15295163.00 16006046.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QBN8 2038-10-15 5.5 N/A 1859258.00 12245.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295P5D0 2038-05-15 6.5 N/A 3364459.00 31116.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208KHR3 2031-12-15 6 N/A 752935.00 789.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C04V7 2040-07-15 4.5 N/A 140000.00 4832.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QZF9 2039-05-15 5 N/A 37106456.00 508891.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAEU4 2048-05-15 4 N/A 511137.00 47498.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295GLK6 2045-07-15 3 N/A 1000000.00 138032.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178LYF4 2042-09-15 4 N/A 730094.00 158981.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WDQ9 2042-10-15 3.5 N/A 50000.00 7461.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207XDC3 2027-02-15 7.5 N/A 351151.00 876.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F3DC6 2052-09-15 6 N/A 1828826.00 1559866.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KWD8 2029-09-15 8 N/A 43855.00 51.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200UU86 2031-09-15 6 N/A 121356.00 1794.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KK53 2029-01-15 6.5 N/A 426072.00 1032.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208EYF4 2027-08-15 8.5 N/A 188954.00 1941.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J75X4 2054-10-20 5.5 N/A 4020921.00 4027423.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C3B92 2025-09-15 4.5 N/A 157990.00 1761.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AAT65 2039-09-15 5 N/A 3486800.00 60533.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181LUA4 2043-08-15 3.5 N/A 1900000.00 132238.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200BN60 2032-09-15 5.75 N/A 2574530.00 35940.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180CXP9 2043-01-15 3 N/A 785981.00 119900.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208FJU5 2027-09-15 8 N/A 38400.00 9.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q7K4 2032-05-15 7.5 N/A 196000.00 154.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210DYF2 2028-12-15 7.375 N/A 180000.00 6293.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 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Securities GOVERNMENT NATIONAL M N/A 3622AAYV0 2050-06-20 5.5 N/A 3061890.00 649876.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ77 2030-10-20 7 N/A 2346091.00 2463.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JE30 2033-06-15 5.45 N/A 544502.00 269147.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JM64 2036-03-15 6.5 N/A 208084.00 8050.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JQV5 2034-01-15 6 N/A 628242.00 7979.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FSC48 2063-10-20 7 N/A 626061.00 639458.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EC95 2031-12-15 6 N/A 22785311.00 73891.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F62M7 2064-09-15 5.98 N/A 530678.00 533930.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206W7C3 2026-08-15 7.5 N/A 226538.00 17.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 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6054396.00 14974.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291EBY6 2034-01-15 6 N/A 107100.00 5197.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WEG4 2028-07-15 7 N/A 97000.00 59.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NM49 2033-01-15 6 N/A 29238.00 589.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HC6N6 2054-04-20 6.5 N/A 3000.00 3074.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176THY7 2041-10-15 4.5 N/A 2272723.00 62626.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212DQZ5 2031-07-15 6 N/A 1035769.00 10718.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FYB6 2041-10-20 5.5 N/A 90000.00 3725.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JEXT7 2054-10-20 6.5 N/A 6965181.00 7244506.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297AZ55 2038-12-15 6 N/A 1561032.00 20952.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208HT30 2027-07-15 8.5 N/A 28370.00 137.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMMX2 2054-09-20 5.5 N/A 9333101.00 9300322.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WPX0 2051-10-20 2 N/A 25000000.00 15786179.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36195JH67 2046-09-15 3 N/A 61410.00 22185.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176SU73 2041-09-15 4.5 N/A 1803271.00 351395.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KSH1 2031-08-15 5.86 N/A 300000.00 132009.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G6V51 2063-10-20 7.5 N/A 176539.00 181023.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBX3 2039-10-20 5 N/A 3979389.00 20713.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNX5 2031-07-20 6 N/A 135000.00 328.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEC6 2040-02-20 4.5 N/A 113000.00 2316.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617M4XL4 2049-12-15 3.5 N/A 2101674.00 218085.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GXVQ6 2063-07-20 7 N/A 130853.00 133977.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WZE1 2048-07-20 5 N/A 1000.00 738.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HVBK4 2064-04-20 7 N/A 176303.00 180992.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EUR1 2039-09-20 4.625 N/A 3541593.00 60444.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G4GS3 2063-11-20 7.5 N/A 186351.00 191194.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GJWV5 2051-07-20 3.5 N/A 3171188.00 2788285.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV89 2038-09-20 6 N/A 18438000.00 18666.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRC2 2041-03-20 5 N/A 655000.00 7299.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296R5W3 2038-12-15 6.5 N/A 91000.00 4419.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XUE5 2029-03-15 6.25 N/A 435000.00 1014.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J0QJ7 2054-08-20 7.5 N/A 120315.00 128545.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211UF72 2030-07-15 8.5 N/A 135248.00 234.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BYL3 2039-03-15 6.5 N/A 94976.00 1150.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182ATE1 2043-10-15 4.375 N/A 2376455.00 126934.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7L7 2039-07-20 6.5 N/A 82000.00 4316.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MND5 2029-09-15 7.5 N/A 947789.00 1437.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VX47 2050-10-20 4.5 N/A 2589660.00 656046.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MA49 2026-01-15 7.5 N/A 55000.00 17.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VDE4 2026-02-15 7 N/A 75000.00 43.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HHW4 2029-08-15 7.5 N/A 3017609.00 4046.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176MPC1 2031-07-20 4 N/A 2500000.00 379063.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2G22 2028-09-15 2.5 N/A 10000000.00 647015.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW70 2038-10-20 7 N/A 25000.00 334.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210RMN7 2029-10-15 7.5 N/A 100480.00 480.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DDD1 2035-10-15 5.5 N/A 284457.00 4577.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUF4 2038-07-20 5.5 N/A 545157.00 4273.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WACN8 2051-08-15 3.5 N/A 286021.00 241958.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208PRN0 2028-05-15 6.5 N/A 150000.00 57.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210SEX2 2029-08-15 6 N/A 52000.00 1914.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GUZP0 2054-05-20 7 N/A 1000.00 765.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ACV76 2025-08-15 4.5 N/A 155918.00 657.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FZ22 2042-01-15 3.5 N/A 86900.00 5807.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212C2Q3 2030-08-15 8.5 N/A 209668.00 266.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAV27 2050-12-20 2.5 N/A 34336947.00 19370138.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F6Q1 2031-11-15 6 N/A 500000.00 15304.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295K3Q4 2038-10-15 6 N/A 200411.00 1229.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297GYP9 2030-10-15 4.5 N/A 1070968.00 222310.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2QR6 2039-03-20 7 N/A 4711452.00 697734.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211UFY3 2030-06-15 8.5 N/A 209816.00 423.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207QVQ7 2026-11-15 8 N/A 587322.00 295.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y2N3 2054-07-20 6.5 N/A 1008.00 1015.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWZ0 2033-03-20 7 N/A 220000.00 1161.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G9FC8 2064-04-20 7 N/A 6062496.00 5511157.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKZ1 2036-10-20 7 N/A 150000.00 1663.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARYK1 2041-01-15 4 N/A 1000000.00 45404.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QZQ5 2031-08-15 6 N/A 96757.00 437.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W7K8 2052-06-20 3 N/A 7024.00 5085.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205KZR6 2027-01-15 7.5 N/A 86730.00 15.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DTB7 2042-10-15 3.5 N/A 30000.00 2855.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PT75 2026-04-15 6.5 N/A 367000.00 40.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212TA53 2035-06-15 5 N/A 214000.00 3624.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210LYG2 2029-01-15 7 N/A 300000.00 873.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DLP4 2042-10-15 3.5 N/A 3750000.00 436015.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FM45 2040-12-20 4 N/A 2000000.00 35751.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KYX2 2029-12-15 7.5 N/A 218000.00 125.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XRDY5 2052-05-15 4.5 N/A 31871.00 19698.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203VRG7 2025-06-15 9 N/A 245000.00 213.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200TLT3 2031-12-15 6 N/A 37000.00 648.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177JDE6 2042-01-15 3.5 N/A 500000.00 37523.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211NRH3 2029-09-15 7.5 N/A 373200.00 337.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202KZ65 2026-05-20 4.875 N/A 6300000.00 1651.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GLXA5 2064-02-20 7 N/A 3524287.00 3463312.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XD6U2 2065-03-15 4.2 N/A 2398623.00 2215224.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211PCL5 2029-11-15 7.5 N/A 75000.00 102.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177QXH1 2042-01-15 3 N/A 1090176.00 156065.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GSX8 2026-12-15 8 N/A 33050.00 36.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J7P53 2054-10-20 6 N/A 7025723.00 7137572.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213LL65 2030-12-15 7.5 N/A 270000.00 3052.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NMC3 2033-04-15 5.7 N/A 188455.00 36728.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SQW0 2046-11-20 3.5 N/A 2048.00 268.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JH32 2031-12-15 6 N/A 16615881.00 151604.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200HDW1 2033-10-15 4.5 N/A 41613.00 3222.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AJM51 2047-05-15 5 N/A 233214.00 14567.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5AP4 2054-10-20 5.5 N/A 819188.00 811797.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVH8 2032-09-15 6.5 N/A 1341924.00 3571.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296TR88 2038-10-15 6 N/A 32000.00 55.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208HMK9 2027-08-15 7.5 N/A 60575.00 7.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F4R4 2042-03-20 4 N/A 50000.00 2806.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206EMA0 2026-10-15 8 N/A 992920.00 1493.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BUM5 2029-04-15 6 N/A 160128.00 328.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C7J7 2032-07-15 6.5 N/A 135647.00 180.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FD40 2026-09-15 8 N/A 41000.00 9.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CPV6 2031-04-15 6 N/A 36328.00 73.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELA5 2036-11-20 6.5 N/A 60000.00 790.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VSH4 2050-08-20 3 N/A 9000.00 2797.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QC68 2029-07-15 4.5 N/A 5000000.00 259132.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212DRN1 2031-08-15 6 N/A 173268.00 969.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176SGR5 2041-09-15 4.5 N/A 72568.00 4154.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207S3S0 2026-11-15 8 N/A 8443540.00 515.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y3US1 2043-07-20 3.5 N/A 2607808.00 1516374.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210GXZ2 2029-03-15 6.5 N/A 138904.00 289.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WJJ1 2034-09-15 6 N/A 173008.00 1228.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205LLN8 2025-03-15 9 N/A 4613821.00 78.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FL64 2029-04-15 6.5 N/A 165935.00 492.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RNH4 2026-11-15 8 N/A 27247.00 75.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2SB9 2046-02-20 3.5 N/A 5500000.00 574901.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MH57 2027-10-15 7.5 N/A 894705.00 4898.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QQE8 2029-02-15 6 N/A 679038.00 9803.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BYK24 2063-08-20 6.5 N/A 1173145.00 514517.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WBX5 2051-03-20 2 N/A 12925062.00 6905856.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B2X5 2033-12-15 6 N/A 425000.00 3919.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 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(REPO) HSBC SECURITIES (USA) INC. (REPO) 4.46 N/A CYYGQCGNHMHPSMRL3R97 0HSB14E62 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 3140AVGL9 2054-12-01 5.5 N/A 3000.00 3041.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF4B2 2050-12-01 2 N/A 1485.00 867.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NNJ0 2027-10-01 6.5 N/A 7274538.00 67355.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APGE8 2054-09-01 6 N/A 3001.00 3047.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCRY7 2053-02-01 6.5 N/A 1000.00 711.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNQD1 2052-05-01 3.5 N/A 1000.00 765.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MR3C9 2052-08-01 4.5 N/A 1000.00 847.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YYSE4 2045-07-01 3.5 N/A 1000.00 128.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YN2T3 2045-05-01 3 N/A 4078000.00 565807.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEPW9 2053-03-01 6 N/A 3003.00 1983.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGU0 2041-01-01 4 N/A 2080.00 558.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406Y2Y5 2035-07-01 4.49 N/A 341000.00 33532.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QA2W9 2049-05-01 4 N/A 2043.00 467.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y14S1 2044-09-01 3.5 N/A 123898624.00 17291944.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7D38 2047-08-01 4 N/A 15886.00 3761.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCRM3 2053-02-01 6.5 N/A 3001.00 3048.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7KP1 2047-09-01 3.5 N/A 1000.00 241.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUA30 2054-09-01 5.5 N/A 3001.00 3016.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMYF5 2054-02-01 6 N/A 9628800.00 9529956.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFHF6 2045-08-01 3.5 N/A 34996.00 4646.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXUR3 2052-07-01 5 N/A 2000.00 1564.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFF88 2052-07-01 4 N/A 2024.00 1722.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FVTL0 2045-04-01 3.5 N/A 5973.00 895.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AS5Y0 2054-11-01 5 N/A 1001.00 972.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGSP3 2053-11-01 6 N/A 1017.00 943.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQF76 2052-12-01 4.5 N/A 2024.00 1625.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPT57 2052-08-01 4 N/A 6000.00 4715.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N9S98 2053-01-01 4.5 N/A 1030.00 919.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A96F2 2054-02-01 6 N/A 357641.00 360538.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LAQ99 2051-01-01 2.28 N/A 6700000.00 4432187.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMSK4 2053-07-01 5.5 N/A 1001.00 816.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJCW6 2046-10-01 3 N/A 3000.00 389.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132JGAW2 2048-11-01 4 N/A 3000000.00 1009391.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3G76 2052-02-01 2.5 N/A 5000.00 3410.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404AD27 2033-11-01 4.5 N/A 7167.00 253.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCWY1 2053-03-01 6 N/A 5060.00 4265.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ML3K4 2052-04-01 4 N/A 1015.00 825.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUF3 2052-08-01 4.5 N/A 1000.00 853.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C65G0 2053-06-01 5 N/A 5000.00 4772.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XYVQ9 2047-12-01 3.5 N/A 2707196.00 575069.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUDQ3 2054-11-01 4.5 N/A 1000.00 946.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9WR2 2047-01-01 3 N/A 2000.00 554.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSXM4 2037-01-01 1.5 N/A 1001.00 657.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUEJ8 2054-11-01 6 N/A 1998.00 2017.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABGV1 2054-04-01 5.5 N/A 1005.00 1000.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNEZ5 2052-06-01 4 N/A 4003.00 2676.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEHD4 2045-04-01 3.5 N/A 100097536.00 16471219.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDZM4 2041-10-01 2.265 N/A 1475000.00 997829.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPVG3 2052-04-01 3.5 N/A 1000.00 710.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTS88 2045-07-01 4 N/A 16388.00 2866.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1W25 2052-10-01 5.5 N/A 3003.00 2693.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEY60 2054-05-01 6 N/A 3007.00 2644.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDYP8 2041-10-01 2.265 N/A 3143832.00 2141252.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8RT1 2054-01-01 6.5 N/A 1025.00 640.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AU3R2 2054-11-01 5 N/A 2000.00 1956.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4HQ3 2052-09-01 5.5 N/A 3001.00 2924.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E9KL9 2046-02-01 4 N/A 16138.00 2937.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8U89 2053-01-01 5 N/A 1000.00 871.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXKL7 2052-08-01 5 N/A 1000.00 794.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9S53 2053-08-01 6 N/A 1778720.00 1572855.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ6G2 2054-10-01 5.5 N/A 1000.00 998.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKEV6 2046-04-01 2 N/A 57307775.00 35848349.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLPR4 2053-06-01 5.5 N/A 1000.00 785.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAXK5 2040-05-01 6 N/A 2927912.00 527658.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FVMZ6 2047-05-01 3.5 N/A 2000.00 654.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AU5P4 2054-12-01 5 N/A 2003.00 1955.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFFN4 2050-10-01 2.5 N/A 96088576.00 48380906.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRBD8 2052-07-01 4.5 N/A 1039.00 736.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JFX0 2040-10-01 3.5 N/A 1418836.00 83102.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8VJ4 2053-01-01 5.5 N/A 2014.00 1427.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYAG7 2052-08-01 5 N/A 2000.00 1432.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE5E5 2054-05-01 6 N/A 2007.00 1761.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKBS3 2043-09-01 3.5 N/A 1005.00 93.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N6K68 2052-12-01 6 N/A 3000.00 2727.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQLD6 2053-01-01 6 N/A 2121.00 1766.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELTX1 2031-01-01 4.5 N/A 150844.00 8805.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9DK6 2048-06-01 4.5 N/A 1034.00 356.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRM92 2053-07-01 6 N/A 1032.00 918.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSS89 2052-06-01 4.5 N/A 1003.00 726.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSTD7 2052-06-01 5 N/A 1008.00 691.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WH7C0 2046-10-01 3.5 N/A 60080384.00 19298017.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8TB4 2052-12-01 5.5 N/A 1007.00 770.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YYLC5 2035-12-01 4 N/A 1005.00 200.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8DQ5 2053-07-01 5.5 N/A 3000.00 2672.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RDH9 2035-04-01 6 N/A 1891.00 20.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJY63 2052-09-01 4.5 N/A 1660.00 1217.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YMN96 2045-04-01 3 N/A 2990888.00 674919.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q72D8 2047-11-01 3.5 N/A 1152.00 175.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MTQ55 2052-08-01 5 N/A 2003.00 1414.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WHCR2 2054-07-01 6.5 N/A 1174828.00 1208115.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN5U3 2052-10-01 5 N/A 6361568.00 5309609.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E1PA5 2045-09-01 4 N/A 4042.00 755.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9BD1 2054-02-01 7 N/A 3000.00 3133.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWUR5 2053-01-01 6 N/A 2000.00 1682.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADD65 2054-05-01 5.5 N/A 2025.00 2003.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407EA94 2035-07-01 5 N/A 70961.00 541.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASU48 2054-10-01 5.5 N/A 3001.00 3005.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MW3H7 2053-05-01 6 N/A 1000.00 1002.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEU42 2050-09-01 2 N/A 4700000.00 2584639.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGF21 2053-05-01 5 N/A 3000.00 2495.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCZT9 2053-03-01 5 N/A 1000.00 777.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NS5L4 2053-10-01 6.5 N/A 1000.00 1026.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABFF7 2054-09-01 5.5 N/A 1000.00 990.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A84J8 2054-02-01 6.5 N/A 1003.00 747.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQYY2 2043-11-01 3.5 N/A 61000000.00 10279819.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXZN5 2052-04-01 3.5 N/A 2016.00 1605.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQQF6 2053-02-01 6 N/A 1035.00 901.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADP69 2033-11-01 3.5 N/A 956720.00 99724.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8QY4 2048-03-01 4 N/A 1000.00 213.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR2T6 2054-10-01 5.5 N/A 3001.00 2999.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNSX1 2054-02-01 7 N/A 4115928.00 3868820.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSG40 2053-09-01 5.5 N/A 2000.00 1738.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AB6D2 2054-03-01 6 N/A 262717.00 265058.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FBHK9 2046-07-01 3.5 N/A 4004.00 1573.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPA50 2037-04-01 1.5 N/A 2002.00 1358.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5DY2 2045-06-01 5 N/A 24005.00 4983.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYY69 2054-09-01 6 N/A 3000.00 3058.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FMK54 2046-12-01 4 N/A 1000.00 510.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJM96 2046-12-01 3 N/A 19999.00 4016.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8FV2 2048-01-01 3.5 N/A 2560.00 330.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVGE5 2054-12-01 5.5 N/A 3001.00 3014.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MUW48 2052-07-01 4 N/A 1000.00 741.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9YZ0 2033-10-01 4 N/A 1076.00 235.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HBH65 2043-04-01 4 N/A 2098000.00 547170.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8V90 2054-02-01 5.5 N/A 4001.00 3947.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YPK43 2045-05-01 3 N/A 1000.00 380.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YR5M6 2045-07-01 3.5 N/A 1000.00 205.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAYR8 2053-01-01 6 N/A 1000.00 641.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUDT7 2054-11-01 5.5 N/A 2000.00 1998.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCLX5 2053-02-01 5.5 N/A 4000.00 3681.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLSH3 2053-07-01 5 N/A 1008.00 855.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9WA9 2047-01-01 3.5 N/A 27017.00 4741.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNP80 2052-08-01 4 N/A 100000000.00 77363350.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBUX7 2053-03-01 6 N/A 3000.00 2996.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7MB8 2046-07-01 4.5 N/A 12000.00 3477.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N82R8 2053-04-01 7 N/A 1919306.00 1317274.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXRW6 2052-08-01 5 N/A 1000.00 837.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVRE7 2046-12-01 3 N/A 43370000.00 9043948.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SSST2 2045-01-01 3.5 N/A 7977088.00 7262888.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N95V4 2053-01-01 7 N/A 2000.00 1552.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LYZX4 2051-10-01 3 N/A 4000.00 2719.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD6D8 2054-08-01 5.5 N/A 1002.00 977.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LCGB1 2036-06-01 2.07 N/A 27580000.00 21258112.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9KB8 2053-07-01 5 N/A 1007.00 901.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMV47 2052-07-01 3.5 N/A 2000.00 1505.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403VVZ9 2034-02-01 5.5 N/A 1062.00 7.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KLV25 2050-09-01 2.5 N/A 1000.00 368.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RCV9 2035-05-01 5 N/A 3997.00 40.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N5JD7 2052-11-01 5.5 N/A 4000.00 3209.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N5QA5 2052-11-01 5 N/A 4003.00 3327.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGNF4 2052-02-01 2.5 N/A 2000.00 1261.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTYC7 2049-05-01 3.83 N/A 6525000.00 5480092.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRD43 2053-05-01 5.5 N/A 1134.00 1031.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVYN5 2054-12-01 6 N/A 2004.00 2035.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4Z98 2053-06-01 5 N/A 1006.00 867.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N15A7 2052-09-01 5 N/A 1000.00 904.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPT73 2052-08-01 4.5 N/A 2000.00 1621.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSSA4 2052-12-01 6 N/A 3000.00 2694.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y9QC5 2029-12-01 3.5 N/A 1001.00 88.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WF2Z8 2045-11-01 3.5 N/A 10000.00 1466.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQTM7 2054-07-01 7 N/A 1300342.00 1367959.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRKP8 2053-06-01 6.5 N/A 1008.00 798.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2KN0 2052-09-01 5 N/A 3100.00 2822.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9PD9 2048-08-01 5 N/A 3000.00 346.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N52S2 2052-11-01 5.5 N/A 2001.00 1840.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3ZT0 2042-03-01 4 N/A 24845000.00 4327401.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NVA0 2038-05-01 5.5 N/A 3060000.00 26264.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KULR1 2050-12-01 2.5 N/A 2000.00 838.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APTC8 2054-09-01 5.5 N/A 3000.00 2987.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSYK4 2053-10-01 6 N/A 1012730.00 842907.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD6C0 2054-08-01 5.5 N/A 1008.00 995.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YXQD0 2045-07-01 3.5 N/A 1000.00 181.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MX4A9 2052-08-01 5.5 N/A 2000.00 1775.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVK80 2052-08-01 4.5 N/A 1008.00 796.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNL90 2033-06-01 3.72 N/A 20546368.00 18902391.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6K93 2054-08-01 6 N/A 3000.00 3022.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BT3F5 2053-01-01 6 N/A 2000.00 1576.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMY58 2051-09-01 2 N/A 774935.00 496168.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJX29 2054-08-01 6.5 N/A 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MORT N/A 3136ASH58 2046-07-25 6.994785 N/A 1100000.00 118639.31 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 29.91 20.68 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138EGYD0 2041-07-01 7.429 N/A 4300000.00 80214.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LEN60 2041-12-01 2.41 N/A 149280.00 103007.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0WB4 2053-11-01 5.5 N/A 5160512.00 4777922.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38382QLF5 2051-04-20 4.88184 N/A 1644120.00 765302.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EJAB4 2042-05-01 6.849 N/A 4855200.00 161105.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38380BQJ7 2046-01-20 3.5 N/A 433000.00 353287.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QGEG8 2050-12-01 3 N/A 96006.00 53618.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GWV1 2038-01-01 6 N/A 42115099.00 685230.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3Z6 2049-10-01 3 N/A 31469000.00 4878033.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XLG9 2052-11-20 4.5 N/A 3776.00 3143.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQM20 2052-06-01 3.5 N/A 2222792.00 1919065.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNGZ0 2052-06-01 3.5 N/A 1504617.00 1163452.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136B1LF9 2030-02-25 3.062757 N/A 1105091.00 794357.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31402TM77 2033-09-01 6.5 N/A 1161.00 13.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASYR3 2054-09-01 6 N/A 1000.00 1009.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHP1 2043-04-01 4 N/A 25606272.00 18969154.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVU96 2029-08-01 5.08 N/A 1704753.00 1725198.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AYVR8 2051-12-01 2 N/A 1000.00 631.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNYP2 2052-09-01 5 N/A 97876.00 80617.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HDSB7 2054-07-25 5.76879 N/A 45035096.00 40568314.07 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140X8X36 2050-03-01 3.5 N/A 9000.00 2647.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31398RV93 2037-06-25 4.93327 N/A 29403000.00 1170730.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H4SG6 2031-08-25 1.613 N/A 615000.00 525161.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EZM5 2054-01-01 6 N/A 25948.00 22172.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WXAY6 2040-01-01 3.3 N/A 5065.00 4012.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDUJ6 2038-10-01 2.15 N/A 142890.00 100521.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1NW6 2053-04-01 7 N/A 1000.00 1085.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WUHY2 2043-06-01 4 N/A 227000.00 42544.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LM2Z5 2028-04-01 3.46 N/A 483561.00 464568.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8Z92 2053-04-01 6 N/A 3000.00 3010.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9PN4 2054-04-01 5.5 N/A 2016.00 1986.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H94G1 2052-10-25 5.5 N/A 51413.00 29380.89 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3136BGAM3 2051-07-25 2.5 N/A 997045.00 628748.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31300MNY5 2037-09-01 7.04 N/A 1299999.00 100110.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384XRH8 2054-10-20 5.7046 N/A 23033989.00 22620798.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136A2LP6 2041-03-25 4 N/A 1000.00 1163.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384BY62 2053-07-20 6 N/A 4000000.00 4019540.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BNET9 2032-04-25 2.083146 N/A 785000.00 654192.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WRXK1 2043-06-01 4 N/A 100000.00 13775.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUTB3 2054-09-01 6.5 N/A 309104.00 309065.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AX7E9 2027-06-25 3.060993 N/A 75000.00 43202.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWGX5 2053-04-01 4.5 N/A 17000.00 14710.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384VAY3 2054-08-20 5.7046 N/A 32798.00 32411.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179W5E4 2052-05-20 4 N/A 329150.00 254098.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136B75M9 2029-10-25 2.444 N/A 100000.00 89977.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131XP4D7 2044-05-01 4.5 N/A 1496.00 99.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH6N2 2052-06-01 3 N/A 1000.00 746.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418NET3 2040-02-01 4.5 N/A 2869.00 116.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38382WDD6 2051-07-20 2.5 N/A 999000.00 580683.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132WWA93 2052-05-01 4.1 N/A 344904.00 290810.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9KL4 2041-07-01 5.5 N/A 680000.00 197815.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AQSZ4 2025-10-25 2.92261 N/A 550000.00 248219.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137BGZV4 2045-03-15 3 N/A 5500000.00 3383930.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LNEG2 2033-06-01 3.8 N/A 288155.00 264870.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38382QQF0 2051-05-20 4.74837 N/A 7725000.00 4549542.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618FSLJ5 2053-12-15 7.5 N/A 17671.00 18647.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137A8US5 2041-04-15 4 N/A 262156.00 118770.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KYS26 2040-03-01 2.5 N/A 1000.00 220.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWHV0 2029-11-01 3.81 N/A 2579851.00 2488820.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNHU1 2053-12-01 6.5 N/A 2000.00 1647.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVZ3 2052-11-01 5 N/A 145000.00 122974.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MBG6 2037-07-01 5 N/A 5814.00 115.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLRF5 2054-01-01 6.5 N/A 939248.00 836688.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3PV2 2053-04-01 6.5 N/A 2000.00 1605.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K3M7 2040-06-01 4.5 N/A 1180.00 80.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38382UFP1 2051-06-20 5.5 N/A 7156510.00 5451124.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NQ5F1 2054-06-01 5.5 N/A 399770.00 384885.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETX35 2044-10-01 6.657 N/A 580167.00 34941.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EB90 2052-03-01 2.5 N/A 1000.00 684.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5EK1 2040-06-01 6.5 N/A 2738.00 597.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETYM2 2046-07-01 6.435 N/A 83458.00 6563.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED80 2052-06-01 4 N/A 13251344.00 10287748.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383CRU6 2051-10-20 2 N/A 2980615.00 1538303.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140J5RJ0 2045-02-01 6.739 N/A 800000.00 42470.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H6LN3 2032-01-25 2.59 N/A 127000.00 110364.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31288RA24 2043-10-01 6.924 N/A 5725407.00 5601240.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NU3Y3 2031-04-01 4.62 N/A 3260823.00 3239810.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDN9 2054-08-01 7 N/A 2000.00 2121.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EP46 2053-03-01 6 N/A 950000.00 742307.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKF7 2053-05-01 6.5 N/A 15000.00 15332.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383X5B6 2053-05-20 5.6046 N/A 32626251.00 23041307.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384BYL9 2053-03-20 5 N/A 2731295.00 2662136.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QSG96 2053-06-01 5.5 N/A 8317008.00 7280527.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XHKF7 2044-02-01 4.5 N/A 46433.00 13098.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8VV6 2050-09-01 3.5 N/A 6000.00 1484.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X97F6 2051-01-01 3 N/A 1000.00 514.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBSS8 2049-09-01 3 N/A 254117262.00 45911640.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383LYW4 2052-12-20 5.5046 N/A 12693606.00 9594150.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622ADK56 2051-03-20 2.5 N/A 1000.00 816.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQGF6 2052-09-01 6 N/A 3621072.00 2923344.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2J4 2053-05-20 4.5 N/A 6790960.00 5951584.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383YBC5 2052-08-20 5 N/A 24481395.00 20317719.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31410G5V1 2038-04-01 5 N/A 1450.00 13.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38380TBH8 2046-11-20 3 N/A 4082999.00 4276868.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140MWUV6 2053-01-01 6.5 N/A 62785.00 54700.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBB8 2051-03-01 2 N/A 1725515.00 994551.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJJD1 2046-11-01 3 N/A 4000.00 698.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMB6 2054-08-01 6 N/A 1024.00 975.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBC6 2051-03-01 2.5 N/A 19024742.00 9616036.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E06L8 2041-12-01 6.818 N/A 5200000.00 84445.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NTA77 2053-12-01 7 N/A 2016.00 1997.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XSZ1 2033-09-01 7.334 N/A 9975924.00 78859.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ER6B1 2047-02-01 3 N/A 2492503.00 553955.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BA6W7 2054-10-01 4.803 N/A 928390.00 913416.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM3Q7 2053-10-01 5.5 N/A 7380016.00 6823119.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQJH0 2053-04-01 4.5 N/A 792187.00 684763.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 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N/A 3140NKKL4 2053-05-01 7 N/A 7997.00 8260.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RBF4 2054-08-01 4.905 N/A 5987300.00 5853447.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NS6R0 2053-11-01 6.5 N/A 2000.00 2045.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XA23 2033-04-01 5 N/A 6302.00 66.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384CQZ5 2053-08-20 5.6046 N/A 34537640.00 26011750.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179S2R7 2047-04-20 4.5 N/A 16763.00 1425.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMHB6 2053-06-01 6.5 N/A 1000.00 1036.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUXV4 2054-10-01 7 N/A 495744.00 516135.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384XZU0 2054-11-20 5.6546 N/A 9873524.00 9159523.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383DDS4 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N/A 207596.67 213586.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXY1 2046-02-01 4 N/A 12608.06 1279.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XEE95 2028-12-01 3.5 N/A 115012.62 5224.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L74L8 2035-12-01 2 N/A 29321.07 14072.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y92N0 2052-03-20 4.5 N/A 562106.55 414198.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9M93 2038-06-01 3 N/A 1466.05 570.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241L6R2 2042-05-15 3.5 N/A 6453203.19 2203891.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419DFP1 2040-08-01 4.5 N/A 32138.67 1198.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVQ6 2053-03-20 4 N/A 9529.35 7828.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LDVD2 2026-05-01 2.44 N/A 10573469.85 10297727.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRV84 2053-08-01 6 N/A 58642.13 51788.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBBF4 2049-06-01 3.5 N/A 14660.53 1331.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425U2Y0 2054-12-01 4.5 N/A 198946.66 188261.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295XZU2 2038-02-15 5 N/A 4393.76 93.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QWPU7 2046-03-01 3.5 N/A 5747.81 668.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4V9 2051-01-20 2.5 N/A 14660.53 6800.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLTR9 2048-11-01 3.5 N/A 351852.80 275689.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6QW6 2054-08-01 6 N/A 49458.92 47616.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRA5 2044-09-01 3.5 N/A 130686.19 62669.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GDK2 2026-09-15 7.75 N/A 19215.85 17.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241K7C6 2039-06-15 5 N/A 53717513.58 1412240.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207JUA9 2028-02-15 7 N/A 61669.24 98.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JSGY4 2054-12-20 6 N/A 198168.48 203486.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CATN0 2053-08-01 5 N/A 167123.34 159283.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPZ5 2031-10-15 6.5 N/A 69196.54 110.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLNM4 2051-08-01 2 N/A 65972.40 42045.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDWX6 2054-05-01 5 N/A 268086.62 259928.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMA31 2064-08-20 7 N/A 524631.88 537205.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KHV81 2050-06-01 3 N/A 586.13 182.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XDD5 2052-08-20 4 N/A 1428259.65 1133571.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK31 2032-08-01 6.5 N/A 229351.73 351.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BH3J3 2052-08-01 4.5 N/A 79123.34 64300.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5C72 2054-09-20 6 N/A 9381380.84 9508301.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XN6H1 2043-10-01 4.5 N/A 371158.96 53083.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWT7 2048-05-01 4 N/A 205935709.51 19395906.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJW71 2045-09-01 4 N/A 439.82 38.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWE96 2055-01-01 6 N/A 651646.63 663256.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACXU9 2051-01-20 3.5 N/A 835650.40 734716.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375QKP8 2026-07-01 7.723 N/A 250537.23 79.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4DK1 2043-01-01 4 N/A 278550.13 34838.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JD4T1 2074-10-20 5.827 N/A 1165117.15 1232270.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YNE0 2038-12-20 5.5 N/A 1270.34 1087.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7B80 2041-07-01 4.5 N/A 97072.82 3525.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FED5 2054-11-01 5.5 N/A 2210075.40 2162093.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKU5 2050-01-01 3.5 N/A 9675.95 1422.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DU75 2035-12-01 1.5 N/A 898922.92 439196.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BPT7 2025-04-01 2.5 N/A 366513.33 1163.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNZL9 2037-04-01 2.5 N/A 5131.19 3505.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXTT9 2061-09-01 3 N/A 659724.00 454570.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FF69 2039-12-01 4 N/A 265227.52 255844.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMM4 2053-06-01 5 N/A 179151.72 154481.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWMJ9 2053-03-01 5 N/A 9449208.67 8097458.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CDV5 2027-09-20 4.625 N/A 535641.94 219.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSP69 2054-08-01 6 N/A 34452.25 33964.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJE1 2051-03-01 4 N/A 5131.19 1779.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312940XF1 2040-06-01 4.5 N/A 27479.41 605.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HWAV4 2029-12-01 2.64 N/A 80528.84 73296.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7F5 2049-02-01 4.5 N/A 2926887.52 204014.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ADGR3 2064-05-20 6.5 N/A 11095560.76 9055871.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMW41 2032-11-01 3 N/A 419291.25 64947.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202KTV7 2025-07-20 5.5 N/A 960792.71 62.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSHG0 2053-12-01 6 N/A 31404.04 28198.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8Q81 2048-03-01 4 N/A 150.12 23.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HHSZ9 2048-12-01 4.5 N/A 81352.77 3075.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XBR6 2052-07-20 3 N/A 73302.67 52235.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNRE3 2030-06-01 3.69 N/A 733026.67 697403.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HSDW8 2028-12-01 3.955 N/A 591699.13 578197.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8SU8 2032-03-01 3.5 N/A 10616466.26 1663385.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL6W3 2051-06-01 2.5 N/A 43981.60 32878.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FST6 2045-12-15 3 N/A 5131.19 2623.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WTY4 2051-12-20 2.5 N/A 3518.53 2296.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AUUB8 2040-07-15 5 N/A 1032264.57 65528.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCX8 2049-06-01 3 N/A 150.12 15.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDC4 2052-03-01 2 N/A 95293.47 63998.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D4EF6 2041-09-01 2.5 N/A 194252.07 130337.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN2Y8 2052-03-01 2.5 N/A 2080510.30 1491773.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617N45Q3 2050-04-20 4 N/A 278489.44 101415.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WXL7 2052-02-20 3.5 N/A 175926.40 126256.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDGN0 2051-10-01 2.5 N/A 36726751.81 23918054.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BKN98 2049-10-15 3 N/A 282513.76 52229.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGX95 2052-05-01 3.5 N/A 23456.85 17387.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211ESN9 2029-06-15 6 N/A 4163.59 23.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WPTK3 2047-07-01 4 N/A 12461.45 777.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JVWH6 2054-11-20 6 N/A 435723.37 447301.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBNR7 2051-01-01 3.5 N/A 16126.59 5699.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUV8 2032-09-15 6.5 N/A 16844.07 39.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABHY1 2049-07-15 4.5 N/A 3659742.95 1599430.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMS6 2053-01-01 5 N/A 158631.66 135627.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y0CF7 2048-01-01 4.5 N/A 3509.59 893.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X3CN6 2050-03-01 3 N/A 9529.05 3144.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A96L9 2054-03-01 4.5 N/A 154016.82 141052.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHLC8 2041-10-01 4 N/A 34301.54 3045.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENX3 2037-07-20 6 N/A 118542.73 1361.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRQU7 2054-04-01 5 N/A 101516.57 95853.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5DL0 2054-12-20 6 N/A 173135.33 176081.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSPA0 2054-08-01 6 N/A 4398.16 4241.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACAR4 2054-04-01 7 N/A 14660.53 12708.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y2EV6 2048-07-01 4.5 N/A 3811.74 497.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMMB7 2051-11-01 2.5 N/A 1296385.52 835991.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VG80 2054-12-01 5 N/A 1146483.03 1113396.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAPM4 2049-04-01 5 N/A 38850.41 3470.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BEU6 2047-07-01 4.5 N/A 4837.98 1012.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YERQ2 2045-04-01 3 N/A 146.61 20.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YVG0 2041-07-01 4.5 N/A 8574.07 205.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJTF0 2052-11-01 5 N/A 43182.89 33105.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWF67 2034-10-01 4.35 N/A 1924928.03 1847723.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQB50 2043-09-01 3 N/A 19070.57 5232.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LHF2 2027-07-01 3.5 N/A 2638.90 49.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YYX6 2054-06-20 6 N/A 22816.04 22684.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BM60 2048-01-01 3.5 N/A 780920.87 143518.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180ACJ0 2054-10-20 4 N/A 1738504.68 1676501.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RBP2 2043-07-01 6.931 N/A 1547190.59 1527829.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XMH6 2037-12-20 5 N/A 73160.17 48066.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TBA9 2037-02-01 5.5 N/A 73302.67 2779.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAB6 2041-12-01 2 N/A 102623.73 66937.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TY82 2033-04-20 3 N/A 8708581.99 1168417.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VZV5 2050-11-20 4.5 N/A 17843.77 4896.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJB31 2046-10-01 4.5 N/A 1612.66 241.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A7JB6 2050-07-01 3 N/A 3962.60 2123.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQA93 2045-08-01 3.5 N/A 2638.46 472.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5AW9 2051-11-20 2.5 N/A 8428.63 7033.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCW1 2051-12-01 3.5 N/A 34892.07 22272.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDVC3 2054-06-01 6 N/A 4213606.17 4126127.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CDL5 2046-11-01 3 N/A 2339258.16 422378.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHM66 2046-07-01 3 N/A 5526509.71 829322.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WJ27 2040-07-01 4.5 N/A 24009.41 459.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BT2J8 2053-01-01 6 N/A 173767.78 120569.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206P6N5 2029-01-15 6 N/A 280967.66 918.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCNC8 2051-08-01 3.5 N/A 12051.25 5328.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW39 2038-10-20 5.5 N/A 51639.38 623.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X74Z9 2049-02-01 3 N/A 24302.03 7580.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180EWP6 2043-03-15 3 N/A 38078.54 1814.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTHJ1 2034-04-01 3.675 N/A 2252590.95 2046687.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLT8 2054-06-01 5.5 N/A 630265.71 583034.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GHT6 2043-05-01 3 N/A 589756.90 114098.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BBAC4 2054-12-01 4.052 N/A 1465410.62 1409558.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AU6P3 2054-12-01 7 N/A 204316.82 214073.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CW4R2 2037-11-01 4 N/A 38263.99 28996.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JBQD6 2064-09-20 7 N/A 707718.19 726261.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XCR72 2048-03-01 3.5 N/A 24922.91 5597.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XTA68 2040-08-25 2 N/A 43981.60 32243.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ43 2052-10-01 3.5 N/A 16859.61 13435.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVU7 2053-03-20 6 N/A 43452.06 30367.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4X7 2051-10-01 2 N/A 203194.99 130817.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CAG9 2046-08-01 3.5 N/A 148093.67 17771.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXTW2 2061-09-01 4 N/A 11441220.95 7552591.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PVC4 2036-09-01 6 N/A 30879.77 127.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DP97 2050-06-01 2 N/A 216242.87 95698.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLMY9 2051-08-01 2.5 N/A 18032.46 11336.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180MTS6 2043-03-15 3 N/A 53849.75 5105.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VBG4 2049-12-20 3.5 N/A 68024.87 9384.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXKA4 2055-01-01 5 N/A 447981.33 435552.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPTA7 2054-04-01 6.5 N/A 2532054.72 2481240.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQVF0 2053-04-01 5.5 N/A 5717.61 4973.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVN8 2032-12-20 6 N/A 5014728.08 34196.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEF68 2033-01-01 3.5 N/A 10262.37 2640.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LGT63 2032-02-01 3.37 N/A 557100.27 489198.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36192VTA1 2046-03-20 3.5 N/A 162690.28 54179.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312943LY7 2040-11-01 4 N/A 49845.81 4775.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DU3L9 2054-12-01 3.5 N/A 2207040.67 1956402.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUCU9 2054-08-01 5 N/A 131504.98 127174.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339UHX1 2049-10-01 5 N/A 146605.33 59924.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKZK7 2036-06-01 2.5 N/A 18325.67 10534.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGFZ6 2049-07-01 4.5 N/A 190586.93 37127.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208AR45 2033-10-20 4.75 N/A 51311.87 248.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AU82 2038-06-01 6 N/A 2199.08 35.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J9JC1 2063-02-20 6 N/A 43416.88 43542.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMAA6 2052-04-01 3 N/A 145869.81 106577.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXL47 2054-11-01 5.15 N/A 108716.50 108704.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGEC9 2052-03-01 3 N/A 879.63 635.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZY5 2041-12-20 4 N/A 44062379.54 2416665.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM3V4 2052-01-01 2 N/A 698990.77 461957.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AZY6 2039-02-01 7 N/A 58642.13 1310.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U6U1 2049-11-20 3 N/A 194873.38 33980.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEYV8 2050-09-01 2 N/A 29321.07 15613.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNG4 2054-12-01 5 N/A 2248.34 2173.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ATXR7 2051-10-01 3 N/A 19239.02 12859.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFZ5 2054-12-01 4 N/A 234020.82 215102.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 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(REPO) DAIWA CAPITAL MARKETS AMERICA INC. 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1798277.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A7KY4 2050-07-01 2 N/A 6084.00 3274.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FFZ6 2042-08-01 3.5 N/A 20000000.00 1921935.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBM8 2054-08-01 5 N/A 46108.00 43868.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUB30 2053-01-01 5.5 N/A 11301306.00 10030970.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0YC9 2054-11-01 5.5 N/A 16539699.00 15572878.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5T7 2029-01-01 4 N/A 91884.00 8307.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AJZA3 2041-06-01 5 N/A 1000.00 61.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WHJ89 2046-10-01 4 N/A 6491000.00 1750391.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TVT9 2048-04-20 3.5 N/A 1294.00 65.35 Agency Mortgage-Backed 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BRNG8 2044-05-25 5.5 N/A 17152000.00 14327011.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418FDW4 2039-09-01 4 N/A 38318.00 33393.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLKQ0 2038-05-01 4 N/A 115000.00 88251.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BKYY9 2054-07-20 7 N/A 1000.00 1055.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUSE4 2054-11-01 5 N/A 3536003.00 3439702.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8ZJ5 2048-06-01 4.5 N/A 1000.00 269.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKP51 2051-05-01 2.5 N/A 149999999.00 92362388.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMNF4 2054-09-01 5 N/A 4012384.00 3879353.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2W6 2052-08-01 4.5 N/A 77074000.00 61003469.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMY6 2054-11-01 5.5 N/A 132394332.00 129014700.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDT7 2052-05-01 3.5 N/A 47001.00 35341.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KE3S5 2035-06-01 2.5 N/A 1001.00 459.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6DD6 2054-02-01 4 N/A 1186063.00 1071332.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417C3A1 2027-09-01 2.5 N/A 1163.00 52.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HFGN9 2054-09-25 5.46879 N/A 62618358.00 61978603.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133KNJF1 2052-01-01 2.5 N/A 1000.00 629.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKEN5 2052-09-01 4.5 N/A 1559229.00 1018509.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRV31 2054-05-01 6.5 N/A 41088870.00 38805132.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAEP8 2054-04-01 5.5 N/A 15398908.00 14772485.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEB9 2054-11-01 4.5 N/A 6014360.00 5653450.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMK7 2053-12-20 5.5 N/A 4708300.00 4220071.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUS87 2054-12-01 5.5 N/A 5755.00 5714.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUUR2 2054-11-01 5 N/A 3999600.00 3869273.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPQV2 2052-07-01 4.5 N/A 1000.00 841.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384USB6 2035-06-20 6 N/A 10000000.00 9942461.44 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAT8 2025-10-31 0.25 N/A 26271700.00 25425810.92 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138WHMG4 2046-07-01 4 N/A 335000.00 27013.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLMY9 2051-08-01 2.5 N/A 1000.00 628.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMNQ0 2027-01-01 4.5 N/A 12309887.00 52367.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5Z28 2047-08-01 4 N/A 1437654.00 246264.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5Y7 2050-05-01 3.5 N/A 1000.00 233.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSRH6 2054-08-01 6 N/A 8562534.00 8553428.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5V8 2039-05-01 5 N/A 481634.00 399972.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLHN9 2051-07-01 2.5 N/A 1000.00 635.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7L70 2047-09-01 5 N/A 1000.00 110.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUHB5 2054-04-01 5.5 N/A 1010.00 962.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LWZU4 2052-10-01 4.5 N/A 8265506.00 6853175.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DDX4 2036-04-01 5.5 N/A 3210013.00 28129.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMB6 2054-08-01 6 N/A 6032684.00 5749233.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNV42 2052-09-01 4.5 N/A 4000000.00 3315359.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKW62 2052-09-01 4 N/A 3667197.00 2759980.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJR5 2053-11-01 5.5 N/A 206850.00 186765.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416HJP1 2039-02-01 4.5 N/A 1553.00 10.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ4U3 2054-10-01 5 N/A 2954941.00 2868097.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNG4 2054-12-01 5 N/A 571870.00 552848.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYS25 2054-11-01 5 N/A 3375121.00 3279021.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEF0 2039-11-01 4 N/A 34533.00 32631.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T6Z3 2048-07-20 4 N/A 2002.00 59.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUTB9 2054-11-01 5 N/A 4581748.00 4449526.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLNT9 2051-08-01 2.5 N/A 1000.00 628.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBPT6 2042-03-01 3.5 N/A 1014.00 78.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSUB5 2053-08-01 6 N/A 1025.00 987.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KULR1 2050-12-01 2.5 N/A 1000.00 419.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QSLS3 2037-08-01 7.832 N/A 24948978.00 176093.25 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 10000000.00 7318590.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3142GRLT5 2054-04-01 6.5 N/A 11321499.00 10397796.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFD0 2052-11-01 3.5 N/A 1000.00 791.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HDJA9 2054-06-25 5.51879 N/A 31442107.00 29213565.88 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418EU73 2053-08-01 4.5 N/A 214930.00 190618.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3WK3 2044-09-01 4 N/A 1408798.00 149129.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEK43 2050-08-01 3 N/A 1002.00 341.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KKT82 2050-12-01 2.5 N/A 1000.00 545.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNQT3 2052-02-01 2.5 N/A 1000.00 657.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQNF8 2052-10-01 4.5 N/A 11758404.00 9240076.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JV6N7 2049-07-01 4 N/A 5865465.00 1771976.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPSQ1 2052-07-01 4.5 N/A 31500000.00 23850921.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANXN4 2054-09-01 6 N/A 4092782.00 4133467.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MBVZ6 2027-09-01 2.5 N/A 475602.00 26120.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWUP5 2054-10-01 5 N/A 501126.00 485010.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFB32 2050-10-01 2.5 N/A 1000.00 558.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ERQ5 2038-04-01 4 N/A 30000.00 21987.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KUM82 2050-12-01 2.5 N/A 1000.00 417.94 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ERK42 2026-12-16 4.125 N/A 25000000.00 24965518.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DWNH2 2054-12-01 5 N/A 91993108.00 89337880.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BGYF9 2052-08-01 4.5 N/A 1885014.00 1497731.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KXWZ5 2051-02-01 2 N/A 1000.00 584.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCP0 2039-09-01 6 N/A 230137.00 208531.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FF28 2054-12-01 4.5 N/A 31735872.00 30031338.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ZU7 2054-03-01 5.5 N/A 999651.00 919040.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3WS1 2053-05-01 5 N/A 1068777.00 856798.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2C63 2053-05-01 5.5 N/A 1151910.00 952249.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUNQ5 2054-05-01 6 N/A 1208246.00 1122603.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANS42 2054-08-01 6 N/A 8104480.00 8148652.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339UJN1 2049-10-01 3.5 N/A 1989.00 509.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BST4 2044-02-01 3.5 N/A 9492643.00 2904295.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENWY1 2044-01-01 4 N/A 20522663.00 3532596.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HH6 2039-10-01 4 N/A 89407.00 83632.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMB7 2046-11-20 1.5 N/A 173719.00 131230.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5D36 2045-07-01 3.5 N/A 944000.00 100500.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCQ8 2039-09-01 6.5 N/A 227920.00 197256.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWL35 2054-07-01 5.5 N/A 8873497.00 8397311.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6K6 2050-07-01 3 N/A 1000.00 286.18 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 100.00 98.46 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NQM70 2054-09-01 6 N/A 1000.00 1011.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVEP5 2054-09-01 5.5 N/A 269498.00 264236.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B9MJ0 2052-04-01 3 N/A 1000.00 679.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBC6 2051-03-01 2.5 N/A 1000.00 505.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384B4A6 2053-07-20 6 N/A 14545178.00 14676710.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N5A38 2052-10-01 4.5 N/A 2272142.00 1884975.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HDSA9 2054-07-25 5.46879 N/A 34971173.00 29360771.30 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36180AB28 2051-10-20 1.5 N/A 89848.00 69732.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSRG8 2054-08-01 6 N/A 8448590.00 6943221.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 N/A 6169900.00 5655535.49 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140MGNF4 2052-02-01 2.5 N/A 1000.00 630.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CX4X5 2054-10-01 5 N/A 1504135.00 1431909.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLU5 2054-06-01 6 N/A 1088168.00 994063.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM4P6 2052-01-01 2.5 N/A 1000.00 658.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VQN6 2054-12-01 5 N/A 6391085.00 6218510.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFZ5 2054-12-01 4 N/A 14159935.00 13015264.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJSM1 2047-01-01 3 N/A 1000.00 293.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHBB0 2051-02-01 2 N/A 40715270.00 24544412.54 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 11796200.00 11813545.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 40000000.00 51418852.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31408F7K9 2036-01-01 6 N/A 21750028.00 385484.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTMB9 2054-12-01 5 N/A 1000.00 974.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWL43 2054-07-01 6 N/A 117827233.00 110305776.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407Q4G8 2035-08-01 7.466 N/A 115047967.00 1006779.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W5GH5 2043-06-01 3 N/A 1000.00 140.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVC28 2054-09-01 5 N/A 1470500.00 1426222.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLL5 2054-05-01 5.5 N/A 329287575.00 302006433.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCN5 2039-09-01 5.5 N/A 157941.00 143144.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BT2V4 2051-12-25 5 N/A 19045476.00 18702721.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QMUA0 2051-12-01 2.5 N/A 12532285.00 8231633.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6VR4 2054-04-01 6.5 N/A 1186095.00 1179903.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EH3N0 2040-05-01 6.5 N/A 1404992.00 37604.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQGX4 2054-09-01 6.5 N/A 1221667.00 1271560.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRH63 2054-08-01 4 N/A 926149.00 845659.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138APRE0 2041-09-01 4.5 N/A 1382.00 22.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J6GR2 2048-09-01 4 N/A 1007.00 92.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6VZ6 2054-04-01 6.5 N/A 1003556.00 721150.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HF5T8 2054-08-25 5.46879 N/A 38931766.00 35143113.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132D6ED8 2038-06-01 4 N/A 91000.00 71574.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VBG4 2049-12-20 3.5 N/A 1976538.00 272683.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJSX1 2042-06-01 3.5 N/A 18755000.00 3099077.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVWF7 2054-12-01 5 N/A 36150236.00 35191685.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRV23 2054-05-01 6.5 N/A 30016596.00 30297121.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WTR57 2043-06-01 4 N/A 483680.00 79709.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJJH2 2042-01-01 4.5 N/A 1978.00 127.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137AWQX6 2042-12-15 3 N/A 6135466.00 4685220.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142GSCH9 2054-03-01 4 N/A 695077.00 634180.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBSN6 2042-03-01 4 N/A 22494802.00 1876340.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEP4 2052-09-01 3 N/A 5000.00 3774.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FE29 2054-12-01 5 N/A 1690400.00 1636849.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A4AW5 2026-01-01 4 N/A 9300000.00 51818.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0AW9 2053-09-01 6 N/A 257009.00 215050.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y2DM7 2048-07-01 4 N/A 15263933.00 2805140.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACVA5 2051-09-20 3 N/A 57284804.00 44711263.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNH5 2052-12-20 6 N/A 1959866.00 1338764.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UEW1 2054-12-01 5.5 N/A 11924026.00 11829328.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABFL4 2054-11-01 5.5 N/A 9996276.00 9921481.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1LA6 2053-04-01 4 N/A 2134777.00 1854488.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSKD9 2054-04-01 5.5 N/A 2984767.00 2823079.71 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 100.00 96.48 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140J55S4 2045-12-01 4.5 N/A 308000.00 60721.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WH7J8 2046-11-01 3.5 N/A 1023.00 261.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSQN4 2053-07-01 6 N/A 1002.00 908.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9PD9 2048-08-01 5 N/A 1000.00 115.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEY29 2054-05-01 5.5 N/A 9258166.00 9034981.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR3K4 2054-06-01 5.5 N/A 17812344.00 17200228.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRW80 2043-01-01 3 N/A 210000.00 90262.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6L92 2054-07-01 5.5 N/A 4328237.00 4296736.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXVT4 2054-10-01 4 N/A 172220.00 157875.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAW7 2054-07-01 5.5 N/A 53309098.00 49926907.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HN3 2039-11-01 4 N/A 51094.00 48732.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YHV64 2045-05-01 3 N/A 1000.00 112.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADQ53 2054-05-01 5.5 N/A 5200000.00 4908929.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391XDE6 2034-01-01 4.467 N/A 33974206.00 2447.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLVN6 2053-06-01 4 N/A 707239.00 634318.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAG8 2050-11-01 2.5 N/A 1000.00 448.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQK88 2052-07-01 3 N/A 1330000.00 1046690.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797JR9 2025-01-23 0 N/A 200.00 199.46 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QU4Z6 2054-05-01 5.5 N/A 2577875.00 2442097.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L4FG9 2051-03-01 2 N/A 1000.00 580.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0X89 2054-11-01 5 N/A 7801972.00 7582716.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTTC3 2053-12-01 6.5 N/A 12000.00 11301.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVGN8 2054-09-01 5 N/A 6038418.00 5752189.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANS91 2054-08-01 5.5 N/A 3410625.00 3386225.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAFC0 2052-04-01 3 N/A 1000.00 717.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEAR3 2050-07-01 3 N/A 1000.00 354.55 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 100.00 66.87 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133C3WQ5 2053-05-01 4.5 N/A 1859892.00 1386429.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP3L9 2052-08-01 5 N/A 2212255.00 1758991.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38380AEU7 2046-09-20 3 N/A 100000.00 80684.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138ERVZ0 2046-12-01 3 N/A 1000.00 284.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5W1 2052-06-01 2 N/A 47713.00 37134.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKBB6 2053-05-01 5.5 N/A 3210870.00 3043917.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMK6 2054-09-01 5.5 N/A 165569342.00 158892829.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFXD3 2045-10-01 4 N/A 375000.00 26720.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9J38 2053-08-01 5.5 N/A 25503287.00 22440175.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L2QE6 2051-02-01 2 N/A 1000.00 559.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 1442100.00 1436158.42 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 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2054-07-25 5.46879 N/A 22777519.00 20422458.59 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418ED31 2032-04-01 3 N/A 62000.00 30785.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMRR4 2054-09-01 5.5 N/A 2002610.00 1916140.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQVE0 2027-12-01 3 N/A 1029.00 31.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWM91 2054-11-01 4 N/A 310000.00 283642.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACS84 2048-08-01 4.5 N/A 56307590.00 12943974.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM5P7 2048-07-01 3.5 N/A 2242164.00 1833950.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WA7J0 2044-02-01 4.5 N/A 49998151.00 2251181.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKV4 2054-03-01 5.5 N/A 1008.00 908.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2WE4 2053-05-01 5.5 N/A 13782041.00 11458002.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2SK9 2052-01-01 3 N/A 1000.00 695.48 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBC4 2025-12-31 0.375 N/A 278300.00 267880.17 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QUWP7 2054-06-01 5.5 N/A 1132227.00 1058738.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WD2D2 2045-02-01 3.5 N/A 200000.00 33408.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGP6 2054-12-01 3.5 N/A 2212620.00 1968151.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARAR1 2054-10-01 5.5 N/A 1161356.00 1167330.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402WJP4 2033-09-01 5 N/A 137150285.00 2071352.69 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 25953000.00 25923650.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 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431055.00 125413.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMW0 2054-11-01 4.5 N/A 1012535.00 952845.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKC57 2053-01-01 6 N/A 1000.00 858.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNTA1 2052-08-01 4.5 N/A 4771.00 3729.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJWS6 2053-12-01 6.5 N/A 11102880.00 11298577.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CABJ8 2053-08-01 4 N/A 222960.00 199948.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHG66 2051-02-01 2 N/A 1000.00 594.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKH7 2052-10-01 5 N/A 1000.00 871.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJWF1 2047-02-01 3 N/A 1000.00 297.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRY70 2043-01-01 3.5 N/A 60043769.00 8135427.83 Agency Mortgage-Backed 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100.00 100.40 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QDAZ7 2050-03-01 3 N/A 845810.00 199554.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNM1 2039-06-01 4.5 N/A 2691097.00 57629.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHCV6 2049-12-01 3.5 N/A 40795185.00 9880503.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N6NB4 2052-11-01 5.5 N/A 19274482.00 16761505.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8NC5 2053-07-01 5 N/A 1043040.00 1003815.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMCQ5 2051-10-01 3 N/A 1000.00 634.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1LU1 2054-11-01 5 N/A 2244710.00 2183371.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARV72 2054-10-01 5.5 N/A 6999300.00 6924148.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BTMP5 2053-09-25 5.36879 N/A 4051230.00 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5W39 2047-04-01 3 N/A 1000.00 287.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKS8 2052-11-01 4 N/A 120531.00 99689.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APZL1 2054-09-01 5 N/A 4007804.00 3880212.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HFNR2 2054-09-25 5.41879 N/A 64285714.00 61667251.51 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418E7B0 2054-06-01 6 N/A 58864024.00 53949713.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEZ6 2054-12-01 4.5 N/A 27638900.00 26103686.22 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FY4 2051-05-15 0 N/A 300.00 84.69 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140K44T4 2050-01-01 3 N/A 5000000.00 968298.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM4W2 2052-01-01 3 N/A 20300000.00 13212184.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSCU4 2053-12-01 3.5 N/A 14914965.00 12792353.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJ7B4 2053-09-01 6 N/A 2501276.00 2500832.01 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ERL74 2034-12-18 5.32 N/A 15524000.00 15451209.69 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QMCD4 2051-10-01 2.5 N/A 1000.00 689.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WTGE0 2043-05-01 3.5 N/A 8907139.00 2196154.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESQ4 2053-04-01 3.5 N/A 2575000.00 2106544.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD7H8 2054-10-01 5.5 N/A 2254557.00 2201501.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDFQ9 2044-11-01 4 N/A 11095090.00 2490739.65 Agency Mortgage-Backed Securities Y Standard & Poor's Long Rating A- Fitch Short Rating F1 Moody's Short Rating P-2 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GOVERNMENT NATIONAL M N/A 36208CY92 2027-06-15 7.5 N/A 40000.00 32.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CPL0 2033-11-01 5 N/A 46000.00 468.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KUS73 2037-08-01 6 N/A 25000.00 430.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DG62 2030-05-20 7.5 N/A 220055.00 139.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938JX2 2039-12-01 4.5 N/A 5333.00 123.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QJN6 2033-07-15 5 N/A 60000.00 762.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CG72 2025-06-20 9 N/A 65000.00 0.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LXP7 2028-04-15 7 N/A 60000.00 104.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM40 2031-05-20 6 N/A 205456.00 389.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YXZ1 2038-04-15 5 N/A 14000.00 147.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36219CTR5 2027-11-20 7 N/A 49000.00 326.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BW77 2041-06-01 5.5 N/A 3000.00 876.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FFR9 2032-11-15 5.5 N/A 61565.00 1842.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXS3 2038-11-20 5 N/A 50000.00 614.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BT55 2045-08-01 4 N/A 6000.00 667.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7B3 2028-12-20 7 N/A 140725.00 63.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GN36 2025-07-01 8 N/A 12000.00 0.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HMT2 2028-05-01 8 N/A 48000.00 34.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AD7L6 2034-03-01 3.5 N/A 2000.00 195.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2E54 2025-12-01 3.5 N/A 1000.00 8.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERR2 2038-03-20 4.5 N/A 14000.00 262.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GD3F7 2041-05-01 4 N/A 2000.00 157.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AU82 2038-06-01 6 N/A 14500.00 231.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205K6N7 2027-02-15 7 N/A 25020.00 7.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296JVY9 2032-11-01 7 N/A 2250.00 1.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390CPD2 2032-05-01 6.5 N/A 2800.00 34.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VV39 2032-01-15 6 N/A 37500.00 327.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SQK0 2033-12-15 6 N/A 50000.00 746.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDN1 2046-01-01 3.5 N/A 1000.00 113.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291Y2D8 2035-07-15 5.5 N/A 25524.00 187.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRD5 2034-04-15 5 N/A 26996.00 464.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUW1 2027-03-20 8 N/A 117157.00 31.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PE23 2039-04-01 4.5 N/A 1000.00 64.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZH5 2039-01-20 6 N/A 52000.00 709.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHF9 2036-03-20 5.5 N/A 15000.00 220.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390PX36 2032-05-01 6.5 N/A 7000.00 8.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RWB9 2034-01-15 4.5 N/A 46431.00 1131.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK64 2032-08-01 6.5 N/A 255000.00 438.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6F3 2034-06-20 6 N/A 132600.00 1978.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQA0 2037-11-20 6 N/A 55000.00 659.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9D25 2039-09-01 5 N/A 3000.00 83.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERC5 2038-02-20 5 N/A 84500.00 1136.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413JYR9 2037-10-01 6 N/A 10000.00 71.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDZ8 2035-05-15 5.5 N/A 20000.00 277.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKL1 2030-07-15 7.5 N/A 645609.00 157.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GGAW5 2041-08-01 4 N/A 3680.00 155.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMB6 2026-01-20 7.5 N/A 82825.00 14.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MFP2 2032-05-15 6 N/A 29000.00 123.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385E6C8 2030-06-01 8 N/A 50000.00 132.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BM96 2037-08-01 5.5 N/A 15000.00 293.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAN6 2039-08-20 5 N/A 101353.00 1621.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YTL2 2026-07-01 3.5 N/A 7000.00 72.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213D6E3 2032-04-15 6 N/A 25066.00 11.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204YBG7 2026-03-15 7 N/A 25000.00 335.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLH7 2040-10-20 4.5 N/A 90000.00 2382.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BQ68 2029-09-15 6 N/A 1000.00 2.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YY28 2031-06-15 6.5 N/A 65000.00 421.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW88 2038-10-20 7.5 N/A 25000.00 447.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2C2 2039-02-20 6 N/A 75000.00 1397.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUD6 2026-06-20 4 N/A 100000.00 664.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CE97 2031-07-15 6 N/A 26720.00 72.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZ30 2028-03-20 6 N/A 65000.00 59.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419J5J3 2025-11-01 3.5 N/A 2000.00 8.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFR4 2029-08-15 7 N/A 110000.00 110.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HRV7 2032-10-15 5.5 N/A 27002.00 563.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EG45 2036-02-20 5.5 N/A 15942.00 229.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412APN8 2038-05-01 6.5 N/A 46000.00 597.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296CWD8 2038-06-15 5.5 N/A 50000.00 196.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404NHE9 2034-06-01 5 N/A 15000.00 95.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLT6 2031-02-20 6 N/A 398466.00 378.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UZX2 2031-04-15 6.5 N/A 150000.00 117.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298FUS9 2029-02-01 5 N/A 13000.00 124.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDA1 2039-12-20 4 N/A 13750.00 760.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335GN27 2026-05-01 8 N/A 6000.00 0.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6X6 2028-12-20 5.5 N/A 25000.00 31.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385W2D0 2033-03-01 6 N/A 12093.00 36.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ERZ4 2040-09-01 4.5 N/A 19500.00 964.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6XE3 2038-10-01 6 N/A 10000.00 201.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXTU0 2027-01-01 3.5 N/A 1000.00 19.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9WA9 2047-01-01 3.5 N/A 2750.00 482.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJC3 2032-07-01 6.5 N/A 217319.00 374.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945DN5 2041-01-01 3.5 N/A 12000.00 750.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDR6 2051-04-20 2.5 N/A 11000.00 5879.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PQC4 2028-11-15 6 N/A 80000.00 666.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414LYJ1 2038-03-01 5.5 N/A 23000.00 180.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411XXL4 2037-05-01 5.5 N/A 18000.00 88.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213AAC8 2032-02-15 6.5 N/A 105000.00 972.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERV3 2038-03-20 6.5 N/A 61022.00 864.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2Z2 2047-12-01 3 N/A 3000.00 466.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VM53 2026-04-15 6.5 N/A 34000.00 16.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJS84 2043-08-01 4 N/A 5000.00 356.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKN8 2036-09-20 7 N/A 208000.00 1817.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4X43 2049-02-01 4 N/A 14000.00 1297.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVH9 2038-08-20 6 N/A 261000.00 394.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294VRC6 2037-11-15 6 N/A 25000.00 253.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAN7 2032-02-15 6.5 N/A 51054.00 162.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209N2T8 2029-03-15 6 N/A 84000.00 491.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AXR37 2041-11-01 4.5 N/A 1000.00 70.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GN63 2028-04-01 6.5 N/A 5000.00 1.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176UZT5 2042-08-15 4 N/A 28000.00 2323.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209N2G6 2029-02-15 6 N/A 132812.00 317.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MTC1 2026-05-01 6 N/A 45000.00 83.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZ39 2032-10-15 6.5 N/A 263382.00 7958.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5MF3 2037-04-01 2.5 N/A 1000.00 207.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PQ37 2026-02-15 6.5 N/A 110000.00 19.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1SQ1 2043-02-01 3 N/A 1000.00 279.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CPE8 2047-09-01 3.5 N/A 5000.00 647.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418UEE0 2040-06-01 4.5 N/A 4000.00 93.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390W4A7 2032-08-01 6.5 N/A 182000.00 314.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QVT5 2034-12-01 6.5 N/A 10000.00 110.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9T94 2048-09-01 4 N/A 1000.00 80.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CFL3 2035-10-15 5.5 N/A 30000.00 218.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ER81 2032-01-15 6 N/A 95000.00 434.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410G2U6 2033-07-01 5 N/A 50000.00 394.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ESB6 2038-04-20 5.5 N/A 8334.00 116.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQB0 2031-10-20 6.5 N/A 251566.00 481.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210X3J4 2029-08-15 7 N/A 25040.00 76.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXB4 2027-08-20 8 N/A 315000.00 202.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211TPF6 2029-11-20 8 N/A 120000.00 2522.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRE4 2050-07-01 4 N/A 1000.00 249.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J3B8 2031-04-01 6.5 N/A 5000.00 3.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y1HC5 2048-07-01 4.5 N/A 5750.00 462.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G5D4 2029-08-01 7 N/A 5000.00 2.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAB7 2029-01-20 7 N/A 83000.00 114.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KYT9 2038-12-15 7 N/A 26250.00 562.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJF6 2032-07-01 6.5 N/A 26058.00 39.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HS89 2032-08-01 6.5 N/A 57000.00 73.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPY9 2037-10-20 6 N/A 50000.00 489.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXR7 2033-05-20 4.5 N/A 160508.00 2336.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209NEQ1 2028-06-15 6.5 N/A 225000.00 579.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX89 2033-06-20 5.5 N/A 116300.00 1131.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HLK6 2029-05-15 6.5 N/A 50284.00 80.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208T2Q2 2028-03-15 6.5 N/A 158547.00 168.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS51 2032-05-20 7 N/A 70000.00 140.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KWH0 2032-12-01 5.5 N/A 30734.00 111.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128F7PC2 2026-02-01 7.5 N/A 50000.00 33.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6NQ0 2030-08-01 3.5 N/A 3000.00 184.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403C6L0 2036-02-01 5 N/A 28220.00 302.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZH0 2048-08-01 4 N/A 16750.00 1313.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GXX0 2027-03-01 8 N/A 285000.00 29.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVN6 2038-08-20 5.5 N/A 4000.00 51.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAN0 2052-01-01 2.5 N/A 1000.00 670.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTR4 2027-01-20 7.5 N/A 330000.00 83.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291DYR8 2035-10-15 5.5 N/A 50004.00 1254.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GUKL7 2042-06-01 3.5 N/A 1000.00 81.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1YG7 2039-06-15 4.5 N/A 70333.00 1112.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DT82 2036-09-01 6.5 N/A 1000.00 7.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7L27 2029-04-01 4 N/A 12000.00 82.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4F8 2048-11-01 4 N/A 21000.00 1727.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MNC0 2042-09-20 3.5 N/A 33000.00 1225.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPC4 2041-01-20 4.5 N/A 25000.00 569.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382G3W5 2029-02-01 6 N/A 15000.00 12.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV97 2038-09-20 6.5 N/A 164000.00 454.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2X1 2033-10-01 3.5 N/A 4000.00 343.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCB5 2029-06-20 6 N/A 343500.00 962.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECP3 2052-04-01 2 N/A 1000.00 686.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAJ8 2034-09-20 5 N/A 97000.00 1498.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CJ50 2031-08-15 7 N/A 250000.00 368.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EH7L0 2039-10-01 6.5 N/A 26000.00 844.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SEC7 2035-05-15 5.5 N/A 43000.00 388.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212HFP0 2032-05-15 6.5 N/A 35000.00 70.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MTF0 2033-08-15 5 N/A 26000.00 304.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210CVN0 2029-05-15 6 N/A 52000.00 413.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMQ7 2033-02-15 6 N/A 84000.00 434.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FYH3 2041-10-20 3.5 N/A 14000.00 293.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFE7 2034-09-01 2.5 N/A 2200.00 317.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386DTN0 2030-12-01 7.5 N/A 50000.00 15.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NTE8 2043-11-20 4 N/A 65361.00 3969.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2H5 2028-04-20 6 N/A 335538.00 584.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FVZ7 2032-05-15 7 N/A 25026.00 138.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC55 2028-12-15 8 N/A 30000.00 11.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JHW1 2031-03-15 6 N/A 25002.00 123.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPA1 2037-08-20 6 N/A 20000.00 239.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GQ22 2037-08-01 6.5 N/A 41000.00 347.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404RAB3 2030-04-01 8.5 N/A 60000.00 290.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209KKJ6 2028-06-15 6.5 N/A 69300.00 414.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ77 2030-10-20 7 N/A 331787.00 348.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211DU81 2029-07-15 7.5 N/A 25000.00 51.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QWD2 2034-12-15 5 N/A 30000.00 2325.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYE4 2046-05-01 4.5 N/A 3000.00 346.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HRH9 2032-08-01 6 N/A 99990.00 268.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296BJ52 2038-04-15 5.5 N/A 50000.00 484.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ93 2039-02-20 4.5 N/A 10000.00 233.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6V8 2034-07-20 6 N/A 87000.00 983.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCC3 2029-06-20 6.5 N/A 198417.00 280.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405AW66 2034-06-01 6 N/A 21000.00 110.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414GEN5 2038-01-01 6.5 N/A 3000.00 49.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5T3 2049-01-01 4 N/A 4750.00 320.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXV6 2038-11-20 6.5 N/A 25500.00 397.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CW42 2028-05-01 3.5 N/A 5000.00 439.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUW7 2038-07-20 7 N/A 65000.00 669.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UZ45 2033-10-15 5 N/A 31000.00 860.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4G1 2039-04-20 4.5 N/A 7000.00 169.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y6A5 2031-12-15 6 N/A 45000.00 302.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7FE8 2027-07-01 6 N/A 25000.00 117.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YU50 2038-03-15 4.5 N/A 26195.00 211.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K6A0 2040-12-01 4 N/A 4000.00 93.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AVAG7 2042-05-15 3.5 N/A 15000.00 4328.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXL9 2045-12-01 4 N/A 7000.00 735.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297KWD0 2029-07-01 8 N/A 100000.00 1406.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q3R3 2032-02-15 6.5 N/A 106000.00 116.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAM4 2034-03-01 4 N/A 4666.00 424.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408C4D5 2035-12-01 5.5 N/A 13000.00 159.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWD1 2027-06-20 7.5 N/A 100000.00 28.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BDX3 2028-09-15 7.5 N/A 25000.00 15.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201J2R9 2032-02-15 7.5 N/A 75000.00 1721.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGM8 2049-10-01 3.5 N/A 22500.00 2853.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LDF3 2033-08-01 6 N/A 10000.00 61.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MC6N0 2026-10-01 3.5 N/A 16168.00 188.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQMX8 2025-04-15 4 N/A 210000.00 160.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411AMA0 2036-11-01 6 N/A 25000.00 81.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A7K0 2028-11-15 7 N/A 400000.00 503.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FG9 2047-02-01 4 N/A 9500.00 1291.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386GBW2 2031-01-01 7.5 N/A 15000.00 7.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFG1 2030-01-20 7.5 N/A 513641.00 373.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291WHA2 2035-04-15 5.5 N/A 139000.00 6319.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYF0 2038-12-20 6 N/A 1612740.00 3156.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QY60 2039-05-15 3.5 N/A 11000.00 594.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QRM0 2028-07-15 6.5 N/A 300000.00 18.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPW4 2040-08-01 5 N/A 2000.00 58.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YLA4 2031-06-15 6 N/A 43500.00 108.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G5W2 2029-09-01 7.5 N/A 10000.00 8.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEYJ5 2050-09-01 2 N/A 1900.00 1016.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGE0 2040-05-20 5 N/A 13667.00 506.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DG36 2031-08-15 6 N/A 55000.00 216.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4W51 2049-08-01 3.5 N/A 1000.00 142.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDC2 2029-08-20 8 N/A 25000.00 3.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AY53 2028-03-15 7 N/A 35000.00 25.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FA97 2039-09-20 4.5 N/A 63000.00 1099.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CK77 2025-11-20 7.5 N/A 25000.00 2.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6G9 2039-06-20 6 N/A 20000.00 450.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FSH7 2038-10-15 6.5 N/A 25000.00 152.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NEM8 2036-07-15 6 N/A 25000.00 379.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJLD0 2039-02-01 5 N/A 18334.00 234.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VQL1 2029-02-15 6.5 N/A 82000.00 126.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJZ7 2025-09-20 7.5 N/A 165329.00 8.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KSC6 2032-07-01 5.5 N/A 54000.00 548.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WTB4 2037-07-01 6 N/A 15000.00 176.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QBW4 2034-01-15 5.5 N/A 77520.00 1214.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLV1 2032-02-01 7 N/A 10000.00 17.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD65 2029-10-20 7.5 N/A 292187.00 195.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JU24 2033-03-15 5.5 N/A 25000.00 62.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDX8 2028-06-15 6.5 N/A 155000.00 81.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VLT2 2026-04-15 6.5 N/A 200000.00 161.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NQT1 2034-09-15 5.5 N/A 25000.00 98.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FSL3 2030-11-20 4.5 N/A 39667.00 10751.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403MNM7 2033-12-01 6 N/A 37000.00 272.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMP9 2033-02-15 5.5 N/A 80102.00 477.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HWT5 2028-11-15 6 N/A 34000.00 269.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210B4J1 2039-04-15 4.5 N/A 25250.00 347.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CR39 2026-10-20 8.5 N/A 25000.00 2.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413B5R8 2037-08-01 6 N/A 78000.00 412.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTT8 2033-08-01 5.5 N/A 8000.00 104.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BB61 2029-03-15 6 N/A 175000.00 76.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERS0 2038-03-20 5 N/A 20000.00 264.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTB9 2026-12-20 9 N/A 107530.00 61.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ASU2 2028-10-15 6.5 N/A 32000.00 29.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388K2H4 2031-11-01 6.5 N/A 40600.00 95.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWH8 2038-09-20 7.5 N/A 60000.00 1734.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKX5 2029-09-15 6.5 N/A 337400.00 472.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBJ9 2029-04-20 6.5 N/A 1711000.00 2223.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ85 2030-10-20 7.5 N/A 25000.00 17.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB43 2034-05-01 3.5 N/A 1000.00 110.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPM2 2038-12-20 6 N/A 10000.00 216.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402X4D5 2033-10-01 5.5 N/A 6000.00 46.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQ28 2038-01-20 6 N/A 25000.00 271.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR89 2047-12-01 3.5 N/A 11000.00 1484.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQT3 2026-08-20 7 N/A 252900.00 190.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211JLG0 2029-07-15 6.5 N/A 25000.00 88.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297EYY6 2031-03-01 7 N/A 301000.00 338.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294NX20 2028-03-01 2.5 N/A 13000.00 813.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAP6 2029-02-20 6.5 N/A 129000.00 181.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW62 2038-10-20 6.5 N/A 105000.00 1309.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DNP7 2026-12-15 7 N/A 25000.00 16.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QPP8 2039-01-15 5.5 N/A 80327.00 720.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y23P9 2048-10-01 4 N/A 6000.00 429.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A9MW1 2041-03-01 4 N/A 3000.00 415.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HE46 2029-02-01 6.5 N/A 2933.00 3.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGW0 2040-06-20 4.5 N/A 8667.00 338.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7MD6 2048-11-01 4.5 N/A 3000.00 260.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQA4 2026-07-20 8 N/A 897334.00 115.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX71 2033-06-20 5 N/A 125080.00 1474.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FRY4 2029-01-15 6 N/A 133000.00 368.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945ZL5 2041-02-01 4.5 N/A 14000.00 531.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JPV0 2030-08-01 7.5 N/A 100000.00 29.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9SN2 2048-11-01 3 N/A 2750.00 496.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CLM4 2032-01-15 6 N/A 110682.00 919.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PRN2 2026-03-15 6.5 N/A 25056.00 6.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HKP7 2029-06-01 6 N/A 10000.00 9.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CU61 2032-05-20 4.875 N/A 500050.00 1251.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201ATP3 2032-02-15 6 N/A 50000.00 153.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJK1 2031-04-01 6 N/A 119000.00 143.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZL6 2039-01-20 7.5 N/A 15000.00 518.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL61 2040-11-20 4 N/A 30000.00 741.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YFY7 2033-08-20 5 N/A 115000.00 2294.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H6G6 2036-07-01 6 N/A 8000.00 6.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZE2 2039-01-20 4.5 N/A 22500.00 361.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379CLK5 2026-12-01 8 N/A 150000.00 350.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHUW0 2046-08-01 3 N/A 1000.00 155.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADV6 2035-12-01 5.5 N/A 12000.00 302.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZX3 2032-08-15 6.5 N/A 103377.00 2105.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FP91 2039-06-20 4.5 N/A 50000.00 673.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VXY6 2028-01-15 7 N/A 29499.00 12.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402TWC5 2033-09-01 5.5 N/A 3667.00 36.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XY7E8 2044-07-01 4.5 N/A 3000.00 423.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7DH3 2043-08-01 4 N/A 1667.00 307.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMD2 2026-01-20 8 N/A 161000.00 27.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQZ7 2031-12-20 6 N/A 448500.00 1689.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NBC8 2037-02-01 5 N/A 1000.00 8.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407KJN0 2035-09-01 5 N/A 20000.00 196.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MML68 2025-05-01 4 N/A 10000.00 10.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MEQ2 2033-03-15 5 N/A 40000.00 387.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292GBR5 2036-10-15 6 N/A 50000.00 830.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERB7 2038-02-20 4.5 N/A 20000.00 155.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AJC4 2032-12-15 5 N/A 25000.00 534.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R4H9 2046-03-20 5 N/A 26600.00 2551.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED30 2035-06-20 4.5 N/A 90000.00 2454.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KW61 2038-11-15 6 N/A 25000.00 253.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KKK6 2032-01-01 6 N/A 22000.00 45.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298WMD4 2031-10-01 6 N/A 80000.00 172.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GGX8 2036-06-01 5 N/A 6003.00 42.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ6R6 2049-05-01 5 N/A 1000.00 129.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416NYW6 2039-03-01 4.5 N/A 3000.00 120.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207LBP2 2030-08-15 9 N/A 260000.00 287.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5S0 2050-04-01 3.5 N/A 32000.00 6876.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388UC99 2031-12-01 6.5 N/A 18000.00 36.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413AJM6 2037-07-01 6.5 N/A 100000.00 371.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402REJ4 2035-05-01 6 N/A 2750.00 24.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMX4 2037-04-20 5 N/A 102256.00 798.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B3T1 2046-05-01 3.5 N/A 1000.00 130.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GE96 2026-10-15 8 N/A 36182.00 9.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DF70 2034-08-01 6 N/A 64611.00 547.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291RZB1 2035-03-15 5 N/A 25000.00 504.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RDF3 2035-04-01 6 N/A 26460.00 226.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386CS52 2030-12-01 7 N/A 60000.00 52.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYS6 2027-12-20 6.5 N/A 70664.00 41.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413RUD6 2037-11-01 5.5 N/A 15000.00 21.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMTP8 2030-06-01 3 N/A 4000.00 430.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7EB5 2027-05-01 5.5 N/A 65000.00 191.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJE5 2047-04-01 4 N/A 10000.00 1017.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ART9 2027-01-15 7.5 N/A 29195.00 7.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KVJ89 2037-08-01 6 N/A 3334.00 67.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JHU1 2026-01-15 7 N/A 80581.00 3.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SQ26 2046-11-20 5.5 N/A 9000.00 1456.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287YPC2 2032-09-01 7.5 N/A 497000.00 3342.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294MAC5 2025-07-01 4 N/A 2000.00 1.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SZU4 2037-05-15 5.5 N/A 100000.00 650.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LFE7 2041-07-01 5.5 N/A 31000.00 498.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6F5 2028-11-20 5.5 N/A 65000.00 268.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJE8 2026-03-15 8 N/A 100000.00 74.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AFC24 2041-05-01 4.5 N/A 2000.00 75.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204VSK6 2025-08-20 7 N/A 67500.00 110.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWU1 2033-03-20 5 N/A 247464.00 2458.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NPT2 2034-08-15 5 N/A 50070.00 697.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211RRB7 2035-03-15 5 N/A 26854.00 328.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY30 2036-05-01 2 N/A 4000.00 2230.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MAFA2 2045-03-01 3.5 N/A 24000.00 3235.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LWK3 2033-08-01 6 N/A 17000.00 90.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MBW6 2025-05-01 6 N/A 30000.00 15.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXTY6 2036-09-01 6.5 N/A 19000.00 109.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPT7 2031-12-15 6 N/A 56000.00 61.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945AM0 2041-01-01 4 N/A 2000.00 120.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BW38 2033-02-15 6 N/A 60651.00 300.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MC73 2037-03-20 6.5 N/A 12684.00 665.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES91 2038-05-20 5.5 N/A 45000.00 615.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200BB63 2032-12-15 6.5 N/A 25000.00 329.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206EER2 2025-11-15 7 N/A 105000.00 12.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENQ69 2042-01-01 4.5 N/A 1000.00 79.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3E2 2048-10-01 4.5 N/A 6000.00 533.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRP3 2041-03-20 3.5 N/A 10000.00 1689.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHT9 2036-04-20 6 N/A 10000.00 148.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5SH4 2038-01-01 6.5 N/A 22000.00 199.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HL28 2031-09-01 6 N/A 19000.00 37.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5Q0 2034-05-20 5 N/A 92000.00 1650.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6D8 2034-06-20 5 N/A 308500.00 5349.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K6B2 2033-06-01 5 N/A 10000.00 74.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUH2 2032-09-20 5.5 N/A 307000.00 1351.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKZ3 2030-12-20 8 N/A 40000.00 37.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BET1 2029-06-15 6 N/A 76000.00 124.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSK0 2029-08-01 3.5 N/A 1000.00 66.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECR8 2035-02-20 6.5 N/A 50000.00 782.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DH95 2030-08-20 7 N/A 127547.00 147.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GAE3 2036-12-01 5 N/A 3000.00 29.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMWC3 2032-04-01 3.5 N/A 1000.00 121.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379DB99 2028-09-01 6.5 N/A 7000.00 27.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WA5S2 2029-02-01 3.5 N/A 2000.00 98.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJF7 2033-11-01 7 N/A 90500.00 609.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CW26 2033-05-01 3.5 N/A 3500.00 366.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MRS4 2033-07-15 5 N/A 25000.00 304.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJL1 2040-08-20 4.5 N/A 32000.00 235.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NLX6 2032-12-15 6 N/A 27997.00 118.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJL4 2036-06-20 7 N/A 52000.00 1232.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387NHP5 2031-06-01 6.5 N/A 15000.00 6.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YS80 2034-04-15 6 N/A 60000.00 841.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F7B3 2031-11-15 6.5 N/A 25000.00 52.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204WNT0 2026-03-15 7 N/A 50000.00 15.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECM9 2035-02-20 4.5 N/A 50000.00 553.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KB21 2033-11-01 5.5 N/A 20000.00 162.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FY34 2041-11-20 4 N/A 50000.00 884.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QV40 2044-12-20 3.5 N/A 10000.00 238.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEG9 2029-05-15 6.5 N/A 25000.00 31.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MAB3 2025-04-01 5 N/A 30000.00 8.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FG62 2026-04-15 7.5 N/A 50538.00 24.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYW7 2027-12-20 8 N/A 115000.00 96.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HWZ4 2033-04-01 6 N/A 22000.00 58.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374VXC3 2025-09-01 6.25 N/A 20000.00 11.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LKE0 2033-08-01 5 N/A 5000.00 22.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290S6S5 2034-08-15 6 N/A 102500.00 2782.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CSJ6 2031-06-20 4.875 N/A 1000000.00 1696.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKD0 2031-12-15 6.5 N/A 50146.00 115.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388ED45 2031-09-01 7 N/A 25000.00 154.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNT6 2026-04-20 7 N/A 284950.00 75.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QDP3 2044-05-20 3.5 N/A 10000.00 153.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288LBS9 2029-08-01 6.5 N/A 370000.00 307.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VLJ4 2026-04-15 6 N/A 130000.00 143.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406V4B9 2035-06-01 5.5 N/A 13000.00 75.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TYT1 2028-01-15 7 N/A 75000.00 182.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5E1 2050-02-01 3.5 N/A 1000.00 149.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AF2J5 2040-01-15 4.5 N/A 55000.00 663.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412X2W3 2037-07-01 5.5 N/A 13000.00 57.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LQSX3 2027-06-01 3 N/A 3000.00 78.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202UCP6 2033-09-15 5 N/A 54000.00 309.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179ME48 2042-06-20 4 N/A 55000.00 3376.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF71 2033-08-15 5 N/A 30000.00 373.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP86 2037-11-20 5 N/A 49000.00 254.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WGV7 2036-08-01 6 N/A 18667.00 165.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWYU1 2026-11-01 3.5 N/A 5000.00 37.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UM97 2026-02-15 7 N/A 87000.00 24.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6A91 2036-12-01 2 N/A 1200.00 743.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYH0 2027-11-20 8 N/A 35000.00 17.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPV4 2031-10-15 6 N/A 38000.00 156.47 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 60000000.00 68604543.73 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36202DNL1 2031-06-20 6.5 N/A 429938.00 701.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXN4 2038-11-20 6 N/A 161000.00 239.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FJJ3 2032-12-15 5 N/A 40044.00 770.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312941U88 2040-08-01 4.5 N/A 2000.00 18.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DGB8 2031-11-15 6.5 N/A 310310.00 719.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W3QL0 2043-02-01 3 N/A 1000.00 226.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJE1 2051-03-01 4 N/A 2000.00 693.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F8DG9 2046-03-01 3.5 N/A 1000.00 77.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412V4G0 2037-07-01 5.5 N/A 7000.00 46.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YF38 2028-07-15 6.5 N/A 102218.00 29.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938K51 2039-12-01 4.5 N/A 7999.00 156.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXT8 2032-08-20 6.5 N/A 15000.00 421.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210GY24 2029-01-15 6 N/A 25000.00 121.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MLB1 2035-12-01 5.5 N/A 42047.00 416.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209AUP3 2028-03-15 7 N/A 40000.00 82.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KEK0 2035-06-15 6 N/A 20000.00 314.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EPD5 2029-01-15 6 N/A 100000.00 160.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QTS0 2044-11-20 3.5 N/A 7000.00 196.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XBWZ3 2043-12-01 4.5 N/A 2311.00 127.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9P48 2040-08-01 5.5 N/A 3000.00 148.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31322Y4L2 2045-09-01 3.5 N/A 53000.00 4027.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XXV4 2029-06-15 7 N/A 40064.00 105.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEJ80 2049-06-01 4 N/A 1300.00 132.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AYL6 2043-09-01 4.5 N/A 1000.00 125.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FE4 2030-11-01 3.5 N/A 1000.00 89.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VBH4 2033-10-15 5 N/A 107000.00 1318.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293FP68 2028-12-01 7 N/A 20000.00 115.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411DS75 2037-02-01 5.5 N/A 14500.00 78.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QYV2 2029-02-15 6 N/A 40000.00 160.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AMUJ2 2041-07-01 4.5 N/A 22500.00 739.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209GLH8 2028-03-15 6 N/A 25000.00 705.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZH7 2033-09-20 6 N/A 40108.00 502.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JK87 2032-02-15 6.5 N/A 25000.00 75.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VLH3 2029-11-01 6.5 N/A 68000.00 38.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWU4 2048-05-01 4.5 N/A 2000.00 193.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M74W3 2040-08-01 4.5 N/A 4000.00 98.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SDZ5 2038-10-15 7 N/A 71250.00 2256.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVF3 2045-12-20 5.5 N/A 10000.00 1088.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QD40 2038-04-20 5.5 N/A 2000.00 142.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294ULJ9 2036-09-15 7.5 N/A 48000.00 505.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRU7 2032-02-20 5.5 N/A 265287.00 1494.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEU2 2049-08-01 4 N/A 2000.00 227.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQ51 2045-10-20 5 N/A 20000.00 1736.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C4Q4 2032-02-15 6 N/A 204000.00 671.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7H8 2034-08-20 5.5 N/A 44000.00 582.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJQ37 2042-01-01 3.5 N/A 1000.00 70.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BDN3 2044-04-01 4.5 N/A 4000.00 369.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412Q6K0 2040-02-01 4.5 N/A 2000.00 50.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYR8 2027-12-20 6 N/A 55000.00 365.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ3K6 2031-02-01 3.5 N/A 1000.00 119.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MCY4 2042-05-20 3 N/A 15000.00 1310.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292HSZ7 2035-11-15 6 N/A 61836.00 739.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVM0 2032-12-20 5.5 N/A 355150.00 2726.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FAD5 2032-08-15 6.5 N/A 75000.00 145.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DWH8 2036-10-01 6.5 N/A 66000.00 422.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411CPR6 2036-11-01 5 N/A 6000.00 95.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XSM3 2028-10-15 6 N/A 37000.00 101.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBY6 2029-05-20 7 N/A 296500.00 468.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBG5 2029-04-20 5.5 N/A 80000.00 20.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SDM6 2031-03-20 3.5 N/A 6000.00 671.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SRT6 2037-07-15 5.5 N/A 100268.00 255.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201Q4T7 2032-09-15 6.5 N/A 25000.00 458.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XUE5 2029-03-15 6.25 N/A 125000.00 291.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEV4 2040-03-20 4 N/A 25000.00 795.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPZ6 2037-10-20 6.5 N/A 105000.00 1250.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XGQ4 2036-09-15 6 N/A 45000.00 499.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419A4L8 2041-01-01 4.5 N/A 3882.00 146.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PVT4 2026-05-15 7.5 N/A 105000.00 21.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402XDE3 2033-09-01 5.5 N/A 10000.00 25.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXP9 2038-11-20 6.5 N/A 1142000.00 3054.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380ARU8 2028-06-01 6.5 N/A 1000.00 0.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HVQ4 2033-03-01 5 N/A 10000.00 68.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMQ9 2037-03-20 6.5 N/A 25000.00 445.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGJ3 2052-08-01 4 N/A 1000.00 800.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386MZE3 2030-10-01 7.5 N/A 120000.00 430.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HMU5 2031-12-01 6.5 N/A 5000.00 6.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NA57 2043-04-20 4 N/A 50000.00 2072.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5K1 2039-05-20 6.5 N/A 50000.00 1129.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TDH6 2029-03-15 6.5 N/A 30097.00 28.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KF45 2035-10-15 5.5 N/A 112450.00 2094.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410SCE5 2036-10-01 6.5 N/A 40000.00 729.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XEB6 2037-06-01 5 N/A 8000.00 162.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYK1 2033-07-20 5 N/A 248635.00 3437.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2J1 2028-04-20 6.5 N/A 225500.00 199.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XWQ7 2033-04-15 5.5 N/A 25000.00 758.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7FZ6 2041-02-01 4.5 N/A 23500.00 829.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406ARX2 2034-11-01 5 N/A 10000.00 35.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5ED8 2037-11-01 5.5 N/A 78000.00 485.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LCD9 2033-09-01 5 N/A 7334.00 66.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KEZ3 2038-05-01 5.5 N/A 12000.00 100.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC35 2052-01-01 3 N/A 1000.00 665.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MLG6 2033-05-15 5 N/A 25000.00 470.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206W7M1 2026-09-15 7.5 N/A 25000.00 6.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KTZ1 2038-07-15 6 N/A 30000.00 209.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPP2 2026-06-20 6.5 N/A 35000.00 3.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLG4 2031-01-20 7.5 N/A 500484.00 520.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XRS5 2037-05-01 5 N/A 6000.00 275.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRE3 2034-04-15 5.5 N/A 25000.00 236.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y3L9 2041-06-01 4 N/A 1000.00 29.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBNR7 2051-01-01 3.5 N/A 1500.00 530.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDQ8 2034-10-15 7 N/A 43431.00 616.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZZ7 2033-10-20 6 N/A 91000.00 1031.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUB2 2032-03-15 7.5 N/A 120000.00 248.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GHK5 2036-07-01 6.5 N/A 49943.00 144.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2H2 2028-04-15 6.5 N/A 37000.00 42.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31281BRQ5 2037-05-01 4.5 N/A 158791.00 124.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7WL5 2033-01-01 3.5 N/A 1000.00 179.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VNQ9 2050-06-20 2.5 N/A 15000.00 3473.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EWU6 2032-03-15 6 N/A 145016.00 370.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5S8 2028-10-20 6 N/A 644000.00 811.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DWU9 2036-11-01 5.5 N/A 2000.00 16.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHZ4 2029-07-15 6 N/A 11448.00 26.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403V3D9 2034-02-01 5.5 N/A 6000.00 8.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BEL8 2029-02-15 6 N/A 30000.00 26.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374GSR9 2027-10-01 7 N/A 73296.00 24.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AST5 2028-10-15 6.5 N/A 51476.00 63.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290YUN6 2033-10-15 6 N/A 32000.00 299.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GN71 2028-04-01 7 N/A 6000.00 1.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SLR6 2046-09-20 3 N/A 6000.00 804.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KZB0 2032-12-01 6 N/A 14000.00 68.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5C3 2028-09-20 6 N/A 111000.00 211.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417UW84 2040-02-01 4.5 N/A 10000.00 281.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYT4 2027-12-20 7 N/A 147500.00 92.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ACB8 2032-01-15 6 N/A 160000.00 334.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRE3 2032-01-20 5.5 N/A 125000.00 630.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKJ4 2040-09-20 5 N/A 27000.00 219.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297EE68 2039-03-15 5.5 N/A 45000.00 1127.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B5X1 2032-12-15 5.5 N/A 85000.00 338.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBM2 2029-04-20 8 N/A 30000.00 24.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DGY9 2036-05-01 5 N/A 6253.00 64.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295RRC4 2038-12-15 6.5 N/A 229297.00 2240.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411YER0 2037-05-01 5 N/A 33000.00 360.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKX6 2036-10-20 6 N/A 101000.00 1053.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELL1 2036-12-20 6 N/A 50000.00 676.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ANDM9 2040-07-15 4.5 N/A 42621.00 1202.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7A1 2039-07-20 5 N/A 1035000.00 2760.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211GZN6 2029-07-15 7 N/A 46666.00 74.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211AF92 2029-07-15 7.5 N/A 50005.00 68.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSA0 2032-03-20 5.5 N/A 93000.00 455.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WW2F5 2043-06-01 4 N/A 1000.00 104.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386FRR8 2030-12-01 6 N/A 8000.00 90.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSRX2 2047-10-01 3.5 N/A 2000.00 311.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412DLU0 2037-02-01 5.5 N/A 1000.00 3.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410AKX3 2036-07-01 7 N/A 75000.00 524.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPP73 2044-08-01 4 N/A 5000.00 638.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296JTA4 2033-06-01 5.5 N/A 10000.00 31.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGE5 2030-03-20 8 N/A 50171.00 38.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RGR7 2032-07-15 6 N/A 25000.00 75.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFX4 2030-02-20 7 N/A 152706.00 129.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200TQM3 2033-08-15 5 N/A 35000.00 1865.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GWC0 2026-06-20 7.5 N/A 30000.00 122.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KFF2 2028-11-15 6.5 N/A 42651.00 83.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPP7 2031-09-15 6 N/A 50000.00 129.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DGM6 2034-08-01 6 N/A 6672.00 50.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A97C2 2041-06-01 4.5 N/A 6000.00 396.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AZJ3 2038-09-01 6 N/A 3000.00 34.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUV9 2038-07-20 6.5 N/A 40000.00 490.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAS5 2039-07-20 3.5 N/A 10000.00 577.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N5V9 2034-11-15 5 N/A 30000.00 1286.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GPR2 2026-01-01 8 N/A 320000.00 8.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TBB7 2037-09-01 6 N/A 3000.00 22.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HKW7 2029-03-01 6.5 N/A 155000.00 476.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CG49 2025-06-20 8 N/A 573000.00 7.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406B6P0 2034-11-01 5.5 N/A 30000.00 236.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMA6 2031-03-20 6.5 N/A 443178.00 513.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTN8 2028-11-20 7.5 N/A 75000.00 70.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296PZN4 2038-09-15 6.5 N/A 25000.00 174.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLU3 2031-02-20 6.5 N/A 247750.00 202.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295PZ70 2038-03-15 5 N/A 60000.00 322.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HLU0 2029-04-01 6.5 N/A 2500.00 2.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BG82 2029-05-15 6.5 N/A 73036.00 21.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DBF8 2049-04-01 3.5 N/A 2000.00 161.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209S4V0 2028-10-15 6.5 N/A 25000.00 44.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QDL0 2039-08-01 4.5 N/A 15000.00 714.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AR2J9 2039-01-20 6.5 N/A 45000.00 913.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415XBA8 2038-10-01 6 N/A 89000.00 138.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JER5 2029-04-01 7.5 N/A 150000.00 44.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJAD2 2034-07-01 6 N/A 10000.00 93.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410V7B0 2037-02-01 5 N/A 2000.00 9.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EET2 2035-08-20 4.5 N/A 30000.00 305.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GYB6 2034-05-15 5.5 N/A 75000.00 2839.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLV2 2050-02-01 3.5 N/A 1000.00 145.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J7ZJ4 2043-03-01 3.5 N/A 2167.00 375.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZL0 2028-02-20 6.5 N/A 137525.00 126.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128K8TQ9 2035-11-01 5 N/A 10000.00 56.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF38 2035-11-20 5.5 N/A 67242.00 1158.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JPV4 2032-09-01 6.5 N/A 100000.00 155.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVN6 2029-07-01 6 N/A 10000.00 7.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QTB2 2028-12-15 6 N/A 25000.00 28.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXC0 2033-04-20 5.5 N/A 50834.00 447.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J5A8 2031-06-01 6.5 N/A 75000.00 56.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FFXM8 2046-09-01 3.5 N/A 2500.00 380.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBT4 2028-12-15 7 N/A 37000.00 24.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WY90 2026-08-15 8 N/A 125000.00 32.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296MC49 2033-08-01 5 N/A 4400.00 59.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AFH0 2026-03-15 6.5 N/A 32000.00 13.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJP3 2026-03-15 7.5 N/A 25000.00 1.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HKS0 2029-02-15 6.5 N/A 45000.00 145.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4Y91 2049-09-01 3.5 N/A 2000.00 308.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KHD2 2032-12-15 5.5 N/A 50000.00 91.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WRK0 2040-08-01 4.5 N/A 5000.00 128.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9XG2 2043-12-01 4 N/A 1000.00 96.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF22 2033-08-15 4.5 N/A 25035.00 577.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXY1 2046-02-01 4 N/A 10465.00 1062.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380M6R2 2028-09-01 6.5 N/A 51000.00 92.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TW21 2029-07-01 6.5 N/A 25000.00 28.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401CPL1 2033-05-01 5.5 N/A 42667.00 112.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371M6M4 2037-01-01 5.5 N/A 53000.00 144.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDT27 2044-12-01 4 N/A 5000.00 626.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3C6 2048-10-01 3.5 N/A 4500.00 403.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380XCL4 2028-12-01 6 N/A 65000.00 169.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAN3 2050-12-01 2 N/A 1770.00 976.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVT7 2027-05-20 6.5 N/A 125000.00 63.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BST6 2039-01-01 6.5 N/A 19000.00 179.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201LUC6 2032-05-15 6.5 N/A 105333.00 294.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETEL6 2030-08-01 3.5 N/A 7000.00 634.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SPC5 2037-02-15 5.5 N/A 25000.00 88.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGS20 2044-02-01 3.5 N/A 1000.00 174.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAL0 2039-08-20 4 N/A 137500.00 1817.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PBM4 2036-08-01 6.5 N/A 42000.00 337.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ESX0 2043-01-01 3 N/A 15000.00 2442.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERZL7 2027-01-01 4.5 N/A 2000.00 5.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YLQ6 2030-06-15 8 N/A 37385.00 69.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201KK47 2032-05-15 7 N/A 100000.00 350.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q6T3 2038-11-20 5.5 N/A 12000.00 935.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298NAQ8 2031-05-01 5.5 N/A 10000.00 77.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CHK2 2025-07-20 7.5 N/A 1275445.00 36.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYD9 2027-11-20 6.5 N/A 150000.00 134.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFY2 2030-02-20 7.5 N/A 73218.00 62.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FTF3 2026-05-20 4 N/A 375000.00 2536.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CND2 2047-08-01 3.5 N/A 3000.00 353.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403AJT3 2033-10-01 5.5 N/A 10000.00 121.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHE2 2036-03-20 5 N/A 5000.00 72.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LQRE6 2027-09-01 3 N/A 1000.00 24.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212RL22 2031-04-15 6 N/A 35000.00 43.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296B5C2 2038-05-20 5.5 N/A 34000.00 288.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEE2 2040-02-20 5.5 N/A 28333.00 731.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LUR5 2040-12-15 6 N/A 100000.00 2923.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAM8 2039-08-20 4.5 N/A 183000.00 2335.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405BFZ9 2034-06-01 5.5 N/A 37000.00 256.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZF1 2033-09-20 5 N/A 189500.00 2921.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFR8 2049-09-01 3.5 N/A 5000.00 600.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JQ80 2030-10-01 7 N/A 15000.00 3.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287YKA1 2032-09-01 6.5 N/A 44000.00 149.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4C6 2028-03-15 7 N/A 180000.00 68.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JXX7 2031-03-01 6 N/A 10000.00 13.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FM45 2040-12-20 4 N/A 213729.00 3820.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EJD2 2032-02-15 7 N/A 123273.00 5675.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MY84 2026-06-20 8 N/A 70000.00 231.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404US27 2034-06-01 6 N/A 5000.00 61.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9GM6 2043-08-01 3 N/A 1000.00 230.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXK4 2027-09-20 6.5 N/A 100000.00 77.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208PRN0 2028-05-15 6.5 N/A 25000.00 9.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRA5 2032-04-01 7 N/A 15000.00 19.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3W34 2050-10-01 2 N/A 23000.00 10970.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7TP0 2032-11-01 3.5 N/A 3000.00 868.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJU9 2031-05-01 7 N/A 60000.00 29.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQJ0 2038-01-20 4.5 N/A 75000.00 1984.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJEV8 2036-08-01 6.5 N/A 10000.00 87.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CV27 2048-04-01 3.5 N/A 3000.00 402.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294PY56 2036-06-15 6 N/A 25000.00 482.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ6J4 2049-04-01 4 N/A 8000.00 618.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZ63 2028-03-20 7.5 N/A 27000.00 14.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSR3 2032-04-20 6.5 N/A 242000.00 536.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BSB5 2032-03-15 5.5 N/A 25724.00 118.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MK25 2042-07-20 4 N/A 45629.00 1451.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212PQG0 2031-06-15 7 N/A 75000.00 150.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DN65 2035-09-15 5.5 N/A 50170.00 1021.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ASL2 2028-10-15 7 N/A 25000.00 21.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418THN0 2025-04-01 4.5 N/A 2137.00 1.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPN91 2045-02-01 4 N/A 4000.00 300.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QQL1 2032-04-15 6 N/A 30343.00 107.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCY6 2049-06-01 3.5 N/A 5500.00 503.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413FJR4 2037-07-01 6.5 N/A 2000.00 16.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KVF5 2032-11-01 5.5 N/A 20000.00 74.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PGP9 2027-12-15 7 N/A 25000.00 25.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYG8 2038-12-20 6.5 N/A 763000.00 415.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RE90 2033-10-15 5 N/A 50000.00 650.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXA6 2027-08-20 7.5 N/A 175000.00 59.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4X9 2048-12-01 4.5 N/A 2000.00 157.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MKQ0 2038-03-01 6.5 N/A 77000.00 883.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WK4P7 2047-06-01 3.5 N/A 7750.00 831.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENW5 2037-07-20 5.5 N/A 46796.00 518.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411HN71 2037-02-01 5 N/A 1000.00 5.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200YPL5 2032-02-15 7 N/A 55324.00 1746.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BY93 2033-07-15 5.5 N/A 32000.00 278.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFKJ4 2045-08-01 3.5 N/A 12000.00 1112.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4J4 2029-11-01 7.5 N/A 19000.00 10.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GPS4 2031-12-15 6.5 N/A 25114.00 747.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RDQ7 2038-11-15 6 N/A 8000.00 293.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XQWD9 2029-03-01 3.5 N/A 4500.00 173.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFH9 2030-01-20 8 N/A 115000.00 72.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KZA2 2033-02-01 5.5 N/A 11000.00 44.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YXR4 2041-08-01 4 N/A 9000.00 413.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHGK2 2026-09-01 4.5 N/A 60000.00 552.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390CVL7 2032-05-01 6 N/A 20715.00 40.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ6T4 2031-02-01 3.5 N/A 8500.00 241.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UE22 2031-12-15 6 N/A 67000.00 289.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ABBZ1 2041-04-01 4.5 N/A 3072.00 127.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EN96 2037-08-20 5.5 N/A 116999.00 1389.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TBC5 2037-04-01 6.5 N/A 90000.00 1665.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJM9 2040-08-20 5 N/A 175000.00 930.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWC93 2034-05-01 3.5 N/A 1000.00 153.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4P3 2034-03-20 5.5 N/A 33000.00 522.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PTUW3 2026-01-01 3.5 N/A 27000.00 177.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5Z8 2039-06-20 6 N/A 160000.00 1088.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387DG60 2031-05-01 6.5 N/A 15000.00 7.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7B44 2043-10-01 3.5 N/A 1000.00 185.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293ADY1 2028-09-01 7.5 N/A 49000.00 34.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AUL2 2027-06-15 7 N/A 100000.00 41.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291K5B9 2034-06-15 5 N/A 25000.00 539.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945ZK7 2041-02-01 4.5 N/A 1096.00 32.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XQW9 2053-01-20 5 N/A 25000.00 20840.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3G1 2033-12-15 7 N/A 25000.00 90.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XN87 2033-08-15 5 N/A 68374.00 970.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GFMW4 2041-07-01 4.5 N/A 2000.00 116.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HXB5 2033-06-01 5 N/A 14667.00 101.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDH8 2043-05-20 3 N/A 29000.00 1810.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207E7F5 2027-10-15 7 N/A 25811.00 33.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SHX2 2033-09-15 5 N/A 55000.00 337.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387VPV5 2031-08-01 6.5 N/A 18000.00 37.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTM5 2027-01-20 6.5 N/A 40000.00 58.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUG1 2032-08-15 6 N/A 140000.00 738.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPM2 2031-12-15 5.5 N/A 29036.00 64.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9U62 2033-07-01 3.5 N/A 9000.00 889.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A8RD0 2041-03-01 4 N/A 4030.00 243.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RSJ2 2032-02-15 6.5 N/A 25000.00 217.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400M3R1 2033-02-01 6 N/A 40000.00 385.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DTP7 2036-08-15 6.5 N/A 75000.00 530.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WKL9 2033-10-15 5 N/A 31000.00 872.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJC1 2025-08-20 4 N/A 300000.00 709.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XLZG0 2044-09-01 4 N/A 1000.00 76.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RW32 2031-11-15 6.5 N/A 50000.00 172.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS44 2032-05-20 6.5 N/A 93077.00 245.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKL6 2025-10-20 7.5 N/A 188500.00 16.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4S3 2029-02-15 6 N/A 77500.00 158.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELFL2 2028-02-01 3.5 N/A 4000.00 73.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKX8 2030-12-20 7 N/A 75000.00 80.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UY79 2033-05-15 5 N/A 25000.00 406.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XBM8 2029-06-15 7 N/A 75000.00 319.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413UHB8 2037-11-01 6.5 N/A 3000.00 31.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN7B9 2042-02-01 5.5 N/A 2000.00 227.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU66 2032-11-20 5 N/A 179667.00 1765.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GUG9 2027-12-01 6 N/A 4000.00 1.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UGJ2 2026-10-15 7.5 N/A 70000.00 148.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AU47 2028-11-15 6 N/A 114000.00 191.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGG1 2034-10-01 3 N/A 3000.00 444.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FET3 2035-10-01 5 N/A 5000.00 44.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZB9 2046-12-01 3 N/A 9423.00 1737.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAK4 2028-11-15 8 N/A 32531.00 29.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209TQL6 2028-12-15 6 N/A 105000.00 258.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NFT2 2032-06-15 6.5 N/A 25000.00 89.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGE3 2035-12-20 6 N/A 22000.00 444.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A93A7 2033-11-20 6.5 N/A 119000.00 5637.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WPRL3 2047-07-01 3.5 N/A 1000.00 124.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402UQW5 2025-12-01 8 N/A 20000.00 26.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKQ8 2040-09-20 5.5 N/A 24000.00 917.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QVG3 2034-12-01 6 N/A 33710.00 279.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ93 2030-10-20 8 N/A 33120.00 24.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJW4 2025-09-20 7 N/A 190000.00 23.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWBD4 2026-11-01 3 N/A 1000.00 20.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGD4 2028-12-15 6.5 N/A 452189.00 594.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202END7 2037-05-20 7 N/A 25000.00 178.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BFL3 2033-07-01 5.5 N/A 5000.00 28.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WT43 2036-04-01 5.5 N/A 370000.00 2413.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T2C2 2028-08-15 6.5 N/A 182000.00 303.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ASW0 2033-10-15 6 N/A 40000.00 382.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9N97 2043-09-01 4 N/A 2334.00 279.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410ATY2 2036-05-01 6 N/A 16000.00 59.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201A2B3 2032-11-15 5.5 N/A 57000.00 197.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4T1 2029-02-15 6 N/A 129000.00 264.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7G0 2034-08-20 5 N/A 164605.00 2065.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXB2 2033-04-20 5 N/A 110368.00 1196.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WXH3 2026-05-15 7 N/A 25114.00 4.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LN81 2029-06-01 4 N/A 12000.00 739.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWC3 2027-06-20 7 N/A 353000.00 210.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382RNY5 2029-03-01 6.5 N/A 25000.00 9.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375B3D7 2025-11-01 6 N/A 90000.00 56.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWV9 2033-03-20 5.5 N/A 58000.00 460.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ80 2048-09-01 3.5 N/A 6750.00 665.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SD88 2033-03-15 5.5 N/A 35980.00 28.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211PBG7 2029-10-15 7.5 N/A 60000.00 72.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTC5 2032-06-20 5 N/A 35000.00 555.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AVWX9 2026-10-01 3.5 N/A 4000.00 61.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390ABQ2 2032-06-01 6.5 N/A 53000.00 652.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GU41 2031-12-15 7 N/A 199000.00 412.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP94 2037-11-20 5.5 N/A 87000.00 880.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTQ6 2027-01-20 7 N/A 581500.00 281.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BCK2 2028-08-15 8 N/A 17000.00 13.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AN89 2026-08-15 7.5 N/A 40000.00 11.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FB70 2039-10-20 6.5 N/A 25891.00 474.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS47 2048-01-01 3.5 N/A 1000.00 144.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DGZ5 2031-08-15 7 N/A 205000.00 695.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416M4U5 2039-03-01 5 N/A 1000.00 5.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBA3 2039-09-20 5 N/A 1000.00 8.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESE7 2032-01-15 6 N/A 50060.00 245.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374F5G0 2026-12-01 8.5 N/A 100000.00 5.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC89 2028-12-15 7 N/A 110000.00 103.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXA3 2045-10-01 4 N/A 6000.00 536.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UWX4 2031-12-15 6 N/A 100000.00 862.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5Z37 2038-03-01 6 N/A 31000.00 285.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BV27 2033-08-01 5 N/A 5000.00 82.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRG8 2032-01-20 6 N/A 482853.00 1607.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QASP6 2049-03-01 4.5 N/A 4000.00 405.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FB43 2025-10-01 7 N/A 10000.00 0.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XLA6 2033-08-15 5 N/A 35000.00 153.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3G4 2034-01-20 5 N/A 170000.00 1879.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382RNZ2 2029-03-01 6.5 N/A 2896.00 1.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FYN3 2029-07-15 6.5 N/A 54000.00 250.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6D6 2039-06-20 4.5 N/A 12500.00 380.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXS4 2027-12-15 6.5 N/A 400000.00 274.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206Y6G1 2026-07-15 7 N/A 50000.00 294.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FC53 2039-12-20 4.5 N/A 85000.00 962.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K4L2 2033-04-01 6 N/A 15000.00 89.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295PUC4 2032-08-20 7 N/A 27000.00 1148.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386F6B6 2031-02-01 6 N/A 367336.00 110.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKK6 2030-11-20 7 N/A 272500.00 213.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TVH3 2031-07-15 6.5 N/A 60000.00 231.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHW4 2030-07-20 7.5 N/A 335000.00 56.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402NWF1 2033-06-01 6 N/A 44707.00 1275.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEG7 2040-02-20 4 N/A 19000.00 860.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TFS7 2032-11-15 6 N/A 139972.00 536.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AVG2 2027-08-15 6.5 N/A 110000.00 40.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJBE6 2044-01-01 4.5 N/A 2000.00 115.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWE7 2033-02-20 5 N/A 379090.00 3242.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZX2 2033-10-20 5 N/A 219391.00 3284.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BHT8 2029-02-15 6.5 N/A 785000.00 415.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201M5L2 2032-09-15 6 N/A 50000.00 157.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F2Q8 2041-12-20 6 N/A 30000.00 966.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Y6E7 2038-12-15 7 N/A 130000.00 1329.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5E9 2028-09-20 7 N/A 251459.00 284.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380LG28 2029-02-01 6.5 N/A 14000.00 33.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RAZ0 2038-10-15 7 N/A 50000.00 1225.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4R1 2028-08-20 7.5 N/A 132000.00 75.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRLL3 2043-01-01 3.5 N/A 1000.00 97.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRE8 2041-01-20 4.5 N/A 35000.00 445.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4F9 2028-03-15 6.5 N/A 80000.00 60.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7A86 2025-11-01 5 N/A 100000.00 114.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GK63 2025-03-01 8 N/A 25000.00 0.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYZ8 2033-08-20 5 N/A 216250.00 3158.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NZP6 2029-02-20 3 N/A 11000.00 494.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GZ86 2028-09-01 6.5 N/A 1362641.00 977.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NZ70 2033-05-15 5.5 N/A 70000.00 1414.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294V6H8 2036-12-15 6 N/A 26000.00 432.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNV1 2026-04-20 7.5 N/A 190041.00 80.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AX44 2040-12-01 4.5 N/A 6000.00 277.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HQN7 2032-05-01 6 N/A 20000.00 59.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A5V8 2028-09-15 6 N/A 34000.00 68.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400HE25 2032-12-01 6 N/A 12333.00 76.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XXL7 2033-06-15 5.5 N/A 35000.00 1064.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3A6 2028-05-15 6.5 N/A 70000.00 67.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375PBZ8 2026-03-01 6.5 N/A 10000.00 1.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406ARN4 2034-11-01 5 N/A 3000.00 11.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVZ9 2029-07-01 7.5 N/A 65000.00 38.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4L0 2039-04-20 6.5 N/A 60000.00 1361.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJY1 2038-05-01 6 N/A 79830.00 543.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERPF1 2031-03-01 4 N/A 15000.00 679.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FNL8 2028-02-01 2.5 N/A 2000.00 121.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SB59 2028-08-15 5.5 N/A 110500.00 1450.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YDU2 2033-11-15 5.5 N/A 72500.00 832.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400KP67 2033-04-01 5.5 N/A 6000.00 26.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296J2J4 2033-07-01 5.5 N/A 34400.00 114.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3K7 2028-06-20 6 N/A 84936.00 166.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AHH66 2041-06-01 4.5 N/A 1000.00 54.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400B6H4 2033-02-01 5 N/A 15000.00 69.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA50 2029-03-20 6 N/A 230000.00 423.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRW4 2050-08-01 2 N/A 5000.00 2354.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XNQ3 2037-06-01 6 N/A 1000.00 7.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2M3 2051-07-01 2.5 N/A 13000.00 7874.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKT8 2050-01-01 3 N/A 1000.00 182.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5P1 2048-12-01 4.5 N/A 4000.00 304.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXX35 2027-02-01 3.5 N/A 16000.00 130.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EW36 2032-03-15 6.5 N/A 56000.00 140.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JKD2 2028-12-15 6.5 N/A 25000.00 235.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LRR2 2034-05-01 6.5 N/A 7000.00 106.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HL93 2031-11-01 6.5 N/A 75000.00 79.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMR7 2037-03-20 7 N/A 26000.00 256.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294TLB9 2036-10-15 6 N/A 25000.00 229.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NA31 2032-03-15 6 N/A 25000.00 152.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JJ89 2032-01-15 6.5 N/A 81464.00 392.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6H4 2046-07-01 3.5 N/A 5750.00 719.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A2S5 2029-02-15 6.5 N/A 165000.00 360.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TQQ5 2036-04-15 6.5 N/A 30000.00 135.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E7F70 2045-11-01 4 N/A 16000.00 1005.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJS9 2034-01-01 5.5 N/A 22422.00 184.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXU8 2038-11-20 6 N/A 26000.00 308.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD40 2029-10-20 6.5 N/A 25000.00 33.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJUN8 2044-05-01 4 N/A 1000.00 62.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UST8 2039-03-15 4.5 N/A 11000.00 681.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DXC1 2037-12-15 5 N/A 35249.00 267.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMS38 2030-01-01 3 N/A 1011.00 88.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FHC3 2028-11-15 6.5 N/A 25000.00 42.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DLV9 2036-06-01 6 N/A 8000.00 79.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU32 2044-08-01 4 N/A 2000.00 147.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LXN2 2028-04-15 6.5 N/A 35000.00 52.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4U8 2029-02-15 6.5 N/A 37216.00 15.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403BX65 2033-09-01 5.5 N/A 10000.00 140.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDL5 2045-12-01 4 N/A 12500.00 1111.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CXM7 2035-10-15 4.5 N/A 32057.00 225.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGMZ4 2046-02-01 4 N/A 4750.00 479.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HGC2 2030-11-01 7 N/A 50000.00 36.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AGV6 2025-08-15 8 N/A 49940.00 2.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413AJF1 2037-07-01 6 N/A 8000.00 69.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312946JT4 2041-03-01 4 N/A 2077.00 103.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403Q2R0 2034-01-01 5.5 N/A 34000.00 227.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC71 2029-03-15 6 N/A 503000.00 869.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376PNV3 2026-10-01 7.5 N/A 7333.00 1.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMQ3 2026-02-20 6.5 N/A 388333.00 73.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVZ3 2027-05-20 7.5 N/A 132500.00 46.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BGK5 2029-05-15 7.5 N/A 26507.00 37.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QJT9 2044-07-20 4 N/A 185000.00 12457.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312933AP9 2039-05-01 4 N/A 18000.00 182.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC84 2052-02-01 3 N/A 2000.00 1365.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKP7 2025-10-20 8 N/A 45000.00 2.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NX94 2044-01-20 5.5 N/A 5000.00 295.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW54 2038-10-20 6 N/A 1000.00 10.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KXP7 2033-06-15 5.5 N/A 240000.00 753.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290THL6 2035-01-15 5.5 N/A 25000.00 197.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTK4 2028-05-15 7 N/A 100000.00 35.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AUB1 2028-11-15 6 N/A 130460.00 204.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DJ68 2034-06-01 4.5 N/A 7000.00 91.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 2550.00 213.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FCM6 2039-11-20 4 N/A 10000.00 469.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407NJW4 2025-09-01 6 N/A 6000.00 8.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL95 2040-11-20 3.5 N/A 12500.00 756.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGLH5 2046-02-01 4.5 N/A 3000.00 272.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HKY9 2031-08-01 7 N/A 30000.00 34.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TPX8 2029-04-15 6 N/A 45000.00 441.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NAN2 2033-07-15 5 N/A 35000.00 367.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MPEK7 2027-11-01 2.5 N/A 1000.00 40.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KBZ0 2034-08-15 6 N/A 98468.00 1295.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201M4J8 2032-08-15 6.5 N/A 36962.00 26.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7A6 2034-02-01 3.5 N/A 1000.00 81.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QK94 2034-11-15 6 N/A 201000.00 2304.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312946C79 2041-02-01 4 N/A 4071.00 215.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417TXW3 2039-12-01 5 N/A 1000.00 31.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291XBP3 2035-05-15 5 N/A 33000.00 653.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FE96 2029-02-15 7 N/A 40000.00 21.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EHV4 2031-08-15 7.5 N/A 261160.00 4016.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MWJ2 2036-07-01 6 N/A 5000.00 21.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206C3T4 2025-08-15 7.5 N/A 47000.00 9.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LDX4 2033-09-01 4.5 N/A 2000.00 27.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GA70 2032-11-15 6 N/A 75000.00 575.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HUP7 2033-02-01 5.5 N/A 20000.00 112.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RXS1 2029-06-15 7 N/A 50000.00 145.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC49 2035-03-20 5.5 N/A 35000.00 638.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405AU68 2034-06-01 5 N/A 10000.00 60.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NP66 2038-01-01 6.5 N/A 15000.00 55.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAM3 2029-02-20 5.5 N/A 45000.00 42.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAL3 2034-09-20 6 N/A 119000.00 1536.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207TB75 2027-05-20 7.1 N/A 275000.00 538.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XY43 2029-07-15 7 N/A 36300.00 36.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENK1 2037-06-20 5 N/A 32183.00 454.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292L7E8 2036-06-15 6.5 N/A 29000.00 235.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6T3 2034-07-20 5 N/A 81000.00 1439.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206DP27 2026-03-15 7 N/A 25000.00 23.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGKM5 2025-09-01 5 N/A 7500.00 0.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RU84 2033-08-15 5 N/A 55000.00 1195.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y4J8 2031-09-15 6.5 N/A 35000.00 376.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JVY1 2029-05-15 7 N/A 37118.00 393.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXDP2 2035-10-01 5 N/A 38000.00 297.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297DPH4 2039-05-15 5 N/A 25000.00 168.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLU3 2032-03-01 6.5 N/A 70000.00 131.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AUT2 2028-11-15 6 N/A 131690.00 84.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBA5 2028-12-15 7 N/A 60000.00 71.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BEH3 2033-06-01 5.5 N/A 16667.00 48.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJFJ4 2036-12-01 6 N/A 5000.00 48.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297NLQ7 2035-01-01 5 N/A 10000.00 72.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213URH5 2031-10-15 6 N/A 117000.00 244.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FF92 2040-05-20 5 N/A 25000.00 307.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EJR2 2031-12-15 6 N/A 61000.00 251.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380FQ38 2028-08-01 6 N/A 60688.00 262.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400FBV8 2032-09-01 6.5 N/A 55000.00 250.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383QGC2 2029-08-01 7 N/A 50000.00 32.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DET5 2049-08-01 3.5 N/A 6000.00 639.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210PQ23 2031-06-15 6.5 N/A 40000.00 504.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206B3W9 2026-03-15 7 N/A 25000.00 16.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408DUG7 2035-12-01 6 N/A 14000.00 126.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FU48 2034-03-15 6 N/A 50000.00 124.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPC6 2031-07-15 7 N/A 207901.00 277.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PTB6 2026-04-15 6 N/A 30000.00 13.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414USX7 2038-03-01 5 N/A 1000.00 8.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416M5Z3 2039-04-01 4.5 N/A 2804.00 22.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3YF2 2029-10-01 3 N/A 1000.00 79.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQJM6 2040-03-15 4.5 N/A 4000.00 302.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210F7C4 2029-07-15 7 N/A 330000.00 357.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUA7 2032-10-01 5.5 N/A 35000.00 128.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210QX49 2029-07-15 7.5 N/A 123334.00 111.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWU3 2027-07-20 8 N/A 127500.00 46.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F5K5 2031-12-15 7 N/A 52500.00 439.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AZZ8 2028-03-15 6.5 N/A 25000.00 186.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFZ9 2030-02-20 8 N/A 43092.00 42.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295SC87 2037-12-15 6 N/A 25000.00 30.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287MUA6 2032-01-01 6 N/A 75000.00 41.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410VJJ0 2036-10-01 6.5 N/A 226500.00 1499.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QXZ3 2033-07-15 5 N/A 244000.00 1757.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGN34 2036-02-01 3.5 N/A 19000.00 2139.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU85 2048-03-01 4 N/A 5000.00 612.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYS4 2034-12-01 6.5 N/A 21000.00 189.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419DMQ1 2025-09-01 3.5 N/A 7000.00 15.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207END2 2033-12-15 6 N/A 85000.00 114.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ6M0 2052-09-01 4.5 N/A 29000.00 23548.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHF8 2030-01-15 7 N/A 10000.00 12.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJP5 2033-12-01 6 N/A 20000.00 163.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDE6 2035-04-20 5 N/A 171000.00 2558.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5D3 2050-02-01 3 N/A 8000.00 1530.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211QXE6 2029-12-15 7.5 N/A 75000.00 108.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDY9 2040-01-20 5.5 N/A 10000.00 411.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200W6S5 2032-01-15 6 N/A 25146.00 365.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQ20 2031-12-20 6.5 N/A 81000.00 200.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGN2 2028-12-15 6 N/A 15000.00 31.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NNF1 2034-07-20 6 N/A 25000.00 1641.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FSJ5 2036-12-01 6 N/A 23000.00 127.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FK51 2038-08-15 6.5 N/A 10000.00 456.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELM9 2036-12-20 6.5 N/A 37500.00 550.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMZ9 2037-04-20 6 N/A 51500.00 577.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JZP2 2031-03-01 6 N/A 109000.00 183.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BMS4 2038-10-01 6 N/A 54667.00 753.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENX3 2037-07-20 6 N/A 25000.00 287.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JG63 2036-11-01 5.5 N/A 25070.00 221.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLH5 2047-06-01 4 N/A 7000.00 763.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390KRR1 2032-06-01 7.5 N/A 1074.00 2.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410F2R5 2037-04-01 5.5 N/A 30000.00 187.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298YZJ3 2031-11-01 6 N/A 45000.00 19.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETK96 2046-05-01 4.5 N/A 3000.00 281.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GAA3 2032-11-15 6 N/A 80702.00 456.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294YPC2 2037-02-15 6 N/A 25000.00 175.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210NXJ3 2029-01-15 6 N/A 40000.00 264.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVD8 2045-12-20 4.5 N/A 9666.00 827.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KNZ9 2029-04-15 7 N/A 25614.00 25.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KMD7 2037-05-20 5 N/A 25000.00 261.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296P5J7 2033-11-01 5 N/A 45000.00 446.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YFP2 2036-09-01 5.5 N/A 1000.00 19.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213SZB4 2031-09-15 6.5 N/A 100100.00 146.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SYQ2 2039-01-15 7 N/A 50000.00 2434.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPC9 2031-08-20 6 N/A 67000.00 214.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GWG7 2028-09-01 6.5 N/A 445000.00 254.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEL1 2029-11-20 7.5 N/A 297500.00 240.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTR2 2032-07-20 6 N/A 440600.00 1598.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AVA3 2043-07-01 3.5 N/A 8000.00 1404.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ATY3 2035-01-15 6 N/A 25000.00 620.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413UZ44 2037-11-01 6.5 N/A 22779.00 209.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GYC4 2034-05-15 5 N/A 50000.00 479.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVA8 2027-04-20 6.5 N/A 85000.00 128.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VQC4 2026-04-15 7 N/A 76389.00 13.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388XZC1 2031-12-01 6 N/A 20000.00 28.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKC2 2036-08-20 6.5 N/A 67000.00 679.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381B2H1 2028-12-01 6 N/A 32732.00 37.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JM70 2032-05-01 7 N/A 48000.00 91.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DL90 2031-03-20 6 N/A 672377.00 1456.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBZ7 2052-09-01 4.5 N/A 9600.00 8117.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X4N4 2033-07-15 5.5 N/A 75000.00 165.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WW87 2037-11-01 5.5 N/A 4500.00 41.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BRU3 2027-04-01 3 N/A 3000.00 65.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDMD0 2044-12-01 4 N/A 18000.00 1226.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KKS4 2035-02-01 5.5 N/A 32000.00 405.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXZ1 2027-10-20 7 N/A 121500.00 100.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCH7 2039-04-01 4.5 N/A 19500.00 273.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7BN2 2026-01-01 5 N/A 100000.00 132.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389N2E4 2030-09-01 8 N/A 100000.00 92.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FLA9 2033-01-15 6 N/A 35000.00 251.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN3Q0 2028-06-01 3.5 N/A 12000.00 325.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYM7 2033-07-20 6 N/A 34319.00 352.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C6A7 2049-01-01 4.5 N/A 1000.00 68.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5X3 2039-06-20 5 N/A 25000.00 452.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBD0 2034-11-20 5 N/A 149250.00 2007.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KQB96 2037-04-01 5.5 N/A 33000.00 317.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CH71 2025-08-20 7 N/A 498929.00 59.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KN31 2032-05-01 6 N/A 35000.00 107.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A6G8 2044-01-01 4.5 N/A 4000.00 393.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJU22 2047-01-01 4.5 N/A 4000.00 452.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNG4 2038-09-01 6 N/A 135000.00 855.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGS9 2040-06-20 4.5 N/A 165000.00 5680.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDH55 2026-06-01 5 N/A 20000.00 0.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KWHY2 2037-09-01 5.5 N/A 100000.00 183.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENC9 2037-05-20 6.5 N/A 20000.00 336.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296MGU7 2033-09-01 5 N/A 65977.00 560.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXQ1 2027-09-20 8.5 N/A 34000.00 6.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4Y5 2051-10-01 2.5 N/A 7000.00 4451.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGW2 2029-11-15 7 N/A 305000.00 451.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANC84 2041-08-01 4.5 N/A 2000.00 65.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291LGN9 2035-03-15 5 N/A 35091.00 211.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HDJ0 2030-06-01 8 N/A 5000.00 2.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2U4 2033-12-20 5 N/A 273051.00 3775.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HQ54 2031-07-01 7.5 N/A 45000.00 44.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRX1 2032-02-20 7 N/A 25000.00 62.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UBD1 2031-10-15 6.5 N/A 30000.00 63.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7G8 2039-07-20 4.5 N/A 2000.00 72.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HAA2 2029-12-01 8 N/A 270000.00 141.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGQ6 2036-01-20 5.5 N/A 75000.00 1081.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDN8 2029-09-20 7 N/A 510500.00 558.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVX3 2032-12-15 6.5 N/A 695268.00 1984.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NNE4 2043-09-20 5.5 N/A 10000.00 595.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DCX4 2031-10-15 6.5 N/A 33000.00 61.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SD44 2038-11-15 6.5 N/A 9616.00 318.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LEX8 2036-06-15 6 N/A 37000.00 634.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2B5 2028-04-15 6 N/A 342668.00 584.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HVS9 2032-04-15 6 N/A 30000.00 678.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVF3 2038-08-20 5 N/A 73000.00 463.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294YPG3 2037-02-15 6 N/A 50054.00 1049.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5H9 2048-11-01 4 N/A 1000.00 75.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DC74 2029-08-20 6 N/A 150000.00 329.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KML9 2037-06-15 6 N/A 35000.00 277.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376J2G3 2032-05-01 6.5 N/A 11273.00 1.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYV9 2027-12-20 7.5 N/A 670000.00 502.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7E8 2049-02-01 4 N/A 10500.00 634.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AYZ7 2028-03-15 7.5 N/A 75000.00 31.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404UZF0 2034-06-01 5.5 N/A 3454.00 50.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407MZ40 2035-08-01 5.5 N/A 1219.00 4.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MZB1 2032-04-15 6.5 N/A 145261.00 553.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPL0 2050-05-01 4 N/A 1000.00 206.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JDK5 2036-10-01 6.5 N/A 29000.00 119.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5E5 2039-05-20 4 N/A 26000.00 1030.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBU2 2034-12-20 5 N/A 104000.00 1820.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287LR53 2031-12-01 5.5 N/A 34000.00 80.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NBQ3 2034-01-15 6 N/A 75625.00 1054.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDE7 2052-05-01 3.5 N/A 4000.00 2990.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKYW9 2043-01-01 4 N/A 3333.00 369.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KMG6 2036-12-01 5 N/A 3000.00 40.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MGX2 2042-07-20 3.5 N/A 28000.00 1255.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7L7 2039-07-20 6.5 N/A 68000.00 3579.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3J2 2049-07-01 3.5 N/A 27000.00 2592.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RGS4 2040-04-01 4.5 N/A 4000.00 90.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DBY4 2036-03-01 5 N/A 14079.00 154.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XZD2 2033-06-15 5.5 N/A 25027.00 164.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLZ4 2052-10-01 4.5 N/A 10900.00 8868.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YYW8 2054-06-20 5.5 N/A 10000.00 9831.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391QKH6 2033-01-01 6 N/A 253733.00 24.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZM5 2047-02-01 3 N/A 1000.00 214.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XC3U4 2043-11-01 4.5 N/A 2500.00 465.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206LV55 2025-11-15 7.5 N/A 25000.00 1.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMH4 2035-04-01 3.5 N/A 2000.00 687.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387UDK4 2030-07-01 6 N/A 130416.00 1138.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KQT7 2033-04-15 5.5 N/A 30000.00 341.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NBV8 2038-02-15 5.5 N/A 30000.00 297.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382U4U7 2029-04-01 6 N/A 237670.00 101.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVC26 2049-07-01 3.5 N/A 3000.00 399.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387TAW4 2031-10-01 6.5 N/A 1000.00 5.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AP50 2039-10-01 6.5 N/A 34000.00 593.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLX9 2025-12-20 8.5 N/A 40000.00 5.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKJ9 2030-11-20 6.5 N/A 30000.00 20.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FBX4 2033-08-15 5.5 N/A 60000.00 705.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KGC1 2038-02-15 5 N/A 76000.00 1145.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XF85 2033-07-01 5.5 N/A 15000.00 82.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N4H1 2034-10-15 6 N/A 43196.00 420.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4N0 2028-08-20 6 N/A 424000.00 664.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AU7D3 2041-10-01 4 N/A 8000.00 314.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EB99 2035-01-20 5 N/A 182950.00 3347.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213BQW5 2031-06-15 6.5 N/A 126972.00 504.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6C8 2039-06-20 4 N/A 24000.00 1108.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF20 2035-11-20 5 N/A 106426.00 2073.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CQC3 2044-09-01 5.5 N/A 18000.00 1997.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2K8 2028-04-20 7 N/A 45000.00 50.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ANJ2 2039-12-01 5.5 N/A 13000.00 180.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJW71 2045-09-01 4 N/A 6500.00 563.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DML3 2050-03-01 4 N/A 3000.00 471.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNA7 2026-03-20 7.5 N/A 215000.00 44.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4QV1 2049-08-01 3.5 N/A 8000.00 712.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4K2 2039-04-20 6 N/A 59500.00 780.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JA53 2027-09-15 7 N/A 25000.00 22.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415XER8 2038-10-01 6 N/A 29500.00 72.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFA0 2052-05-01 3.5 N/A 1200.00 902.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGG65 2046-01-01 3.5 N/A 4000.00 493.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294MF97 2026-05-01 3.5 N/A 4000.00 28.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLE9 2031-01-20 6.5 N/A 25051.00 34.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQB3 2047-10-01 4 N/A 8000.00 1004.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RZ34 2026-05-15 7 N/A 50000.00 58.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HJZ7 2026-01-01 8.5 N/A 20000.00 0.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQN2 2037-12-20 6.5 N/A 26000.00 335.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201PYE9 2032-05-15 6 N/A 25188.00 682.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4K1 2029-12-01 8 N/A 16000.00 9.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4X5 2048-09-01 4.5 N/A 1000.00 88.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KVV6 2033-05-15 5.5 N/A 25000.00 170.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HK94 2031-09-01 6.5 N/A 425000.00 345.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138L6D47 2029-02-01 4.17 N/A 20000.00 17123.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WNF1 2051-09-20 3 N/A 1000.00 603.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD73 2029-10-20 8 N/A 60136.00 39.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407CHH3 2035-08-01 5 N/A 2000.00 22.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206URD3 2026-03-15 7 N/A 30000.00 7.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAZ2 2034-10-20 5.5 N/A 72000.00 1094.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBW0 2029-05-20 6 N/A 344152.00 547.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC31 2035-03-20 5 N/A 138300.00 2673.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXE97 2035-12-01 5 N/A 5000.00 40.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375KGX9 2026-02-01 7 N/A 1000.00 0.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SHP5 2037-01-15 5.5 N/A 14000.00 436.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417TP51 2039-12-01 5 N/A 1000.00 38.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411VHU6 2037-06-01 6.5 N/A 8000.00 410.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB92 2049-05-01 3.5 N/A 1000.00 78.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVD8 2029-07-01 6 N/A 156000.00 158.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WKP4 2031-05-01 6 N/A 30000.00 21.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6S2 2042-11-01 3.5 N/A 1000.00 84.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY64 2028-01-20 6 N/A 165619.00 148.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDR7 2035-05-20 6 N/A 33900.00 601.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418U4W1 2040-07-01 5 N/A 4000.00 107.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M2G4 2043-02-20 3 N/A 13000.00 895.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AHXV3 2041-06-01 4.5 N/A 4000.00 275.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEZ0 2029-12-20 7 N/A 30000.00 27.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FG54 2026-04-15 8 N/A 25134.00 55.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ARP4 2039-10-01 6.5 N/A 3000.00 40.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTMH8 2042-06-01 4 N/A 3000.00 263.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JCH9 2028-12-15 6 N/A 100000.00 211.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380BBN9 2028-07-01 6 N/A 190000.00 88.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HTE5 2032-08-01 7 N/A 31000.00 31.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LTV1 2034-09-01 6 N/A 10000.00 70.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7TD9 2048-11-01 4 N/A 5000.00 469.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMS9 2026-02-20 7.5 N/A 484717.00 55.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208EAR4 2031-04-15 6.5 N/A 227500.00 206.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SYK1 2034-05-15 5 N/A 25000.00 667.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHK0 2030-06-20 7.5 N/A 202000.00 142.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400EA83 2034-01-01 5.5 N/A 1600.00 22.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BKL1 2038-11-01 5 N/A 1031.00 8.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNM9 2031-06-20 7 N/A 80000.00 146.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390RK36 2032-12-01 8 N/A 65000.00 124.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E8QD7 2027-02-01 3 N/A 1000.00 40.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4H8 2029-12-01 7 N/A 14000.00 10.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LH25 2040-05-15 5 N/A 15000.00 300.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WHN3 2031-04-01 6 N/A 71626.00 75.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RX80 2031-12-15 6.5 N/A 177000.00 312.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JEV7 2032-04-15 6.5 N/A 25000.00 196.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPT4 2026-06-20 8 N/A 108334.00 23.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TLS4 2033-03-15 6 N/A 75000.00 505.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GYM2 2029-02-01 6 N/A 25000.00 28.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387W2T3 2031-11-01 6.5 N/A 25000.00 66.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ADVN2 2041-05-01 4.5 N/A 6500.00 445.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KRN0 2038-03-15 4.5 N/A 31500.00 754.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UW63 2032-01-15 6 N/A 60335.00 204.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ART6 2028-10-15 6.5 N/A 99000.00 126.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BB20 2029-03-15 6.5 N/A 29000.00 20.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKY6 2030-12-20 7.5 N/A 590000.00 431.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3M3 2028-06-20 7 N/A 358000.00 253.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HAJ3 2030-01-01 7 N/A 3000.00 2.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294L6X6 2025-04-01 4 N/A 159000.00 16.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKJ1 2025-10-20 7 N/A 246839.00 57.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5J4 2039-05-20 6 N/A 25000.00 472.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MFTC1 2042-11-01 3.5 N/A 10000.00 1043.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPH5 2031-07-15 7 N/A 24140.00 33.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MBW6 2026-02-15 6.5 N/A 50000.00 14.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6X8 2050-08-01 4 N/A 1000.00 224.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DJF1 2033-06-15 5 N/A 29000.00 497.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPT2 2031-09-20 7 N/A 75000.00 147.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RYA4 2031-12-15 6.5 N/A 96000.00 138.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XAS6 2033-05-01 6 N/A 135000.00 487.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1DH7 2042-01-01 4.5 N/A 2000.00 201.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HS88 2033-01-01 5.5 N/A 12500.00 55.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DUK9 2028-06-15 7 N/A 36000.00 29.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373UK22 2026-02-01 6.5 N/A 125645.00 14.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCS8 2029-07-20 6.5 N/A 45000.00 55.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVG0 2029-08-01 6.5 N/A 5000.00 5.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288FB37 2033-02-01 5 N/A 25000.00 186.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4L1 2028-07-15 6.5 N/A 7500.00 9.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXW4 2038-11-20 7 N/A 119000.00 2425.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BZZ4 2033-06-15 6.5 N/A 150001.00 813.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ECK5 2042-12-01 3 N/A 1000.00 192.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLX8 2031-12-15 6 N/A 346500.00 1470.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESA5 2032-01-15 6 N/A 153745.00 555.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RDC3 2032-06-15 6.5 N/A 84000.00 122.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A55R6 2039-06-15 4.5 N/A 35141.00 742.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295FHX5 2037-05-15 6 N/A 25000.00 231.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DXR8 2036-12-15 5 N/A 100643.00 305.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295UF55 2038-01-15 6.5 N/A 25000.00 51.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMX24 2033-07-01 3.5 N/A 1000.00 98.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAK3 2043-11-01 4.5 N/A 1000.00 72.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CM83 2026-03-20 6.5 N/A 100000.00 26.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE48 2052-07-01 3.5 N/A 1000.00 774.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M7M5 2032-01-15 6.5 N/A 48334.00 100.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA84 2029-03-20 7.5 N/A 80331.00 104.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414PZM4 2038-03-01 6 N/A 16462.00 82.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296P2W0 2038-09-15 6 N/A 25050.00 464.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HSL8 2032-04-15 6 N/A 35121.00 132.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUV3 2027-03-20 7.5 N/A 230000.00 117.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CT95 2048-01-01 3 N/A 1500.00 243.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400CEY6 2033-02-01 5.5 N/A 15000.00 50.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XPZJ5 2044-03-01 4.5 N/A 1000.00 34.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M66H6 2039-01-01 5.5 N/A 5000.00 34.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GRK3 2033-04-15 5.25 N/A 50882.00 2479.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUL1 2038-07-20 5.5 N/A 10000.00 30.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AUN8 2027-06-15 7 N/A 56000.00 14.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FGD6 2035-07-01 5 N/A 2000.00 13.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212C6X4 2030-11-15 9 N/A 77000.00 165.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MN2P4 2042-12-01 3.5 N/A 1667.00 261.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXV7 2027-12-20 7 N/A 15000.00 8.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MK2P0 2027-11-01 2.5 N/A 2000.00 113.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH51 2036-05-20 6 N/A 159000.00 2230.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WJE2 2034-04-15 5 N/A 50000.00 513.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5Q9 2048-12-01 5 N/A 2666.00 227.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHDT6 2037-01-01 5.5 N/A 4000.00 152.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KRH2 2033-04-15 5.5 N/A 34000.00 142.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945SX7 2041-02-01 4.5 N/A 17000.00 277.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GPL4 2025-10-01 8 N/A 20000.00 1.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AE39 2032-11-15 5.5 N/A 143000.00 565.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388KDA7 2031-10-01 6.5 N/A 52000.00 128.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200ECQ2 2033-05-15 5.5 N/A 25000.00 440.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292ERU6 2035-07-15 4.5 N/A 60874.00 1084.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MDS3 2035-08-01 5 N/A 9000.00 64.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMC2 2031-03-20 7.5 N/A 95000.00 78.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RSS5 2029-05-20 6.5 N/A 87000.00 1355.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407PU22 2035-10-01 5 N/A 9000.00 76.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBF5 2034-11-20 6 N/A 92300.00 1710.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209Q4A0 2029-10-15 8.5 N/A 25000.00 50.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQK51 2035-05-15 3.5 N/A 32500.00 722.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209NB35 2028-06-20 6.5 N/A 90000.00 182.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LRM1 2028-07-15 7 N/A 50000.00 0.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KT49 2033-05-15 5 N/A 78000.00 1143.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KDN8 2031-09-01 7.5 N/A 6000.00 6.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391SH29 2033-01-01 6 N/A 94000.00 143.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FQT3 2033-04-15 5.5 N/A 25000.00 78.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QC86 2028-06-15 6.75 N/A 175000.00 153.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2V2 2033-12-20 5.5 N/A 164834.00 2331.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415QA71 2038-06-01 5.5 N/A 1000.00 2.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389EFY6 2031-12-01 6 N/A 83000.00 691.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391VGY3 2032-07-01 7.5 N/A 1250.00 18.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PRK8 2026-03-15 7 N/A 60622.00 14.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409A3T4 2036-03-01 6 N/A 3000.00 25.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MZ24 2027-12-15 7 N/A 100000.00 52.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KXC4 2029-08-15 7.5 N/A 40650.00 72.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292GT54 2036-01-15 5 N/A 5000.00 236.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQY8 2038-01-20 5 N/A 18750.00 206.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371PBA7 2038-12-01 5.5 N/A 23000.00 121.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6UT3 2036-01-01 5.5 N/A 19000.00 195.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHN24 2039-05-01 6.5 N/A 47000.00 809.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTQ4 2032-07-20 5.5 N/A 119000.00 1010.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200CS89 2033-03-15 5.5 N/A 25000.00 230.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZJ1 2039-01-20 6.5 N/A 87000.00 1363.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411GBD3 2037-03-01 5.5 N/A 2000.00 31.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DG70 2030-05-20 8 N/A 192332.00 106.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H4F0 2036-07-01 7 N/A 30000.00 613.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWT2 2038-10-20 5 N/A 89000.00 1433.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293YKM7 2029-11-01 7 N/A 15000.00 3.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQZ4 2038-02-15 5.5 N/A 60289.00 715.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GMS6 2028-03-01 7 N/A 15000.00 8.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NZ88 2033-05-15 5.5 N/A 58000.00 402.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410SNL7 2036-07-01 6.5 N/A 1000.00 7.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AF2L0 2025-01-15 4 N/A 50000.00 1.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9AN0 2028-07-01 3.5 N/A 6000.00 303.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BUK1 2032-05-01 3.5 N/A 1000.00 59.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKF9 2025-10-20 6.5 N/A 355000.00 29.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AX38 2042-01-01 3.5 N/A 2000.00 124.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WAC2 2036-10-01 6.5 N/A 30000.00 490.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJLY2 2038-09-01 6.5 N/A 1000.00 49.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5U0 2049-01-01 4.5 N/A 5000.00 329.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382KWU8 2029-06-01 7 N/A 23000.00 15.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FAG7 2025-07-01 7.5 N/A 10000.00 0.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VAK8 2033-09-15 5 N/A 25000.00 379.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294N6F0 2036-10-15 6 N/A 25000.00 249.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HUQ5 2033-02-01 6 N/A 15000.00 84.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYL9 2033-07-20 5.5 N/A 176500.00 2123.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVH3 2027-04-20 8.5 N/A 25738.00 2.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE55 2052-07-01 4 N/A 1000.00 791.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292JAL4 2034-04-01 5 N/A 10000.00 119.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NMP3 2034-06-15 5 N/A 52000.00 795.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409JDG2 2036-05-01 6 N/A 10000.00 104.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KHS9 2032-12-15 6 N/A 34000.00 124.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GUL9 2026-08-01 6 N/A 50000.00 18.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEW5 2035-08-20 6 N/A 67000.00 1469.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7ZE8 2025-08-15 4 N/A 45000.00 203.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CHR7 2025-07-20 9 N/A 26000.00 1.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BHY4 2029-01-15 6 N/A 130000.00 489.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXN9 2048-06-01 4 N/A 3000.00 267.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX39 2046-03-01 3 N/A 4246.00 582.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV89 2038-09-20 6 N/A 1631232.00 1651.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BQN8 2029-04-15 6 N/A 25639.00 1116.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHR3 2036-04-20 5 N/A 180282.00 2471.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAA49 2042-03-01 3.5 N/A 2015.00 185.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RP70 2040-04-01 5 N/A 2000.00 68.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VQ31 2033-08-15 5.5 N/A 51053.00 427.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3129353D9 2039-09-01 5.5 N/A 2000.00 56.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NCS5 2028-05-20 2.5 N/A 20000.00 1265.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209KYN2 2028-05-15 6.75 N/A 203000.00 172.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVH8 2032-09-15 6.5 N/A 25000.00 66.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210RHD5 2032-01-15 6 N/A 30041.00 68.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ULW8 2034-03-15 5.5 N/A 77000.00 722.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SEM5 2046-06-20 5.5 N/A 6650.00 780.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDP3 2029-09-20 7.5 N/A 186000.00 242.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5C1 2034-04-20 5 N/A 85400.00 1146.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HBL8 2028-07-01 6 N/A 25000.00 12.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CFR0 2035-10-15 5 N/A 113000.00 2277.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7WM7 2049-12-01 3.5 N/A 1000.00 163.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCY0 2039-04-01 5 N/A 1000.00 29.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWV7 2038-10-20 6 N/A 905000.00 829.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209CTR7 2028-04-15 7 N/A 370000.00 287.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHLU4 2046-07-01 3 N/A 1000.00 124.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAP3 2028-11-15 6 N/A 541500.00 1051.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2F7 2033-11-20 6 N/A 83000.00 848.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419GCH5 2040-10-01 4.5 N/A 4000.00 156.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJ70 2031-06-01 6 N/A 36668.00 33.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A2TX4 2039-05-15 4.5 N/A 25000.00 201.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKG3 2032-02-15 6 N/A 35000.00 78.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5R8 2034-05-20 5.5 N/A 83316.00 1355.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECZ1 2042-04-01 2.5 N/A 3000.00 2084.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKT4 2036-07-15 6.5 N/A 59768.00 488.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C4S0 2032-02-15 6 N/A 30000.00 82.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A74R6 2041-03-01 4.5 N/A 2000.00 78.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KUU2 2029-08-15 7.5 N/A 27000.00 20.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBG0 2039-09-20 4 N/A 10000.00 557.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HFT6 2030-10-01 7 N/A 6000.00 3.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X3E32 2043-08-01 4 N/A 1000.00 66.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313614D22 2027-06-01 4.666 N/A 350000.00 97.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXE6 2033-04-20 6.5 N/A 150000.00 864.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BEE2 2041-05-01 5 N/A 3000.00 670.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KCL0 2035-01-15 6 N/A 14000.00 189.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVF7 2027-04-20 8 N/A 297000.00 118.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TRX9 2029-05-01 6 N/A 44000.00 48.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGQ8 2030-04-20 7 N/A 170526.00 38.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HKG5 2029-09-15 7 N/A 134000.00 1053.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVJ5 2033-01-15 5.5 N/A 25000.00 263.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WKW9 2031-05-01 6 N/A 40000.00 29.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLB7 2025-11-20 8 N/A 185000.00 29.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MCY3 2031-07-15 6.5 N/A 25000.00 216.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128CUKH8 2026-08-01 5 N/A 56000.00 131.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6Z7 2039-07-20 4.5 N/A 15000.00 23.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAM0 2028-11-15 6.5 N/A 62500.00 78.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LZC7 2037-10-01 6.5 N/A 67500.00 706.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3F5 2027-12-15 7.5 N/A 95000.00 50.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292JBH2 2034-05-01 5.5 N/A 7000.00 89.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPB6 2041-01-20 4 N/A 25000.00 355.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7L9 2034-08-20 6.5 N/A 78000.00 1012.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LBU4 2033-08-01 5.5 N/A 50000.00 266.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETQJ8 2044-08-01 4.5 N/A 7100.00 878.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ98 2048-09-01 4 N/A 7750.00 586.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387CTD3 2031-04-01 6 N/A 17023.00 49.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GSK3 2027-05-01 7 N/A 15000.00 3.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWQ9 2045-07-01 3.5 N/A 3000.00 319.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6H9 2034-06-20 7 N/A 25000.00 78.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296QCQ1 2033-11-01 5.5 N/A 15000.00 128.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DN31 2031-07-20 8 N/A 214000.00 242.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MVM2 2033-09-15 4.5 N/A 55860.00 882.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291X5S4 2035-06-15 5.5 N/A 50000.00 729.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297VY69 2035-11-01 5 N/A 12000.00 61.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FHX4 2032-12-15 5.5 N/A 94073.00 1045.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVR8 2045-01-01 3.5 N/A 12000.00 1079.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387WTT4 2031-08-01 6.5 N/A 13000.00 4.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413KYS4 2037-11-01 5.5 N/A 1000.00 3.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371M6N2 2037-01-01 6 N/A 107000.00 299.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EM97 2037-05-20 5 N/A 73500.00 1023.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWY1 2042-05-01 3 N/A 3000.00 2142.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HX67 2033-09-01 4 N/A 10000.00 204.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPKG9 2049-05-01 4 N/A 4000.00 563.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ47 2035-07-01 2 N/A 3800.00 1368.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GUKM5 2042-06-01 3.5 N/A 1000.00 81.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200K2B2 2033-01-15 6.5 N/A 72000.00 616.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BZB7 2028-07-15 6.5 N/A 25000.00 40.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQA2 2031-10-20 6 N/A 797666.00 2614.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297AVC5 2034-06-01 6 N/A 5000.00 187.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406MX92 2034-12-01 5.5 N/A 7000.00 100.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416SWP2 2039-06-01 5 N/A 3000.00 185.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287RP94 2032-04-01 6.5 N/A 2500.00 5.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QMYB1 2045-02-01 4 N/A 6000.00 534.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6K6 2050-07-01 3 N/A 1000.00 286.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMR9 2031-04-20 6.5 N/A 219000.00 288.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YYB5 2029-03-15 6 N/A 39000.00 23.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JXA1 2029-06-15 6.5 N/A 85000.00 151.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AR69 2027-02-15 6.5 N/A 155000.00 58.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FDT6 2025-12-01 7 N/A 170000.00 14.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HNB6 2032-01-01 6 N/A 25000.00 54.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVD8 2032-12-15 5.5 N/A 53000.00 390.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGCB8 2041-04-01 4.5 N/A 37000.00 1933.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TZY9 2028-02-15 6.5 N/A 38000.00 35.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202TR40 2036-08-15 5.5 N/A 2333.00 14.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TFM7 2031-09-15 6.5 N/A 50000.00 248.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AT4A5 2042-05-01 3.5 N/A 1000.00 60.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZG5 2029-01-15 6 N/A 129000.00 346.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF47 2052-06-01 5 N/A 20000.00 14926.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201DVW9 2033-09-15 5 N/A 105000.00 2359.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS95 2026-12-20 8 N/A 49000.00 6.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415LCN5 2038-05-01 5 N/A 1000.00 12.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSS1 2032-04-20 7 N/A 290000.00 605.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKB4 2036-08-20 6 N/A 51000.00 451.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391PE93 2032-12-01 6 N/A 25000.00 217.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3X9 2028-07-20 6 N/A 353162.00 444.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CHG2 2047-03-01 4 N/A 1000.00 98.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292ESD3 2035-07-15 4.5 N/A 83395.00 3746.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD57 2029-10-20 7 N/A 375000.00 352.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MQX3 2032-10-15 6 N/A 100000.00 569.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH69 2036-05-20 6.5 N/A 50000.00 841.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212YGV9 2031-04-15 6.5 N/A 25000.00 95.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HT40 2029-07-01 7.5 N/A 16000.00 32.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXP4 2048-06-01 4.5 N/A 1000.00 99.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLJ3 2040-10-20 5 N/A 39000.00 190.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NLX7 2034-06-15 5.5 N/A 90000.00 1633.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YYR4 2029-03-15 7 N/A 100000.00 143.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410TAH8 2036-08-01 6.5 N/A 20000.00 126.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6M0 2028-11-20 7.5 N/A 50000.00 11.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200X4G1 2032-04-15 6 N/A 54618.00 159.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AM2K0 2041-09-01 4 N/A 60000.00 2347.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402J4A2 2033-08-01 5 N/A 15018.00 71.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201J5U9 2032-12-15 6 N/A 201000.00 223.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209Q3Y9 2029-10-15 8.5 N/A 37498.00 24.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212W2M8 2033-02-15 5.5 N/A 68000.00 237.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETAP1 2042-02-01 5.5 N/A 5000.00 763.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212TVM3 2030-11-15 7.5 N/A 1232000.00 1601.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGN6 2049-10-01 4 N/A 3000.00 441.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287RFP9 2032-04-01 7 N/A 11000.00 58.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208XVV0 2028-10-15 6.5 N/A 150000.00 59.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGS4 2030-04-20 8 N/A 25000.00 20.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDD75 2026-06-01 5 N/A 21558.00 0.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386HMR9 2031-01-01 7.5 N/A 25000.00 4.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291AVB2 2033-10-15 5 N/A 45000.00 774.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390FC72 2032-05-01 6.5 N/A 27000.00 132.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297DKU0 2039-04-15 4.5 N/A 30000.00 222.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQQ9 2026-08-20 6.5 N/A 232000.00 109.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288GY97 2033-02-01 5.5 N/A 10000.00 114.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZF9 2039-01-20 5 N/A 10000.00 128.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GGU8 2028-01-01 8 N/A 37000.00 23.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPR6 2031-09-20 6 N/A 268267.00 669.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294QA27 2036-08-15 6 N/A 122000.00 2574.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296NWR3 2038-08-15 5.5 N/A 25000.00 197.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQZ5 2038-01-20 5.5 N/A 82000.00 958.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFP9 2035-10-20 5.5 N/A 170085.00 3413.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JPA2 2032-12-15 5.5 N/A 26000.00 439.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJ72 2033-07-15 5.5 N/A 68000.00 582.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A5L7 2029-02-15 6.5 N/A 140000.00 105.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A6P0 2027-12-15 8 N/A 700000.00 307.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381DX26 2029-01-01 6.5 N/A 45000.00 52.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVV9 2045-02-01 3.5 N/A 1000.00 93.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31306XQY2 2027-09-01 3 N/A 1000.00 29.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208T6H8 2028-07-15 6.5 N/A 55000.00 45.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9V93 2050-06-01 3.5 N/A 1000.00 342.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QGY5 2033-07-15 5.25 N/A 50000.00 2417.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MED0 2032-04-15 6.5 N/A 75000.00 220.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211N3V8 2029-09-15 7.5 N/A 25000.00 19.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVQ9 2038-08-20 6.5 N/A 19200.00 274.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400DYE6 2033-04-01 5.5 N/A 25000.00 263.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UH29 2031-06-15 6.5 N/A 100000.00 155.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207SFL2 2027-04-15 7.75 N/A 150000.00 143.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAQ5 2049-03-01 3.5 N/A 4000.00 310.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KT92 2032-09-01 5.5 N/A 23000.00 82.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QXP9 2031-06-15 6.5 N/A 42993.00 210.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2J8 2028-04-15 7 N/A 275000.00 200.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRW0 2032-02-15 7.5 N/A 234353.00 349.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NVC9 2043-08-20 3 N/A 18000.00 2670.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211YQX5 2030-02-15 7.75 N/A 60000.00 140.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYPB7 2027-06-01 3 N/A 4000.00 152.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCH5 2046-10-01 3 N/A 3000.00 513.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELY3 2037-01-20 7 N/A 75000.00 959.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ4P0 2039-06-01 5 N/A 2000.00 81.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FB21 2039-10-20 4 N/A 69250.00 3212.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BED6 2029-04-15 6.5 N/A 52000.00 76.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417JNJ5 2039-07-01 5 N/A 4000.00 48.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECA5 2035-01-20 5.5 N/A 30000.00 556.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZM8 2028-02-20 7 N/A 566000.00 453.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMXT5 2033-05-01 3.5 N/A 1000.00 110.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291X4L0 2035-05-15 5.5 N/A 100000.00 1451.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MQK1 2032-10-15 6 N/A 30000.00 106.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K5J9 2038-10-01 6.5 N/A 8000.00 92.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WRQ4 2033-04-20 5.5 N/A 108000.00 274.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VSJ8 2032-01-15 6 N/A 25000.00 306.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VPW6 2029-11-01 6.5 N/A 58668.00 66.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K6D8 2033-05-01 6 N/A 20363.00 98.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DL34 2050-02-01 4.5 N/A 2000.00 292.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179N2N7 2043-12-20 5.5 N/A 2000.00 148.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPL7 2037-09-20 5.5 N/A 54000.00 477.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209W6M9 2028-09-15 6.5 N/A 85000.00 48.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CT94 2027-02-20 7 N/A 443451.00 201.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHV6 2030-07-20 7 N/A 75000.00 33.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BEB7 2029-04-15 6 N/A 85000.00 210.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288EWB9 2033-01-01 6 N/A 60000.00 142.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBE8 2034-11-20 5.5 N/A 67500.00 1096.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410F5C5 2035-11-01 5 N/A 29000.00 387.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTWN1 2044-08-01 4 N/A 1004.00 193.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTT8 2032-07-20 7 N/A 25000.00 48.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYY1 2033-08-20 4.5 N/A 146590.00 3065.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARFP1 2040-03-15 3.5 N/A 10000.00 2204.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MCK6 2032-03-15 6 N/A 25000.00 110.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJZ3 2036-07-20 6.5 N/A 90000.00 1180.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FVW2 2037-02-01 5.5 N/A 30762.00 220.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296N2W5 2038-08-15 5.5 N/A 5000.00 115.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FB98 2037-08-15 6 N/A 170000.00 539.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET41 2038-06-20 6.5 N/A 33694.00 515.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A53R1 2026-01-01 3.5 N/A 3000.00 20.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385Y2D6 2040-06-01 6.328 N/A 150000.00 477.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED48 2035-06-20 5 N/A 41667.00 656.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3K4 2028-05-15 6.5 N/A 48312.00 38.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VRW2 2031-08-20 6.5 N/A 14500.00 3806.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SWP9 2033-08-15 5 N/A 45000.00 595.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFF3 2030-01-20 7 N/A 315459.00 181.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K7M0 2039-10-01 6.5 N/A 17000.00 263.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXA7 2033-05-01 4 N/A 3000.00 310.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413YRR4 2037-11-01 6 N/A 3334.00 13.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAP2 2032-02-15 7 N/A 37000.00 57.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7F42 2039-08-15 5 N/A 25000.00 832.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRF4 2032-03-01 5.5 N/A 52000.00 120.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V3X1 2028-03-15 7 N/A 125000.00 252.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSM6 2026-11-20 8 N/A 160000.00 31.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211LUW0 2029-12-15 7.5 N/A 25000.00 119.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379J2Y1 2028-04-01 7 N/A 6000.00 5.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHL8 2030-06-20 8 N/A 79000.00 66.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KAN4 2037-10-01 6.5 N/A 47000.00 472.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CRD8 2047-11-01 4 N/A 1000.00 123.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEV6 2029-06-15 6.5 N/A 3866.00 6.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290YF86 2033-10-15 6 N/A 25000.00 33.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVY4 2033-01-20 5 N/A 173484.00 2153.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4H5 2028-03-15 6 N/A 40000.00 108.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTF8 2032-06-20 6.5 N/A 57000.00 187.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207SET6 2027-04-15 7.25 N/A 25000.00 47.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PSW1 2026-03-15 7 N/A 25320.00 5.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NFQ9 2034-03-15 5 N/A 25000.00 604.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XWF1 2033-03-15 5.5 N/A 33000.00 318.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294R6X2 2036-10-15 6.5 N/A 25000.00 199.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9WL2 2043-10-01 3 N/A 1000.00 174.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202VXC0 2034-05-15 5 N/A 35000.00 186.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TQ77 2036-05-15 6 N/A 100000.00 455.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DET1 2038-08-15 6.5 N/A 25000.00 201.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWC0 2045-05-01 4 N/A 6000.00 502.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZC1 2033-08-01 3.5 N/A 3000.00 262.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MND8 2042-09-20 4 N/A 25000.00 795.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VM27 2037-01-15 5 N/A 14000.00 200.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411X2D6 2037-05-01 5.5 N/A 6000.00 67.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KXEX5 2037-10-01 6 N/A 80000.00 939.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X5C7 2033-07-15 5.5 N/A 50000.00 541.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CPU2 2035-07-15 6 N/A 28571.00 545.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HHK7 2029-02-01 6.5 N/A 199231.00 548.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5V1 2028-10-20 7.5 N/A 50000.00 4.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5D9 2034-04-20 5.5 N/A 205000.00 3174.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET25 2038-06-20 5.5 N/A 68000.00 958.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VQC1 2029-02-15 6.5 N/A 125000.00 351.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307NNU4 2030-07-01 3.5 N/A 3000.00 249.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUR5 2040-11-20 4 N/A 38000.00 428.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QLR9 2050-05-01 6.037 N/A 50000.00 14039.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QUV3 2032-05-15 7 N/A 25000.00 107.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291AQ69 2033-09-15 5 N/A 25982.00 553.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BP69 2031-10-15 6 N/A 437168.00 1516.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211D3K4 2029-08-15 7 N/A 25000.00 19.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG90 2047-09-20 6 N/A 1000.00 128.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUW9 2032-10-20 6.5 N/A 25449.00 86.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3D4 2048-10-01 4 N/A 8000.00 627.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYY0 2046-10-01 3 N/A 1000.00 163.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411UKQ3 2037-04-01 5.5 N/A 10000.00 27.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETJ56 2045-10-01 4.5 N/A 12500.00 1774.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLW1 2025-12-20 8 N/A 105000.00 7.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQM6 2031-11-20 6 N/A 364000.00 1340.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DES7 2049-08-01 3 N/A 4000.00 459.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GLDQ4 2041-12-01 3.5 N/A 1000.00 140.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QQ74 2028-07-15 6.5 N/A 29000.00 42.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KE5E9 2036-09-01 6 N/A 100000.00 353.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312943ZX4 2040-11-01 4 N/A 1034.00 39.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6U0 2034-07-20 5.5 N/A 105000.00 1459.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ABP59 2039-11-15 4 N/A 9506.00 745.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409XGH6 2036-05-01 6.5 N/A 57000.00 332.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4J5 2039-04-20 5.5 N/A 1000.00 23.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KKB2 2033-01-15 5.5 N/A 25000.00 258.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS39 2048-01-01 3 N/A 1000.00 165.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5D8 2048-10-01 4.5 N/A 2000.00 193.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TB36 2032-04-15 6 N/A 45507.00 208.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JFT6 2025-08-15 7.5 N/A 210000.00 12.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLF3 2030-12-15 6.5 N/A 110000.00 217.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QYE5 2049-05-01 4.5 N/A 1000.00 106.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F6S7 2031-11-15 7 N/A 121500.00 127.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HR93 2037-08-15 6.5 N/A 41339.00 150.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SDX6 2033-11-20 6 N/A 45000.00 925.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408GEZ6 2035-12-01 5.5 N/A 15000.00 65.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211N2X5 2029-08-15 7 N/A 275000.00 381.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405V2P1 2034-11-01 5.5 N/A 10000.00 110.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QK58 2046-05-01 6.747 N/A 50000.00 17861.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385H2P6 2028-11-01 8 N/A 120000.00 151.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HNM6 2029-05-01 6 N/A 15000.00 18.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDB4 2029-08-20 7.5 N/A 960000.00 1213.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBK6 2029-04-20 7 N/A 102954.00 128.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31378UV41 2028-11-01 6 N/A 4420.00 6.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VPK4 2029-01-15 6 N/A 150000.00 533.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WJL4 2033-04-15 6 N/A 41000.00 314.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3Y7 2028-07-20 6.5 N/A 637836.00 642.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTR2 2034-11-01 6 N/A 35445.00 285.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201V5Y4 2032-09-15 7 N/A 63454.00 101.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KLF3 2036-11-15 6 N/A 15000.00 223.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAN1 2029-02-20 6 N/A 115248.00 210.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWZ7 2033-02-15 6 N/A 122000.00 782.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DE23 2029-12-20 7.5 N/A 593000.00 466.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E8KU5 2027-03-01 3 N/A 3000.00 81.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGQ4 2040-06-20 5.5 N/A 12000.00 858.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JUG7 2031-01-01 7 N/A 10000.00 5.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388K5X6 2031-10-01 6.5 N/A 15000.00 11.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPP8 2037-09-20 7 N/A 92000.00 1096.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKL4 2030-11-20 7.5 N/A 40294.00 26.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMB4 2031-03-20 7 N/A 345000.00 463.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZY0 2033-10-20 5.5 N/A 113406.00 1565.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JFD6 2032-04-15 7 N/A 125000.00 382.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SK42 2033-10-15 5 N/A 150000.00 3257.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BZD1 2046-02-01 4 N/A 3000.00 338.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375B3E5 2025-11-01 7 N/A 5000.00 0.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS36 2032-05-20 6 N/A 841860.00 2841.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206BL58 2025-08-15 7 N/A 38000.00 15.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407HTA4 2036-02-01 6 N/A 30000.00 269.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXN8 2027-09-20 7.5 N/A 25000.00 13.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A5V5 2029-02-15 6 N/A 74265.00 15.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CR21 2026-10-20 8 N/A 170000.00 71.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEEZ5 2049-05-01 4 N/A 6000.00 522.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BNS3 2031-06-20 6 N/A 30000.00 69.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SFU5 2031-01-15 8 N/A 157000.00 547.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X3E5 2033-07-15 4.5 N/A 41000.00 1090.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213LLB4 2031-07-15 7 N/A 127232.00 243.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHX2 2030-07-20 8 N/A 25000.00 17.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XDSQ4 2028-12-01 3.5 N/A 3000.00 169.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411CM40 2036-11-01 5 N/A 30000.00 145.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPP9 2040-08-01 4.5 N/A 4500.00 118.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAET0 2027-03-01 3.5 N/A 4000.00 120.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YDH2 2037-05-01 5.5 N/A 15000.00 26.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AC6V1 2039-10-15 5 N/A 40000.00 1878.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENP0 2037-06-20 6 N/A 50000.00 611.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GAH4 2032-01-15 6.5 N/A 35000.00 169.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FCQ7 2039-11-20 5.5 N/A 1000.00 41.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNX5 2031-07-20 6 N/A 106500.00 259.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MFGY7 2042-11-01 3.5 N/A 1000.00 242.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407RST2 2035-09-01 5 N/A 16000.00 70.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BJV1 2028-12-15 7 N/A 45000.00 68.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GXH4 2028-11-01 6 N/A 65000.00 47.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SB22 2036-08-15 5.5 N/A 26402.00 189.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200A4E6 2035-08-15 6 N/A 25000.00 344.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT50 2032-08-20 5.5 N/A 165030.00 1322.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VQR8 2033-08-20 5 N/A 79821.00 1104.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHSF5 2052-04-01 2.5 N/A 5000.00 3495.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WDM0 2032-02-15 6 N/A 25000.00 113.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGN3 2036-01-20 5 N/A 106728.00 1736.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410CXA5 2036-07-01 6.5 N/A 18000.00 128.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WLM0 2031-05-01 6 N/A 234000.00 206.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QTM8 2028-12-15 6 N/A 77220.00 103.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414TL33 2038-07-01 5.5 N/A 5000.00 13.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292HR96 2035-10-15 5 N/A 37365.00 555.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9VH7 2033-09-01 3.5 N/A 4000.00 383.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MXW5 2043-01-20 3.5 N/A 15000.00 508.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KXM1 2038-10-01 6.5 N/A 120000.00 981.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E3D9 2039-03-20 4 N/A 18000.00 786.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296NA23 2033-10-01 5.5 N/A 5000.00 115.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KEA2 2035-06-15 6 N/A 25000.00 470.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TFF9 2032-12-15 5.5 N/A 30000.00 87.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMM8 2037-03-20 5 N/A 58750.00 648.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA43 2029-03-20 5.5 N/A 27000.00 122.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QLH0 2039-03-15 3.5 N/A 20000.00 1412.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3X7 2034-02-20 5.25 N/A 97000.00 3894.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QFZ8 2047-08-01 6.987 N/A 90000.00 11784.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FMX8 2038-09-15 5.5 N/A 25000.00 84.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SA73 2033-01-15 5.5 N/A 240000.00 635.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFS0 2040-04-20 4 N/A 8500.00 433.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLV1 2031-02-20 7 N/A 113000.00 123.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293LN67 2029-03-01 6 N/A 25000.00 19.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371G5D8 2028-08-01 6 N/A 36700.00 23.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWX3 2038-10-20 7 N/A 50000.00 216.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9XS6 2043-12-01 5.5 N/A 2000.00 143.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VZG3 2028-02-15 7 N/A 63853.00 63.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379LYK1 2028-01-01 7.5 N/A 75000.00 16.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CK51 2025-11-20 7 N/A 442300.00 58.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEAT3 2048-11-01 4.5 N/A 1000.00 133.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA76 2029-03-20 7 N/A 197252.00 237.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401G3N2 2033-06-01 4.5 N/A 25000.00 1394.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413MPN1 2037-08-01 6.5 N/A 2000.00 15.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT68 2032-08-20 6 N/A 419673.00 1670.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339SX42 2049-10-01 4 N/A 4000.00 769.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295MK99 2037-10-15 6 N/A 25000.00 471.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CEQ6 2028-07-15 7 N/A 40000.00 132.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3H1 2048-02-01 3 N/A 2000.00 286.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6BM2 2034-02-01 3 N/A 4000.00 853.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJGP9 2037-06-01 6 N/A 18342.00 121.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RRY5 2031-08-15 7 N/A 75000.00 223.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQCT8 2043-01-01 3.5 N/A 20000.00 1142.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201UCG7 2032-11-15 6 N/A 47000.00 120.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MD2D3 2027-10-01 3 N/A 1000.00 53.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MYQ2 2027-10-15 7 N/A 57000.00 50.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG77 2029-12-15 7 N/A 190369.00 262.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC67 2049-07-01 3.5 N/A 4000.00 383.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J82U3 2043-04-01 3.5 N/A 20000.00 1746.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLQ4 2025-12-20 6.5 N/A 65000.00 22.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379JVK9 2026-10-01 9 N/A 95000.00 84.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YJD1 2040-07-01 4.5 N/A 12000.00 942.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BSF6 2032-02-15 7.5 N/A 109696.00 168.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWL8 2033-01-15 6 N/A 9000.00 34.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ADL5 2033-02-15 5.5 N/A 25000.00 95.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RJV2 2035-07-01 5 N/A 7000.00 78.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411VN47 2036-12-01 6 N/A 85000.00 4350.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388BJW3 2031-08-01 7.5 N/A 25000.00 128.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7MV5 2039-06-01 4.5 N/A 5000.00 67.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJL3 2049-07-01 3.5 N/A 4100.00 495.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQA93 2045-08-01 3.5 N/A 35000.00 6268.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DDB3 2034-07-01 5.5 N/A 1112.00 11.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B5J3 2034-05-20 6 N/A 25000.00 287.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RYE7 2033-08-15 4.5 N/A 25000.00 351.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PYYP3 2027-04-01 2.5 N/A 5000.00 137.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WCA7 2032-01-15 6.5 N/A 25000.00 82.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KAM9 2034-06-15 5.5 N/A 40000.00 119.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NHD5 2036-03-15 5 N/A 12632.00 374.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208UJF5 2028-02-15 7.5 N/A 75000.00 640.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307AVU3 2028-02-01 3 N/A 3000.00 135.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMA8 2026-01-20 7 N/A 498496.00 66.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7NR3 2039-05-01 5 N/A 10000.00 159.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SM81 2033-11-15 5 N/A 47000.00 608.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HKK8 2025-12-01 8.5 N/A 19896.00 0.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CWQ9 2035-09-15 4.5 N/A 94759.00 1589.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDC1 2052-05-01 2.5 N/A 16000.00 11400.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RAA0 2032-05-15 6 N/A 45299.00 151.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU24 2044-08-01 4.5 N/A 9500.00 593.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A6CS4 2039-07-15 4 N/A 10000.00 435.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJF54 2037-03-01 6 N/A 2000.00 18.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GRZ1 2027-03-01 7 N/A 10000.00 2.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPU1 2026-06-20 8.5 N/A 158000.00 22.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN4H9 2044-08-01 4.5 N/A 1000.00 109.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CYK2 2034-04-01 5 N/A 20835.00 194.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CW82 2027-08-20 7 N/A 223000.00 177.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7F0 2039-07-20 4 N/A 67000.00 2841.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BGJ8 2029-05-15 7 N/A 97000.00 73.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CH97 2025-08-20 7.5 N/A 30000.00 1.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGVB7 2036-03-01 5 N/A 3000.00 83.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZE9 2038-12-20 6.5 N/A 27333.00 1172.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EL80 2037-02-20 4.5 N/A 13988.00 584.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GRA3 2037-12-01 6.5 N/A 45054.00 326.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHJ2 2052-09-01 4 N/A 3000.00 2396.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYC8 2046-05-01 3.5 N/A 27874.00 3041.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DL86 2027-07-15 7 N/A 55000.00 166.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209UNS1 2028-08-15 6.5 N/A 25000.00 29.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJC8 2025-08-20 8 N/A 290500.00 13.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXA97 2026-11-01 3 N/A 2000.00 39.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QYG0 2045-01-20 3.5 N/A 30000.00 768.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMP5 2026-02-20 6 N/A 88000.00 25.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DPX5 2042-10-01 3 N/A 6000.00 1072.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMB2 2037-02-20 6 N/A 133479.00 1979.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRK4 2041-03-20 4 N/A 133000.00 1481.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389MXQ5 2032-06-01 6.5 N/A 12000.00 72.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLL0 2030-12-15 7 N/A 400000.00 687.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DC90 2029-08-20 7 N/A 405000.00 484.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KML2 2032-04-01 6.5 N/A 56558.00 116.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296NXG7 2033-10-01 6 N/A 30000.00 188.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VNR7 2050-06-20 3 N/A 10000.00 1614.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNZ0 2031-07-20 7 N/A 77667.00 192.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE63 2052-07-01 4.5 N/A 3000.00 2395.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EM31 2032-02-15 5.5 N/A 193841.00 1296.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSH6 2050-09-01 2 N/A 5000.00 2483.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RG48 2032-07-15 6.5 N/A 50000.00 105.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NGZ4 2038-04-15 5.5 N/A 6000.00 22.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVH0 2044-11-01 3.5 N/A 4314.00 341.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QZN7 2035-03-15 5.5 N/A 25413.00 220.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385AT72 2030-06-01 9 N/A 10000.00 25.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMPZ0 2027-07-01 2.5 N/A 1000.00 33.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WMH2 2040-07-01 5 N/A 6000.00 110.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2JL4 2040-12-01 4.5 N/A 8667.00 492.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290R5V1 2033-10-15 5.5 N/A 117831.00 1772.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414NHM9 2039-02-01 4.5 N/A 2000.00 22.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBH8 2039-09-20 4.5 N/A 5000.00 188.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNJ7 2050-04-01 3.5 N/A 1000.00 170.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WBE2 2028-05-15 6.5 N/A 108000.00 138.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQTZ5 2044-06-01 4.5 N/A 1000.00 119.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUJ8 2032-09-20 6 N/A 169500.00 810.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KXY2 2033-01-01 6 N/A 20000.00 87.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV71 2038-09-20 5.5 N/A 130050.00 203.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DPX1 2036-08-01 6.5 N/A 32000.00 192.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FYP2 2038-06-15 6 N/A 12500.00 415.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAE1 2029-01-20 8 N/A 85000.00 262.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294V4Y3 2036-12-15 5.5 N/A 50111.00 212.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNK8 2052-12-20 7 N/A 10000.00 4431.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2D0 2039-02-20 6.5 N/A 50000.00 900.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201Q6N8 2032-09-15 6 N/A 200000.00 317.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203C3Y6 2026-04-15 8 N/A 160000.00 169.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YGJ29 2045-06-01 3.5 N/A 2000.00 161.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN7G8 2044-11-01 4.5 N/A 3000.00 285.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AW4W0 2026-11-01 3 N/A 22000.00 316.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFU7 2029-08-15 7.5 N/A 42000.00 23.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GKN5 2036-08-01 5 N/A 5000.00 19.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KRB8 2029-06-15 7 N/A 150000.00 275.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9T31 2032-09-01 3.5 N/A 2000.00 289.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206LR27 2025-09-15 8 N/A 118295.00 17.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EVJC2 2046-02-01 3.5 N/A 1000.00 117.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KCG4 2031-06-01 6.5 N/A 175000.00 372.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG51 2029-12-15 7 N/A 20000.00 36.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUL6 2028-02-01 3 N/A 4000.00 366.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWU9 2038-10-20 5.5 N/A 360000.00 473.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AMDW9 2025-06-15 4.5 N/A 40000.00 52.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED63 2035-06-20 6 N/A 126050.00 2263.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HUV8 2029-07-01 7 N/A 10000.00 25.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWC9 2038-09-20 5 N/A 106750.00 1558.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LCN0 2039-09-01 6 N/A 1000.00 17.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1SW8 2043-02-01 3 N/A 1000.00 211.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGC7 2035-12-20 5 N/A 20000.00 362.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGD7 2030-03-20 7.5 N/A 155000.00 88.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XHW3 2028-10-15 6.25 N/A 25000.00 150.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTM4 2035-10-01 2 N/A 2000.00 849.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210DJW2 2029-04-15 7 N/A 28000.00 36.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMU4 2026-02-20 8 N/A 255000.00 33.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411JLH7 2037-02-01 5 N/A 8032.00 62.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUF4 2038-07-20 5.5 N/A 217000.00 1700.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292LHQ1 2042-04-01 3.5 N/A 2000.00 267.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCM6 2039-05-01 4.5 N/A 6000.00 237.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YYXB4 2045-11-01 4 N/A 11250.00 759.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HQMW9 2042-12-01 3 N/A 1000.00 197.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KP51 2037-12-15 6 N/A 30000.00 236.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FH39 2026-05-01 6.5 N/A 44500.00 10.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211D2R0 2029-08-15 7 N/A 25000.00 26.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7AR4 2025-06-01 4.5 N/A 45000.00 53.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ASD2 2041-12-01 4 N/A 14999.00 661.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLJY3 2048-08-01 4.5 N/A 6000.00 321.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M5SV5 2044-03-01 4.5 N/A 5000.00 343.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYG2 2027-11-20 7.5 N/A 80000.00 52.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ET97 2032-02-15 5.5 N/A 50448.00 215.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3K9 2049-07-01 4.5 N/A 1000.00 111.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MM58 2032-09-15 6.5 N/A 25839.00 35.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXW9 2033-06-01 3.5 N/A 2000.00 210.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CKC7 2031-12-15 6.5 N/A 50000.00 141.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YHRS1 2045-02-01 3 N/A 1003.00 201.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390LFF8 2032-07-01 6.5 N/A 19000.00 97.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSP9 2029-09-01 3.5 N/A 4000.00 271.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JMT2 2025-11-01 3.5 N/A 5000.00 11.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UHA2 2031-02-15 7.5 N/A 116000.00 182.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU82 2032-11-20 6 N/A 72000.00 344.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXC9 2045-10-01 4.5 N/A 2000.00 291.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE93 2040-03-20 6 N/A 2000.00 47.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296AWF7 2038-04-15 5 N/A 11000.00 160.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE28 2040-03-20 5 N/A 32500.00 128.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UKX7 2031-07-15 6 N/A 25000.00 220.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTE1 2032-06-20 6 N/A 324366.00 1382.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FR59 2033-05-15 5.25 N/A 70000.00 3186.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400CX82 2033-01-01 6 N/A 11233.00 37.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RFV6 2035-06-01 5 N/A 51000.00 555.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETA7 2038-05-20 6 N/A 50000.00 752.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312935L56 2039-09-01 4.5 N/A 60000.00 2720.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETV1 2038-06-20 6 N/A 230000.00 523.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6E6 2034-06-20 5.5 N/A 101000.00 1703.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX63 2033-06-20 4.5 N/A 187500.00 1866.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKL2 2036-09-20 6 N/A 90914.00 826.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6Y4 2028-12-20 6 N/A 721000.00 1405.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AMZ7 2025-07-01 4 N/A 45000.00 44.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM65 2031-05-20 7 N/A 25000.00 48.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MW63 2027-11-20 2.5 N/A 10000.00 855.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEX3 2035-08-20 6.5 N/A 28729.00 606.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FPP2 2033-03-15 6.5 N/A 84901.00 2304.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKA6 2036-08-20 5.5 N/A 125305.00 973.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409TRZ3 2036-04-01 5.5 N/A 18000.00 169.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KNN2 2035-06-01 5.5 N/A 6000.00 61.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KAL1 2034-06-15 6 N/A 75000.00 111.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FML4 2033-02-15 5 N/A 140285.00 999.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334XJS9 2049-07-01 4 N/A 3000.00 380.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JLS5 2040-10-01 4.5 N/A 1667.00 50.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQ69 2045-10-20 5.5 N/A 9800.00 863.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZK8 2039-01-20 7 N/A 80000.00 1458.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4C84 2036-12-01 6 N/A 88000.00 783.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBZ3 2029-05-20 7.5 N/A 25000.00 14.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388CFL9 2031-08-01 6 N/A 3667.00 6.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJH3 2036-06-20 5.5 N/A 120653.00 1383.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419HC42 2041-02-01 4 N/A 3000.00 310.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQC6 2037-11-20 7 N/A 73000.00 869.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJQ2 2049-07-01 4 N/A 2000.00 231.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M0XQ8 2042-08-01 4.5 N/A 3249.00 390.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WKW7 2037-05-01 5.5 N/A 69000.00 552.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206KHS3 2025-10-15 7 N/A 37000.00 18.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QJD8 2033-06-15 5.5 N/A 75000.00 616.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6RH3 2038-09-01 5.5 N/A 9000.00 66.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BD54 2029-02-15 7.5 N/A 50000.00 31.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2X0 2028-05-20 6.5 N/A 350000.00 326.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PTH6 2036-09-01 6 N/A 8000.00 44.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y6ND2 2044-12-01 4 N/A 9000.00 1107.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2H47 2041-03-15 6 N/A 5000.00 373.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206NJ22 2026-03-15 7 N/A 107000.00 49.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208JDC3 2027-11-15 8 N/A 45000.00 295.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391RJ94 2033-01-01 6 N/A 15000.00 177.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GPJS8 2047-05-01 4.5 N/A 4000.00 794.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEV0 2049-08-01 4.5 N/A 5000.00 510.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUB5 2032-10-01 6 N/A 72000.00 174.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292F2K2 2035-08-15 5.5 N/A 30003.00 341.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T6M6 2028-10-15 6 N/A 66333.00 111.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407UEQ6 2035-12-01 5.5 N/A 7000.00 68.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EX49 2028-11-15 7 N/A 40000.00 48.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WF56 2033-08-15 5 N/A 30039.00 424.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUU8 2041-06-20 4.5 N/A 85000.00 1155.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2E99 2042-02-15 5 N/A 50000.00 4128.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BXE3 2033-03-15 6.5 N/A 25000.00 65.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAH0 2028-11-01 3.5 N/A 26500.00 1314.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291WWU1 2035-03-15 5 N/A 50000.00 5538.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERW1 2038-03-20 7 N/A 41000.00 1158.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEK3 2029-11-20 7 N/A 287000.00 226.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291SQC7 2034-11-15 5.5 N/A 61000.00 285.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQF8 2052-07-01 3.5 N/A 4000.00 3135.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386TQM0 2031-05-01 6 N/A 34440.00 29.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6L2 2028-11-20 7 N/A 25000.00 33.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MC35 2033-03-15 6 N/A 100000.00 220.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291XAH2 2035-04-15 5 N/A 48000.00 1076.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFS3 2035-10-20 7 N/A 50000.00 3408.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XEC0 2028-09-15 6.5 N/A 26000.00 42.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388LC81 2031-11-01 6.5 N/A 25000.00 26.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391LH73 2033-01-01 6 N/A 72000.00 1142.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLR2 2025-12-20 7 N/A 252500.00 43.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDJ9 2052-04-01 2.5 N/A 1000.00 698.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386ACZ7 2030-09-01 8 N/A 6250.00 37.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GMR8 2028-03-01 6.5 N/A 7000.00 2.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJX8 2036-07-20 5.5 N/A 20000.00 252.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418TJF5 2040-05-01 5 N/A 2000.00 81.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLG9 2040-10-20 4 N/A 30000.00 604.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6NJ3 2037-01-01 5.5 N/A 10000.00 145.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JRN0 2032-11-01 6 N/A 127040.00 335.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETFN1 2031-03-01 3.5 N/A 45000.00 6117.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BN53 2036-07-01 5.5 N/A 6000.00 107.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UT93 2049-06-20 3.5 N/A 35000.00 802.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MYR2 2026-04-15 7.5 N/A 25000.00 39.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407YRU5 2035-10-01 4.5 N/A 10000.00 78.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVL2 2032-12-20 5 N/A 191904.00 1338.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X4V6 2033-07-15 5.5 N/A 50000.00 803.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDJ4 2035-04-15 5 N/A 22500.00 387.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FDS5 2029-02-15 7 N/A 65000.00 143.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPZ5 2031-10-15 6.5 N/A 413000.00 660.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YD24 2033-11-15 6 N/A 35000.00 219.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDW3 2040-01-20 4.5 N/A 10000.00 404.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AEK58 2040-02-20 4 N/A 25000.00 4518.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RQZ9 2033-07-15 4.5 N/A 25035.00 823.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KAT5 2033-09-15 7.5 N/A 25000.00 460.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KDL2 2031-10-01 6.5 N/A 30000.00 30.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295R2B3 2038-05-15 5.5 N/A 50084.00 2057.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178AU96 2042-05-15 4 N/A 20803.00 2186.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRC9 2026-09-20 7 N/A 323730.00 51.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206RJR8 2027-05-15 7 N/A 115000.00 111.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213P4Y4 2031-06-15 7 N/A 60000.00 351.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3ND9 2029-11-01 3.5 N/A 3000.00 305.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FXN3 2034-04-15 5 N/A 55003.00 408.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287PC84 2032-02-01 6 N/A 7000.00 66.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K7E8 2025-08-01 3.5 N/A 18000.00 26.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210NYA1 2029-02-15 6 N/A 50125.00 217.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FXD7 2035-08-01 5.5 N/A 5000.00 136.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411S2T2 2037-03-01 5 N/A 1000.00 18.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPB9 2037-08-20 6.5 N/A 25000.00 304.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLF6 2031-01-20 7 N/A 881000.00 953.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BE61 2029-06-15 5.5 N/A 45359.00 64.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JLM5 2032-03-15 6.5 N/A 120000.00 85.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMA4 2037-02-20 5.5 N/A 19166.00 236.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DHV8 2032-11-15 6 N/A 112000.00 726.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128K8F50 2035-10-01 5 N/A 13000.00 43.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y9PE7 2034-02-01 3.5 N/A 1000.00 103.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DTC7 2033-06-15 5.5 N/A 25862.00 625.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHAY8 2038-05-01 5 N/A 2000.00 63.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296TQU0 2038-10-15 6.5 N/A 45000.00 295.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRJ2 2034-04-15 5 N/A 75101.00 856.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX70 2046-04-01 3 N/A 2000.00 270.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405XC27 2034-11-01 5.5 N/A 24791.00 171.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WND6 2037-06-01 5.5 N/A 10000.00 44.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EA25 2034-10-20 6 N/A 89000.00 1542.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AGC8 2025-07-15 8 N/A 239000.00 5.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F3K0 2042-02-20 3.5 N/A 43000.00 1412.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UZJ4 2049-09-20 3.5 N/A 132000.00 6418.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SWX1 2047-02-20 3.5 N/A 5000.00 645.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBF2 2039-07-20 3.5 N/A 25000.00 650.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJCE8 2035-07-01 5.5 N/A 20750.00 272.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XV4Q0 2044-06-01 4 N/A 2192.00 88.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPM5 2037-09-20 6 N/A 30000.00 299.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BTA6 2039-01-01 5 N/A 7000.00 65.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQM4 2037-12-20 6 N/A 25000.00 294.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179N5Y0 2044-02-20 5 N/A 40000.00 2262.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HDU9 2028-11-01 6 N/A 127001.00 77.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RZL2 2027-02-15 7.25 N/A 25000.00 21.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CNV4 2037-08-01 5.5 N/A 61500.00 2402.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RUS4 2026-03-15 7 N/A 60000.00 8.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EDZ6 2031-12-15 6 N/A 151000.00 303.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LWS5 2037-09-01 6.5 N/A 2000.00 31.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412WG67 2037-06-01 6 N/A 15000.00 235.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAT3 2039-08-20 4 N/A 34500.00 1776.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYG9 2046-06-01 3 N/A 2000.00 305.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTS0 2032-07-20 6.5 N/A 65523.00 225.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QXN4 2031-06-15 6.5 N/A 165825.00 338.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XXGE0 2027-01-01 3.5 N/A 4000.00 53.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXN5 2027-12-15 6.5 N/A 135000.00 46.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JKA2 2032-01-15 6.5 N/A 111000.00 74.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JMM0 2029-05-15 7 N/A 50000.00 163.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2W0 2033-12-20 6 N/A 109119.00 1289.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGSR6 2038-02-01 5 N/A 99000.00 2421.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387EXR3 2031-06-01 6.5 N/A 11000.00 30.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANDY6 2041-08-01 4 N/A 3000.00 128.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU81 2044-09-01 4 N/A 3500.00 247.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JJP5 2032-06-15 6.5 N/A 91043.00 404.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DU67 2040-12-01 2 N/A 3104.00 1643.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YJJ7 2029-12-01 4.5 N/A 30000.00 564.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEK0 2029-05-15 6.5 N/A 200000.00 300.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293PG41 2029-04-01 7 N/A 46000.00 26.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTD3 2032-06-20 5.5 N/A 57500.00 378.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292EM64 2039-01-15 5.5 N/A 30000.00 436.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3F6 2034-01-20 4.5 N/A 25000.00 204.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XH77 2031-12-15 6 N/A 150000.00 102.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MEAF7 2042-10-01 3.5 N/A 1000.00 118.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400QUA9 2033-04-01 6.57 N/A 300000.00 4512.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MYU1 2033-10-15 6 N/A 431250.00 1716.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QHR3 2039-02-15 4.5 N/A 35000.00 1073.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF46 2035-11-20 6 N/A 25000.00 531.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B2E6 2032-10-15 6 N/A 27000.00 49.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415M6J9 2038-06-01 5.5 N/A 80000.00 214.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLQ3 2040-02-01 3 N/A 6000.00 1189.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382YH35 2029-04-01 6.5 N/A 10000.00 8.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ50 2052-10-01 4 N/A 2000.00 1612.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQC8 2031-10-20 7 N/A 40000.00 88.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JACX4 2049-02-01 3.5 N/A 1000.00 91.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJG5 2036-06-20 5 N/A 166275.00 2364.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5T6 2028-10-20 6.5 N/A 852787.00 954.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KTC5 2032-09-01 6 N/A 30000.00 70.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UKJ9 2031-03-15 6.5 N/A 117226.00 261.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KAU4 2028-08-15 7 N/A 60000.00 37.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPD7 2031-08-20 6.5 N/A 1098173.00 1855.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412V4C9 2037-06-01 6.5 N/A 13000.00 24.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391PNB8 2032-09-01 6.5 N/A 31000.00 44.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRH6 2032-01-20 6.5 N/A 105000.00 285.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUC0 2032-08-15 6 N/A 50000.00 237.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRL1 2032-04-01 7 N/A 768000.00 770.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CJV9 2038-11-01 6 N/A 58000.00 693.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213YQC9 2032-04-15 6.5 N/A 35000.00 162.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WLA8 2033-09-15 5 N/A 45000.00 476.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CM78 2038-10-01 6.5 N/A 50000.00 339.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KUS5 2036-02-15 5.5 N/A 52728.00 1079.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPS6 2026-06-20 7.5 N/A 450336.00 103.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413DKD8 2037-08-01 6.5 N/A 66032.00 302.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BMZ8 2031-04-15 6.5 N/A 302000.00 566.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LGK50 2032-05-01 3.56 N/A 17000.00 15739.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211EP51 2029-12-15 8 N/A 64486.00 729.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDKE2 2027-05-01 4 N/A 20000.00 89.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410Q6L0 2036-11-01 6.5 N/A 4000.00 30.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJT4 2040-08-20 6 N/A 8765.00 287.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M7CD5 2042-10-01 3.5 N/A 2500.00 336.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209GY27 2028-09-15 7.5 N/A 48540.00 321.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295QPG9 2038-09-15 6.5 N/A 41084.00 199.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5Z3 2049-01-01 4 N/A 3000.00 209.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG93 2029-12-15 7 N/A 30000.00 56.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JLKD0 2033-11-01 6.78 N/A 85000.00 647.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBX6 2034-12-20 6.5 N/A 45250.00 563.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4P5 2028-08-20 6.5 N/A 150488.00 144.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9H89 2048-07-01 4.5 N/A 3000.00 271.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZN5 2032-03-15 7 N/A 132893.00 2296.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WLF5 2031-05-01 6.5 N/A 247000.00 153.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q3U6 2035-09-15 4.5 N/A 45000.00 444.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK80 2032-08-01 6.5 N/A 69096.00 93.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NJ69 2034-04-15 5 N/A 51584.00 430.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MAN3 2033-02-15 5.5 N/A 74000.00 184.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NY2R5 2043-02-01 3.5 N/A 1000.00 184.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415TFV7 2038-08-01 6 N/A 22000.00 198.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31378YHU1 2028-01-01 6.5 N/A 100000.00 21.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938SY0 2040-01-01 4 N/A 1129.00 45.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389VKJ5 2032-05-01 6 N/A 73000.00 206.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CYY0 2035-11-15 5 N/A 10000.00 162.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5D1 2028-09-20 6.5 N/A 266113.00 258.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB27 2029-05-01 3.5 N/A 2000.00 183.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HSN6 2032-05-01 7.5 N/A 64000.00 251.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WMU2 2034-04-15 5 N/A 25226.00 169.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418PS71 2040-03-01 4.5 N/A 11500.00 346.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHJ0 2030-01-15 6.5 N/A 50000.00 87.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LDA38 2038-07-01 6 N/A 80667.00 536.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP29 2037-10-20 7 N/A 171000.00 1789.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335ATA6 2042-02-01 5 N/A 20000.00 2489.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M8CW2 2038-09-01 6.5 N/A 61000.00 991.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNK3 2031-06-20 6 N/A 366750.00 989.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEZ5 2040-03-20 4.5 N/A 75000.00 1180.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYA3 2033-06-20 6.5 N/A 25667.00 103.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KLU2 2029-03-15 6.5 N/A 560000.00 202.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411SLJ3 2037-02-01 6.5 N/A 36435.00 333.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200T7E2 2032-01-15 6 N/A 25000.00 194.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAA9 2029-01-20 6.5 N/A 730064.00 1162.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MDX3 2037-12-01 6 N/A 42000.00 50.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HHU5 2029-03-01 7 N/A 25201.00 35.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400BWY8 2033-02-01 5.5 N/A 5535.00 10.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMRU9 2029-01-01 3.5 N/A 3000.00 209.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES83 2038-05-20 5 N/A 79650.00 1157.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KTE7 2033-04-15 5.5 N/A 27000.00 384.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ECX7 2034-01-15 6 N/A 25000.00 1428.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJBJ8 2035-02-01 5 N/A 10000.00 114.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LJ84 2037-04-01 5.5 N/A 14000.00 86.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NK72 2043-08-20 3.5 N/A 15000.00 363.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AYW96 2026-11-01 3.5 N/A 2000.00 44.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405SBM5 2035-04-01 6 N/A 1468.00 26.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQ3X9 2027-12-01 2.5 N/A 1000.00 52.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WN3Y3 2043-04-01 3.5 N/A 5000.00 698.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307GEL9 2029-02-01 3.5 N/A 3000.00 198.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VR69 2050-08-20 2.5 N/A 15000.00 4940.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XYL7 2032-01-15 6.5 N/A 45000.00 1.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291L4M4 2034-06-15 5.5 N/A 25000.00 815.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335GMB8 2025-10-01 6.5 N/A 25102.00 0.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410YT61 2036-10-01 6.5 N/A 7000.00 43.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HQ31 2032-06-01 6 N/A 30000.00 100.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNNW8 2052-03-01 2.5 N/A 2000.00 1350.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ESD2 2029-07-15 7.5 N/A 25487.00 52.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E5YJ1 2027-01-01 3 N/A 1000.00 27.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQA5 2047-10-01 3.5 N/A 4750.00 594.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JB49 2028-12-15 6 N/A 30000.00 211.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W2V9 2052-03-20 3 N/A 1000.00 710.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XHR4 2033-08-15 5.5 N/A 100220.00 1105.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK49 2032-07-01 7 N/A 500000.00 750.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XMK66 2044-03-01 4.5 N/A 6000.00 75.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNW7 2031-07-20 5.5 N/A 52168.00 414.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RJ0 2041-12-01 4 N/A 2000.00 89.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NWX9 2038-06-01 5.5 N/A 6000.00 60.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q2Y6 2045-02-20 3.5 N/A 20000.00 567.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMN6 2037-03-20 5.5 N/A 40680.00 452.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2U7 2032-02-15 7.5 N/A 34500.00 142.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UPE6 2049-03-20 6 N/A 18000.00 2078.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6Y3 2052-05-01 3 N/A 1000.00 755.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KYM4 2038-12-15 6 N/A 60000.00 1683.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M62Y3 2038-11-01 5 N/A 6000.00 16.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FHP4 2040-07-20 5 N/A 125000.00 2289.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298ACN1 2030-05-01 6.5 N/A 155000.00 398.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5U9 2039-06-20 5 N/A 10000.00 554.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415BPS2 2038-04-01 5 N/A 7000.00 20.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMD8 2037-02-20 7 N/A 95000.00 864.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4GD9 2037-01-01 6 N/A 18000.00 138.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XES9 2037-06-01 6 N/A 11000.00 146.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288HEK2 2033-04-01 5.5 N/A 8000.00 17.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KK31 2036-09-15 5 N/A 81874.00 1813.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWG0 2038-09-20 7 N/A 25000.00 287.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PUP3 2026-05-15 7 N/A 185000.00 17.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418XXX1 2040-08-01 5 N/A 8000.00 98.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7C35 2026-09-01 6.5 N/A 25000.00 79.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ED60 2031-12-15 6 N/A 25000.00 263.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296JME2 2039-05-15 5 N/A 25029.00 475.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJUZ1 2044-08-01 3.5 N/A 2021.00 163.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRY1 2026-10-20 7.5 N/A 160000.00 26.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374F4J5 2026-12-01 8 N/A 6000.00 0.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211B2P8 2031-05-15 6.5 N/A 51000.00 104.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJ91 2036-08-20 5 N/A 44000.00 1002.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNY3 2031-07-20 6.5 N/A 193000.00 343.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291PAA4 2033-09-15 5 N/A 110000.00 1733.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GTQ0 2026-10-01 7 N/A 2467.00 0.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AJD2 2032-12-15 5.5 N/A 36916.00 275.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414C2W7 2038-04-01 5.5 N/A 39000.00 352.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296XJ88 2039-01-15 5 N/A 7000.00 102.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HC78 2028-08-01 8.5 N/A 215000.00 106.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKSG1 2032-03-01 3.5 N/A 3000.00 420.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FWS8 2033-07-15 5 N/A 64000.00 860.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4RR2 2044-09-01 4 N/A 11000.00 596.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PWV21 2026-10-01 3 N/A 13000.00 174.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VPK2 2028-12-01 6 N/A 77500.00 68.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EK81 2036-11-20 5.5 N/A 10000.00 120.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MEV8 2042-06-20 3.5 N/A 23000.00 744.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JL58 2029-05-15 6.5 N/A 25000.00 39.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UCG3 2031-11-15 6.5 N/A 35373.00 105.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GRK1 2037-10-01 6.5 N/A 21000.00 162.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FD29 2040-01-20 6.5 N/A 50000.00 891.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPQ0 2026-06-20 7 N/A 205931.00 46.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FGU0 2026-03-01 6.5 N/A 5000.00 0.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BP28 2031-10-15 6 N/A 11000.00 38.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUB8 2048-01-01 4 N/A 4000.00 507.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VM50 2028-12-15 6 N/A 180000.00 276.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2Y8 2028-05-20 7 N/A 373319.00 275.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4P7 2049-12-01 3 N/A 3000.00 545.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QW67 2032-01-15 6 N/A 772579.00 2341.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CW74 2027-08-20 6.5 N/A 48750.00 39.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4Q71 2037-04-01 5.5 N/A 28000.00 181.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWW5 2038-10-20 6.5 N/A 1527667.00 512.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GU46 2034-03-15 5 N/A 96000.00 713.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PPG2 2036-08-01 6 N/A 44205.00 424.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMY2 2037-04-20 5.5 N/A 23000.00 232.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206DDW4 2025-10-15 7 N/A 25000.00 61.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FBL1 2037-07-15 6.5 N/A 50000.00 262.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JJ97 2032-01-15 6 N/A 86000.00 119.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209UBR6 2029-09-15 7 N/A 145000.00 369.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VQB6 2026-04-15 6.5 N/A 31539.00 20.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZA0 2039-01-20 6 N/A 51000.00 143.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HR59 2029-05-01 7 N/A 14000.00 51.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNK0 2035-11-01 4.5 N/A 2000.00 30.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7FG6 2038-12-01 5.5 N/A 32000.00 229.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6J7 2028-11-20 6.5 N/A 407708.00 504.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NBD8 2038-02-15 6 N/A 30000.00 447.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUB7 2027-02-20 7.5 N/A 450000.00 100.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN27 2031-08-01 7 N/A 5000.00 2.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY80 2028-01-20 7 N/A 888999.00 616.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WP34 2031-11-15 6.5 N/A 50000.00 308.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B3S3 2046-05-01 3 N/A 6000.00 805.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSQ5 2032-04-20 6 N/A 236500.00 806.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LKH2 2037-05-01 5.5 N/A 26000.00 209.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380HSG3 2028-11-01 6 N/A 14667.00 3.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210U2H5 2029-04-15 6 N/A 50000.00 527.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GY34 2034-05-15 5.5 N/A 60110.00 2176.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y7H4 2031-11-01 3.5 N/A 4000.00 159.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390MHU1 2032-08-01 6.5 N/A 50000.00 79.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384SE21 2030-02-01 7.5 N/A 13000.00 3.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXE22 2035-10-01 4.5 N/A 8000.00 58.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRH3 2032-01-20 6.5 N/A 30000.00 62.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WJ43 2029-09-01 6 N/A 15000.00 11.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GNZ9 2026-02-15 7 N/A 81300.00 5.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KNG56 2037-04-01 5 N/A 5000.00 46.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YTJ2 2038-03-15 4.5 N/A 50000.00 148.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2D2 2033-11-20 5 N/A 140000.00 2190.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EM6F3 2044-05-01 4.5 N/A 6780.00 271.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204VST7 2025-10-20 7 N/A 25000.00 34.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JKKX3 2048-11-01 4 N/A 1000.00 128.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5CZ1 2037-10-01 6 N/A 40000.00 155.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2Z5 2028-05-20 7.5 N/A 175000.00 189.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVP1 2038-08-20 6 N/A 92291.00 905.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412BFU1 2036-12-01 6 N/A 35000.00 149.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283H5V3 2034-12-01 4.5 N/A 5000.00 83.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GXS0 2034-03-15 5.5 N/A 83000.00 812.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ3F8 2052-08-01 3.5 N/A 2000.00 1593.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B5G8 2032-12-15 6 N/A 28275.00 97.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FKX9 2026-07-01 7.5 N/A 12000.00 1.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY72 2028-01-20 6.5 N/A 277274.00 256.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AT25 2032-01-01 3.5 N/A 13000.00 819.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385WZT9 2033-01-01 6.5 N/A 42000.00 63.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HZK3 2033-09-01 6 N/A 10000.00 76.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFVY4 2052-02-01 3 N/A 1000.00 690.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KKX0 2038-05-15 5 N/A 27457.00 274.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ44 2039-02-20 5.5 N/A 90000.00 477.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NN29 2035-05-15 5 N/A 25000.00 668.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374GWA1 2027-12-01 7 N/A 68000.00 39.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWM35 2034-04-01 3.5 N/A 1000.00 251.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206FT28 2025-10-15 7 N/A 225000.00 20.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWE5 2038-09-20 6 N/A 32000.00 304.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182NCD3 2044-09-15 4 N/A 16000.00 1449.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GMA5 2025-12-15 7.5 N/A 25000.00 3.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C6L3 2049-01-01 3.5 N/A 2750.00 298.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PXT5 2036-09-01 6.5 N/A 8000.00 69.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPAH7 2045-02-01 4.5 N/A 2000.00 143.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BME5 2031-03-15 6 N/A 31000.00 73.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRA8 2031-12-15 7 N/A 205000.00 314.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EEQX0 2027-03-01 3.5 N/A 1000.00 27.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YHU3 2033-11-15 6 N/A 73000.00 294.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETZ2 2038-06-20 5 N/A 15031.00 231.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPC7 2037-08-20 7 N/A 40000.00 455.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NH27 2043-07-20 3 N/A 32000.00 2437.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407MZX6 2035-08-01 5 N/A 2000.00 29.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEJ59 2045-04-01 3.5 N/A 9500.00 1946.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU77 2048-03-01 3.5 N/A 7750.00 1057.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUA0 2048-02-01 3.5 N/A 2000.00 268.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLC84 2047-04-01 4.5 N/A 3000.00 380.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296CDQ0 2038-06-15 5.5 N/A 12500.00 84.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418V4T6 2040-08-01 4 N/A 3000.00 105.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291RW57 2035-02-15 5 N/A 66006.00 1098.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384KBA3 2030-04-01 8.5 N/A 100000.00 144.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201V3E0 2032-09-15 6 N/A 214000.00 663.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4KW8 2044-10-01 4 N/A 8000.00 723.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKC2 2031-12-15 6 N/A 60000.00 114.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417CDR3 2042-07-01 3.5 N/A 1188.00 103.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BY85 2033-03-15 6 N/A 106500.00 738.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T6S3 2028-10-15 7 N/A 25000.00 94.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELA5 2036-11-20 6.5 N/A 25000.00 329.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AWT1 2028-07-01 3 N/A 3000.00 177.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FEG4 2032-10-15 6.5 N/A 25000.00 508.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXS5 2033-05-20 5 N/A 494840.00 5466.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TL23 2029-01-01 8 N/A 136000.00 61.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRE5 2026-09-20 8 N/A 348364.00 102.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AY79 2028-03-15 6.5 N/A 225000.00 211.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAM9 2032-02-15 6 N/A 120127.00 738.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJA0 2030-08-20 7.5 N/A 115000.00 73.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5P2 2034-05-20 4.5 N/A 49000.00 937.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZP5 2029-01-15 6.5 N/A 94000.00 255.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFPJ4 2052-01-01 2.5 N/A 5000.00 3277.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283G3D7 2027-10-01 7.5 N/A 60000.00 15.73 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 N/A 34660300.00 33366904.44 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36210XCD7 2029-06-15 7 N/A 45000.00 18.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYV7 2035-02-01 5.5 N/A 3000.00 26.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Q7B9 2034-07-20 6.5 N/A 90000.00 2227.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVX6 2032-12-20 4.5 N/A 125000.00 3462.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR97 2047-12-01 4 N/A 3750.00 493.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFS2 2046-11-01 3 N/A 1000.00 173.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292LEQ4 2042-02-01 3.5 N/A 4000.00 192.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFS7 2052-12-01 5.5 N/A 5000.00 4187.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAN9 2034-09-20 7 N/A 160000.00 848.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200M7J6 2033-12-15 5 N/A 85990.00 824.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLW9 2031-02-20 7.5 N/A 160431.00 125.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPVE4 2052-07-01 4.5 N/A 4300.00 3554.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388W7A8 2031-12-01 6.5 N/A 36740.00 366.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7K3 2029-01-20 5.5 N/A 188666.00 524.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FPB9 2029-05-15 7 N/A 519000.00 433.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MJE0 2030-10-15 8 N/A 183500.00 144.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206V5Q6 2027-06-15 7.5 N/A 247500.00 102.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200K3U9 2035-10-15 5 N/A 400000.00 5201.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTS0 2034-11-01 6 N/A 5641.00 32.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2H2 2047-08-01 4 N/A 5250.00 616.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W14A2 2028-02-01 2.5 N/A 1000.00 67.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2BE8 2040-12-01 3.5 N/A 2312.00 146.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LFX2 2033-11-01 5 N/A 24000.00 290.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CGM9 2025-05-20 7.5 N/A 125000.00 13.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XQU7 2041-02-01 4 N/A 1334.00 119.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210T5E2 2029-02-15 7 N/A 32000.00 105.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6G3 2028-11-20 6 N/A 817308.00 1385.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN43 2031-09-01 7 N/A 2750.00 1.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J7A6 2031-07-01 6.5 N/A 5000.00 5.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2CF4 2025-12-01 3.5 N/A 13000.00 57.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VLG5 2029-11-01 6 N/A 15000.00 19.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUU1 2038-07-20 6 N/A 25000.00 323.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTA1 2026-12-20 8.5 N/A 170000.00 112.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AF69 2037-08-01 5.5 N/A 2000.00 44.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209AFF2 2028-10-15 6 N/A 302500.00 619.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRW3 2032-02-20 6.5 N/A 214315.00 502.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHZ21 2041-12-01 4 N/A 3000.00 188.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3W9 2034-02-20 5 N/A 43500.00 534.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410DV49 2036-08-01 6.5 N/A 5000.00 13.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEU9 2035-08-20 5 N/A 97187.00 1730.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945CB2 2041-01-01 4.5 N/A 24000.00 1416.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206NKL8 2026-04-15 7.5 N/A 25000.00 30.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YTT3 2033-09-15 5 N/A 45000.00 761.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373UF28 2025-10-01 7 N/A 5000.00 0.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JAL4 2033-03-15 5.5 N/A 50000.00 441.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LBW3 2036-03-15 5.5 N/A 68750.00 433.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418NYF1 2025-02-01 4 N/A 20000.00 5.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NJF6 2038-10-20 6 N/A 1000.00 55.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYJ4 2033-07-20 4.5 N/A 54500.00 597.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPF7 2041-01-20 4 N/A 26000.00 1423.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KMK4 2032-03-01 6 N/A 28000.00 62.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SD20 2036-10-15 6 N/A 67919.00 389.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406MJA5 2035-05-01 6 N/A 4991.00 11.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJV2 2036-07-20 5 N/A 35000.00 397.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FAG8 2032-08-15 6.5 N/A 405000.00 510.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PGG2 2036-10-01 6 N/A 29000.00 224.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXRW2 2036-07-01 5 N/A 1950.00 17.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2V3 2041-07-01 2 N/A 10000.00 6108.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HKA8 2029-09-15 7.5 N/A 77000.00 31.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B2V9 2033-12-15 6 N/A 355829.00 4028.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPB3 2026-05-20 7.5 N/A 667666.00 202.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CL92 2026-01-20 6.5 N/A 356000.00 15.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209A2T6 2031-04-15 6.5 N/A 110000.00 355.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGD5 2035-12-20 5.5 N/A 54554.00 924.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKV0 2036-10-20 5 N/A 10000.00 105.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YRC2 2033-11-15 6 N/A 25000.00 300.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307YPC8 2034-03-01 3.5 N/A 3000.00 294.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404YAH5 2034-05-01 5 N/A 15000.00 294.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPY8 2031-09-15 8 N/A 40000.00 52.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJE38 2027-01-01 4.5 N/A 1994.00 2.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DAV0 2038-07-15 5.5 N/A 66057.00 694.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380HQ42 2028-10-01 6 N/A 30137.00 7.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202W4A4 2033-08-15 5.5 N/A 50910.00 192.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2L5 2051-07-01 2 N/A 14000.00 8761.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1R25 2027-02-01 3 N/A 3000.00 55.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVE5 2029-07-01 8 N/A 61678.00 87.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA68 2029-03-20 6.5 N/A 713684.00 946.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212DGX1 2031-04-15 6.5 N/A 30000.00 172.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRW5 2026-10-20 7 N/A 105000.00 54.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES75 2038-05-20 4.5 N/A 15000.00 300.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGT7 2040-06-20 5 N/A 127000.00 578.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEL8 2029-05-15 6.5 N/A 25000.00 34.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HWP9 2029-07-01 7 N/A 12000.00 10.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAYY7 2044-02-01 4.5 N/A 5000.00 345.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4M3 2048-11-01 5 N/A 1000.00 88.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QZ51 2031-08-15 7 N/A 105000.00 215.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QX26 2029-09-15 7 N/A 210000.00 126.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381C5S2 2028-11-01 7.5 N/A 26000.00 6.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PSU5 2026-03-15 7.5 N/A 25000.00 6.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFN1 2040-04-20 4.5 N/A 7500.00 125.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JBM0 2032-04-15 6 N/A 25034.00 227.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZK2 2028-02-20 6 N/A 42711.00 61.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAR2 2029-02-20 7 N/A 145000.00 153.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMP1 2037-03-20 6 N/A 43000.00 475.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BB31 2029-01-15 6 N/A 125000.00 262.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6G6 2046-06-01 3 N/A 1000.00 156.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4A8 2028-07-20 7.5 N/A 100000.00 39.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E3J6 2039-03-20 6.5 N/A 145000.00 4031.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SBJ8 2032-01-15 6.5 N/A 38000.00 193.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VVX7 2033-09-15 4.5 N/A 171363.00 6050.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291NPR6 2034-08-15 5.5 N/A 55000.00 670.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405G3E8 2034-03-01 5.5 N/A 20000.00 184.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VV58 2030-02-01 7 N/A 11000.00 9.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W2Z73 2043-02-01 3 N/A 1000.00 136.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GRW8 2027-01-01 6.5 N/A 35000.00 12.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTCG7 2045-06-01 4 N/A 4000.00 776.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM57 2031-05-20 6.5 N/A 243500.00 514.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5DM9 2036-12-01 5 N/A 13000.00 130.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QWJ6 2038-11-20 5.5 N/A 10000.00 668.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YEE5 2029-03-15 6.5 N/A 145000.00 217.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJ26 2036-07-20 7 N/A 12000.00 178.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290STH4 2034-02-15 5.5 N/A 70000.00 913.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XCH9 2033-05-15 5.5 N/A 50000.00 500.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4N8 2034-03-20 5 N/A 76000.00 1114.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXL2 2027-09-20 7 N/A 1026021.00 441.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KL37 2029-04-15 6.5 N/A 35000.00 67.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MHU0 2033-04-15 6 N/A 25000.00 94.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201F5L7 2032-10-15 6.5 N/A 163000.00 364.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BND6 2031-05-15 6.5 N/A 109000.00 201.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388WTU0 2031-12-01 7 N/A 51667.00 76.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGR4 2036-01-20 6 N/A 25000.00 381.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS53 2026-12-20 7 N/A 170000.00 90.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BMK9 2029-12-01 3.5 N/A 4000.00 423.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVE0 2027-04-20 7.5 N/A 537500.00 179.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371G2S8 2028-10-01 6.5 N/A 5000.00 3.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7C1 2028-12-20 7.5 N/A 50000.00 29.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XD95 2033-04-01 6 N/A 38000.00 118.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVC1 2044-10-01 4 N/A 2006.00 152.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287XG83 2032-08-01 6 N/A 20000.00 43.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206C4Q9 2025-08-15 7 N/A 25000.00 4.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WBW5 2031-10-15 6.5 N/A 163000.00 520.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLC3 2030-01-20 5.5 N/A 25000.00 418.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204B6K4 2025-10-15 8 N/A 25000.00 7.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4A6 2034-02-20 6 N/A 25000.00 341.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SFB8 2035-06-15 5.5 N/A 36000.00 986.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NR72 2048-02-01 6.5 N/A 25000.00 296.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209HQE8 2030-03-15 8 N/A 93179.00 341.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LGR1 2025-03-15 4.5 N/A 30000.00 3.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT76 2032-08-20 6.5 N/A 163884.00 517.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV40 2033-01-20 6.5 N/A 65000.00 352.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389SU28 2032-02-01 6 N/A 50000.00 86.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVS6 2045-01-01 4 N/A 17000.00 1383.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291K5U7 2034-07-15 5.5 N/A 25000.00 116.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQK8 2037-12-20 5 N/A 56000.00 515.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K3AY8 2050-01-01 4 N/A 6000.00 1181.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AM70 2027-11-01 3 N/A 4000.00 185.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKK4 2036-09-20 5.5 N/A 13000.00 116.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401CV26 2033-05-01 5.5 N/A 15188.00 48.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213U3Y4 2037-08-15 6.5 N/A 32085.00 925.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LFB5 2036-06-15 6.5 N/A 50000.00 333.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391A6S3 2032-10-01 6 N/A 28000.00 28.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SSM3 2031-10-15 6.25 N/A 151000.00 163.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFT8 2040-04-20 4.5 N/A 10000.00 377.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208PX52 2028-11-15 6.5 N/A 60000.00 324.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDV7 2032-03-15 6.5 N/A 11000.00 110.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296KSE3 2038-07-15 6.5 N/A 26884.00 206.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295UD65 2037-12-15 5.5 N/A 25000.00 503.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NQD3 2028-10-20 4 N/A 150000.00 5193.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY98 2028-01-20 7.5 N/A 1155000.00 647.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AN55 2026-08-15 7.5 N/A 25736.00 7.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TJE3 2037-11-01 6.5 N/A 25000.00 225.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389TS52 2032-07-01 6 N/A 125000.00 97.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCD1 2029-06-20 7 N/A 65000.00 86.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJEW4 2042-01-01 4 N/A 12000.00 1489.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZN6 2028-02-20 7.5 N/A 427610.00 157.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2T6 2047-09-01 4 N/A 1000.00 127.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KRA7 2033-04-15 5.5 N/A 25000.00 576.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVN7 2044-12-01 3.5 N/A 1000.00 86.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEY1 2035-08-20 7 N/A 25000.00 239.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKD0 2036-08-20 7 N/A 200000.00 2771.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JRF3 2032-10-15 6 N/A 25000.00 123.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPS70 2029-02-01 4 N/A 5000.00 40.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MJW3 2032-07-15 7 N/A 49000.00 266.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3L7 2049-07-01 4 N/A 5000.00 539.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3Z4 2028-07-20 7 N/A 289630.00 239.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EE88 2035-09-20 5 N/A 181542.00 2939.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JLU6 2026-07-15 7.5 N/A 25000.00 5.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPN2 2031-09-15 6 N/A 305000.00 948.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AEG9 2027-04-01 3.5 N/A 5000.00 119.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5H8 2039-05-20 5.5 N/A 11000.00 305.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406VC20 2035-04-01 5.5 N/A 15000.00 265.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298SLV4 2030-01-01 7 N/A 28750.00 73.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYT1 2046-09-01 3 N/A 3000.00 483.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJ98 2052-05-01 3.5 N/A 18000.00 14012.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6A8 2050-05-01 4.5 N/A 3000.00 739.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387NM95 2031-09-01 6.5 N/A 7000.00 6.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212EDJ3 2030-06-15 8 N/A 25000.00 101.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVX8 2027-05-20 7 N/A 458490.00 345.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292MYH9 2036-05-15 6 N/A 25000.00 285.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201BNC6 2032-06-15 6.5 N/A 90000.00 349.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PPY0 2026-02-15 7 N/A 50000.00 7.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VDJ4 2031-11-15 5.5 N/A 25332.00 1100.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJE5 2038-06-01 5.5 N/A 1000.00 8.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KNDN0 2037-04-01 7.5 N/A 80000.00 408.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UN30 2034-04-15 6 N/A 35000.00 2090.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NX6H5 2043-02-01 3 N/A 1000.00 313.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH44 2036-05-20 5.5 N/A 45626.00 566.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFS80 2045-10-01 4 N/A 6000.00 578.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387HVY3 2031-05-01 6.5 N/A 5000.00 6.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARBM2 2035-04-20 6 N/A 35000.00 776.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJR3 2030-09-20 7.5 N/A 260000.00 160.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQV8 2026-08-20 7.5 N/A 603136.00 74.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213MZE1 2031-08-15 6.5 N/A 27241.00 34.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291PBY1 2034-10-15 6 N/A 33983.00 495.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KHK7 2036-01-15 6 N/A 47000.00 978.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7K1 2034-08-20 6 N/A 65000.00 782.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KAQ6 2037-12-15 6 N/A 40000.00 213.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPM4 2031-09-15 7 N/A 115000.00 195.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLS6 2045-08-20 5 N/A 25000.00 2187.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JMM3 2026-09-15 7.5 N/A 25000.00 10.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERF8 2038-02-20 6.5 N/A 25000.00 303.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8VV6 2050-09-01 3.5 N/A 1000.00 247.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJQ5 2030-09-20 7 N/A 208000.00 299.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WMCQ5 2047-04-01 4 N/A 15000.00 1496.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419B7B5 2040-10-01 4 N/A 1000.00 32.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGFA7 2041-05-01 4.5 N/A 2000.00 83.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QKX7 2051-05-01 6.61 N/A 50000.00 11625.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CLT9 2032-01-15 6 N/A 47000.00 175.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HY25 2033-10-01 6 N/A 30000.00 182.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MBP7 2033-02-15 5.5 N/A 100000.00 643.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMY49 2034-04-01 3.5 N/A 1000.00 93.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKZ1 2036-10-20 7 N/A 25000.00 277.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292G6H3 2035-11-15 5.5 N/A 17000.00 1566.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211EKS6 2029-11-15 7.5 N/A 500000.00 135.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVG1 2039-09-20 6 N/A 10000.00 1189.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECC1 2035-01-20 6.5 N/A 40000.00 673.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y1YY5 2044-09-01 4 N/A 1000.00 60.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFM6 2035-10-20 5 N/A 207750.00 3343.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERU5 2038-03-20 6 N/A 15000.00 193.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5C0 2048-10-01 4 N/A 2000.00 149.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BDT2 2029-04-15 6 N/A 155000.00 407.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391FZF8 2032-11-01 6 N/A 19062.00 130.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLZ9 2029-06-15 6 N/A 25000.00 67.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209STH4 2028-07-15 7 N/A 129000.00 105.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJCE5 2029-01-01 3.5 N/A 21000.00 616.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PSUZ8 2025-10-01 3.5 N/A 2000.00 6.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUK5 2032-09-20 6.5 N/A 75103.00 289.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZW4 2033-10-20 4.5 N/A 25000.00 403.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409CV85 2036-05-01 5 N/A 19000.00 78.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205F7K3 2033-01-15 6 N/A 33000.00 170.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FHN9 2040-07-20 4.5 N/A 5000.00 49.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M46Z0 2027-08-01 3 N/A 1000.00 56.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVR7 2038-08-20 7 N/A 10000.00 69.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUT8 2027-03-20 7 N/A 117000.00 71.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y9SW9 2045-03-01 3.5 N/A 11000.00 985.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENA3 2037-05-20 5.5 N/A 155207.00 1885.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDXK7 2051-08-01 4 N/A 2000.00 962.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DGR1 2026-04-15 7 N/A 67500.00 70.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389SFD1 2032-03-01 6.5 N/A 50000.00 242.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KVG3 2032-11-01 6 N/A 75000.00 223.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCG75 2034-11-01 3.5 N/A 13000.00 3298.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS54 2048-01-01 4 N/A 8750.00 1165.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201APF9 2032-01-15 6 N/A 82145.00 520.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204MD48 2026-05-15 7 N/A 31200.00 30.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBL4 2029-04-20 7.5 N/A 47000.00 23.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205R4E4 2026-06-15 7.5 N/A 150000.00 162.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208HLF1 2027-07-15 8 N/A 116118.00 52.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YET2 2029-03-15 6 N/A 25000.00 86.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DMJ8 2050-03-01 3 N/A 4500.00 849.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BHX7 2044-09-01 3.5 N/A 1000.00 105.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNN9 2039-09-01 5 N/A 3000.00 55.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPA5 2026-05-20 7 N/A 366976.00 88.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2E9 2028-04-15 7 N/A 97000.00 73.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292J5V8 2036-11-01 6.5 N/A 3000.00 38.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HNYG1 2048-08-01 4 N/A 3000.00 214.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSB8 2032-03-20 6 N/A 596680.00 2447.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X14D5 2028-08-01 2.5 N/A 9000.00 605.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JBF0 2030-01-01 8 N/A 7000.00 8.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292J4R7 2036-01-15 6 N/A 75293.00 2762.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL7C5 2051-06-01 3 N/A 1000.00 713.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KF96 2030-03-15 8.5 N/A 25307.00 29.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383B3T2 2029-05-01 6 N/A 15000.00 29.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZ48 2028-03-20 6.5 N/A 178000.00 163.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FHN6 2032-12-15 5 N/A 30000.00 206.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416QS97 2039-05-01 5 N/A 2000.00 64.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQX4 2026-08-20 8 N/A 489020.00 95.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400DNR9 2032-12-01 5.5 N/A 80333.00 898.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUC0 2052-08-01 4.5 N/A 6800.00 5225.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQQS5 2049-07-01 4 N/A 4000.00 694.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CEL3 2025-01-20 8.5 N/A 300000.00 1.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKB3 2036-05-15 6.5 N/A 126138.00 1520.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5F2 2039-05-20 4.5 N/A 20000.00 552.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDW5 2043-04-20 6 N/A 15000.00 787.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C6C3 2032-03-15 6 N/A 25000.00 184.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFLC8 2045-09-01 3.5 N/A 1001.00 100.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPS4 2031-09-20 6.5 N/A 237000.00 407.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYF4 2027-11-20 7 N/A 55115.00 44.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FS5L3 2032-02-01 3.5 N/A 1000.00 118.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LPP8 2034-05-01 5 N/A 19686.00 218.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389MCQ8 2032-02-01 6.5 N/A 40000.00 4.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HQQ8 2031-06-01 6 N/A 6000.00 5.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209V6S8 2029-05-15 6.5 N/A 30000.00 13.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VBD5 2039-04-01 4.5 N/A 37000.00 812.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AWK2 2027-10-15 6.5 N/A 360000.00 202.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU74 2032-11-20 5.5 N/A 292500.00 1667.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UD78 2037-07-15 6 N/A 50000.00 374.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412DLV8 2037-02-01 5.5 N/A 200000.00 562.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CU67 2034-03-01 5 N/A 11000.00 116.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207SA78 2027-03-15 8 N/A 25000.00 9.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WARA7 2043-12-01 4.5 N/A 1000.00 33.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F3L8 2042-02-20 4 N/A 75000.00 922.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SYJ4 2034-05-15 5 N/A 243629.00 5552.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDV2 2028-06-15 7 N/A 148705.00 81.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5U3 2028-10-20 7 N/A 681319.00 778.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201ECV0 2034-05-15 5 N/A 29000.00 183.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZF7 2029-01-15 6 N/A 110000.00 130.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GVB9 2036-12-01 5 N/A 12000.00 109.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECN7 2035-02-20 5 N/A 114000.00 1987.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NTR6 2038-04-01 5 N/A 5082.00 30.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KXQ8 2029-11-15 7.5 N/A 53000.00 100.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G2R6 2029-06-01 6 N/A 70000.00 111.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7EL3 2027-05-01 5 N/A 10000.00 33.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHS1 2036-04-20 5.5 N/A 68924.00 908.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NJQ0 2038-10-01 6 N/A 3000.00 10.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSG8 2050-08-01 4.5 N/A 1000.00 164.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SKR1 2033-10-15 5.5 N/A 50110.00 764.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP80 2026-07-20 7 N/A 257500.00 43.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295WCY1 2038-07-15 6 N/A 25028.00 1823.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JMS7 2029-06-15 6.5 N/A 80000.00 66.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWA8 2033-04-01 3.5 N/A 1000.00 126.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYM5 2038-12-20 6 N/A 50000.00 680.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7L1 2029-01-20 6 N/A 835448.00 1566.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNN4 2037-10-01 6.5 N/A 3000.00 56.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307EV27 2028-10-01 3.5 N/A 3000.00 314.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YUFX4 2030-08-01 3.5 N/A 4000.00 510.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV32 2033-01-20 6 N/A 68000.00 483.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414C6Y9 2038-04-01 5 N/A 7554.00 75.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CG65 2047-03-01 3 N/A 1000.00 230.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJY2 2047-10-20 4 N/A 6000.00 693.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210SFH6 2029-10-15 6 N/A 67545.00 8245.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBX8 2029-05-20 6.5 N/A 558000.00 743.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WZQ8 2034-05-15 5.5 N/A 67000.00 758.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TP60 2029-04-01 7.5 N/A 30000.00 10.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JKW7 2032-07-01 7 N/A 2250000.00 6623.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MFGR3 2032-08-01 3.5 N/A 1000.00 144.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211C2U5 2029-07-15 7 N/A 65000.00 54.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GSTW9 2042-04-01 3.5 N/A 1006.00 92.72 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 27000000.00 28913777.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31346Y6S7 2049-12-01 3 N/A 2000.00 407.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CN82 2026-05-20 6.5 N/A 164000.00 45.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295SXN1 2038-05-15 5.5 N/A 55000.00 1211.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AWR7 2027-10-15 6.5 N/A 354300.00 136.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UK66 2038-12-15 7 N/A 10000.00 80.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ATH0 2025-11-01 4 N/A 6800.00 12.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YZV2 2041-05-01 4.5 N/A 6032.00 176.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NMQ8 2028-09-20 4 N/A 40000.00 1969.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBX3 2039-10-20 5 N/A 298000.00 1551.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205XC36 2033-09-15 5.5 N/A 48334.00 397.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4R8 2048-08-01 4 N/A 1000.00 77.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL53 2040-10-20 3.5 N/A 25000.00 650.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408DQK3 2035-12-01 5.5 N/A 1000.00 9.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPC1 2026-05-20 8 N/A 220000.00 71.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MQY2 2033-07-15 5.5 N/A 25175.00 175.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DY54 2033-08-20 6.5 N/A 110000.00 1619.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAY5 2034-10-20 5 N/A 280041.00 3593.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMR1 2026-02-20 7 N/A 608000.00 77.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDD9 2052-05-01 3 N/A 2000.00 1475.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYK0 2046-06-01 4.5 N/A 3000.00 236.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BLK0 2044-11-01 4.5 N/A 1000.00 70.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410MRV4 2036-06-01 6 N/A 42000.00 116.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VVQ5 2027-12-15 8 N/A 100000.00 15.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MZD0 2027-11-15 7 N/A 80000.00 44.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DVZ9 2036-11-01 6.5 N/A 84000.00 537.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RRF2 2033-07-15 5.5 N/A 53000.00 384.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M87G3 2041-11-01 4.5 N/A 2000.00 132.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7K9 2039-07-20 6 N/A 5000.00 177.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206KWY3 2025-12-15 7.25 N/A 60000.00 66.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWS8 2027-07-20 7.5 N/A 810960.00 472.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LUK0 2040-12-20 6 N/A 149000.00 3623.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1KQ9 2028-02-01 2.5 N/A 2000.00 79.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MPGS8 2027-11-01 2.5 N/A 1000.00 53.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ER6D7 2032-02-01 3 N/A 1000.00 151.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP98 2026-07-20 7.5 N/A 1372397.00 235.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTAS4 2044-06-01 4 N/A 4500.00 615.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKW8 2036-10-20 5.5 N/A 29043.00 310.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210CLN1 2029-04-15 6 N/A 119282.00 623.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XBD8 2033-05-01 6 N/A 24000.00 70.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLX7 2031-02-20 8 N/A 50012.00 53.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XEC7 2033-06-01 5.5 N/A 6000.00 29.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JJQ8 2026-03-15 7 N/A 50000.00 9.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJY0 2053-10-01 4 N/A 1000.00 872.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296NYZ3 2038-08-15 6 N/A 130000.00 328.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A7F1 2028-11-15 6.5 N/A 1220000.00 667.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LBX1 2036-03-15 6 N/A 30249.00 274.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201LUR3 2032-12-15 5.5 N/A 33878.00 239.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212XTZ8 2031-10-15 6.5 N/A 201554.00 319.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET33 2038-06-20 6 N/A 20000.00 265.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJJB7 2038-03-01 6 N/A 15000.00 141.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3L5 2028-06-20 6.5 N/A 367156.00 359.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FMW3 2040-10-20 3 N/A 70000.00 6890.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLU8 2038-12-20 7 N/A 10000.00 211.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUV2 2050-10-01 4.5 N/A 1000.00 254.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWW6 2045-08-01 4 N/A 4500.00 417.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KT34 2029-08-15 7 N/A 260500.00 356.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4F3 2039-04-20 4 N/A 25000.00 886.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX62 2046-03-01 4.5 N/A 6000.00 533.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELY4 2052-12-01 5.5 N/A 4452.00 3717.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201A4M7 2032-05-15 6.75 N/A 50000.00 367.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADWF1 2048-12-01 4.5 N/A 17376.00 1319.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EE96 2035-09-20 5.5 N/A 259167.00 5498.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200EB59 2033-05-15 5.5 N/A 40000.00 280.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLU5 2025-12-20 7.5 N/A 323940.00 46.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407Y7E3 2035-11-01 6 N/A 38000.00 372.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAK5 2034-09-20 5.5 N/A 65000.00 841.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207EM76 2033-12-15 5.5 N/A 42000.00 241.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFX84 2045-11-01 3.5 N/A 1000.00 92.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JJK1 2030-05-01 8 N/A 63000.00 46.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEA2 2029-05-15 6.5 N/A 49000.00 66.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409CVQ5 2036-05-01 5.5 N/A 16000.00 33.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEG0 2035-07-20 5 N/A 164192.00 2624.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XJR2 2033-08-15 4.5 N/A 25281.00 886.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208X3B5 2028-12-15 6.75 N/A 25000.00 114.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WJN0 2033-04-15 5.5 N/A 100000.00 748.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388D4K1 2031-09-01 6 N/A 15000.00 1.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FG26 2040-06-20 6 N/A 25000.00 659.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RQ97 2033-07-15 5 N/A 35000.00 144.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128CUQM1 2029-01-01 6.5 N/A 49000.00 547.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYE3 2038-12-20 5.5 N/A 404000.00 272.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H3T1 2036-06-01 6 N/A 20000.00 93.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387FXQ2 2026-10-01 6 N/A 25000.00 85.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKX75 2032-05-01 3.5 N/A 1000.00 157.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391N6V8 2032-12-01 6 N/A 55455.00 106.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A46Y6 2041-01-01 4 N/A 40000.00 2506.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291F5P9 2034-06-15 5 N/A 70091.00 1216.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4Q3 2028-08-20 7 N/A 778332.00 738.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YRCW6 2030-06-01 3.5 N/A 2000.00 131.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294RB57 2037-06-15 6 N/A 51000.00 187.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211C4C3 2029-08-15 7 N/A 25000.00 8.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410AAE6 2036-07-01 6.5 N/A 10000.00 61.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETU3 2038-06-20 5.5 N/A 141000.00 90.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VUP5 2030-05-01 8 N/A 16831.00 8.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW70 2038-10-20 7 N/A 11000.00 147.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211CXU1 2029-05-15 6.5 N/A 200000.00 557.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RX81 2033-08-15 5 N/A 37034.00 579.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED55 2035-06-20 5.5 N/A 46000.00 793.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414R5B7 2038-03-01 6.5 N/A 20000.00 240.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G6T8 2029-11-01 7.5 N/A 15000.00 14.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381BUB3 2028-12-01 6 N/A 90100.00 62.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HXL3 2033-06-01 6 N/A 48000.00 303.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3M8 2033-04-15 6.5 N/A 9770.00 65.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335AGJ1 2044-12-01 4.5 N/A 1000.00 83.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201SSL4 2033-03-15 6 N/A 270000.00 2024.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETD1 2038-05-20 7 N/A 10000.00 124.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QY98 2032-07-15 6.5 N/A 28500.00 130.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375VUH4 2026-03-01 6 N/A 110000.00 99.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBH3 2029-04-20 6 N/A 262691.00 500.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411EYE1 2037-01-01 5 N/A 2000.00 56.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYPN1 2027-06-01 3 N/A 4000.00 149.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2E8 2039-02-20 7 N/A 143000.00 4358.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTT0 2027-01-20 8 N/A 167500.00 20.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AD96 2042-03-01 3.5 N/A 1000.00 82.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUV1 2032-10-20 6 N/A 296000.00 1499.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESB3 2032-01-15 6 N/A 30000.00 46.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128FPRK2 2027-06-01 7.5 N/A 50000.00 116.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9GM7 2048-02-01 3.5 N/A 2000.00 280.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VQL9 2030-02-01 7 N/A 90333.00 67.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKU5 2050-01-01 3.5 N/A 4000.00 587.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GW90 2037-12-01 6.5 N/A 6000.00 46.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXY4 2027-10-20 6.5 N/A 25408.00 11.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DJZ3 2036-06-01 5 N/A 38000.00 411.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207VL46 2027-12-15 7 N/A 25046.00 38.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211YRF3 2030-02-15 7.75 N/A 83000.00 12.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC83 2049-07-01 4.5 N/A 1500.00 178.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTEL4 2045-03-01 3.5 N/A 7000.00 784.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQAG7 2045-08-01 4 N/A 11000.00 1048.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSP9 2026-11-20 8.5 N/A 47000.00 11.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KL71 2037-04-15 5.5 N/A 83807.00 1364.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCR0 2029-07-20 6 N/A 100000.00 177.91 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828XL9 2025-07-15 0.375 N/A 53791100.00 71202865.02 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36213VMK1 2031-10-15 6.5 N/A 75150.00 299.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJ38 2025-09-20 8 N/A 30000.00 3.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS61 2026-12-20 7.5 N/A 90000.00 21.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVR7 2033-02-15 5.5 N/A 75000.00 236.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9X89 2032-10-20 6.5 N/A 35667.00 1014.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VQJ4 2030-02-01 6.5 N/A 5000.00 5.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADK0 2038-02-01 5.5 N/A 4000.00 79.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AFC7 2027-05-01 3 N/A 4000.00 97.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSC6 2032-03-20 6.5 N/A 323050.00 687.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PUG6 2036-09-01 6.5 N/A 8000.00 29.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BM21 2028-12-15 7 N/A 345000.00 461.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCQG1 2044-08-01 4 N/A 3220.00 196.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUC5 2027-02-20 8 N/A 60000.00 18.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCU3 2029-07-20 7 N/A 1082344.00 952.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMQ1 2031-04-20 6 N/A 348152.00 665.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200D2U6 2032-12-15 6 N/A 60000.00 409.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JXB5 2031-03-01 8 N/A 100000.00 81.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YAA3 2029-06-15 7 N/A 45000.00 600.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CAK2 2026-11-20 3.75 N/A 503419.00 256.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEH8 2035-07-20 5.5 N/A 75000.00 1288.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HYA2 2037-06-15 5 N/A 61541.00 402.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291Q5U4 2036-03-15 6 N/A 80000.00 1745.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYE5 2033-06-01 6.5 N/A 10000.00 79.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RRB1 2039-06-01 4.5 N/A 14000.00 183.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELK3 2036-12-20 5.5 N/A 30000.00 301.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAR3 2049-03-01 4 N/A 1000.00 71.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBFK9 2048-05-01 4 N/A 8000.00 846.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCX8 2049-06-01 3 N/A 4000.00 412.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W5ZF8 2028-03-01 3 N/A 1000.00 28.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ANR7 2025-12-15 7 N/A 195043.00 41.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207UR26 2027-04-15 7.5 N/A 175000.00 87.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LP42 2040-10-15 4 N/A 15000.00 738.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379WLZ8 2028-06-01 6 N/A 8000.00 2.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AZL7 2028-03-15 6.5 N/A 25000.00 21.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELV9 2037-01-20 5.5 N/A 132336.00 1532.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CKH6 2047-05-01 4 N/A 2000.00 210.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGB32 2052-03-01 3 N/A 7000.00 4995.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7CA5 2049-03-01 4 N/A 8500.00 1363.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMK3 2038-01-01 3.5 N/A 2000.00 1485.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESH0 2032-01-15 6 N/A 25000.00 96.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4A5 2028-06-15 7.5 N/A 75000.00 64.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418APD4 2027-12-01 3 N/A 6000.00 270.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLF7 2031-12-15 6 N/A 25000.00 108.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PYJD7 2027-03-01 3 N/A 11019.00 215.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETDV5 2026-06-01 5 N/A 25000.00 23.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKRL1 2047-04-01 4.5 N/A 4500.00 444.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212CZM6 2030-06-15 8 N/A 175562.00 111.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXA9 2041-09-20 4.5 N/A 20000.00 99.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPE5 2031-08-20 7 N/A 68000.00 152.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291S6N5 2034-11-15 5 N/A 98000.00 2275.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402LN24 2033-09-01 5.5 N/A 10000.00 130.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2R4 2032-02-15 6 N/A 43000.00 252.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLG7 2047-06-01 3.5 N/A 26500.00 2948.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LHD4 2034-01-01 5.5 N/A 8000.00 71.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASVB2 2041-09-15 4 N/A 305165.00 10932.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403NJH1 2033-12-01 5.5 N/A 15000.00 105.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FVQ6 2029-03-15 7 N/A 50000.00 79.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6J3 2038-11-20 7 N/A 50000.00 4712.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200UMJ1 2032-02-15 6.5 N/A 75000.00 38.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV24 2033-01-20 5.5 N/A 166000.00 1292.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NEV9 2034-02-15 5 N/A 27043.00 589.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QWF4 2049-05-01 4 N/A 6000.00 513.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBJ6 2028-12-15 6 N/A 100000.00 208.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B6Z6 2033-08-15 7.5 N/A 23000.00 250.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UNR6 2026-03-15 6.5 N/A 205000.00 141.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5V7 2039-06-20 4 N/A 85000.00 3471.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292SCG3 2045-02-01 4 N/A 27000.00 1304.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SUR5 2031-02-15 7 N/A 100000.00 72.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TP35 2033-03-15 5.5 N/A 60000.00 755.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L8QH3 2047-04-01 4.5 N/A 2000.00 219.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9T23 2032-09-01 3 N/A 2000.00 281.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403NF69 2033-11-01 6.5 N/A 87004.00 427.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DY21 2033-08-20 5.5 N/A 179000.00 2491.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391MJD6 2032-12-01 6.5 N/A 39000.00 115.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AVQC2 2041-10-01 4 N/A 1667.00 74.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEV7 2035-08-20 5.5 N/A 40000.00 719.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385W2S7 2033-03-01 6 N/A 65000.00 193.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418SUT4 2025-10-01 3.5 N/A 3000.00 13.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202VXE6 2034-05-15 5 N/A 25000.00 728.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385H3Q3 2032-01-01 5.5 N/A 40000.00 106.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPN3 2037-09-20 6.5 N/A 30000.00 346.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GL86 2033-05-15 6 N/A 251881.00 4882.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204RDH8 2026-10-15 8 N/A 35000.00 6.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELW7 2037-01-20 6 N/A 90000.00 1126.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210WL80 2029-07-15 7 N/A 34753.00 90.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDT35 2044-12-01 4 N/A 3000.00 287.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3J8 2034-01-20 6 N/A 77500.00 1077.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382FYX1 2029-01-01 6 N/A 12334.00 6.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXT3 2033-05-20 5.5 N/A 185000.00 1800.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKL9 2040-09-20 3.5 N/A 73500.00 10528.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387C4P3 2031-05-01 6.5 N/A 15000.00 159.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296KSD5 2038-07-15 5 N/A 60000.00 255.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KHA2 2031-10-01 8 N/A 170000.00 250.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407YRW1 2035-10-01 5 N/A 7080.00 48.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BG34 2044-08-01 4 N/A 1118.00 115.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUU3 2032-10-20 5.5 N/A 389039.00 2378.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BQA7 2045-04-01 3 N/A 41000.00 2229.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFH6 2051-05-20 3 N/A 1000.00 514.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MDGL0 2027-09-01 3.5 N/A 5000.00 270.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BDM4 2029-04-15 6 N/A 160500.00 247.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMYK1 2044-04-01 4.5 N/A 6000.00 464.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPD5 2037-08-20 7.5 N/A 55000.00 1498.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXU0 2033-05-20 6 N/A 80000.00 490.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRV5 2032-02-20 6 N/A 807319.00 3340.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295M6H7 2038-01-15 5 N/A 25000.00 26.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209G2D8 2028-08-15 6.5 N/A 42000.00 32.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290Y6E3 2034-02-15 6 N/A 40000.00 547.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP64 2026-07-20 6.5 N/A 125000.00 46.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSR5 2029-10-01 3 N/A 3000.00 221.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJU6 2030-09-20 9 N/A 290000.00 89.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJR4 2049-12-01 3 N/A 5000.00 876.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294BRL1 2029-12-01 7 N/A 5000.00 2.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y5DV5 2027-06-01 3.5 N/A 6000.00 167.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GDK2 2026-09-15 7.75 N/A 30000.00 26.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UQW9 2040-05-15 4.5 N/A 75000.00 726.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EXS6 2028-11-15 6 N/A 116000.00 96.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375BKF3 2026-02-01 7 N/A 3000.00 0.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210DJN2 2029-03-15 7 N/A 85000.00 298.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210LXD0 2028-12-15 6 N/A 70000.00 104.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BSK3 2035-07-01 3.5 N/A 7500.00 1092.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERJD3 2031-08-01 3.5 N/A 1000.00 116.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PBT3 2028-07-15 7 N/A 50000.00 169.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CEF7 2046-12-01 3 N/A 1000.00 192.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7A5 2028-12-20 6.5 N/A 1172071.00 1620.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4ZX4 2037-08-01 6 N/A 13040.00 55.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206SYK4 2026-07-15 8 N/A 25000.00 104.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBD9 2028-12-15 7.5 N/A 1900000.00 871.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287MQ60 2031-12-01 6.5 N/A 18000.00 30.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FP67 2041-02-20 4 N/A 25000.00 1401.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211CVB5 2029-10-15 7 N/A 29000.00 299.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JUT5 2033-03-15 5.5 N/A 107500.00 639.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KMM0 2032-03-01 7 N/A 18000.00 44.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KTH9 2035-09-01 6 N/A 31000.00 256.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211BVH4 2030-02-15 8 N/A 36265.00 11.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZG9 2033-09-20 5.5 N/A 120328.00 1677.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLS8 2032-03-01 5.5 N/A 50000.00 150.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CM91 2026-03-20 7 N/A 1004850.00 228.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M6E4 2031-11-15 6 N/A 100000.00 127.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MYH0 2033-10-15 5 N/A 50000.00 661.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRD7 2026-09-20 7.5 N/A 324999.00 52.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KV7K5 2037-09-01 6 N/A 70000.00 240.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211AD78 2029-06-15 7 N/A 25012.00 124.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAG8 2050-11-01 2.5 N/A 6000.00 2691.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXC5 2041-09-20 4.5 N/A 300000.00 15531.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3H2 2034-01-20 5.5 N/A 46000.00 644.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402XXW1 2033-09-01 5.5 N/A 5000.00 10.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQ44 2038-01-20 7 N/A 79000.00 771.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CFB1 2031-07-15 6.5 N/A 30000.00 41.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GSX8 2026-12-15 8 N/A 25038.00 27.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404BQG0 2034-02-01 6.5 N/A 40000.00 492.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409UGA7 2036-02-01 6.5 N/A 9000.00 184.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413B2Q3 2037-10-01 6.5 N/A 5000.00 84.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ARA0 2026-12-15 7 N/A 305595.00 43.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203ALV6 2029-12-15 8 N/A 30000.00 19.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7A97 2038-12-01 5 N/A 20000.00 185.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210PWH3 2029-03-15 6 N/A 50000.00 98.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KRV2 2036-05-15 5 N/A 14168.00 488.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FXL6 2031-12-15 6 N/A 25366.00 169.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297ARW5 2039-04-20 5.5 N/A 15000.00 1604.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411RDS4 2037-04-01 5.5 N/A 14000.00 329.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4R3 2049-12-01 4 N/A 3000.00 466.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MF93 2025-09-01 5 N/A 28000.00 25.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EENK1 2042-04-01 3.5 N/A 1000.00 82.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RS0 2041-12-01 4.5 N/A 3000.00 134.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUT4 2038-07-20 5.5 N/A 27000.00 356.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KNN0 2038-07-01 6 N/A 16000.00 106.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414QXE2 2038-04-01 5 N/A 10000.00 200.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YNH59 2045-05-01 4 N/A 6000.00 161.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JFS8 2025-08-15 7 N/A 25000.00 2.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XHR1 2033-07-01 6 N/A 1815.00 6.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HBB9 2030-03-01 8 N/A 10000.00 5.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6T65 2038-09-01 4.5 N/A 13500.00 144.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SUK4 2031-11-15 6 N/A 25000.00 89.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NXW6 2034-12-15 5 N/A 45000.00 284.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMPH0 2027-02-01 3 N/A 1000.00 17.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRN3 2034-04-15 5 N/A 43000.00 584.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4F84 2049-05-01 4 N/A 2000.00 345.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FM59 2033-02-15 5.5 N/A 120004.00 1644.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L5ST1 2043-10-01 4.5 N/A 1000.00 155.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291YHE0 2036-06-15 6 N/A 50000.00 653.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EQ45 2032-02-15 6 N/A 50060.00 80.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJD4 2030-08-20 9 N/A 65000.00 36.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GTE1 2031-10-15 7.5 N/A 70000.00 962.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390YE87 2032-09-01 6 N/A 1000.00 2.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCKF9 2029-08-01 3.5 N/A 6000.00 369.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NEC0 2036-07-15 6 N/A 15000.00 180.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NA56 2032-03-15 7 N/A 40000.00 52.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PNM5 2028-10-15 6 N/A 395000.00 795.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381B2J7 2028-12-01 6.5 N/A 30000.00 33.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MLBY9 2042-12-01 4 N/A 2000.00 227.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213C5L0 2031-09-15 7 N/A 40000.00 77.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389L2Y4 2032-04-01 6.5 N/A 14001.00 148.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QK33 2049-06-01 6.37 N/A 80000.00 18480.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418VWV0 2040-06-01 5 N/A 5000.00 158.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QJC9 2032-03-15 6.5 N/A 31000.00 69.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVD2 2027-04-20 7 N/A 454427.00 151.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RBM0 2045-04-20 3.5 N/A 5000.00 120.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ADH9 2033-09-15 4.5 N/A 26179.00 454.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414DM60 2038-05-01 5 N/A 1000.00 10.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQE1 2038-01-15 6 N/A 40000.00 497.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288FSS4 2033-01-01 6 N/A 6000.00 24.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSK0 2026-11-20 7.5 N/A 210000.00 67.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KFE2 2034-05-15 5 N/A 95000.00 1134.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HAS7 2028-09-01 7 N/A 201290.00 224.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PST64 2025-10-01 3.5 N/A 6347.00 17.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWD9 2033-02-20 4.5 N/A 63000.00 1033.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401X6C6 2033-06-01 5 N/A 10000.00 30.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RZ34 2038-09-15 6 N/A 32000.00 228.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVH8 2029-09-01 7 N/A 25000.00 16.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206USS9 2026-04-15 7.5 N/A 90000.00 59.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2M4 2028-04-20 7.5 N/A 114500.00 89.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391AAB5 2032-12-01 5.5 N/A 51000.00 162.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QW27 2033-07-15 5 N/A 240000.00 1854.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNV1 2040-05-01 4.5 N/A 6000.00 178.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F4B9 2038-10-20 6.5 N/A 14000.00 499.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAL6 2034-03-01 3.5 N/A 4000.00 346.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2AN2 2042-01-15 4.5 N/A 29000.00 828.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXM6 2038-11-20 5.5 N/A 242000.00 324.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DP48 2035-06-01 2 N/A 3150.00 1119.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FPA90 2047-05-01 4.5 N/A 4000.00 584.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CX40 2027-10-20 8 N/A 25000.00 13.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RXS6 2031-12-15 6 N/A 60000.00 251.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZ45 2047-05-01 4 N/A 2000.00 217.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XYDZ7 2048-04-01 4 N/A 8693.00 1427.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWA3 2038-09-20 7 N/A 608000.00 2172.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQY0 2031-12-20 5.5 N/A 208040.00 1120.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ECTY9 2027-03-01 2.5 N/A 1000.00 23.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CMX9 2047-07-01 4.5 N/A 1000.00 102.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEF2 2035-07-20 4.5 N/A 32000.00 557.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1N46 2039-09-15 5 N/A 25000.00 886.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMY0 2033-02-15 5 N/A 35000.00 130.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZ33 2041-12-20 3.5 N/A 15000.00 497.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPEQ3 2039-10-01 6 N/A 1000.00 115.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390NTS1 2032-07-01 7 N/A 50000.00 86.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGT2 2030-04-20 8.5 N/A 25107.00 5.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENYB9 2029-12-01 4 N/A 2000.00 53.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KBP1 2033-11-15 5.5 N/A 52500.00 836.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387VP52 2031-09-01 6.5 N/A 21000.00 42.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LQ42 2028-06-15 7 N/A 100000.00 118.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TQ25 2029-04-15 6 N/A 95000.00 108.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQMQ2 2043-04-01 3.5 N/A 1334.00 128.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFQ7 2035-10-20 6 N/A 49000.00 1064.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ51 2039-02-20 6 N/A 572000.00 1910.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412TZG1 2038-11-01 5 N/A 3108.00 11.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CM84 2047-07-01 3 N/A 1000.00 179.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3Z6 2049-10-01 3 N/A 23000.00 3565.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5V2 2034-01-01 3.5 N/A 2000.00 174.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415M2W4 2038-07-01 5.5 N/A 7000.00 69.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQP7 2037-12-20 7 N/A 38000.00 593.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K2L0 2040-06-01 5 N/A 25000.00 747.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GRM7 2037-11-01 7.5 N/A 25000.00 128.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MCE5 2035-06-01 5 N/A 6577.00 61.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGC9 2030-03-20 7 N/A 85000.00 256.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBTN0 2036-06-01 2 N/A 26000.00 15005.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3N1 2028-06-20 7.5 N/A 205000.00 72.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELB3 2036-11-20 7 N/A 82500.00 1528.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAH1 2028-11-15 7.5 N/A 69500.00 83.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2E0 2033-11-20 5.5 N/A 260990.00 3552.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CVZ4 2048-04-01 3 N/A 4000.00 614.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY48 2036-05-01 2.5 N/A 1000.00 519.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UV56 2031-07-15 6 N/A 130433.00 346.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415LJ57 2038-05-01 5.5 N/A 9000.00 54.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFA2 2035-09-20 6 N/A 80200.00 1955.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9L86 2050-08-01 4 N/A 2000.00 513.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VL32 2050-05-20 3 N/A 10000.00 1794.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207F5Y3 2026-08-15 7.25 N/A 30000.00 141.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZG2 2048-08-01 3.5 N/A 4000.00 401.02 Agency Mortgage-Backed Securities Y Fitch Short Rating NR Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating A+ Moody's Short Rating NR Moody's Long Rating NR Fitch Long Rating NR 2025-01-02 2025-01-02 2025-01-02 N N N 0.0453 200000000.00 200000000.00 0.0007 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.5299988000000004 3130AXM47 2549001DPIFGXC1TOL40 US3130AXM475 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aaa Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Fitch Short Rating NR Moody's Short Rating P-1 Fitch Long Rating NR 2025-01-02 2025-10-24 2025-10-24 N N N 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2031-03-15 6.75 N/A 3200000.00 3649913.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137BTAB7 2026-07-25 2.958 N/A 3619.00 830.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140Q9HX4 2048-07-01 4.5 N/A 534435.00 110510.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383LYW4 2052-12-20 5.5046 N/A 1137.00 859.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384EB20 2053-09-20 5.6546 N/A 5418750.00 5214670.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384CTB5 2053-08-20 5.5 N/A 2176560.00 2316382.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWBB8 2051-03-01 2 N/A 20466175.00 11796279.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMB6 2054-08-01 6 N/A 1024.00 975.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0FC4 2052-06-01 4.5 N/A 638528.00 612647.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383X5B6 2053-05-20 5.6046 N/A 2350592.00 1660034.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LDUJ6 2038-10-01 2.15 N/A 1205433.00 848006.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSHN4 2053-06-01 6 N/A 17913294.00 15767063.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABRP2 2054-09-01 5.856 N/A 612352.00 621376.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31393UBC6 2033-12-25 6 N/A 2056507.00 566503.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QAJG6 2049-01-01 4.5 N/A 77303808.00 17991098.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241K7B8 2039-06-15 5 N/A 2000.00 44.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKLQ2 2053-05-01 6.5 N/A 1148763.00 1170780.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQQE0 2052-05-01 3 N/A 16865500.00 14093857.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383VVP0 2053-02-20 5.5146 N/A 39492016.00 32692979.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38373WU97 2032-05-20 6 N/A 1178.00 38.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128NH5J8 2037-06-01 7.435 N/A 3265000.00 6876.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XFH4 2052-09-20 4.5 N/A 11217500.00 9124834.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XJMM9 2052-04-20 3.5 N/A 20468.00 16412.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECP4 2040-03-01 2.77 N/A 7887325.00 5916340.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137BLFG8 2040-09-15 3.5 N/A 7169900.00 5186739.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140APAC8 2054-11-01 5.5 N/A 1391438.00 1386834.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVJK8 2054-10-01 6.5 N/A 1036359.00 1076035.29 Agency Mortgage-Backed 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HGY30 2064-06-20 3 N/A 140434.00 118859.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJR75 2042-09-01 3.5 N/A 27289599.00 2458431.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WDYQ1 2046-05-01 3.5 N/A 1010.00 125.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2SJ2 2029-08-15 7 N/A 7983999.00 718449.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383US76 2052-10-20 5.9046 N/A 2377920.00 1992710.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31410WFC7 2037-06-01 6.504 N/A 5000000.00 30825.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LJXW1 2033-03-01 4.47 N/A 1192145.00 1163315.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EK3S2 2043-04-01 4 N/A 227000.00 41996.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288Q4S6 2052-06-01 2.095 N/A 10900500.00 9301372.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6Y9 2042-11-01 3.5 N/A 5022139.00 579219.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0QN9 2029-09-01 7 N/A 1565.00 0.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402TM77 2033-09-01 6.5 N/A 1401.00 16.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A66 2054-11-20 6.5 N/A 72401.00 73988.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384VAF4 2054-08-20 5.7146 N/A 9580214.00 9524822.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NQLW6 2054-05-01 5.5 N/A 15895.00 12743.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRH22 2054-08-01 6.5 N/A 5739231.00 4931400.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384CTC3 2053-08-20 5.7146 N/A 21973284.00 14440160.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38381T3E3 2052-09-20 5.5 N/A 53396599.00 39984679.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AB3V5 2054-04-01 6 N/A 3675848.00 3709761.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617V15C1 2045-04-20 4.5 N/A 3990640.00 1812629.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409YUJ4 2036-06-01 6 N/A 3230.00 8.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9WJ6 2039-11-15 5 N/A 428266.00 22649.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383YBC5 2052-08-20 5 N/A 131480.00 109118.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179YMK7 2053-12-20 5.5 N/A 16948859.00 15191340.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WXAY6 2040-01-01 3.3 N/A 8161.00 6465.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QWU1 2034-12-01 7.062 N/A 3770.00 19.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QGD58 2036-02-01 6.943 N/A 4594.00 43.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNJX0 2038-05-01 3.56 N/A 4010173.00 3425997.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHHX8 2043-12-01 4.5 N/A 506032.00 346312.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K3M7 2040-06-01 4.5 N/A 1000.00 68.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383XSX3 2053-04-20 5.5046 N/A 22772489.00 15835435.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31412SVA0 2038-07-01 7.497 N/A 15493323.00 181769.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404ECF1 2034-02-01 5.5 N/A 1500000.00 24670.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRWP4 2053-04-01 5 N/A 650450.00 514356.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WXAW0 2040-01-01 3.3 N/A 904228.00 715642.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134A4KY9 2032-07-15 0 N/A 4500000.00 3146418.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140ABM44 2054-04-01 6 N/A 246904.00 248222.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383RWT0 2052-05-20 4.5 N/A 5320.00 4020.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179YRJ5 2054-01-20 6 N/A 608063.00 478202.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSQ40 2052-11-01 4.5 N/A 466193.00 394823.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CTM4 2033-12-01 6.5 N/A 1029.00 5.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BKYY2 2047-11-25 2.5 N/A 950600.00 535951.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 5.8546 N/A 7222225.00 4834501.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128QPNJ7 2036-09-01 7.384 N/A 3681.00 72.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HPRJ3 2064-06-20 3.5 N/A 90010.00 78806.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2ZF1 2053-05-01 6 N/A 476740.00 421219.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMVD4 2051-10-01 3 N/A 2447776.00 1722875.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384XZB2 2054-11-20 5.6546 N/A 1714800.00 1703005.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38376UTX7 2047-05-20 3.5 N/A 1001.00 370.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31335AEK0 2045-08-01 3.5 N/A 2465000.00 538548.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LEN60 2041-12-01 2.41 N/A 1836183.00 1267018.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384ACW1 2053-05-20 5.6046 N/A 19126771.00 14313184.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DSBN1 2053-12-01 6 N/A 7864614.00 6454031.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381VKS8 2049-05-20 4.5 N/A 22281915.00 4726234.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140FMR81 2047-01-01 3 N/A 3533657.00 958217.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384PPQ7 2054-06-20 5.8046 N/A 3542877.00 2546420.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384E6H3 2053-10-20 6.0046 N/A 565981.00 313167.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XFQ95 2052-02-01 3 N/A 158457.00 112792.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410G5V1 2038-04-01 5 N/A 4097.00 37.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7FJ8 2054-02-01 5.5 N/A 1010418.00 1001206.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31392R3H2 2032-07-15 6.5 N/A 2431.00 100.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HX2R5 2064-01-20 7.5 N/A 55178.00 56762.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQCB0 2053-04-01 6 N/A 1010.00 828.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 1487605.00 124498.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSKX9 2052-04-01 3 N/A 300000.00 236141.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPR41 2052-07-01 3 N/A 3961480.00 2935634.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2QR6 2039-03-20 7 N/A 2200000.00 325805.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRM83 2028-10-01 3.825 N/A 3895.00 3672.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXRT1 2060-07-01 3 N/A 4409037.00 2191291.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYVX3 2054-11-01 6 N/A 9791990.00 9947228.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEP79 2054-06-01 6.5 N/A 294952.00 303546.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NLU7 2037-10-01 7 N/A 3816.00 19.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383TEC3 2052-06-20 4.5 N/A 28337632.00 22349549.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137AM3B1 2042-02-15 4 N/A 10000000.00 7143561.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132XFLZ9 2032-11-01 1.22 N/A 1151.00 868.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384DP84 2053-11-20 6.5046 N/A 7458493.00 4436914.78 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XBLV0 2051-06-01 3 N/A 179851.00 90549.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSXY2 2054-08-01 6 N/A 54408.00 54926.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384UNZ8 2054-08-20 5.8546 N/A 11416120.00 11217555.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418E2D1 2054-02-01 5.5 N/A 47868359.00 43504799.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQC96 2040-06-01 4.5 N/A 19801379.00 1682790.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F2YA7 2059-03-15 5.96 N/A 3512.00 3681.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZB9 2046-12-01 3 N/A 123070.00 22693.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWWB8 2052-10-01 4.5 N/A 9935296.00 8984950.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137FWJ27 2046-09-25 1.95596 N/A 11000000.00 8098540.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36225BWN4 2032-11-15 6.5 N/A 4539.00 19.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5JB2 2048-03-01 3 N/A 4525025.00 703338.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384GMP2 2053-12-20 5.9046 N/A 14996306.00 8901998.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CYXE3 2054-11-01 6.5 N/A 399430.00 412918.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEE9 2052-07-01 5 N/A 2600000.00 2053018.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384EHK4 2053-09-20 5.8046 N/A 41573454.00 21540974.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31397UZQ5 2041-07-25 4 N/A 6150000.00 660878.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384JBJ2 2054-02-20 5.8046 N/A 57309795.00 38511200.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NEPD1 2053-03-01 5 N/A 2589070.00 2100562.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384XRH8 2054-10-20 5.7046 N/A 3621747.00 3556779.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140X9QA6 2051-02-01 2 N/A 1000000.00 610187.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTV89 2054-08-01 6 N/A 152604.00 140589.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CLA2 2036-08-01 6.5 N/A 1374.00 64.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 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3132DV6R1 2050-06-01 2 N/A 18769864.00 8219903.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384CR92 2053-08-20 5.5 N/A 5551000.00 5860509.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HDSB7 2054-07-25 5.76879 N/A 7113809.00 6408229.66 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140M54Y8 2054-02-01 6.5 N/A 501853.00 432483.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MHKJ4 2050-04-20 4 N/A 333767.00 105444.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFS7 2052-12-01 5.5 N/A 2991001.00 2504786.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNM76 2047-04-01 3.5 N/A 570000.00 465720.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384MLJ4 2054-04-20 4.5 N/A 7322000.00 6289707.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383X4Z4 2053-05-20 5.6046 N/A 71542134.00 40976829.01 Agency Collateralized Mortgage Obligation 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Rating Aa3 Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating A+ N N 0.0460 1000000000.00 1000000000.00 0.0033 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.3700004000000003 3130B1ZY6 2549001DPIFGXC1TOL40 US3130B1ZY62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 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 Fitch Short Rating NR 2025-01-02 2025-01-28 2025-01-28 N N N 0.0443 500021160.00 500021160.00 0.0016 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797KS5 254900HROIFWPRGM1V77 US912797KS58 U.S. Treasury Debt Y Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Moody's Long Rating Aaa Fitch Short Rating F1+ Fitch Long Rating AA+ 2025-04-17 2025-04-17 2025-04-17 N N N 0.0498 1225741973.81 1225741973.81 0.0040 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT 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(REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 4.46 N/A 9J6MBOOO7BECTDTUZW19 0DBS26ED1 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 36179Q3H2 2045-02-20 3 N/A 760998.00 69503.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SQU4 2046-11-20 2.5 N/A 1000.00 177.89 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 0.01 0.01 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179UGE6 2048-11-20 5 N/A 1000.00 65.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VKL3 2050-04-20 3 N/A 444000.00 100746.95 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 100.00 49.48 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179RBW8 2045-04-20 3 N/A 1000.00 95.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BN6F5 2052-10-01 5 N/A 21314107.00 17412783.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38373MH86 2049-06-16 2.38473 N/A 4590114.00 43.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618K9CW2 2054-12-20 5.5 N/A 2484770.00 2483548.32 Agency Mortgage-Backed Securities CASH N/A CASH 2025-01-02 0 N/A 659595857.77 659595857.77 Other Instrument Cash UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LU2 2025-02-15 0 N/A 12.60 12.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 100.00 47.78 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3618HQMU1 2054-12-20 5.5 N/A 672052.00 677253.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UGB2 2048-11-20 3.5 N/A 5799000.00 755108.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WXL7 2052-02-20 3.5 N/A 300000.00 215300.70 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 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Short Rating F2 Standard & Poor's Short Rating A-1 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 700000000.00 700000000.00 0.0023 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.5249984000000003 3130AXBC1 2549001DPIFGXC1TOL40 US3130AXBC19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aaa Standard & Poor's Long Rating AA+ Fitch Short Rating NR Fitch Long Rating NR Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ 2025-01-02 2025-09-25 2025-09-25 N N N 0.0459 1225650842.50 1225650842.50 0.0040 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797NX1 254900HROIFWPRGM1V77 US912797NX17 U.S. Treasury Debt Y Standard & Poor's Long Rating AA+ Fitch Short Rating F1+ Fitch Long Rating AA+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aaa Moody's Short Rating P-1 2025-07-03 2025-07-03 2025-07-03 N N N 0.0000 1438861307.07 1438861307.07 0.0047 N Y Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5100008000000003 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Moody's Long Rating Aaa Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Fitch Short Rating F1+ Moody's Short Rating P-1 2025-01-02 2026-10-23 2026-10-23 N N N 0.0457 1205737031.70 1205737031.70 0.0040 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797LY1 254900HROIFWPRGM1V77 US912797LY18 U.S. Treasury Debt Y Standard & Poor's Short Rating A-1+ Fitch Short Rating F1+ Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Fitch Long Rating AA+ Moody's Long Rating Aaa 2025-01-16 2025-01-16 2025-01-16 N N N 0.0468 7670352475.89 7670352475.89 0.0252 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.5600012000000003 3130AYH33 2549001DPIFGXC1TOL40 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Long Rating Aaa Moody's Short Rating P-1 Fitch Short Rating F1+ 2025-05-01 2025-05-01 2025-05-01 N N N 0.0439 2560811341.19 2560811341.19 0.0084 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Moody's Short Rating P-1 Moody's Long Rating Aaa Fitch Short Rating NR Fitch Long Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2025-02-10 2025-02-10 2025-02-10 N N N 0.0480 2358596010.30 2358596010.30 0.0078 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.3949987999999998 3130B2P25 2549001DPIFGXC1TOL40 US3130B2P256 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 2025-01-02 2025-03-24 2025-03-24 N N N 0.0446 150010867.50 150010867.50 0.0005 N N N N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 4.46 N/A KX1WK48MPD4Y2NCUIZ63 0RG005M90 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 3137F17F9 2047-06-15 3 N/A 11159000.00 7380914.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H3SK9 2051-05-25 2 N/A 2255145.00 1163291.50 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3136B2SB9 2048-07-25 3.5 N/A 3095000.00 1332776.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136B3GN4 2048-10-25 3.5 N/A 3004007.00 1684574.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QRH63 2053-02-01 6 N/A 97423500.00 82128097.64 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 10056000.00 10024267.64 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136APCW0 2045-07-25 3 N/A 7995950.00 2296843.37 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 78804000.00 76935320.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3137H9GB9 2052-11-25 5.5 N/A 3000000.00 3220942.68 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 38383PV32 2052-04-20 3.5 N/A 1380193.00 1029830.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H2G65 2051-08-25 2 N/A 500000.00 267395.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132D9UQ5 2044-12-01 6 N/A 40445948.00 40328349.09 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059FBS9 2039-09-15 0 N/A 16947000.00 7830141.04 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QPBB2 2052-05-01 4.5 N/A 39551310.00 31252143.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPYB8 2052-10-01 5 N/A 50000002.00 41394043.34 Agency 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(including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NN3 2025-05-29 0 N/A 41108900.00 40402649.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QUB39 2054-03-01 6 N/A 30695840.00 29505214.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BJE92 2051-11-25 2.5 N/A 1461217.00 775309.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H7SH7 2052-06-25 4 N/A 1500000.00 1210173.10 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 38382WDD6 2051-07-20 2.5 N/A 11748797.00 6829156.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136B8HA0 2050-02-25 3 N/A 1000000.00 780657.39 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGE5 2026-01-15 3.875 N/A 10499700.00 10649641.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3137H2RM8 2051-10-25 2 N/A 1306802.00 688807.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137H15M4 2051-07-25 2.5 N/A 2602000.00 1604294.82 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 100.00 90.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DSUY6 2052-03-01 2.5 N/A 43587286.00 34215757.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828P46 2026-02-15 1.625 N/A 1671200.00 1633422.11 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QGY43 2051-02-01 3 N/A 47058600.00 28704558.87 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 200.00 169.39 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31377U5M1 2038-09-01 3.88 N/A 123000.00 107164.36 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAT8 2025-10-31 0.25 N/A 300.00 290.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 11919000.00 11341243.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 N/A 77494000.00 65096839.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN N/A 3130AQMZ3 2042-01-27 2.84 N/A 4965000.00 3627870.33 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 1000.00 960.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 100.00 101.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DQN36 2052-08-01 3 N/A 1000.00 747.61 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 177800.00 145886.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285N6 2025-11-30 2.875 N/A 100.00 99.01 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B N/A 3133EL6C3 2035-09-10 1.73 N/A 4000.00 2951.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN N/A 313385AX4 2025-01-22 0 N/A 1151000.00 1147903.81 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH N/A 88059FBR1 2038-06-15 0 N/A 5600000.00 2827787.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133KPTT5 2052-10-01 5 N/A 45568000.00 37283796.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137B3JF6 2043-07-15 3.5 N/A 2224314.00 2014260.17 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 63372400.00 63366886.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3137H2RK2 2051-10-25 2 N/A 3211000.00 1713459.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137H3W32 2051-11-25 2 N/A 9797315.00 5660265.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137H6PV1 2052-03-25 3 N/A 1614454.00 1152294.05 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 10477700.00 6868902.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3137H9CR8 2052-11-25 5.5 N/A 20000000.00 21772196.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31339DP85 2032-02-15 6.5 N/A 32531904.00 2014876.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KRVP6 2053-08-01 5.5 N/A 50000000.00 45120922.72 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EL3Q5 2040-08-13 1.95 N/A 13198000.00 8608012.76 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 1000.00 925.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 134998000.00 66802579.07 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NXDH3 2030-01-01 4.25 N/A 20696900.00 20317498.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXZA3 2063-06-01 4 N/A 90904133.00 77390400.86 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 1000.00 906.68 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136BKX64 2052-01-25 2.5 N/A 5170000.00 2968332.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AHVS6 2044-01-25 3.5 N/A 4000000.00 3486612.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AFCU6 2043-07-25 2.5 N/A 1500000.00 1317711.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136B1T79 2048-06-25 4 N/A 3911000.00 2601607.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383RN29 2052-05-20 3 N/A 6114418.00 5126539.07 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 1000.00 961.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 25522900.00 25129494.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 7470600.00 6630187.63 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136AFSV7 2043-07-25 3 N/A 4975000.00 4023765.08 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 22319000.00 22343613.93 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH N/A 88059FBA8 2038-01-15 0 N/A 1000.00 506.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3136BNMA1 2052-07-25 4.5 N/A 503650.00 456561.85 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBQ3 2026-02-28 0.5 N/A 1008800.00 967841.79 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140W0H99 2055-01-01 6 N/A 96160.00 97812.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137AFPC0 2041-09-15 4 N/A 4000000.00 1705089.59 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LY1 2025-01-16 0 N/A 9189600.00 9172295.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31425VNE9 2054-12-01 5.5 N/A 1540308.00 1535897.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136A8SS0 2042-09-25 2 N/A 1301000.00 991894.98 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 100.00 98.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31394BYX6 2034-12-25 4.5 N/A 9900000.00 1436029.68 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 108754000.00 106675495.87 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38384DDR5 2053-10-20 6.5 N/A 5000000.00 5649727.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DMAT2 2049-06-01 3 N/A 206709000.00 36786861.62 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 19043300.00 18569671.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136AV2Z1 2047-04-25 3.5 N/A 4753517.00 5151193.30 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 100.00 93.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 8456900.00 7266327.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136B7V24 2050-01-25 3 N/A 6604235.00 2877823.77 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MJ3 2025-02-06 0 N/A 80270100.00 79920844.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 48300000.00 46590159.57 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QTU98 2054-01-01 6.5 N/A 65696512.00 63958615.68 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 2040100.00 1882269.19 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136AV7G8 2027-02-25 2.961 N/A 7384800.00 5808756.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H27G3 2051-09-25 2 N/A 12169060.00 6559375.93 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137BRER2 2046-08-15 3 N/A 993000.00 670395.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DQWW2 2052-05-01 3 N/A 618000.00 452955.08 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y79 2025-07-31 2.875 N/A 200.00 200.78 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136BNNX0 2052-07-25 4.5 N/A 1500000.00 1335166.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31397CSZ3 2036-11-15 5.75 N/A 5000000.00 2284892.19 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 1000.00 942.83 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38374ESC2 2033-11-20 5.5 N/A 18843000.00 2013181.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N0FV2 2052-12-01 5 N/A 41430068.00 37116423.00 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059FBP5 2056-04-01 0 N/A 32848000.00 5933038.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3134GV6J2 2040-07-13 2.15 N/A 56034000.00 38139896.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137H5DN4 2052-01-25 2.5 N/A 3447000.00 2105072.43 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MM6 2025-03-06 0 N/A 600.00 595.46 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136AGP89 2040-03-25 3 N/A 6000000.00 327227.79 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 1224600.00 1400218.74 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3137H5RY5 2052-02-25 2.5 N/A 4297759.00 2694555.40 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH N/A 88059FBW0 2042-12-15 0 N/A 15535000.00 5833594.46 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 100.00 100.35 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136B3MM9 2048-11-25 3.5 N/A 6702000.00 4542857.40 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 100.00 101.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136A7JB9 2042-07-25 3.5 N/A 2000000.00 785340.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380ATY3 2046-09-20 3 N/A 3156348.00 3239309.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AGMJ8 2043-10-25 3 N/A 7637000.00 3931925.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AA4L6 2043-01-25 3 N/A 1747770.00 1861690.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 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17467.63 3342.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2V96 2053-05-01 6 N/A 415.90 345.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQZX6 2052-12-01 4.5 N/A 10380.76 8051.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JCP0 2036-10-01 7 N/A 245378.64 2503.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XP3E6 2044-04-01 4.5 N/A 47642.13 7337.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD67 2052-07-01 3 N/A 14057.28 10664.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7SU5 2053-02-01 5 N/A 1110049.71 961631.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9SF8 2054-08-01 5.5 N/A 419.22 414.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0WB4 2053-11-01 5.5 N/A 823981.47 762893.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XFLZ9 2032-11-01 1.22 N/A 448754.28 338789.59 Agency Mortgage-Backed 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NATIONAL MORT N/A 3140LGWG3 2052-07-01 4.57 N/A 12143.33 10951.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDA53 2053-09-01 6.5 N/A 77936.42 70470.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LBNF6 2051-03-01 2.17 N/A 31568.59 20845.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137FRPS4 2050-03-25 2.5 N/A 7350344.19 1377038.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQEA7 2040-11-15 2.5 N/A 9601226.17 3428285.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A7FF6 2054-03-01 5.5 N/A 482599.90 477223.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNMM2 2052-02-01 3 N/A 3327.17 2341.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHV74 2046-09-01 3 N/A 1538815.20 486952.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H4NN6 2051-12-25 2.5 N/A 442184.79 331665.87 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31407XJR3 2035-09-01 7.05 N/A 5180.82 43.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3PV2 2053-04-01 6.5 N/A 3743.06 3004.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405QDV7 2034-07-01 6.665 N/A 1068491.72 19272.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMRT2 2029-01-01 3 N/A 746.53 48.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0VS2 2032-04-01 7 N/A 8929167.76 8950.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AB3E1 2043-02-25 2 N/A 492.42 151.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EMV40 2044-04-01 6.431 N/A 2447.13 122.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKES5 2051-07-01 2 N/A 270057.91 188886.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H8LW9 2052-08-25 5 N/A 1662773.42 1584888.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137FPYW9 2045-08-15 2.5 N/A 10397400.00 2116155.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KN6W8 2052-04-01 4 N/A 291127.20 215266.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412CBL3 2036-03-01 7.669 N/A 332716.80 4965.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF4T5 2038-06-01 3 N/A 29528.62 16795.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WXAS1 2032-08-01 6.5 N/A 3124415.37 21850.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB28 2051-07-01 3 N/A 3743.06 2039.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31393UBC6 2033-12-25 6 N/A 883.78 243.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31358DDR2 2030-05-15 0 N/A 415.90 325.09 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QRF40 2053-01-01 6 N/A 4158.96 3421.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVJD0 2034-06-01 4.64 N/A 51510.80 50569.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDN9 2054-08-01 7 N/A 415.90 441.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDD2 2052-03-01 2.5 N/A 20267.03 13878.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTA82 2053-10-01 5 N/A 5406.65 5102.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136ABBK8 2033-01-25 2 N/A 8816995.20 882913.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ABV93 2054-04-01 6.5 N/A 1663910.89 1386656.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEBC5 2050-07-01 2.5 N/A 12476.88 5957.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJR75 2042-09-01 3.5 N/A 50431.55 4543.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUC0 2052-08-01 4.5 N/A 4574.86 3515.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEPD1 2053-03-01 5 N/A 5904.06 4790.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8Z27 2053-04-01 6.5 N/A 415.90 431.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NS6Y5 2053-11-01 6.5 N/A 831.79 623.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 2794718.81 233890.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCG24 2054-02-01 4.909 N/A 941472.09 835430.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFSG7 2041-07-01 6 N/A 825199.63 491481.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5H71 2044-08-01 3.5 N/A 24537.86 7331.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNLY6 2052-03-01 2.5 N/A 3682.34 2552.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AYVR8 2051-12-01 2 N/A 11645.09 7349.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSHS3 2053-06-01 6 N/A 96652.98 85365.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJYW2 2047-02-01 4 N/A 139308.94 45497.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401JNR5 2033-06-01 5.5 N/A 1022771.44 2169.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4E69 2049-06-01 5.5 N/A 359421.48 99483.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404X5Q3 2034-05-01 7.15 N/A 2163331.29 16364.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACSU5 2047-04-01 3.5 N/A 64159.03 15777.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8Z92 2053-04-01 6 N/A 415.90 417.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QFR6 2048-11-01 3.008 N/A 1439.83 296.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N82G2 2053-04-01 6 N/A 2911.27 2912.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABDX0 2054-07-01 7.5 N/A 70890.30 75129.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTME7 2045-10-01 3.5 N/A 27390.49 5468.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9HX4 2048-07-01 4.5 N/A 21836.62 4515.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEDV1 2050-07-01 3 N/A 4870.14 2170.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412CFF2 2037-01-01 6.889 N/A 18818.46 186.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MCQV0 2025-07-01 4.5 N/A 907415.20 1362.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHK9 2052-09-01 4.5 N/A 167156.92 135235.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y93N1 2049-02-01 4 N/A 477.45 66.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BFHB2 2033-03-25 1.49479 N/A 108266.05 51901.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECZ2 2037-11-01 2.4 N/A 655002.93 491355.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPHS0 2052-06-01 5 N/A 6689.27 5919.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNL75 2052-03-01 2.5 N/A 2907.94 2065.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137B1HF2 2043-03-15 1.65 N/A 33687576.00 2769234.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31406V3E4 2035-06-01 7.297 N/A 41578.37 382.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LJXW1 2033-03-01 4.47 N/A 7926.98 7735.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBU99 2051-04-01 2.5 N/A 51865.56 26962.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMG50 2053-06-01 6.5 N/A 415.90 430.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AV3Q6 2041-10-01 3.5 N/A 203482.94 5553.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVJV0 2034-06-01 5.25 N/A 167231.78 171393.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31397GPF1 2037-04-15 5.5 N/A 531099.19 116746.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QTFC8 2053-10-01 6 N/A 2079.48 2089.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NTA77 2053-12-01 7 N/A 419.22 415.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN5T2 2054-10-01 6 N/A 600778.82 608933.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31397ASH7 2036-09-15 6 N/A 3127.12 191.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AV3L3 2054-10-01 6.5 N/A 5404.15 5570.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KRV68 2036-10-01 5.5 N/A 7319.35 280.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BAN59 2045-01-25 2 N/A 4467608.48 1538982.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140MSRV9 2052-12-01 5.5 N/A 8263.02 7125.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LUSK3 2037-07-01 7.605 N/A 7846.71 61.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPL6 2053-06-01 5.5 N/A 419.22 366.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QWP1 2053-03-01 4.7 N/A 8559620.46 7287144.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31398EXC3 2039-06-15 4.5 N/A 249537.60 16323.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140J84G5 2048-08-01 5.5 N/A 63631.67 6680.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329HUP4 2029-04-01 6.5 N/A 2905571.73 2330.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQLV7 2040-08-01 4.5 N/A 105810.18 2786.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFMZ7 2054-06-01 6.5 N/A 11708.30 11996.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCKH8 2053-08-01 5.5 N/A 84429.38 72687.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WWA93 2052-05-01 4.1 N/A 2964.51 2499.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136B7V24 2050-01-25 3 N/A 1324.63 577.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DPSH2 2052-03-01 3 N/A 6494324.17 4848099.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DEV7 2036-03-01 6.71 N/A 2211.32 20.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31392R3H2 2032-07-15 6.5 N/A 4137.33 170.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XC3V8 2051-02-01 3.5 N/A 12001.51 5483.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QWU1 2034-12-01 7.062 N/A 63382.97 325.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LCML2 2051-06-01 2.59 N/A 1246520.58 864125.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQZF2 2054-09-01 5.5 N/A 46673.51 38205.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ASTP7 2041-10-01 6.818 N/A 14555052.42 93434.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHP1 2043-04-01 4 N/A 446416.11 330705.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPN87 2052-10-01 5.5 N/A 12060.98 10247.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKS27 2053-04-01 5 N/A 6157.76 5714.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AECG2 2054-06-01 7 N/A 209210.24 167170.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1NW6 2053-04-01 7 N/A 831.79 903.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BKYY2 2047-11-25 2.5 N/A 4541116.85 2560298.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131WJA45 2036-01-01 6.5 N/A 67289.89 2808.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQJH0 2053-04-01 4.5 N/A 101593.83 87817.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQ78 2053-04-01 4.5 N/A 5883.26 5059.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402REQ8 2035-02-01 6.275 N/A 4851.43 49.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELY4 2052-12-01 5.5 N/A 328361.95 274191.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLB44 2047-07-01 4 N/A 15291193.75 3946673.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31397WX91 2038-07-15 5 N/A 4368.57 414.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HAD29 2031-10-25 4.796 N/A 61805.47 61570.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NLJM2 2053-06-01 6 N/A 415.90 421.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYVX3 2054-11-01 6 N/A 932081.16 946858.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DJF8 2034-08-01 6 N/A 11403559.31 79756.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBSS8 2049-09-01 3 N/A 5068430.56 915718.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PGD7 2039-04-01 5 N/A 2037890.40 104036.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDH2 2054-08-01 6.5 N/A 415.90 432.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XP4D7 2044-05-01 4.5 N/A 1398.24 93.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJLM2 2042-05-01 3.5 N/A 9565.61 2950.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HWQB1 2029-11-01 2.475 N/A 1675169.20 1487995.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYSU4 2039-12-01 2.5 N/A 1062.20 232.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGPL5 2051-01-01 2.5 N/A 5585.90 2717.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPF28 2052-06-01 4 N/A 12892.78 10107.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKL4 2053-05-01 7 N/A 415.90 429.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J51 2049-05-01 4 N/A 9892867.83 2845698.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDYN3 2036-10-01 2.09 N/A 11094.44 8472.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C57L9 2053-06-01 7 N/A 427.96 465.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ4N4 2054-09-01 6 N/A 97040.60 95379.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMK8 2053-04-01 5.5 N/A 364958.31 315806.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCER1 2052-09-01 1.967 N/A 791167.69 659135.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HVA38 2034-09-01 2.89 N/A 2163.49 1840.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRC68 2033-10-01 3.69 N/A 830.13 765.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9PN4 2054-04-01 5.5 N/A 419.22 413.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WL6W3 2038-09-01 6.5 N/A 1588.72 31.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QPNJ7 2036-09-01 7.384 N/A 11658.40 228.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MBG6 2037-07-01 5 N/A 2779.02 55.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZN7 2052-01-01 2.5 N/A 6238.44 4225.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31396HMW6 2036-02-15 5.5 N/A 1663584.00 334828.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136B5C86 2049-09-25 3.5 N/A 145064.52 76664.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KMPK5 2051-09-01 2.5 N/A 404815.28 262627.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GE9 2047-01-01 3 N/A 19131.22 3723.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEDC3 2050-07-01 2.5 N/A 213770.54 110102.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTLY3 2034-05-01 3.35 N/A 391058.27 346453.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JRC3 2045-02-01 4 N/A 44916.77 2167.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RBD9 2037-04-01 6.826 N/A 111405.65 112141.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NU3Y3 2031-04-01 4.62 N/A 388104.58 385603.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137B06L3 2043-03-15 3.5 N/A 1224.81 260.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131XHG83 2041-09-01 4 N/A 56561.86 5259.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU81 2053-08-01 5 N/A 141579.32 125820.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTFX2 2034-05-01 3.59 N/A 402223.42 362125.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BTEZ2 2054-11-25 5.81879 N/A 5069768.50 4942911.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140H4UB8 2047-11-01 4 N/A 10003.96 2655.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BPFC0 2052-10-25 4.5 N/A 1180455.92 1128933.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DPTQ1 2053-02-01 5.5 N/A 1364.97 1123.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JLPY9 2034-01-01 6.125 N/A 2037.89 6.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RAS8 2035-03-01 6.5 N/A 518874.34 6796.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQBE5 2053-04-01 5.5 N/A 38043.25 35574.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFNJ6 2052-01-01 2.5 N/A 5407.48 3800.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137AYSJ1 2042-12-15 2 N/A 20794800.00 1856436.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140E9KM7 2046-02-01 4 N/A 26324.55 2712.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E7GS3 2045-11-01 4 N/A 548645.84 28487.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVV2 2037-02-01 2.5 N/A 4158.96 2905.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HDSB7 2054-07-25 5.76879 N/A 5205620.51 4689303.82 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31371NLU7 2037-10-01 7 N/A 1818734.00 9438.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQRZ7 2054-10-01 6 N/A 596642.32 604252.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BKFD9 2051-11-25 3.5 N/A 3307425.00 773980.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31292GXD3 2028-11-01 6.5 N/A 53085.38 39.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNCD1 2033-05-01 3.51 N/A 1026118.57 936231.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3ZF7 2052-02-01 2.5 N/A 13295.78 9093.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNL90 2033-06-01 3.72 N/A 805892.08 741410.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLLV8 2049-02-01 3 N/A 153167.84 116488.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137FG6Y6 2028-05-25 3.85 N/A 231611.23 226055.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CT5F2 2054-09-01 6 N/A 204300.59 207613.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFPJ4 2052-01-01 2.5 N/A 41173.29 26992.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDK5 2054-08-01 7 N/A 2863.03 3055.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNN99 2054-02-01 5.5 N/A 132454.56 129716.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6Y9 2042-11-01 3.5 N/A 3753698.46 432926.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5U72 2040-09-01 6.5 N/A 2183454.00 512527.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRM83 2028-10-01 3.825 N/A 3719.77 3507.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQSX5 2053-03-01 5.5 N/A 831.79 758.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W7D84 2043-03-01 2.5 N/A 766.91 217.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMG76 2053-06-01 7 N/A 4138.17 4520.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWH30 2053-08-01 6 N/A 2495.38 2113.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AYYZ0 2047-11-25 3.5 N/A 2088.21 910.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWAH6 2050-11-01 3 N/A 16220.78 6009.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHTE2 2036-06-01 6.5 N/A 1778196.62 76033.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFUJ8 2052-02-01 2 N/A 41173.70 25660.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZL1 2048-08-01 4 N/A 584.75 33.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X44M5 2049-09-01 5 N/A 1536540.66 309174.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPZ77 2053-08-01 5.5 N/A 908076.48 859088.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNG80 2047-04-01 4 N/A 54066.48 16319.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDRL5 2051-09-01 2.49 N/A 1725.97 1198.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DSG5 2036-09-01 5.5 N/A 399474.35 3018.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQC96 2040-06-01 4.5 N/A 82605.68 7020.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDA2 2054-10-01 5 N/A 7305594.20 7012131.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMB6 2054-08-01 6 N/A 842.19 802.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMFH9 2038-04-01 6.133 N/A 1265801.52 9300.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H94G1 2052-10-25 5.5 N/A 6840628.30 3909201.25 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138ANCS0 2041-08-01 4.5 N/A 1061.78 20.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7C85 2054-01-01 7.5 N/A 5451.56 5754.43 Agency 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(REPO) DEUTSCHE BANK SECURITIES INC. 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415026.00 348727.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACYG9 2048-10-01 3.5 N/A 200000.00 15064.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UKS3 2054-11-01 5 N/A 5160952.00 5011989.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YKH9 2030-01-01 5 N/A 34166592.00 812063.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAZK9 2049-04-01 3.5 N/A 1477124.00 653057.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413GAF7 2037-07-01 6 N/A 25000000.00 461066.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YFM4 2029-09-01 4.5 N/A 110000000.00 1781094.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F62L9 2064-09-15 6.15 N/A 1000.00 1066.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9E31 2054-03-01 5.5 N/A 7038528.00 6579842.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGAE4 2045-12-01 4 N/A 4097384.00 358874.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YS62 2054-03-20 5.5 N/A 964741.00 877667.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJTH6 2052-11-01 6 N/A 48799.00 38979.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AW4J5 2055-01-01 6.5 N/A 2000000.00 2054595.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131X1JJ1 2027-12-01 5.5 N/A 11795568.00 44708.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HCAX4 2048-03-01 4 N/A 274800.00 36697.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEV0 2049-08-01 4.5 N/A 83000.00 8475.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176DYU1 2041-05-20 4 N/A 2737092.00 612304.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECB4 2052-03-01 3.5 N/A 38000.00 26054.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLA9 2054-04-01 6 N/A 20000000.00 17562080.82 Agency 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Securities FEDERAL NATIONAL MORT N/A 3140QNGK2 2052-02-01 3.5 N/A 600000.00 414002.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPMZ8 2053-01-01 6 N/A 100000.00 83399.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTSJ9 2054-09-01 6 N/A 2669848.00 2708075.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418VYC0 2040-07-01 5 N/A 21137000.00 1038844.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AAYK2 2050-09-01 2 N/A 1090000.00 612141.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AHB7 2042-06-01 4 N/A 100000.00 8880.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YP3K9 2057-12-15 4.42 N/A 1266820.00 1187059.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AKW96 2041-06-01 5 N/A 6200000.00 646814.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AJKP7 2051-04-01 2 N/A 932448.00 607319.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKR6 2040-09-20 6 N/A 492321.00 15786.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BEHX4 2052-06-01 5 N/A 2562392.00 2405428.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3U40 2041-06-01 5 N/A 13257648.00 434969.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HJ4S2 2059-10-15 4.2 N/A 1000.00 929.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CREB5 2054-07-01 6 N/A 1111882.00 1132373.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEKE1 2053-10-01 5.5 N/A 1886840.00 1860493.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAXY1 2049-04-01 5 N/A 278907.00 45407.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMU28 2051-12-01 2.5 N/A 15710.00 10941.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412RGY7 2030-04-01 5 N/A 8341504.00 138234.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WKCE8 2037-08-01 6 N/A 2868304.00 49382.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8SG3 2050-12-01 2.5 N/A 100000.00 54589.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HQ2P4 2054-08-20 6.5 N/A 377571.00 394199.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8PC3 2036-09-01 2 N/A 6362000.00 3906131.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJX4 2047-10-20 3.5 N/A 191677696.00 24454496.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XCT62 2051-03-20 2.5 N/A 2900330.00 1799326.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FD87 2054-10-01 3.5 N/A 1412616.00 1239970.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUVY0 2053-02-01 5 N/A 8530020.00 7293131.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2L9 2053-05-20 5.5 N/A 552514560.00 472057411.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CB4 2037-06-01 3.5 N/A 873805.00 576855.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKJD8 2054-08-01 5.5 N/A 3403272.00 3374829.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVAX3 2049-09-01 3.5 N/A 22990848.00 20792041.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SSSK1 2045-06-01 4 N/A 5172536.00 4442950.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386XQS8 2031-02-01 7.5 N/A 13067424.00 270853.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXVE1 2052-07-01 4.5 N/A 91671.00 59508.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHTT3 2050-03-01 3.5 N/A 51840.00 14763.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEG4 2052-08-01 3 N/A 68743.00 52033.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ES43 2053-06-01 5 N/A 40000.00 34991.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KZW1 2039-01-15 5 N/A 417000.00 12042.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1X78 2039-06-15 5 N/A 304000.00 8720.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1LG3 2053-04-01 3 N/A 836000.00 649879.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9UW9 2046-12-01 3.5 N/A 82973200.00 21862862.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQVR4 2052-08-01 3.5 N/A 4477456.00 3700200.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWQQ0 2036-01-01 2.5 N/A 1600000.00 733783.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTME3 2054-12-01 5 N/A 22348512.00 21774438.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KTMS6 2040-12-01 2 N/A 950000.00 523554.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XHLN9 2044-04-01 4.5 N/A 515064.00 36478.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D3W84 2041-03-01 2.5 N/A 1216388.00 513325.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9PK3 2048-07-01 4 N/A 2297296.00 638202.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNAY9 2052-01-01 2.5 N/A 2536504.00 1687537.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLD60 2051-07-01 2.5 N/A 3011000.00 1903684.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCHH0 2055-07-01 3.5 N/A 12918000.00 10590173.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH2R7 2052-08-01 4.5 N/A 2019004.00 1755032.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEKY1 2048-09-01 4.5 N/A 1500000.00 475383.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMGG3 2054-01-01 7.5 N/A 2379956.00 2264992.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6UH7 2054-01-01 6.5 N/A 2704116.00 2814638.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CR5E9 2054-08-01 5 N/A 1182382.00 1148272.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJAP8 2050-10-02 4.5 N/A 722068.00 522529.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KPC2 2031-09-01 4 N/A 2000000.00 103015.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8ZP3 2037-04-01 2.5 N/A 10000.00 6626.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LN55 2037-06-01 6.5 N/A 400000.00 12586.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QE6Y3 2050-09-01 2.5 N/A 184583.00 106334.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCP93 2034-07-01 4.5 N/A 4571768.00 2214417.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418NET3 2040-02-01 4.5 N/A 58906000.00 2401806.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGYW8 2054-07-01 6.5 N/A 12285760.00 12327355.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BCQ59 2052-06-01 5 N/A 284816.00 155690.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8GW9 2053-07-01 5.5 N/A 2874764.00 2559297.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HCM40 2054-06-20 6.5 N/A 82849.00 85345.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJUX4 2054-07-01 5.5 N/A 4506920.00 4465330.82 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 100.00 31.77 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418BWR3 2035-11-01 4 N/A 71000.00 8194.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V7H7 2051-02-20 4 N/A 158442880.00 60676808.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNNV1 2052-02-01 3 N/A 978986.00 659418.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNGS5 2052-02-01 3.5 N/A 6000000.00 4099441.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLQD1 2054-01-01 7 N/A 10630000.00 9826317.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDE7 2052-05-01 3.5 N/A 188002.00 140545.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XV5R2 2047-02-01 3 N/A 792000.00 269096.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQTN3 2049-09-01 3 N/A 16450000.00 5634531.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQBA4 2040-05-01 5.5 N/A 1410094.00 254080.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YXC55 2064-07-15 5.72 N/A 13586288.00 13589584.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWT53 2036-11-01 2 N/A 78740864.00 48882853.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABKW4 2054-06-01 6.5 N/A 3058256.00 2895279.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WBW7 2051-03-20 1.5 N/A 99000.00 55523.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0EU2 2053-09-01 5 N/A 78283904.00 70131741.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARAK6 2054-10-01 6 N/A 2565188.00 2613527.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9YM3 2027-01-01 5.5 N/A 1245731.00 7620.53 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 5000.00 4831.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31329PBB8 2048-05-01 3.5 N/A 4936408.00 778811.14 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 50.00 17.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3131WDMW3 2033-12-01 5 N/A 2060010.00 26234.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ALZA9 2051-06-01 2 N/A 4786328.00 3372946.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMWU1 2054-08-01 6 N/A 1212928.00 1237471.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9PG6 2029-04-01 3.5 N/A 570312.00 33749.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VCL5 2054-11-01 6.5 N/A 2037892.00 2138076.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKU25 2053-06-01 5.5 N/A 914252.00 878601.13 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 2.48 0.71 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179XVT0 2053-03-20 5.5 N/A 100000000.00 81559526.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNW73 2052-04-01 3.5 N/A 40000.00 27429.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALAJ2 2054-08-01 5.5 N/A 6313570.00 6272374.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XDKW4 2033-03-01 3.5 N/A 2006064.00 512758.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNWJ8 2052-04-01 3.5 N/A 297000.00 221549.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMG62 2054-08-01 5.5 N/A 37716544.00 37346913.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417C3G8 2027-09-01 3 N/A 681818.00 23521.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASME5 2054-10-01 6.5 N/A 2109160.00 2187485.95 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 1.00 0.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31335B4F0 2048-02-01 3.5 N/A 110000.00 14599.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WN7B4 2040-04-01 5 N/A 96746.00 5014.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMAJ3 2051-10-01 2.5 N/A 636000.00 409963.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5CP8 2044-08-01 4.5 N/A 108000.00 6732.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNJL8 2051-12-01 3 N/A 4726000.00 3118884.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ2A9 2054-09-01 6.5 N/A 3202332.00 3289669.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMMW3 2053-06-01 5 N/A 500000.00 435666.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSJP7 2054-08-01 6.5 N/A 5102184.00 5038393.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9EK7 2036-01-01 2 N/A 281735.00 148246.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HUP47 2059-10-15 5.6 N/A 1000.00 1029.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313921DF2 2031-10-25 6.5 N/A 140000.00 462.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31402C5N8 2031-11-01 7.5 N/A 8736448.00 58417.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAFQ9 2052-04-01 3 N/A 100000.00 73120.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KM68 2030-10-01 4 N/A 336000.00 9924.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJZ4 2050-01-01 4.5 N/A 54008128.00 19452424.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6X8 2050-08-01 4 N/A 595000.00 133852.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5N1 2050-03-01 4.5 N/A 9074624.00 1262423.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AGEG0 2051-03-01 2 N/A 1999000.00 1279515.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y2L7 2054-07-20 5.5 N/A 18297216.00 18053996.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKF42 2042-12-01 3 N/A 504000.00 78160.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEK5 2052-08-01 4.5 N/A 3736964.00 3004888.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHYE9 2053-11-01 5 N/A 8092220.00 7116217.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGGJ3 2053-05-01 5.5 N/A 11047072.00 9115011.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTL61 2054-12-01 6 N/A 10653712.00 10944547.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGZN2 2052-01-01 2.5 N/A 332000.00 229218.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACFH8 2047-10-01 3.5 N/A 305000.00 99099.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBK0 2037-06-01 2 N/A 6870048.00 5015974.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEAD8 2039-02-01 4 N/A 3375000.00 422860.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLPX8 2048-07-01 4.5 N/A 40000.00 13661.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KKLQ0 2050-11-01 2.5 N/A 51000.00 25343.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AUE53 2051-10-01 2.5 N/A 922000.00 599006.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CT6M6 2054-09-01 5.5 N/A 2665876.00 2661741.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C63U1 2053-06-01 5.5 N/A 5357888.00 4072879.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KEK6 2026-05-01 6 N/A 10244416.00 24599.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPXD4 2052-04-01 3.5 N/A 36766.00 27966.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGY45 2051-09-01 2.5 N/A 1234864.00 882511.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUF3 2052-08-01 4.5 N/A 83344100.00 71142847.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADRC4 2044-01-01 4 N/A 29077440.00 5316729.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MX7F5 2052-08-01 4.5 N/A 11597100.00 8564263.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGTQ2 2050-03-01 3.5 N/A 695000.00 424067.71 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 N/A 25.00 8.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NLRD3 2053-06-01 5.5 N/A 8225520.00 6452548.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWC93 2034-05-01 3.5 N/A 271000.00 41641.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WJTN9 2037-07-01 2.5 N/A 8799008.00 6117252.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335AQK7 2044-01-01 3.5 N/A 775000.00 116310.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLRB5 2051-04-01 2 N/A 4818520.00 3436794.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXJJ2 2058-05-01 3.5 N/A 655000.00 230435.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECE8 2037-03-01 2.5 N/A 588331.00 382627.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GS4H8 2054-10-01 5.5 N/A 152955520.00 148929377.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GTQ57 2054-04-20 5.5 N/A 688165.00 682356.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMCQ5 2051-10-01 3 N/A 800000.00 507323.92 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 202.00 70.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CANC0 2053-08-01 6 N/A 6299944.00 5769776.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQX50 2052-10-01 4.5 N/A 700000.00 597620.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132H1AA5 2032-06-01 3.5 N/A 20366640.00 1714617.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQW86 2040-11-01 4 N/A 175000.00 16743.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AB93 2054-09-20 5 N/A 567438000.00 552193387.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTJR2 2053-01-01 5 N/A 100000.00 83041.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0EV3 2043-07-01 4 N/A 27127200.00 25711874.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ2K1 2052-04-01 2.5 N/A 190000.00 143683.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 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2038-08-01 4 N/A 3000000.00 409131.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVD9 2038-08-01 5.5 N/A 1120468.00 765409.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXGC5 2039-12-01 4.5 N/A 500000.00 491457.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AH2C0 2058-01-15 5.7 N/A 2000.00 2040.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBZ5 2051-07-01 2.5 N/A 2824000.00 1725022.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVMX9 2054-10-01 5 N/A 18926300.00 18375830.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRQ81 2054-03-01 5.5 N/A 114848.00 113415.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9SU5 2043-09-01 4 N/A 3000000.00 441626.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409JZQ6 2036-06-01 6 N/A 1500000.00 102287.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRHD0 2052-11-01 6 N/A 3703376.00 3654254.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y8T42 2044-11-01 3.5 N/A 1526130.00 126784.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EANH2 2030-11-01 2.5 N/A 1036418.00 173880.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUP1 2052-08-01 5 N/A 930000.00 755301.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEBX3 2049-03-01 4.5 N/A 566000.00 79521.99 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HF3 2054-11-15 0 N/A 13000.00 3311.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132GKD37 2041-10-01 4 N/A 176872.00 14614.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A32W9 2042-04-01 3.5 N/A 615069.00 102602.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YGW81 2045-04-01 2.5 N/A 25000.00 6892.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFXD3 2045-10-01 4 N/A 2319876.00 165300.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXKE6 2054-12-01 5 N/A 9367296.00 9119574.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C87M1 2053-07-01 5.5 N/A 6447480.00 5856599.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CW3K8 2036-03-01 2 N/A 2822180.00 2009087.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGTG0 2054-07-01 6 N/A 2480130.00 2523388.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APYM0 2054-10-01 6 N/A 2125368.00 2035896.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXL83 2041-02-01 5 N/A 15721700.00 4470418.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WAUT3 2054-04-01 5.5 N/A 3143476.00 3115060.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXNJ9 2052-08-01 4.5 N/A 22634432.00 17393811.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDXD9 2054-06-01 6 N/A 2998656.00 2894623.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNR54 2052-02-01 3 N/A 666000.00 446048.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CY3Z9 2054-11-01 5.5 N/A 4917104.00 4680377.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K1AP1 2049-10-01 3 N/A 21939936.00 4773699.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403FTD6 2033-11-01 5 N/A 5827288.00 53516.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATWS1 2054-12-01 6 N/A 2201036.00 2237621.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJM9 2040-08-20 5 N/A 5792024.00 30782.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQRW8 2052-11-01 4.5 N/A 10066736.00 8917594.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUTD5 2054-10-01 6 N/A 2106716.00 2129247.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3J1 2048-10-01 4 N/A 3500000.00 170298.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDX27 2051-12-01 2.5 N/A 600000.00 374942.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0CT7 2048-08-01 3 N/A 46742336.00 36090542.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QWF4 2049-05-01 4 N/A 94000.00 8049.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618A4GX8 2058-02-15 5.1 N/A 5813000.00 5688636.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFU74 2052-02-01 2.5 N/A 334000.00 223125.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVYX6 2054-09-01 6 N/A 4432810.00 4496183.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARW71 2054-10-01 5 N/A 1251150.00 1080527.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCHZ9 2044-07-01 4 N/A 3496580.00 437712.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHU83 2054-08-01 5.5 N/A 2342944.00 2275551.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0 N/A 1000.00 309.06 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138X33D2 2033-10-01 4 N/A 900000.00 129346.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGDV8 2052-02-01 2 N/A 500000.00 328753.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANTF6 2054-08-01 6.5 N/A 4906080.00 4743064.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5C76 2049-11-01 3 N/A 12105632.00 2578416.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHV61 2052-07-01 4.5 N/A 34313500.00 26664873.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GDUW8 2059-06-15 5.72 N/A 1000.00 1037.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHSS5 2049-04-01 4 N/A 35967680.00 4506621.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31359UB53 2028-10-25 6.5 N/A 500000.00 1623.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31359UT21 2028-11-25 6 N/A 52000.00 463.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418BGK6 2034-07-01 4.5 N/A 1224000.00 142986.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMJY8 2032-10-01 4 N/A 758532.00 49801.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AB7K5 2054-04-01 6 N/A 5347928.00 4800696.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133JLGF0 2050-04-01 3 N/A 2000000.00 882087.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTWB2 2054-08-01 5.5 N/A 15000000.00 14517937.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ5W3 2054-09-01 5.5 N/A 83044608.00 81522091.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSRR5 2047-10-01 4 N/A 330047.00 45473.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWZ6 2052-02-01 3 N/A 8709000.00 6269210.84 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 144.93 48.31 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140KSQU4 2051-11-01 3 N/A 5121744.00 3289306.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NAK4 2044-11-01 4 N/A 4999440.00 418540.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKGV1 2054-08-01 6 N/A 1001030.00 1018506.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUS49 2054-09-01 6 N/A 2526096.00 2572030.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY3X5 2044-10-01 5 N/A 85327744.00 81147548.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRHL2 2045-04-01 4 N/A 94711040.00 86787502.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31392UTM6 2032-09-15 6 N/A 29000.00 1206.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EPUW2 2030-01-01 3 N/A 58555712.00 5035633.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YKKC6 2030-03-01 3.5 N/A 3853372.00 542926.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUYY7 2053-06-01 4.5 N/A 18235400.00 17247792.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EFA30 2037-04-01 3.5 N/A 1575770.00 178475.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LUV32 2051-11-01 2.5 N/A 776547.00 537337.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A8GL7 2031-05-01 3 N/A 490000.00 72820.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6N30 2036-02-01 2 N/A 724873.00 416619.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJH89 2051-05-01 4 N/A 1040052.00 753084.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVT1 2052-05-01 3.5 N/A 140000.00 102609.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4R8 2054-04-01 5.5 N/A 34159168.00 31426778.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N55W0 2052-11-01 4.5 N/A 18547456.00 16016832.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMJ40 2059-11-15 4.98 N/A 1000.00 986.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3A6 2047-12-01 3.5 N/A 1650000.00 223828.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNLA9 2052-01-01 2.5 N/A 168000.00 111245.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WC6L3 2054-05-01 6 N/A 6005328.00 6046170.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFMJ7 2052-01-01 2.5 N/A 2045000.00 1350496.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A07D2 2035-06-01 6 N/A 4993272.00 50778.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN6K0 2044-11-01 5 N/A 4821976.00 406110.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YS70 2054-03-20 6 N/A 27134592.00 22947371.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5VR9 2053-06-01 3 N/A 20000.00 15943.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNH2 2054-12-01 5 N/A 370463744.00 359770925.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ARR1 2033-03-01 2.5 N/A 2500000.00 333615.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFY91 2054-07-01 5.5 N/A 6533632.00 6475401.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133TSTH6 2031-04-15 6 N/A 37000.00 421.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWDN0 2052-03-01 1.5 N/A 6666552.00 4414215.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8TM0 2052-12-01 6 N/A 30000000.00 23797040.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFUY5 2051-12-01 2 N/A 120000.00 70502.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFGW5 2051-12-01 2 N/A 392840.00 247915.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHJ73 2051-11-01 1.5 N/A 1075972.00 683723.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WJQA0 2037-06-01 2 N/A 2281420.00 1580798.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFHS3 2052-01-01 3 N/A 320000.00 208622.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VQV5 2050-07-20 4 N/A 210426368.00 57544873.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWNE5 2054-12-01 6 N/A 2282248.00 2319256.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AJFA6 2051-03-01 2 N/A 300000.00 170300.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMM2 2054-09-01 6.5 N/A 869664.00 832721.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YKT0 2053-10-20 6 N/A 1289324544.00 1016155696.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WKPM4 2047-01-01 3 N/A 600000.00 221577.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WR34 2051-11-20 3 N/A 12106720.00 7865905.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HEQ47 2048-05-01 4.5 N/A 92610.00 7853.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BN5N9 2052-10-01 5 N/A 1080582.00 952796.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AZL4 2036-08-01 6.5 N/A 247871.00 10100.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6NK3 2048-11-01 4 N/A 463000.00 69830.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR97 2047-12-01 4 N/A 2206000.00 290315.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EEA4 2037-06-01 2.5 N/A 1754804.00 1215329.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAU81 2049-04-01 3.5 N/A 1084204.00 93396.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSSL6 2054-08-01 5.5 N/A 3375576.00 3350180.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410G6M0 2038-03-01 6 N/A 120000000.00 1955126.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KHWU1 2050-07-01 2 N/A 4153640.00 1880507.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQAQ5 2054-12-01 5 N/A 1415694.00 1374838.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A3V8 2043-11-01 4.5 N/A 2246100.00 374181.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A6DF1 2039-07-15 4.5 N/A 460000.00 22468.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQD36 2052-09-01 5 N/A 667740.00 564443.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCCR3 2054-04-01 6.5 N/A 2779004.00 443721.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9C60 2051-01-01 2.5 N/A 285000.00 117703.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KHE7 2038-03-01 6 N/A 1052300.00 16890.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEUA8 2035-08-01 3 N/A 175179.00 73541.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJBJ1 2049-06-01 3.5 N/A 4870008.00 3506663.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AM2X2 2041-09-01 4 N/A 2586176.00 52459.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B9FZ2 2052-04-01 3 N/A 3341672.00 2628003.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9JA0 2048-09-01 4.5 N/A 35903616.00 9285391.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVY8 2052-11-01 5 N/A 72791440.00 62860287.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDJ3 2044-09-01 6 N/A 9782368.00 9471186.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132H5BB3 2042-09-01 3.5 N/A 955000.00 90474.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ZH6 2054-03-01 5 N/A 3822500.00 3697489.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4RG5 2044-08-01 4.5 N/A 3325000.00 268223.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMR3 2054-02-01 5.5 N/A 58855000.00 54851364.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSHC8 2053-06-01 5.5 N/A 39999000.00 35189320.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KRRX9 2050-11-01 4.5 N/A 1003814.00 318121.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWF32 2053-01-01 4 N/A 7000.00 5835.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQAM4 2054-12-01 6 N/A 1114930.00 1132202.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU3W4 2044-07-01 6 N/A 3131992.00 3084484.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANFD6 2054-09-01 7 N/A 1365256.00 1301210.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPCT3 2052-11-01 5 N/A 418444.00 341935.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQQ54 2053-12-01 6 N/A 2767000.00 2473616.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBJ1 2051-04-01 2.5 N/A 2568356.00 1467527.74 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834D47 2052-08-15 0 N/A 338.57 89.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XCUK2 2051-09-01 3 N/A 800000.00 470888.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0D33 2053-05-01 5 N/A 1000000.00 821171.41 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0 N/A 14000.00 4084.12 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138EPDR2 2037-12-01 7 N/A 13210832.00 777010.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6PW0 2054-01-01 6 N/A 5295864.00 4714010.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRB28 2054-07-01 6 N/A 26606112.00 26071756.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YUR22 2064-08-15 2.71 N/A 27111120.00 22433369.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AA5E0 2044-10-01 4 N/A 48041152.00 8488179.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGNT4 2052-03-01 2 N/A 525000.00 361993.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLP8 2051-02-01 2.5 N/A 2825000.00 1543505.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6PT7 2054-01-01 6 N/A 121756.00 105095.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHM82 2054-08-01 6.5 N/A 2077560.00 2147065.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FF44 2054-12-01 5.5 N/A 8796432.00 8734270.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNE9 2054-12-01 4.5 N/A 320400384.00 302450415.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FB6Z8 2043-10-01 4 N/A 3655750.00 139981.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AXLV2 2051-11-01 3 N/A 155699.00 99625.66 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 100.00 34.53 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179YDM3 2053-08-20 6.5 N/A 30000000.00 20083081.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECC2 2037-03-01 1.5 N/A 1239066.00 805866.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FPFW4 2047-07-01 4.5 N/A 19422272.00 3765966.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6B66 2037-07-01 2 N/A 6809064.00 4826973.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JRC3 2045-02-01 4 N/A 3239000.00 156285.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JBSR3 2054-11-20 5.5 N/A 1133834.00 1144772.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQJA9 2037-02-01 2 N/A 226151.00 141102.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JCYZ6 2059-11-15 5.36 N/A 1000.00 1010.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MTZ5 2039-09-01 6.5 N/A 3267604.00 47020.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXKV3 2043-01-01 3 N/A 1121000.00 366394.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WNC98 2043-04-01 3.5 N/A 39365312.00 8281376.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8DS9 2054-03-01 4.5 N/A 1882282.00 1744281.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132G7CM5 2032-10-01 3.5 N/A 600000.00 44429.08 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 371.42 97.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 9.00 2.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XHX28 2052-08-01 4.5 N/A 1143642.00 931486.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JHF37 2054-10-20 6 N/A 4001270.00 4084487.62 Agency 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DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.5100008000000003 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Short Rating F1+ Moody's Long Rating Aaa Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Fitch Long Rating AA+ Standard & Poor's Short Rating A-1+ 2025-01-02 2026-11-20 2026-11-20 N N N 0.0457 362008959.50 362008959.50 0.0012 N N N N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 4.46 N/A NQQ6HPCNCCU6TUTQYE16 0QH004HJ8 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 3137HBVN1 2054-03-25 5 N/A 10212456.00 9707026.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 38379DDU5 2029-07-20 1.75 N/A 52249609.00 1976112.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38376RJX5 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FEDERAL HOME LOAN MOR N/A 31329KFV1 2027-02-01 6 N/A 2300000.00 10030.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CR5Z2 2054-08-01 7 N/A 3428860.00 3586050.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGEC7 2050-12-01 2.5 N/A 325000.00 175799.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31323EBG8 2044-10-01 4.5 N/A 4000000.00 234915.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBY78 2052-05-01 3.5 N/A 423024.00 222383.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6NQ5 2054-01-01 7 N/A 9434592.00 7766364.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHR46 2054-07-01 6 N/A 1837208.00 1873165.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKV4 2054-03-01 5.5 N/A 113959424.00 102704437.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADB56 2047-06-01 4.5 N/A 20168672.00 5015227.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPCN7 2053-09-01 5 N/A 5530752.00 5088170.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L2QJ5 2051-02-01 2 N/A 100000.00 55956.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAFM9 2051-02-01 2 N/A 108763.00 72338.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A8AK5 2030-07-01 3 N/A 2376776.00 263562.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XSAA1 2048-06-01 4 N/A 17142784.00 15962838.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A8SQ0 2026-03-01 4 N/A 3100000.00 25201.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRB51 2054-07-01 6 N/A 17976992.00 17899274.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWP5 2033-04-01 4 N/A 77692.00 6812.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRHN8 2047-10-01 4 N/A 36051264.00 33248741.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJV91 2052-06-01 3.5 N/A 200000.00 151694.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5UG2 2037-05-01 3 N/A 381094912.00 73668473.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A2XG5 2038-11-01 2 N/A 1455550.00 1179403.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXS4 2053-11-01 4.5 N/A 2335612.00 2095067.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYZ1 2033-07-01 4 N/A 239000.00 19508.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY3R8 2044-08-01 6.5 N/A 9982032.00 9226132.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQKB0 2054-07-01 5.5 N/A 1797584.00 1793854.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XPUU0 2044-02-01 4.5 N/A 635000.00 64290.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XCSX6 2032-03-01 4 N/A 1504542.00 341410.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUYE7 2054-12-01 5.5 N/A 5950120.00 5923769.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED80 2052-06-01 4 N/A 85850496.00 66650473.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6VJ5 2053-07-01 5 N/A 908196.00 839440.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CKNN4 2053-12-01 3.5 N/A 4042480.00 3527494.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMRZ0 2043-05-01 3 N/A 2000000.00 378386.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADS93 2054-07-01 6 N/A 1589396.00 1612908.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KM43 2030-09-01 5 N/A 355624.00 5737.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BGJ66 2052-07-01 3.5 N/A 8365360.00 6354620.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFGV7 2051-12-01 2 N/A 387989.00 246665.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1PX5 2052-09-01 4.5 N/A 70000.00 60244.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQGB6 2044-07-01 3.5 N/A 85064.00 18519.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLNQ7 2052-04-01 2.5 N/A 77308544.00 56455070.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JFK27 2054-11-20 5.5 N/A 1838764.00 1854321.48 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 45670400.00 45397667.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DUBW6 2053-09-01 6 N/A 33265152.00 32322486.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMXZ1 2033-07-01 3 N/A 84000.00 8891.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ENL0 2053-01-01 6 N/A 24643800.00 18972365.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANN54 2054-08-01 5.5 N/A 29400040.00 28544927.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRUU5 2054-07-01 5.5 N/A 1165906.00 978468.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9ZK6 2027-10-01 6 N/A 2020964.00 9137.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AN6S7 2026-08-01 3.5 N/A 15038736.00 123115.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KHWT4 2050-07-01 2 N/A 5995680.00 2932125.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKQ7 2037-07-01 2.5 N/A 1422960.00 862997.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HKS90 2048-06-01 5 N/A 825000.00 59543.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUQV8 2039-12-01 4.5 N/A 1366928.00 1343891.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN7A5 2052-04-01 3.5 N/A 600158.00 450015.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E07B2 2053-03-01 7 N/A 11785584.00 11107253.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2K7 2051-07-01 1.5 N/A 1076000.00 664176.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176TPK8 2041-11-15 3.1 N/A 931133.00 120052.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5A21 2043-08-01 3 N/A 2300000.00 395385.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM6S8 2052-01-01 3.5 N/A 100000.00 64751.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVP69 2052-07-01 5.5 N/A 1128110.00 872395.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTL32 2053-08-01 6 N/A 61988288.00 59563502.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8DY6 2054-03-01 5.5 N/A 4356952.00 3914194.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQL89 2054-07-01 5.5 N/A 1237942.00 1225276.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X1E93 2043-07-01 3 N/A 100478.00 8520.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETAR7 2030-06-01 3.5 N/A 70000.00 7691.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403A4U6 2033-10-01 7 N/A 2997808.00 16566.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMJP3 2053-07-01 6 N/A 6845592.00 5536330.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVUX7 2054-12-01 5.5 N/A 1273334.00 1283452.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BGKZ0 2052-07-01 3.5 N/A 531980.00 389468.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9DX8 2048-06-01 5 N/A 7000000.00 1537954.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCXA7 2054-05-01 6 N/A 20260224.00 17408652.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPAU2 2052-10-01 5.5 N/A 600000.00 511693.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425WJS1 2054-12-01 6 N/A 1685000.00 1710482.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YFV9 2036-08-01 6 N/A 492810.00 7155.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLQF6 2041-07-01 4 N/A 1333210.00 976050.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSVF5 2053-08-01 5.5 N/A 16219872.00 14498262.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUDP8 2044-02-01 6 N/A 2666244.00 2649730.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM4T8 2052-01-01 2.5 N/A 224022.00 144799.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A1ER9 2050-01-01 4.5 N/A 750000.00 487893.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMWY3 2054-08-01 6 N/A 1678040.00 1451797.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A96C6 2028-07-01 5.5 N/A 2000000.00 19721.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8VM4 2048-04-01 3 N/A 1229504.00 522120.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRD77 2052-04-01 3.5 N/A 36783488.00 32322410.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286RF54 2031-07-01 2.5 N/A 3607840.00 692498.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WZA9 2052-03-20 3 N/A 321928320.00 223455223.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SUV7 2047-01-20 3.5 N/A 361000.00 49335.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GF3V5 2036-12-01 2 N/A 85741184.00 55122976.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGPC2 2054-06-01 7 N/A 1063258.00 1118900.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKJE6 2054-08-01 6 N/A 20520640.00 20498196.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AJLG6 2051-04-01 2 N/A 2750000.00 1643553.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMV21 2052-07-01 3 N/A 1048384.00 789384.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQVF0 2053-04-01 4.5 N/A 21601472.00 19091249.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2G8 2048-09-01 4.5 N/A 450000.00 18441.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B2TQ2 2052-01-01 3.5 N/A 157844.00 65343.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAYG2 2053-01-01 6 N/A 4193872.00 2638563.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR3L2 2054-06-01 5.5 N/A 32921984.00 31685933.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHK62 2050-02-01 3 N/A 209058.00 74533.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BR59 2038-09-01 6 N/A 3720000.00 59710.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJNU2 2052-08-01 5 N/A 4391496.00 3221026.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A24N9 2038-09-01 6 N/A 4000000.00 33477.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YUFX4 2030-08-01 3.5 N/A 54000.00 6895.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WASU3 2054-04-01 5.5 N/A 843863.00 798218.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN7M9 2052-04-01 2.5 N/A 72152.00 50064.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJY1 2038-05-01 6 N/A 73816832.00 502493.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HQUV0 2054-08-20 6.5 N/A 250816.00 263549.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XLF51 2043-01-01 3 N/A 3404152.00 592986.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEM5 2044-11-01 5 N/A 791098.00 751012.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411VBN8 2027-04-01 5.5 N/A 3282040.00 22447.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A9DF9 2050-08-01 2.5 N/A 200000.00 108142.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MNL2 2039-10-01 4.5 N/A 20673600.00 1457380.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJQ43 2046-12-01 4 N/A 1026572.00 221974.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K4Q4 2038-12-01 6.5 N/A 30000000.00 1172049.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FKRE2 2046-07-01 2.5 N/A 11003376.00 3139067.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MUR1 2039-12-01 5 N/A 1000000.00 50589.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHLP9 2050-02-01 3.5 N/A 17841696.00 4903141.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRS6 2043-12-01 3 N/A 482011.00 235468.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9JW5 2042-05-01 3 N/A 375000.00 242736.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPVV8 2049-12-01 3.5 N/A 42190208.00 35741386.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AETA7 2054-06-01 6.5 N/A 6659080.00 6289697.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFD0 2052-11-01 3.5 N/A 1242376.00 983687.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XSDC4 2054-12-01 6 N/A 25995040.00 26507284.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKK83 2053-06-01 5 N/A 15328960.00 14380152.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDE0 2052-03-01 3 N/A 51000.00 35559.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC91 2034-07-01 3 N/A 941999.00 109712.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSAW2 2052-09-01 3.5 N/A 12762800.00 10742814.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT4A4 2054-02-01 6.5 N/A 74560128.00 67585647.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KNN0 2031-03-01 4.5 N/A 169306.00 6483.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9RY2 2043-11-01 5.5 N/A 49443456.00 42747462.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK2S3 2054-09-01 6 N/A 7565360.00 7227139.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334YP50 2046-07-01 3 N/A 215144640.00 44077461.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXW5 2053-11-01 6.5 N/A 27796256.00 21723940.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128UNGQ9 2038-08-01 6.5 N/A 2431000.00 10976.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMFV1 2036-10-01 2 N/A 2868200.00 1648612.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNCZ4 2052-04-01 3.5 N/A 17205984.00 12961550.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNNF4 2033-06-01 3.67 N/A 19300000.00 15731420.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UVM4 2054-12-01 5 N/A 2638404.00 2562261.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EH3N0 2040-05-01 6.5 N/A 3784696.00 101297.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WLEH7 2038-04-01 5 N/A 1054690.00 45273.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HYGZ0 2054-08-20 7 N/A 3176436.00 3264578.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGCQ6 2054-06-01 6.5 N/A 4123784.00 3929954.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334WH20 2049-06-01 4.5 N/A 11447344.00 1421889.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPF86 2052-12-01 5 N/A 95537.00 79660.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRNW2 2053-08-01 5.5 N/A 9863456.00 9663792.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y3XB7 2048-10-01 5 N/A 199998.00 24233.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WUAV5 2043-06-01 3.5 N/A 4600000.00 885625.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMVZ5 2050-07-01 3 N/A 20976.00 8369.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMQ64 2051-11-01 2.5 N/A 1000000.00 657381.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4A5 2048-06-01 3.5 N/A 830581.00 77189.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AJS9 2041-11-01 4 N/A 85800.00 7435.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2Z79 2053-06-01 5.5 N/A 1000000.00 798596.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WJL80 2037-06-01 2 N/A 1033778.00 770450.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSHW5 2053-10-01 6 N/A 10881344.00 9170282.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4W9 2051-10-01 1.5 N/A 5986232.00 3756172.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0Y97 2053-11-01 6 N/A 55881600.00 51428520.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A6SC5 2041-02-01 4.5 N/A 19800660.00 1545590.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XLGC5 2043-01-01 3 N/A 119997.00 22901.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GQ22 2037-08-01 6.5 N/A 1135000.00 9629.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNJF1 2052-01-01 2.5 N/A 100000.00 62926.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANGE3 2054-09-01 4.5 N/A 2080976.00 1892787.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408FJ67 2036-02-01 6 N/A 13000000.00 959702.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NW5K7 2029-12-01 4.67 N/A 11000000.00 10995486.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AYBT6 2051-12-01 2.5 N/A 100000.00 63988.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WG6E0 2054-07-01 6 N/A 19494496.00 17520188.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQAK8 2053-10-01 6.5 N/A 11059824.00 10750066.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMKW5 2053-06-01 5 N/A 400000.00 343862.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADJK5 2043-11-01 3 N/A 1100256.00 211860.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKPP8 2042-10-01 3.5 N/A 327256.00 34123.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GB5 2046-12-01 3.5 N/A 9520000.00 1387546.89 Agency Mortgage-Backed Securities Y Moody's Long Rating NR Moody's Short Rating NR Fitch Short Rating F1 Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating A+ Fitch Long Rating A+ 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 2000000000.00 2000000000.00 0.0066 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. 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N/A 14466800.00 14035794.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38373MH86 2049-06-16 2.38473 N/A 62154886.00 591.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36180KJR3 2043-04-15 3.5 N/A 234448.00 34078.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN4F7 2052-10-01 4 N/A 19737360.00 16000928.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNDE9 2052-02-01 3 N/A 2117050.00 1549718.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQRG1 2058-10-15 5.49 N/A 824000.00 820098.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRX5 2050-08-01 3 N/A 1000.00 478.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618ABXM7 2059-09-15 6.1 N/A 4000.00 4243.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WR42 2051-11-20 3.5 N/A 1442572.00 998423.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSM66 2054-02-01 6.5 N/A 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JRYJ9 2054-12-20 6 N/A 1000.00 1026.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VN48 2050-06-20 3.5 N/A 899000.00 221293.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BDYF9 2051-02-25 2 N/A 2855234.00 304306.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN N/A 3130AJ4B2 2027-03-12 1.625 N/A 30000.00 28430.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618FH2L5 2058-11-15 6.73 N/A 1000.00 1091.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AGUW3 2029-09-14 2.125 N/A 125000.00 113819.50 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XD2W5 2051-12-01 3 N/A 30400630.00 20440600.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA3P5 2049-08-01 3.5 N/A 27667329.00 11265278.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ4B9 2053-07-01 5.5 N/A 7200000.00 6431293.88 Agency 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Securities GOVERNMENT NATIONAL M N/A 36179XGS9 2052-08-20 5.5 N/A 1000.00 767.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VMG2 2050-05-20 4.5 N/A 1494000.00 311219.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31359MGK3 2030-11-15 6.625 N/A 10000.00 11179.35 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3617BFM90 2047-10-20 3.5 N/A 2000.00 412.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPG3 2054-01-20 5.5 N/A 3525165.00 3132315.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136B74R9 2050-01-25 1.26673 N/A 7915685.00 162736.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179YYT5 2054-05-20 4 N/A 10000.00 9103.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSLS9 2053-05-01 4.5 N/A 5107000.00 4547970.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176W7F2 2042-01-15 3.5 N/A 2009.00 127.23 Agency Mortgage-Backed Securities FEDERAL 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N/A 1618600.00 1625466.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RS91 2045-11-20 3.5 N/A 86534400.00 9078474.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BEAS2 2058-10-15 5.25 N/A 81750.00 81269.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TAJ4 2046-12-20 3 N/A 4000.00 577.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSXZ0 2052-06-01 3.5 N/A 76800.00 63760.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130A9YY1 2026-12-11 2.125 N/A 75000.00 72015.72 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31359MEU3 2029-05-15 6.25 N/A 112000.00 121166.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133KLB63 2051-02-01 2.5 N/A 17781646.00 11503011.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3133XFJ49 2036-03-14 5.625 N/A 300000.00 324718.43 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179USV5 2049-05-20 4.5 N/A 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Securities FEDERAL HOME LOAN MOR N/A 3132DSRB0 2054-01-01 7 N/A 49596966.00 43388712.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MK82 2042-08-20 4 N/A 168281.00 11343.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286RC32 2027-05-01 3 N/A 1333552.00 36273.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHSS9 2052-03-01 2 N/A 4497582.00 2966615.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XCLZ8 2031-12-01 2.5 N/A 2964914.00 589021.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TNR2 2047-12-20 3.5 N/A 4997.00 655.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNGG2 2052-05-01 2.5 N/A 165003.00 117066.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134GYG71 2028-01-26 5.05 N/A 25000000.00 25492576.39 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179SGM3 2046-07-20 4 N/A 88414208.00 8899119.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPXK9 2053-03-01 5.5 N/A 1000.00 846.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31364FCB5 2027-09-27 6.09 N/A 8000.00 8484.82 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179W5E4 2052-05-20 4 N/A 1000.00 771.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSF23 2054-01-01 6 N/A 53198680.00 49778472.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGC5 2046-07-20 4.5 N/A 1000.00 138.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPUU0 2053-01-01 5 N/A 100000.00 82723.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36183XQ94 2045-03-15 3 N/A 2000.00 281.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XBL9 2052-07-20 4.5 N/A 1431447.00 1154204.53 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ERGL9 2028-06-07 4.5 N/A 222000.00 223411.92 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618BQC53 2053-05-20 5.5 N/A 1000.00 866.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SSP3 2046-11-20 3 N/A 1000.00 146.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHF0 2050-03-20 2.5 N/A 308000.00 28287.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617B9LY0 2058-05-15 4.87 N/A 13536500.00 13105477.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U6Y3 2049-10-20 5 N/A 8000.00 1149.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJXY4 2052-10-01 4 N/A 4416000.00 3660109.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130B0HG7 2025-09-19 4.535 N/A 1000000.00 1002037.33 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36180AAE3 2054-09-20 5 N/A 183036.00 177701.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNTW3 2052-08-01 5 N/A 1024.00 846.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P8H20 2039-05-01 4 N/A 66915042.00 7911259.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F2F28 2059-02-15 5.27 N/A 1000.00 997.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K7AW8 2054-12-20 5.5 N/A 2474712.00 2490598.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RBX6 2045-04-20 3.5 N/A 5174.00 404.89 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 880591CS9 2036-04-01 5.88 N/A 99000.00 108911.39 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B N/A 3133ENKS8 2025-01-06 1.125 N/A 202000.00 202965.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3142GSRJ9 2054-09-01 5 N/A 510460.00 483495.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136B6MJ9 2049-10-25 1.31673 N/A 4800000.00 191747.60 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 98000000.00 77664902.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140H5JG7 2038-01-01 3 N/A 264568.00 54537.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMT62 2051-04-01 2 N/A 2641000.00 1343115.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AGUX5 2053-06-20 6 N/A 9843504.00 10326787.28 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ERGT2 2027-06-11 4.5 N/A 390000.00 392507.70 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XEAX2 2051-12-01 3 N/A 14524042.00 10022407.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM7G4 2052-02-01 2 N/A 902364.00 600727.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MTFY4 2037-07-01 4.5 N/A 226693.00 140726.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QL66 2044-08-20 4 N/A 294879387.00 20323786.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TCW3 2047-07-20 3 N/A 45502.00 6371.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ6J9 2038-01-01 5.5 N/A 1990736.00 1436186.71 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 98000000.00 80570112.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DPWM6 2053-02-01 6.5 N/A 98000.00 79060.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNK77 2049-07-01 4 N/A 1000.00 709.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AEFG0 2027-06-11 3.125 N/A 20000.00 19444.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 312943Y72 2040-11-01 4.5 N/A 450000.00 51879.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEBB9 2051-11-01 3 N/A 11682744.00 8086960.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXCK6 2055-07-01 4.5 N/A 9060000.00 2373341.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JN5U5 2054-11-20 5.5 N/A 1304766.00 1302940.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L7W32 2051-03-01 3 N/A 756000.00 595309.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VBF6 2049-12-20 3 N/A 1603.00 290.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335B6T8 2047-03-01 4.5 N/A 1800000.00 484056.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YPGP4 2059-07-15 5.6 N/A 1000.00 1025.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GTXK6 2059-08-15 5.57 N/A 1247000.00 1277575.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M2G4 2043-02-20 3 N/A 671447.00 46250.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UFE7 2033-11-20 4 N/A 178000.00 24962.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WQC5 2051-10-20 3.5 N/A 2677236.00 1773734.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NLC0 2043-08-20 3 N/A 1000.00 125.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130A4CH3 2025-03-14 2.375 N/A 125000.00 125332.63 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3617YPGD1 2058-06-15 4.89 N/A 182500.00 177273.96 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 98000000.00 65368744.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3618B2CB3 2058-04-15 4.92 N/A 2015.00 1955.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134A4NF7 2025-07-15 0 N/A 1000000.00 976690.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618B0HV8 2058-07-15 5.27 N/A 309680.00 307776.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GGJK0 2054-01-20 7.5 N/A 1000.00 1042.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617QG3N2 2050-09-20 2.5 N/A 1000.00 423.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MC24 2042-05-20 4 N/A 3466291.00 206683.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZV0 2048-06-20 5 N/A 4000.00 825.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UKY7 2049-01-20 4.5 N/A 4000.00 275.73 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 98000000.00 81483080.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140FXCQ3 2056-04-01 4 N/A 2820000.00 749536.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNYU1 2052-09-01 5 N/A 412000.00 331485.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMY58 2051-10-01 2.5 N/A 2617763.00 1708798.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FTDJ4 2058-06-15 5.06 N/A 2000.00 1957.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MB4M8 2050-01-20 4 N/A 1000.00 290.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YXDD7 2058-07-15 5.28 N/A 247000.00 245652.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J69 2045-08-01 4 N/A 5000000.00 1534693.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUF1 2041-06-20 4.5 N/A 160359415.00 6944903.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HUP47 2059-10-15 5.6 N/A 1000.00 1029.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVT0 2053-03-20 5.5 N/A 1124306.00 916978.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YFM1 2053-08-20 6 N/A 13957308.00 10767734.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381YHG2 2049-05-20 1.61526 N/A 4477333.00 193948.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380HFK3 2047-09-20 4.5 N/A 4474160.00 423232.89 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B N/A 3133ENE22 2032-08-02 4.73 N/A 25000000.00 24806748.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DQ4C7 2053-05-01 4.5 N/A 4744736.00 4232211.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KG4N5 2049-11-01 3.5 N/A 22000000.00 5657376.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAF1 2053-07-20 6 N/A 1000.00 609.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130ASTC3 2030-08-08 4.13 N/A 25000000.00 24583306.94 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3617QYQF5 2050-12-20 2 N/A 403760.00 199721.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGA9 2046-07-20 3.5 N/A 1000.00 56.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNWJ8 2052-04-01 3.5 N/A 1000.00 745.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W8YE9 2051-07-20 3 N/A 2630122.00 1998400.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B6BL3 2052-03-01 2 N/A 712931.00 465856.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381WKR8 2043-06-20 2.16526 N/A 8448233.00 151434.40 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B N/A 3133ERK42 2026-12-16 4.125 N/A 36263000.00 36212984.26 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179TCX1 2047-07-20 3.5 N/A 2390492.00 308878.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACNL0 2053-07-20 6 N/A 298000.00 274736.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQAF1 2063-03-15 5.2 N/A 1000.00 992.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BHF87 2051-07-25 3 N/A 19267988.00 2893139.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618GU7D8 2054-07-20 7 N/A 2000.00 2118.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3135G03U5 2025-04-22 0.625 N/A 16000.00 15837.73 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 98000000.00 70279328.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3618BJMW9 2058-04-15 5.01 N/A 1000.00 973.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UCC4 2048-09-20 4.5 N/A 1000.00 82.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B53T7 2052-03-01 2 N/A 1898118.00 1287384.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BCSV2 2047-12-15 4 N/A 1130.00 679.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JB5N2 2030-03-01 4.374 N/A 15600000.00 15497643.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y1NZ7 2059-12-15 4.98 N/A 1000.00 983.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TNG6 2047-12-20 4 N/A 5678015.00 275943.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SJL2 2046-06-20 4.5 N/A 839331.00 28082.12 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 98000000.00 62259400.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3618AQVU8 2057-12-15 6.25 N/A 2988.00 3071.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184BAH0 2045-02-20 3.5 N/A 1000.00 200.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A33 2054-11-20 5 N/A 1000.00 975.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AJBZ1 2040-03-23 2.47 N/A 250000.00 176970.97 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618N5C80 2054-11-20 6.5 N/A 1040.00 1065.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31422MSF4 2047-09-01 3.5 N/A 4740986.00 260580.67 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618AVA22 2058-05-15 5.44 N/A 1018.00 1030.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPWS3 2052-08-01 4 N/A 15000000.00 12775191.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5RS0 2047-03-01 4.5 N/A 1087000.00 216975.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMWU3 2032-09-01 2.5 N/A 12814000.00 2050689.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5AY5 2054-10-20 3.5 N/A 12000.00 10773.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LKDG5 2028-04-01 4.14 N/A 10571000.00 10462636.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPCH9 2052-11-01 5.5 N/A 4351040.00 3739110.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM2Z7 2051-12-01 2 N/A 3897022.00 2500508.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFG8 2051-05-20 2.5 N/A 30000.00 16569.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNNW9 2052-07-01 5 N/A 1000.00 799.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38374NKA4 2048-02-16 1.24999 N/A 58334000.00 3243.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QQJB2 2037-09-01 5 N/A 2281000.00 1556228.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181LUX4 2043-08-20 4 N/A 2000.00 278.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSGT3 2053-01-01 4.5 N/A 2018910.00 1838351.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130A7BA2 2026-03-13 2.375 N/A 100000.00 98462.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DQ3V6 2053-08-01 6 N/A 40000.00 35379.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMHF1 2054-08-01 5.5 N/A 7129912.00 7078367.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q3K5 2045-02-20 4 N/A 55444167.00 4864003.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31422MRL2 2049-04-01 3 N/A 8640852.00 339395.12 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36181GFX2 2043-07-15 3.5 N/A 1000.00 112.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QYT2 2045-01-20 4 N/A 124317091.00 10282308.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AERV4 2025-09-12 3.125 N/A 70000.00 70001.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133KPDJ4 2052-05-01 4 N/A 7000000.00 5319290.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181V6L5 2043-10-20 4 N/A 1008.00 78.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QWE7 2044-12-20 3.5 N/A 2849000.00 218558.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WG51 2051-06-20 3.5 N/A 134999391.00 70606398.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQJD8 2037-09-01 5 N/A 1567000.00 972535.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AQVW4 2053-01-15 5.67 N/A 3287698.00 3282670.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FHY5 2040-07-20 5 N/A 1010.00 36.24 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EN5B2 2025-12-29 4.79 N/A 999000.00 1001887.11 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179VN30 2050-06-20 3 N/A 23000.00 6150.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPCS5 2052-10-01 6 N/A 22720864.00 17843677.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX43 2053-04-20 4.5 N/A 3379113.00 2930021.62 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 880591DM1 2030-05-01 7.125 N/A 93000.00 105430.47 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 50000000.00 26347650.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132D6AF7 2036-06-01 1.5 N/A 574000.00 329571.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617GWA67 2048-05-20 4 N/A 1065752.00 255038.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVW9 2036-01-01 1.5 N/A 10467017.00 5296017.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179ME48 2042-06-20 4 N/A 676534.00 41527.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5G25 2047-05-01 3.5 N/A 1008517.00 108934.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCY34 2050-02-01 3 N/A 15120503.00 7801627.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T4P7 2048-07-20 4 N/A 275000.00 26479.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0TP6 2054-11-01 5 N/A 11099000.00 10682429.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UKW1 2049-01-20 3.5 N/A 1000.00 137.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXM33 2059-04-01 3 N/A 2257576.00 921017.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQW44 2053-03-01 5 N/A 6267000.00 5279718.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AEB25 2028-06-09 3.25 N/A 20000.00 19304.12 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179VHL7 2049-04-20 5 N/A 750000.00 52126.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AGRJ0 2058-01-15 5.63 N/A 1000.00 1013.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31325XWG1 2048-11-15 3.5 N/A 10996365.00 374014.30 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3617FTDU9 2058-05-15 4.55 N/A 4741500.00 4487270.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGPB1 2052-03-01 3 N/A 5446720.00 3793422.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9UC9 2032-12-01 3 N/A 10998000.00 1699620.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31422MRQ1 2049-04-01 3.5 N/A 6929668.00 318499.69 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3617KPH78 2049-08-20 3.5 N/A 1002.00 508.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ6G5 2038-01-01 5.5 N/A 2087570.00 1628337.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AAAW2 2057-04-15 3.93 N/A 1000.00 903.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DCD1 2026-12-15 3.5 N/A 2030.00 46.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5ZJ7 2053-12-01 6 N/A 3163903.00 3156127.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNB8 2052-11-20 3 N/A 2690000.00 1928827.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQK88 2052-07-01 3 N/A 14729218.00 11591679.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AH2B2 2057-12-15 4.9 N/A 1000.00 969.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AWGU2 2058-08-15 6.21 N/A 420500.00 445518.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPNZ7 2052-12-01 5 N/A 1000.00 749.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9TY0 2043-11-01 5.5 N/A 23253000.00 21850285.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMWU5 2051-07-01 3 N/A 1000.00 608.73 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 880591CJ9 2025-11-01 6.75 N/A 72000.00 74174.33 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3617BYFD8 2047-12-15 4 N/A 1000.00 389.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQA48 2052-04-01 3.5 N/A 18608793.00 14581293.47 Agency Mortgage-Backed 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHHP5 2037-05-01 1.5 N/A 7468921.00 4987292.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKHE8 2054-08-01 6 N/A 2331719.00 2355605.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCZV4 2053-03-01 5.5 N/A 3272092.00 3168168.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASQK7 2039-11-01 5.5 N/A 2123785.00 2132657.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RFS7 2027-03-01 5 N/A 17612602.00 33674.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EP20 2053-03-01 5 N/A 10416271.00 8880260.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416KEG9 2039-01-01 5.5 N/A 33026.00 1045.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTXX2 2039-01-01 6.5 N/A 4250841.00 3357274.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTSC4 2038-12-01 6.5 N/A 4084266.00 3146935.94 Agency 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3140M6XG3 2039-11-01 4.5 N/A 1325875.00 1293383.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YR5T1 2045-07-01 3 N/A 8000.00 1635.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKFT7 2028-01-01 3.5 N/A 1165000.00 44878.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YYBT5 2054-02-01 5 N/A 2652278.00 2552035.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVM68 2054-10-01 6 N/A 27921188.00 27840298.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCR3 2026-10-01 2 N/A 481135.00 22889.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJE87 2054-11-01 7 N/A 5229440.00 4896812.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECU2 2037-04-01 2 N/A 2000.00 1334.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLTR9 2048-11-01 3.5 N/A 100000.00 78353.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPK2 2050-05-01 2.5 N/A 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Securities FEDERAL NATIONAL MORT N/A 3140AGJ88 2039-06-01 6 N/A 2273937.00 2063842.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVSC6 2054-12-01 5.5 N/A 4205810.00 4185536.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFFW6 2036-12-01 2 N/A 204982.00 137246.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MLRY8 2053-04-01 4.5 N/A 494909.00 456788.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPL72 2052-06-01 3.5 N/A 43595637.00 37247348.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2R0 2054-02-01 4 N/A 5909253.00 5258857.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM5C6 2053-11-01 6 N/A 100000.00 93298.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANE47 2054-09-01 5.5 N/A 1556394.00 1547099.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9JZ5 2048-06-01 4 N/A 282338.00 75763.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M0A48 2051-10-01 2.5 N/A 5036364.00 3239867.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMYM7 2054-12-01 5.5 N/A 1127454.00 1131233.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHR20 2031-08-01 2.5 N/A 17000.00 2809.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR2P9 2054-11-01 5.5 N/A 10512730.00 10471748.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKH37 2027-03-01 5 N/A 971822.00 64611.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BT71 2030-08-01 2.5 N/A 25000.00 1566.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRQQ1 2052-11-01 5 N/A 51682256.00 50059695.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6PA8 2039-01-01 6.5 N/A 1157732.00 793227.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH4A2 2052-08-01 5 N/A 1057000.00 867643.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M64N0 2054-12-01 6 N/A 2505157.00 2594343.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQLZ6 2052-10-01 5.5 N/A 231546.00 198289.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WRKU3 2043-07-01 3.5 N/A 5000.00 1386.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DYG2 2042-11-01 3 N/A 10000000.00 1901374.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6B3 2051-11-01 2 N/A 8202000.00 5346242.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFCD1 2051-09-01 4.5 N/A 300000.00 173578.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6M9 2041-11-01 2.5 N/A 840000.00 533769.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5AN3 2034-10-01 4 N/A 250000.00 62160.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGM48 2037-04-01 3 N/A 315718.00 195786.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9JZ9 2050-04-01 5.5 N/A 1243000.00 336610.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5SX2 2050-02-01 3.5 N/A 353049.00 79998.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMYW5 2038-02-01 5 N/A 88000.00 7892.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1D46 2053-09-01 5.5 N/A 1470.00 1393.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AA6Z5 2054-04-01 5.5 N/A 551545.00 519638.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3N0 2036-08-01 2.5 N/A 98073.00 58186.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLZA9 2050-02-01 3 N/A 439000.00 337901.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACUP6 2054-10-01 5 N/A 1157673.00 1125981.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVV2 2037-02-01 2.5 N/A 354000.00 247346.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMZE0 2053-06-01 5.5 N/A 2051550.00 1992743.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBWY2 2036-05-01 2 N/A 1000000.00 527678.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3Q2 2053-09-01 5.5 N/A 1513000.00 1404044.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHT44 2037-04-01 7 N/A 400000.00 16326.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJNU3 2052-10-01 4.5 N/A 695000.00 601204.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBGV6 2051-05-01 2 N/A 52000.00 33839.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F5TN3 2046-11-01 3 N/A 609000.00 155976.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECB4 2052-03-01 3.5 N/A 12000.00 8227.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MDVZ2 2032-10-01 3.5 N/A 425000.00 59047.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEJ7 2029-07-01 3.5 N/A 151439.00 17171.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BBC9 2034-02-01 4.5 N/A 115000.00 12648.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJYD4 2054-08-01 6 N/A 1697213.00 1612468.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2S0 2036-07-01 2.5 N/A 3806365.00 2127498.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFM1 2032-01-01 3 N/A 115000.00 15550.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGLK8 2039-06-01 6 N/A 1007681.00 996624.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLZ4 2052-10-01 4.5 N/A 31500.00 25628.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJBJ1 2049-06-01 3.5 N/A 290000.00 208815.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3F5 2054-03-01 6.5 N/A 3667577.00 2938201.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRBS5 2052-07-01 5 N/A 700000.00 517293.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVT6 2031-01-01 1.5 N/A 485000.00 188080.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUB8 2048-01-01 4 N/A 104000.00 13188.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0FT7 2054-12-01 5.5 N/A 152090931.00 151016611.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CGF5 2037-02-01 3 N/A 160000000.00 32227275.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCBE5 2049-11-01 3 N/A 202594.00 66187.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMV73 2054-10-01 5 N/A 340594.00 331423.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NX35 2029-02-01 5 N/A 2327690.00 19138.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAF4 2034-05-01 6 N/A 447382.00 321745.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGGP3 2039-07-01 5 N/A 2293379.00 2230152.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK3T5 2037-06-01 2.5 N/A 816000.00 610129.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371M7M3 2027-02-01 5.5 N/A 3149000.00 10041.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A5B50 2031-02-01 4 N/A 2010000.00 88183.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XY5R1 2029-07-01 3.5 N/A 6851421.00 138597.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LR6S2 2051-05-01 2.5 N/A 1169411.00 726756.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CVY5 2034-02-01 5 N/A 3280000.00 33584.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMJZ0 2053-08-01 5.5 N/A 14456.00 12657.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KXQQ2 2051-04-01 2.5 N/A 252000.00 138118.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANM89 2039-08-01 6.5 N/A 1112213.00 1111696.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EH3F7 2041-10-01 4 N/A 1360000.00 85886.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRSA5 2053-09-01 5.5 N/A 3791.00 3338.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWF53 2054-12-01 6.5 N/A 1271214.00 1325812.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRNA7 2037-12-01 5.5 N/A 72978.00 49413.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6BM2 2034-02-01 3 N/A 12025000.00 2565668.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E6T2 2044-05-01 6.5 N/A 399286.00 313676.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGC0 2040-07-01 4.5 N/A 270000.00 55604.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXPH2 2036-09-01 2 N/A 1138169.00 687205.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCPF9 2036-09-01 2 N/A 119845.00 70100.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUNX0 2054-05-01 6.5 N/A 1550316.00 1507220.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5F8 2051-11-01 3 N/A 71114241.00 61706253.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9FR6 2054-03-01 6 N/A 2389610.00 2258479.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMES1 2053-02-01 4.5 N/A 130000.00 105569.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBPA0 2049-08-01 3 N/A 137000.00 33859.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXJP3 2054-12-01 4.5 N/A 1515129.00 1435399.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BGU4 2044-07-01 4 N/A 350000.00 73628.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAZQ9 2038-02-01 6 N/A 16202528.00 9984489.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KYEH3 2051-05-01 2 N/A 650259.00 409206.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESQ4 2053-04-01 3.5 N/A 87000.00 71172.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0BN8 2038-09-01 5.5 N/A 1318259.00 1083610.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUVF7 2054-11-01 5 N/A 20174906.00 19672073.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X72U2 2047-07-01 5 N/A 122000.00 48821.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M9A23 2052-01-01 1.5 N/A 1591823.00 1002183.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBZF8 2048-03-01 3 N/A 1684411.00 409363.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF4F3 2050-12-01 2.5 N/A 2140000.00 1153525.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQPP4 2037-10-01 2.5 N/A 555656.00 400840.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKHM5 2052-11-01 4.5 N/A 20000.00 17171.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7XE5 2052-12-01 7 N/A 900000.00 924578.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A33N1 2038-10-01 6 N/A 2854272.00 2020935.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKV51 2054-08-01 6 N/A 1522210.00 1542864.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXLU9 2054-12-01 4.5 N/A 5992897.00 5685910.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLKG2 2037-08-01 2 N/A 62879.00 46791.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAV2 2052-05-01 2.5 N/A 20000.00 14754.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407X7D7 2035-11-01 6 N/A 984377.00 36530.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPC80 2044-05-01 5.5 N/A 600000.00 544881.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQG2 2032-10-01 2.5 N/A 700000.00 112631.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACAW3 2039-04-01 5.5 N/A 1607071.00 1407541.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGZ7 2051-09-01 3.5 N/A 550000.00 420654.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XME44 2052-11-01 4.5 N/A 17000.00 14991.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHGS0 2051-01-01 3 N/A 14507953.00 10416225.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHBB7 2041-10-01 5 N/A 2509881.00 100995.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XF6Y6 2044-01-01 4.5 N/A 400000.00 80871.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFEP2 2052-01-01 2.5 N/A 430000.00 280367.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H23C0 2047-12-01 3.5 N/A 648418.00 113694.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9PD9 2048-08-01 5 N/A 230000.00 26527.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JNDR8 2049-01-01 4 N/A 315093.00 36130.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXDF8 2052-07-01 5 N/A 3794476.00 3329577.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CNE0 2047-08-01 4 N/A 93005.00 10314.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J92N0 2034-01-01 4.5 N/A 3100000.00 334540.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7XL4 2027-03-01 5 N/A 25058883.00 18477.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EDTP6 2032-04-01 3.5 N/A 1746913.00 77016.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR2F1 2051-12-01 4 N/A 28084295.00 25918487.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A52J6 2053-12-01 7.5 N/A 1000157.00 1052783.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KKHN7 2050-08-01 2.5 N/A 41000.00 16967.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DP79 2034-11-01 5.5 N/A 7383203.00 62499.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MATZ7 2052-05-01 4 N/A 55000.00 39822.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVT38 2039-11-01 6 N/A 2717275.00 2753683.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATKT2 2054-11-01 4.5 N/A 2063529.00 1952149.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMJY1 2051-11-01 3 N/A 7000.00 4698.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M3V80 2051-10-01 1.5 N/A 2342231.00 1521840.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9WC5 2051-01-01 2.5 N/A 2630000.00 1408858.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWWW5 2055-01-01 5.5 N/A 2651742.00 2645890.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRZ2 2052-07-01 5 N/A 1500000.00 1191207.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVTT1 2039-11-01 5.5 N/A 6654041.00 6711326.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK4X5 2052-10-01 4.5 N/A 182828.00 154991.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LQQ8 2041-06-01 5 N/A 180000.00 15235.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FF28 2054-12-01 4.5 N/A 54132277.00 51224832.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJE1 2051-03-01 4 N/A 946000.00 328163.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNNQ2 2047-05-01 4 N/A 20000.00 4282.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMT4 2053-01-01 5.5 N/A 185735.00 153702.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWV30 2054-12-01 5 N/A 1898796.00 1853398.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XSC50 2054-10-01 6.5 N/A 68148348.00 70683669.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNCM2 2052-02-01 2.5 N/A 1600000.00 1041036.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQZX9 2054-08-01 5.5 N/A 2714626.00 2634028.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MZM2 2026-10-01 6 N/A 2300000.00 4826.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6M40 2043-04-01 4 N/A 46641773.00 17156497.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKX59 2054-07-01 5.5 N/A 1129513.00 1092871.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF5E5 2050-12-01 2.5 N/A 382505.00 199601.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERRX0 2045-11-01 4.5 N/A 12000.00 3280.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJGY3 2052-09-01 4.5 N/A 1600000.00 1272870.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJT60 2037-09-01 3 N/A 701710.00 540040.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EU6Z7 2046-05-01 3 N/A 3530000.00 909506.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J6E78 2047-11-01 3.5 N/A 325000.00 31088.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBXF2 2036-03-01 3.5 N/A 21000.00 9077.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AABA4 2039-03-01 5.5 N/A 1085953.00 1057839.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANM30 2039-08-01 6 N/A 1443999.00 1451260.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NBD7 2038-08-01 6 N/A 96000.00 3413.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU99 2053-08-01 5.5 N/A 80834000.00 70662511.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPC8 2053-02-01 5 N/A 5436824.00 4593187.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ZR4 2039-03-01 5.5 N/A 1460085.00 1113787.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDDN1 2050-04-01 3 N/A 21000.00 5264.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0SG5 2026-12-01 3.5 N/A 3101279.00 45494.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEKB4 2045-04-01 3 N/A 825000.00 114015.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLA99 2052-11-01 5.5 N/A 8000.00 6433.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSK91 2053-06-01 5.5 N/A 17683855.00 15436621.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ER77 2053-05-01 5 N/A 165000.00 144706.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 40556856.00 37281991.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ADFQ6 2039-12-20 5.5 N/A 4130994.00 3886397.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGBA4 2050-12-01 2.5 N/A 847000.00 408540.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3H5 2038-09-01 5 N/A 103000.00 11755.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBQE4 2053-03-01 5 N/A 4511278.00 3941562.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZK9 2054-01-01 5 N/A 20000.00 18458.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECD0 2037-03-01 2 N/A 770642.00 499580.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFM9 2057-01-01 4 N/A 10000000.00 2827689.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSK9 2050-09-01 3 N/A 15000.00 4834.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATHF6 2054-11-01 5 N/A 1078189.00 1051744.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7TT2 2047-12-01 4 N/A 13000.00 4097.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9NY2 2043-09-01 3 N/A 762000.00 160637.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXJN8 2054-12-01 4.5 N/A 1728455.00 1637769.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANNR6 2054-09-01 5 N/A 1946282.00 1884499.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NTA3 2028-03-01 6.5 N/A 602853.00 6887.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED64 2052-06-01 3 N/A 161213461.00 120554548.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HKY77 2048-07-01 5 N/A 6196808.00 374603.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFWU1 2050-04-01 3.5 N/A 29423275.00 18633239.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0AD7 2054-09-01 6 N/A 14498567.00 14740367.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPD8 2050-05-01 2.5 N/A 149000.00 46804.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3G5 2051-08-01 2 N/A 123000.00 77415.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWW0 2038-05-01 3.5 N/A 1500000.00 221029.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ50 2052-10-01 4 N/A 44000.00 35476.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD7D7 2039-09-01 6 N/A 100980.00 102158.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKQK9 2037-01-01 2.5 N/A 210000.00 154191.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALA45 2039-08-01 5 N/A 1088442.00 1067514.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGWR1 2054-08-01 6 N/A 167847465.00 162888122.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXXE2 2055-01-01 5.5 N/A 27145980.00 26971847.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDT1 2034-09-01 5.5 N/A 9457876.00 8982009.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7FZ5 2047-08-01 4 N/A 10515308.00 1263143.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YRR0 2040-07-01 4.5 N/A 1595288.00 104614.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQGP2 2042-12-01 4 N/A 100000.00 7985.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK2D1 2052-02-01 3.5 N/A 11000.00 8724.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMR26 2042-04-01 2 N/A 1000000.00 670383.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAWG3 2034-07-01 3 N/A 690000.00 239492.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARG53 2054-11-01 4.5 N/A 8412596.00 7934505.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RJN0 2035-04-01 5 N/A 620000.00 7318.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FC39 2034-09-01 5.5 N/A 10709759.00 9717583.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCST6 2051-09-01 1.5 N/A 963817.00 588094.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWWF2 2040-01-01 5 N/A 1151354.00 1151930.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0EF8 2039-01-01 6.5 N/A 43347890.00 44767215.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCUH7 2035-01-01 3.5 N/A 257000.00 77572.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAXS6 2027-03-01 5 N/A 1180664.00 602.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNM1 2039-06-01 4.5 N/A 32000.00 685.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQLB6 2039-06-01 5 N/A 226322.00 30406.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKPZ7 2053-02-01 5.5 N/A 1690000.00 1403261.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MF4H3 2052-07-01 4.5 N/A 325596.00 257287.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT5K1 2054-02-01 7.5 N/A 9889366.00 9753467.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MTAE3 2037-07-01 2.5 N/A 55482.00 40705.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABSV8 2054-10-01 6.5 N/A 8336922.00 7950112.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRLY7 2038-02-01 4.5 N/A 1694000.00 1357725.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHGB7 2037-06-01 3 N/A 300000.00 192258.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGR0 2054-04-01 7.5 N/A 57168779.00 52228753.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JB43 2026-09-01 6 N/A 1100000.00 2445.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H4CB8 2047-11-01 3.5 N/A 197212.00 58743.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GRX74 2047-07-01 4 N/A 16000.00 3022.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN3C4 2052-05-01 3 N/A 13734952.00 9954964.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADQA2 2039-05-01 6.5 N/A 1517738.00 1355903.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGFH7 2037-04-01 2.5 N/A 500000.00 344419.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHY27 2051-01-01 1.5 N/A 100000.00 65804.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KYYH1 2036-01-01 2 N/A 1895000.00 1049636.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AURW5 2054-12-01 5.5 N/A 1101415.00 1108176.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKFA8 2042-12-01 3 N/A 301190.00 55091.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHZ39 2054-09-01 5.5 N/A 1316793.00 1323505.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6NG2 2035-04-01 3.5 N/A 3800000.00 912846.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUZ1 2038-07-01 4 N/A 825000.00 665120.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3X8 2051-09-01 2 N/A 595000.00 378757.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0GA7 2040-01-01 6.5 N/A 68328209.00 70565593.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR2D6 2052-10-01 4 N/A 41307584.00 37873361.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APXV1 2054-09-01 6 N/A 1242210.00 1274180.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZA1 2053-12-01 4 N/A 1000.00 856.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBSP4 2049-08-01 4 N/A 1549000.00 329983.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJTH1 2039-07-01 6.5 N/A 1194885.00 1209141.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MH39 2037-04-01 5.5 N/A 725000.00 13434.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A12P1 2053-10-01 6.5 N/A 180000.00 161477.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQG63 2039-09-01 4.5 N/A 1039508.00 1007929.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVS28 2054-12-01 5 N/A 1425414.00 1392093.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KDRZ5 2050-06-01 3.5 N/A 1406146.00 711298.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A94M9 2054-04-01 6 N/A 1026231.00 953288.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMHV6 2054-08-01 6.5 N/A 8863918.00 9038695.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN5W0 2054-02-01 6.5 N/A 1000.00 936.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKUG8 2047-05-01 4 N/A 4873199.00 1193063.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2L5 2051-07-01 2 N/A 581000.00 363601.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACWW9 2054-06-01 6 N/A 2262811.00 2098733.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRBR1 2042-12-01 3.5 N/A 5502400.00 837781.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGT79 2054-06-01 5.5 N/A 2857356.00 2830591.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFJ1 2054-10-01 7.5 N/A 524012.00 549953.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKU94 2054-08-01 5.5 N/A 2757400.00 2688711.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUXD3 2039-06-01 5.5 N/A 5549735.00 5127669.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8KT9 2031-08-01 5 N/A 145000.00 1189.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LVLA5 2051-09-01 1.5 N/A 966913.00 653247.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0AF2 2054-11-01 6 N/A 34672800.00 35364435.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AB7F6 2039-04-01 6 N/A 510121.00 503937.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383EAP6 2029-06-01 7 N/A 1214555.00 913.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABZG3 2054-04-01 5 N/A 1236877.00 1187212.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6LX7 2049-08-01 5.5 N/A 2923000.00 803502.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6NQ0 2030-08-01 3.5 N/A 27000.00 1657.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCM7 2039-09-01 5 N/A 630274.00 577804.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLUJ5 2048-10-01 4 N/A 11400000.00 9229054.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAS9 2037-01-01 2 N/A 39924.00 25132.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZ29 2054-01-01 7.5 N/A 9353726.00 6054830.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPKM8 2052-06-01 3.5 N/A 6000.00 4521.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQAL6 2054-11-01 5.5 N/A 1331515.00 1327326.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8VU4 2047-01-01 3 N/A 1200000.00 433011.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418V2W1 2040-07-01 4.5 N/A 3927863.00 104780.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATDW3 2054-11-01 5.5 N/A 2859835.00 2845281.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGC5 2034-12-01 5 N/A 5083595.00 5142954.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ5U3 2038-02-01 2.5 N/A 56000.00 43235.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8FD0 2048-04-01 4 N/A 4000.00 1201.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LVU3 2037-12-01 3.5 N/A 200000.00 61030.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHL9 2049-11-01 3 N/A 2401637.00 387465.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YY84 2031-05-01 4.5 N/A 1050000.00 38887.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LPNN8 2036-07-01 2 N/A 345000.00 179067.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGXA2 2041-11-01 2.5 N/A 4521000.00 3160052.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MF4D6 2042-12-01 3.5 N/A 2743591.00 354274.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARX88 2054-11-01 5 N/A 1000932.00 982797.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0FV2 2054-04-01 5.5 N/A 5132735.00 5118816.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2KR2 2052-03-01 3.5 N/A 3487059.00 2231406.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFPJ4 2052-01-01 2.5 N/A 18700000.00 12259592.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CNV4 2037-08-01 5.5 N/A 30000.00 1171.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9KF7 2046-03-01 4 N/A 12000.00 3411.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMPW0 2034-07-01 3.5 N/A 125000.00 94294.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0H73 2053-09-01 5 N/A 36880417.00 35816294.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECN8 2052-04-01 1.5 N/A 270910.00 171997.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AGP6 2030-03-01 5 N/A 447600.00 4482.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7DS5 2049-09-01 5.5 N/A 2092774.00 339541.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBGN2 2049-07-01 2.5 N/A 2000000.00 685565.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1LG0 2043-03-01 3 N/A 50000.00 9458.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JRSJ1 2034-07-01 3 N/A 320000.00 48321.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANP52 2039-08-01 6.5 N/A 1017049.00 1030878.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9CV1 2042-09-01 3.5 N/A 118945.00 38375.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQRX0 2037-03-01 2 N/A 637295.00 475028.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABQV0 2054-09-01 5.5 N/A 3530576.00 3428774.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSBY0 2052-07-01 4.5 N/A 295000.00 235716.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DD74 2049-07-01 3.5 N/A 50000.00 1868.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGY52 2051-02-01 2.5 N/A 3000000.00 2043602.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8S46 2048-06-01 4 N/A 84144.00 16025.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBT3 2039-08-01 5.5 N/A 574216.00 506076.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHBG6 2046-05-01 3 N/A 75328.00 8420.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MX4Q4 2052-09-01 4 N/A 17000.00 13424.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKT6 2052-11-01 4.5 N/A 28026764.00 23273172.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRXZ3 2036-02-01 2.5 N/A 2035891.00 1851128.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPPS0 2052-07-01 4.5 N/A 144450.00 117278.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNQD1 2052-05-01 3.5 N/A 3115000.00 2383430.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MR2U4 2042-12-01 3.5 N/A 1253505.00 223953.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBZA1 2036-07-01 2 N/A 56947.00 35341.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKMT4 2037-03-01 2 N/A 60000.00 41574.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQF2 2035-06-01 2.5 N/A 37000.00 11731.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9CR0 2047-04-01 3 N/A 1225000.00 559468.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BK72 2038-06-01 5.5 N/A 3950000.00 28798.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJKB8 2037-08-01 2 N/A 1340797.00 952208.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEL2 2034-08-01 3 N/A 90000.00 9894.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQY97 2054-09-01 5.5 N/A 17716242.00 17284826.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8WJ7 2054-01-01 6 N/A 41352.00 20214.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFKR9 2035-10-01 3 N/A 1000000.00 477530.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRZ65 2049-08-01 4 N/A 55707555.00 52186426.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E6M7 2039-05-01 6.5 N/A 19820622.00 17792869.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BMK9 2029-12-01 3.5 N/A 1950066.00 206476.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7UC7 2047-12-01 5 N/A 190000.00 44117.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8K71 2049-06-01 5 N/A 3368000.00 826400.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KUCJ9 2036-10-01 2 N/A 16367548.00 10653548.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRPQ2 2054-10-01 4.5 N/A 7397105.00 6948516.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9L73 2054-03-01 7 N/A 1063650.00 1113556.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D5B4 2036-10-01 1.5 N/A 12318343.00 7646257.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XML79 2053-09-01 6.5 N/A 23906271.00 19447312.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X63C3 2048-04-01 2.5 N/A 86000.00 24717.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXX77 2055-01-01 6 N/A 23235159.00 23513376.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417CUR4 2027-08-01 2.5 N/A 350000.00 14779.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MN6X9 2037-04-01 2 N/A 50000.00 32674.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXJ65 2054-12-01 5 N/A 4857365.00 4722202.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ4L8 2052-06-01 4 N/A 10529881.00 9567134.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KDLF5 2050-06-01 4.5 N/A 3320100.00 817375.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVA0 2052-11-01 5.5 N/A 3700000.00 3168946.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9DD9 2054-03-01 6 N/A 1322461.00 1332388.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGK5 2053-02-01 5.5 N/A 20714615.00 19988455.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0H57 2054-08-01 7 N/A 16304222.00 17178948.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLV39 2051-09-01 3 N/A 1000.00 778.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6P2 2031-11-01 2 N/A 2000000.00 1011869.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAH3 2037-02-01 2.5 N/A 5787677.00 4380355.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLKF4 2038-03-01 2 N/A 925190.00 699241.61 Agency 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FEDERAL NATIONAL MORT N/A 3140XF2R1 2037-03-01 2.5 N/A 1044166.00 730941.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NJ63 2027-09-01 6 N/A 3136193.00 11303.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJQM8 2052-10-01 4.5 N/A 50000.00 41704.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCVQ6 2050-02-01 3 N/A 183248.00 65602.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4Y59 2049-09-01 3 N/A 997195.00 430173.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATLH7 2054-11-01 5 N/A 7454399.00 7233447.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XECV4 2036-12-01 2.5 N/A 78138.00 48820.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFE7 2034-09-01 2.5 N/A 74334.00 10740.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZV7 2051-06-01 2 N/A 1656000.00 1025201.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK6H8 2042-09-01 2.5 N/A 200000.00 149858.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AM6T7 2041-11-01 3.5 N/A 1016567.00 106136.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DX98 2036-04-01 2 N/A 682000.00 371383.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDZK5 2036-11-01 2.5 N/A 391289.00 233515.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABEZ4 2054-09-01 6 N/A 1148246.00 1165340.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMA5 2052-11-01 6.5 N/A 266925.00 190208.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LS2P0 2036-08-01 1.5 N/A 1138313.00 673219.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H2ZF8 2047-11-01 3.5 N/A 484763.00 102298.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUTN6 2054-06-01 4.5 N/A 179000.00 162494.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HFG94 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FEDERAL NATIONAL MORT N/A 3140QFKM0 2035-10-01 2.5 N/A 25000000.00 13236896.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTMX9 2030-07-01 2.5 N/A 13584418.00 1942601.08 Agency Mortgage-Backed Securities Y Moody's Long Rating NR Standard & Poor's Long Rating A+ Fitch Long Rating NR Moody's Short Rating NR Standard & Poor's Short Rating A-1 Fitch Short Rating NR 2025-02-07 2025-02-07 2025-02-07 N N N 0.0457 2500000000.00 2500000000.00 0.0082 N N N Y FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.5550008000000002 3133EPMJ1 254900C5LP6DN9OP9V83 US3133EPMJ12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Moody's Long Rating Aaa Standard & Poor's Short Rating A-1+ Fitch Long Rating AA+ Fitch Short Rating F1+ 2025-01-02 2025-04-14 2025-04-14 N N N 0.0462 475253474.25 475253474.25 0.0016 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5 91282CJB8 254900HROIFWPRGM1V77 US91282CJB81 U.S. Treasury Debt Y Fitch Short Rating F1+ Standard & Poor's Short Rating A-1+ Moody's Short Rating P-1 Fitch Long Rating AA+ Standard & Poor's Long Rating AA+ Moody's Long Rating Aaa 2025-09-30 2025-09-30 2025-09-30 N N N 0.0434 1306784375.00 1306784375.00 0.0043 N Y Y N ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 4.55 N/A ES7IP3U3RHIGC71XBU11 OSG002C17 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 3133C0ZR6 2053-04-01 5.5 N/A 6613845.00 5631658.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTPD5 2053-12-01 6 N/A 7088912.00 6532111.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK6Z3 2054-08-01 6.5 N/A 3992256.00 3695793.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRQF3 2053-03-01 6 N/A 19602737.00 17156324.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EG7L2 2031-02-01 5 N/A 725000.00 23452.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K9SH3 2050-02-01 3 N/A 1000.00 422.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5TE5 2053-08-01 5.5 N/A 2123660.00 1993035.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMBW5 2052-06-01 3.5 N/A 14000.00 11248.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X46N1 2034-10-01 3 N/A 235326.00 28459.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M5LG2 2042-08-01 3.5 N/A 1024.00 180.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFPR4 2050-11-01 2 N/A 22753687.00 12080816.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDD9 2052-05-01 3 N/A 2398024.00 1768607.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283YMU9 2031-03-01 8 N/A 29682.00 490.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X3ML3 2043-07-01 2.525 N/A 159539.00 95219.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JACX4 2049-02-01 3.5 N/A 1266999.00 115857.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AMY1 2027-10-01 2.5 N/A 884269.00 37578.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHM44 2051-03-01 2 N/A 9873241.00 5793991.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTSF7 2054-09-01 7 N/A 2355728.00 2189874.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHQZ8 2046-08-01 3 N/A 1073002.00 375826.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KKH80 2050-08-01 2 N/A 1000.00 461.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APU44 2054-09-01 7 N/A 1528280.00 1613158.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLNB0 2037-05-01 3.5 N/A 130665.00 90796.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETA89 2040-06-01 6.5 N/A 3000000.00 461578.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JL5J9 2049-01-01 5 N/A 10677417.00 221866.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KUM82 2050-12-01 2.5 N/A 16000.00 6687.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKV1 2052-11-01 5.5 N/A 77753627.00 64154604.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AG6S8 2054-08-01 5.5 N/A 3750318.00 3719161.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSBK2 2050-11-01 3 N/A 40511.00 13772.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANKC2 2054-10-01 6 N/A 1532652.00 1550163.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YHV64 2045-05-01 3 N/A 1151016.00 129068.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KFJ55 2035-10-01 1.5 N/A 595000.00 287502.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTJY5 2042-05-01 3.5 N/A 222231432.00 17818862.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JRHG9 2049-09-01 3.5 N/A 1000.00 307.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ESBS6 2047-03-01 3.5 N/A 36149120.00 8856461.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSQ26 2051-11-01 2 N/A 741958.00 477870.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGYC5 2051-02-01 2 N/A 687701.00 398340.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JURU0 2049-04-01 5 N/A 1020542.00 172247.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUUD6 2054-06-01 5.5 N/A 5434676.00 5260607.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNE57 2052-02-01 2.5 N/A 1912660.00 1290243.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KMTV2 2050-09-01 2.5 N/A 98000.00 64956.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DDX4 2036-04-01 5.5 N/A 35709390.00 312924.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9YZ8 2039-12-01 5.5 N/A 320000.00 119692.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMZA5 2054-02-01 6 N/A 3761108.00 3504586.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEV80 2054-06-01 5.5 N/A 228762.00 226186.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUG5 2050-11-01 2 N/A 2944996.00 1581776.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CN7M8 2054-02-01 7 N/A 1780806.00 1696614.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7RF8 2050-01-01 3.5 N/A 141000.00 35416.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFFF8 2045-08-01 3.5 N/A 3000000.00 498368.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M65V1 2054-12-01 4 N/A 2518248.00 2314676.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YJD1 2040-07-01 4.5 N/A 361000.00 28361.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KEQB7 2050-09-01 2.5 N/A 875000.00 426910.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRMQ5 2052-04-01 2.5 N/A 37000.00 30045.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUVJ2 2054-06-01 6.5 N/A 10629242.00 10540620.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNW42 2054-01-01 7 N/A 592209.00 513922.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCSB5 2050-11-01 3 N/A 50000.00 21764.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPN2 2050-06-01 3.5 N/A 115999.00 92655.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPN50 2049-06-01 4.5 N/A 1029.00 257.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7KM6 2054-03-01 6 N/A 280911.00 283966.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5V28 2053-10-01 6.5 N/A 1242880.00 1140360.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YKFW8 2045-06-01 3.5 N/A 775000.00 117786.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KLV25 2050-09-01 2.5 N/A 1000.00 368.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSEF7 2053-08-01 5 N/A 15155344.00 14379133.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CM4S0 2054-01-01 6.5 N/A 2214412.00 2200426.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHZR1 2039-12-01 4.5 N/A 825000.00 512276.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVL4 2052-12-01 5.5 N/A 42000.00 33054.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTMA5 2052-07-01 3.5 N/A 2706028.00 2326271.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMX8 2054-11-01 5 N/A 1104874.00 1061953.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHM69 2051-03-01 2 N/A 10323057.00 6107604.37 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 100.00 101.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DVKZ7 2050-02-01 3 N/A 4368123.00 1704287.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSNT4 2053-07-01 6 N/A 34664147.00 30083939.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFSG5 2050-11-01 2 N/A 19602689.00 12146808.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9TQ0 2032-05-01 4 N/A 790000.00 65813.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABCN3 2054-04-01 6.5 N/A 3309679.00 3104814.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTR3 2050-10-01 2.5 N/A 136992.00 61456.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LV7B9 2051-08-01 2 N/A 51600.00 30038.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKTY6 2053-04-01 5.5 N/A 21449997.00 18637892.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFPN3 2050-11-01 2 N/A 30204332.00 17058993.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHFJ6 2054-07-01 5.5 N/A 351321.00 347459.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283YRE0 2034-11-01 6 N/A 10439.00 149.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU7A8 2054-08-01 5.5 N/A 98921889.00 95918477.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286RC32 2027-05-01 3 N/A 1635.00 44.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVHH7 2054-11-01 4.5 N/A 2180724.00 2063961.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRFQ3 2052-08-01 3 N/A 1404757.00 1190153.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4E1 2048-11-01 3.5 N/A 90808960.00 8947961.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVF82 2054-09-01 7.5 N/A 6138475.00 6219003.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JANA2 2047-05-01 3.5 N/A 3900002.00 680049.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVB45 2054-08-01 5 N/A 33406335.00 31786233.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KA6L5 2051-07-01 2.5 N/A 84000.00 58385.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWVZ4 2037-03-01 2.5 N/A 1090000.00 711933.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K1NR3 2049-09-01 5 N/A 130000.00 35056.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBKE5 2033-09-01 4 N/A 741329.00 189803.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ4A1 2053-07-01 5.5 N/A 13568426.00 12360750.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVR48 2054-10-01 6 N/A 2424800.00 2457402.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQSB2 2054-08-01 5.5 N/A 3815793.00 3788022.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGQ23 2054-07-01 6.5 N/A 3767700.00 3907506.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHCV5 2051-02-01 2 N/A 31154360.00 17840739.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCN1 2051-11-01 2 N/A 35807.00 23261.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPW42 2038-08-01 6.5 N/A 205000.00 30478.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT4S6 2054-03-01 5.5 N/A 2861.00 2819.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFBC4 2051-12-01 3 N/A 98000.00 64220.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L4F53 2051-03-01 2 N/A 15000.00 8398.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XHLL3 2044-04-01 4.5 N/A 853545.00 189186.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KULR1 2050-12-01 2.5 N/A 117000.00 49054.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJXP8 2047-02-01 3.5 N/A 1000000.00 163805.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6CC6 2051-04-01 2.5 N/A 1001.00 601.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LV7C7 2051-08-01 2.5 N/A 105000.00 61410.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B76S2 2052-03-01 3 N/A 3403420.00 2381799.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTU64 2054-01-01 6.5 N/A 8192912.00 7660309.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LVSM2 2051-10-01 2.5 N/A 32956.00 21974.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFK9 2046-11-01 3 N/A 800001.00 145176.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDBN5 2051-10-01 3 N/A 694000.00 425730.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBL53 2053-10-01 4 N/A 944708.00 667336.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L05D5 2051-02-01 2 N/A 1989.00 1021.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0NK3 2054-11-01 5 N/A 1000.00 971.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HHQ95 2054-12-25 5.71879 N/A 3678014.00 3684954.90 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QQF42 2052-09-01 5 N/A 312239.00 247710.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6L74 2044-04-01 4 N/A 170000.00 58092.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPUJ4 2032-04-01 2 N/A 2984000.00 1768056.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LYNG4 2051-11-01 3 N/A 227655.00 153031.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APRG1 2054-10-01 5.5 N/A 8935312.00 8867890.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K1FP6 2049-09-01 3 N/A 1000000.00 269047.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y32C4 2044-11-01 4 N/A 701000.00 112611.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGRG1 2054-06-01 5.5 N/A 3140117.00 3103832.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUNA0 2054-05-01 5.5 N/A 9382915.00 9172486.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGUC6 2054-06-01 6 N/A 42000.00 40439.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL3X4 2050-01-01 3.5 N/A 100000.00 79695.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KDFS4 2050-06-01 2.5 N/A 516274.00 308670.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEJ29 2050-08-01 2 N/A 95158784.00 50724682.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTMC7 2054-12-01 5 N/A 17930210.00 17429413.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMYT9 2052-08-01 4.5 N/A 13227232.00 10656903.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L2QE6 2051-02-01 2 N/A 15000.00 8387.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAS32 2054-04-01 5 N/A 3348908.00 3223842.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329P5C3 2049-01-01 4.5 N/A 2176.00 509.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NR6Z4 2053-08-01 5.5 N/A 1335968.00 1225185.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KE6S2 2050-06-01 3 N/A 1000.00 574.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYW87 2054-11-01 5.5 N/A 4034510.00 4013031.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPGU6 2052-05-01 4.5 N/A 2997.00 2234.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K3AY8 2050-01-01 4 N/A 196000.00 38604.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHU0 2035-04-01 4.5 N/A 635000.00 397084.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APBN3 2054-09-01 6 N/A 1932284.00 1949404.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K9D71 2050-04-01 5 N/A 1725558.00 288318.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPSA4 2049-02-01 4.5 N/A 1001704.00 326906.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKQM5 2037-08-01 1.5 N/A 607446.00 432436.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATGS9 2054-11-01 5 N/A 5734116.00 5567616.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NP90 2028-01-01 6 N/A 5798700.00 40307.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTH28 2053-11-01 6.5 N/A 273979.00 234186.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU7H3 2054-08-01 5.5 N/A 129587901.00 127564211.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NXXN2 2043-02-01 3 N/A 432508.00 83840.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5E1 2050-02-01 3.5 N/A 421000.00 63143.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBC6 2051-03-01 2.5 N/A 4722992.00 2387231.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKN63 2053-03-01 5.5 N/A 8053274.00 6807443.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHMF1 2052-06-01 4.5 N/A 765000.00 588749.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HH3S8 2041-09-25 5 N/A 138643.00 122733.50 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140MWUR5 2053-01-01 6 N/A 7961050.00 6698377.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NXKL0 2043-01-01 3 N/A 600000.00 106452.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQJ55 2052-10-01 5 N/A 10797513.00 8790026.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LS4H6 2036-11-01 3 N/A 933331.00 705243.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLAR9 2052-02-01 3 N/A 54000.00 39997.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBYD2 2054-05-01 6 N/A 1680372.00 1701426.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS4E8 2053-09-01 6 N/A 1001.00 906.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2FC1 2051-10-01 2.5 N/A 1000.00 663.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283LA97 2037-12-01 5.5 N/A 16543.00 847.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDRD8 2053-09-01 6.5 N/A 2491360.00 2511323.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1HP7 2054-11-01 7 N/A 4118709.00 4324441.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385A2L0 2030-02-01 7.5 N/A 11642761.00 87557.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAHW3 2053-08-01 6.5 N/A 1940080.00 1739190.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5U29 2053-10-01 6 N/A 1115.00 892.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMZ3 2054-11-01 6 N/A 58055243.00 57119442.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHJQ6 2046-07-01 3.5 N/A 2443938.00 553644.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JY2U9 2049-11-01 3.5 N/A 1000.00 269.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJE74 2050-04-01 5.5 N/A 217000.00 155380.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6N74 2054-08-01 5 N/A 2876911.00 2694456.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YW5R4 2045-08-01 3 N/A 4000000.00 466729.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWVH3 2053-03-01 6.5 N/A 7103487.00 6251060.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CX2R0 2054-10-01 5 N/A 4183090.00 4051711.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJM6 2053-10-01 6 N/A 29226614.00 25100071.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK2D1 2052-02-01 3.5 N/A 559956.00 444107.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBGH3 2048-10-01 3 N/A 300000.00 76346.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM7L4 2053-11-01 5.5 N/A 9119839.00 8253713.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJTG3 2047-01-01 3 N/A 505510.00 108427.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NYEL5 2027-12-01 2.5 N/A 1518846.00 71539.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X97B5 2051-02-01 3 N/A 56697.00 27749.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WE5J5 2054-06-01 5.5 N/A 2360868.00 2344927.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AJTS1 2026-04-01 3 N/A 1631962.00 47508.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6M65 2049-02-01 4 N/A 13875999.00 1877886.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408JGC9 2036-01-01 5.5 N/A 1147913.00 101845.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBND4 2054-05-01 6.5 N/A 1589710.00 1640027.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9FP2 2040-01-01 5.5 N/A 1464.00 73.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K3DR0 2050-02-01 4 N/A 3024.00 1208.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6PA5 2054-08-01 6 N/A 876766.00 855999.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEJT0 2050-08-01 2.5 N/A 10373120.00 4883647.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQHK2 2035-01-01 2.5 N/A 1431390.00 829029.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E9KJ8 2027-03-01 3.5 N/A 1746573.00 40360.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AS6N3 2054-12-01 5.5 N/A 1587994.00 1583141.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XUAM4 2029-07-01 3.5 N/A 420821.00 89029.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KHJC6 2050-07-01 2.5 N/A 2638836.00 1414264.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7SE0 2049-07-01 4.5 N/A 165000.00 43100.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6P58 2043-10-01 4 N/A 280000.00 30958.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSN81 2047-09-01 4 N/A 70000.00 21701.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQF73 2049-02-01 3.5 N/A 500000.00 45026.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVP81 2054-09-01 5.5 N/A 1471618.00 1470739.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCFS8 2054-05-01 5 N/A 1722054.00 1659699.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AFEA4 2026-04-01 4.5 N/A 12170992.00 102376.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSBJ9 2053-05-01 6.5 N/A 155549.00 128766.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTCK3 2053-10-01 6 N/A 439878.00 389757.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LY6A0 2027-06-01 2.5 N/A 16788104.00 493304.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JV6N7 2049-07-01 4 N/A 13442000.00 4060872.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDY26 2051-11-01 2.5 N/A 145000.00 93609.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEZ2 2052-08-01 2 N/A 2512785.00 1808555.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KCZC4 2036-07-01 6 N/A 56649.00 653.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMGA8 2053-08-01 6 N/A 3776087.00 3004894.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCS4 2044-09-01 5.5 N/A 1827848.00 1686778.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BSM85 2042-07-25 5 N/A 4557675.00 4104281.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140X9A62 2035-10-01 2 N/A 162000.00 65864.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L0PW1 2051-08-01 2.5 N/A 670000.00 425067.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLD62 2051-11-01 2.5 N/A 313000.00 227889.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUQ75 2053-02-01 5.5 N/A 15222752.00 13578277.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVA5 2053-08-01 6 N/A 4102507.00 3465755.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9PX2 2054-04-01 5 N/A 3997356.00 3848579.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUHK5 2054-04-01 5.5 N/A 10050471.00 9354214.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KVJ35 2035-12-01 1.5 N/A 1000000.00 533150.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128C6LS6 2036-11-01 6.5 N/A 1541.00 68.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR6P0 2054-11-01 5.5 N/A 1598221.00 1569684.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KT5F8 2035-11-01 1.5 N/A 550000.00 269852.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UEE1 2054-12-01 6 N/A 1578264.00 1594330.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCNS3 2036-08-01 2 N/A 969890.00 585556.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ7G2 2053-07-01 4.5 N/A 525000.00 444147.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APUK8 2054-09-01 5.5 N/A 5003648.00 4981506.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFP2 2040-06-01 4 N/A 2500000.00 440786.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN5X8 2054-02-01 6.5 N/A 55982849.00 48871007.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KABP0 2050-05-01 5 N/A 3023290.00 1002218.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACSS0 2046-10-01 3 N/A 15288000.00 3978652.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJXY9 2054-08-01 6 N/A 4036245.00 3882805.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AT2U4 2051-10-01 3 N/A 126186.00 85010.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRJN5 2053-06-01 5.5 N/A 1798090.00 1605332.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEBU2 2045-03-01 3.5 N/A 1435000.00 253882.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVVF8 2054-09-01 6 N/A 1502999.00 1535466.90 Agency Mortgage-Backed Securities Y Standard & Poor's Long Rating AA- Fitch Short Rating F1+ Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 Fitch Long Rating AA 2025-01-07 2025-01-07 2025-01-30 Y ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 1.0000 7 N Moody's Long Rating Aa1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ Moody's Short Rating P-1 Fitch Short Rating F1+ Fitch Long Rating AA N N 0.0455 1000000000.00 1000000000.00 0.0033 N N Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797NH6 254900HROIFWPRGM1V77 US912797NH66 U.S. Treasury Debt Y 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 AA+ Standard & Poor's Long Rating AA+ 2025-02-18 2025-02-18 2025-02-18 N N N 0.0444 2573351575.88 2573351575.88 0.0085 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.5100008000000003 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Fitch Short Rating F1+ Moody's Long Rating Aaa Fitch Long Rating AA+ Moody's Short Rating P-1 2025-01-02 2026-11-04 2026-11-04 N N N 0.0457 75000000.00 75000000.00 0.0003 N N N N FIXED INCOME CLEARING CORPORATION (REPO BNY) FIXED INCOME CLEARING CORPORATION (REPO BNY) 4.45 N/A N/A ORS004TF3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation (Repo) Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 N/A 109562300.00 227261168.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 1050041200.00 1017018716.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBT7 2026-03-31 0.75 N/A 1042001900.00 999720176.27 U.S. Treasuries (including strips) Y Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Fitch Long Rating NR Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 2200000000.00 2200000000.00 0.0072 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.5200015999999996 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Fitch Long Rating AA+ Standard & Poor's Short Rating A-1+ Moody's Short Rating P-1 2025-01-02 2025-12-15 2025-12-15 N N N 0.0458 185132909.55 185132909.55 0.0006 N N N N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 4.72 N/A N/A 0SB005CO1 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 31397Y6D8 2038-08-15 5.5 N/A 8200000.00 399179.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHGD7 2054-11-25 5 N/A 954000.00 829996.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137FU6S8 2050-07-25 1.5 N/A 150000000.00 76533664.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H6RK3 2040-03-25 2.5 N/A 19338272.00 11715426.29 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384U6U8 2054-08-20 5.7046 N/A 100000000.00 96924423.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HHVK4 2055-01-25 5.5 N/A 14785760.00 14186128.44 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 38383XSX3 2053-04-20 5.5046 N/A 496414000.00 345194243.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384XRY1 2054-10-20 5.8046 N/A 281110000.00 255160716.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384WXA8 2054-09-20 5.7146 N/A 100000000.00 99358531.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38375LJJ0 2037-09-16 4.625 N/A 2101908.00 1000479.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 355920AB5 2043-05-26 13.81879 N/A 3000000.00 3482148.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385AJN3 2054-12-20 5 N/A 33549824.00 30964899.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BUPL8 2035-12-25 5.5 N/A 17671000.00 17460650.30 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31397N3U7 2049-06-25 5.5 N/A 10522960.00 1789705.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38375UWF3 2065-03-20 1.75 N/A 638945.00 138.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BMR34 2047-08-25 4 N/A 5000000.00 4092664.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31394ECQ9 2035-06-25 5.5 N/A 3000000.00 995901.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38378XF71 2055-08-16 3.30096 N/A 5000000.00 6192818.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31397MBD8 2038-07-25 5.5 N/A 1985000.00 39001.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38378PFF0 2043-12-20 2.5 N/A 32403328.00 26809563.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382U6S5 2051-07-20 2.5 N/A 32390464.00 14052162.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31398WFP4 2040-02-15 5 N/A 3077400.00 2641777.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380JR67 2049-04-16 3 N/A 10000000.00 2038577.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136A6PV0 2041-11-25 2 N/A 58462000.00 5765807.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 30308MAF4 2038-10-25 3.43 N/A 6600000.00 3854025.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384YX97 2054-11-20 4 N/A 2293000.00 1566773.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H2XN9 2050-01-25 1.5 N/A 200000000.00 124856803.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 38379KCE6 2047-08-16 2.4 N/A 50000000.00 5690585.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137F9GV7 2044-07-25 1.5 N/A 19700000.00 11447006.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137H8Z95 2047-05-25 5 N/A 17000448.00 12357700.76 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 38384J5T7 2054-02-20 5.9046 N/A 100000000.00 67330583.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137FDYW6 2040-12-15 3.5 N/A 3317000.00 1308004.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380BUR4 2046-11-20 3 N/A 3205360.00 2696797.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BGNP2 2047-12-25 1.5 N/A 128324000.00 80460308.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HBCF9 2028-11-25 5 N/A 5299999.00 5370264.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380MQJ3 2059-10-16 2.8 N/A 35000.00 2088.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137A7UU2 2041-03-15 4 N/A 13000000.00 1750927.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384EJW6 2053-09-20 5.9046 N/A 100000000.00 65270122.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38377YTM2 2040-05-20 2.5 N/A 5000000.00 34202.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383KNN8 2074-01-20 5.5046 N/A 1000000.00 997306.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136A1C86 2041-10-25 4 N/A 2000000.00 644093.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380LD91 2069-05-20 5.39648 N/A 7500000.00 2873464.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385AJS2 2054-12-20 4 N/A 31078016.00 23875229.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38375BXY3 2061-12-20 5.46648 N/A 989951.00 5990.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BUNV8 2055-01-25 4.5 N/A 13293280.00 12659815.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384YU41 2054-11-20 6 N/A 100000000.00 99831884.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BK6S6 2051-04-25 1.875 N/A 203000000.00 126205413.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38373AJ56 2039-08-16 6 N/A 18000000.00 1696098.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384YV99 2054-11-20 5.5 N/A 5015000.00 4759436.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385AJK9 2054-12-20 5.5 N/A 73798272.00 70831384.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384EYE9 2053-09-20 5.9046 N/A 34627600.00 22814376.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BUPN4 2055-01-25 5.8 N/A 5300000.00 5273259.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31397QRN0 2041-02-25 5 N/A 30988480.00 1558655.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137FCLC6 2027-10-25 3.066 N/A 800000.00 426255.47 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137BNBR4 2036-01-15 3.5 N/A 6229000.00 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GOVERNMENT NATIONAL M N/A 38380MSN2 2052-07-16 3.25 N/A 22217920.00 2565119.72 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BLRK6 2045-10-15 3.5 N/A 800000.00 840129.47 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137FUE91 2044-01-25 2 N/A 6050000.00 1732744.96 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 38383XH56 2053-04-20 5.5046 N/A 125369000.00 81689053.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384MS99 2035-04-20 6 N/A 2473000.00 2466559.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383KMK5 2074-01-20 5.5346 N/A 1994654.00 1992348.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BUNW6 2050-08-25 5 N/A 54767552.00 53136665.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380FUD6 2047-07-20 3 N/A 3484550.00 3345264.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 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Fitch Short Rating F1+ Moody's Short Rating NR Fitch Long Rating AA Standard & Poor's Short Rating A-1 N N 0.0472 2000000000.00 2000000000.00 0.0066 N Y Y N JPMORGAN TRUST II 2024-01-08 /s/Timothy J. Clemens Timothy J. Clemens Treasurer