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254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625 N/A 87157000.00 116940322.07 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WDN65 2054-05-01 5.5 N/A 1162256.00 1135182.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425WW31 2055-01-01 5.5 N/A 1321110.00 1319362.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0SX0 2054-10-01 5.5 N/A 1201468.00 1097344.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AWZ75 2047-07-25 3 N/A 3000000.00 1995312.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140W0EZ4 2054-11-01 5 N/A 40901.00 39220.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQAT0 2049-12-25 3 N/A 2000000.00 1843612.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31426PLC7 2055-06-01 6 N/A 1000.00 1019.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBSJ1 2053-02-01 5.5 N/A 1039432.00 882545.64 Agency 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2029-06-30 4.25 N/A 17940500.00 18444278.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WFK55 2054-06-01 5.5 N/A 2444386.00 2391656.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380KZQ1 2048-02-20 3 N/A 4000000.00 1696106.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QSWY3 2053-08-01 5.198 N/A 49796690.00 43635514.68 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 1400.00 1032.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B7V24 2050-01-25 3 N/A 6604235.00 2837720.26 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LNN23 2033-07-01 3.75 N/A 1358376.00 1272529.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9S61 2048-09-01 4.5 N/A 38850647.00 6775919.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3CD2 2055-05-01 6 N/A 3903688.00 3967139.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4Q76 2045-01-01 3.5 N/A 18580100.00 2715822.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNL74 2033-07-01 3.97 N/A 1877142.00 1762964.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWT41 2055-01-01 6 N/A 2666014.00 2703185.52 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 300.00 276.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 1198900.00 1164381.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 2800000.00 2360457.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 3800.00 3069.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 198800.00 193744.04 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AW5S2 2047-07-25 3.5 N/A 3523175.00 1902298.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B5BL6 2043-10-15 4 N/A 2764000.00 2552151.07 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 310000.00 306711.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 100.00 85.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31426AMK1 2055-02-01 6.5 N/A 1694605.00 1756827.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H5DN4 2052-01-25 2.5 N/A 3447000.00 2038202.04 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 254900HROIFWPRGM1V77 38384DMN4 2053-10-20 6 N/A 7667094.00 8362638.16 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 1000.00 997.46 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QNQ39 2052-03-01 3.5 N/A 2676116.00 1854765.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMR83 2052-06-25 4 N/A 5000000.00 4072293.43 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 4.875 N/A 400.00 412.27 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140B7FX6 2055-04-01 6 N/A 1096.00 1110.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRLD3 2048-10-01 4.21 N/A 1500000.00 1260635.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313637Y53 2033-09-01 3.78 N/A 14000000.00 12948894.00 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 900.00 900.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AM2Z3 2054-08-01 5.5 N/A 1208892.00 1196262.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AF6N1 2054-07-01 6 N/A 1616727.00 1296148.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NTK4 2047-10-01 3.5 N/A 19004862.00 3074570.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394BYX6 2034-12-25 4.5 N/A 9900000.00 1324047.55 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133D1CG2 2054-11-01 4.5 N/A 4714793.00 4450742.84 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 150000.00 128344.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3137H4Z60 2052-01-25 2.5 N/A 1642538.00 872101.32 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 8725900.00 8828466.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 100.00 68.27 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140W1V75 2050-07-01 3.5 N/A 1000.00 923.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMQG9 2054-10-01 4.5 N/A 1227700.00 1131502.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJEH1 2042-03-01 3.5 N/A 19133116.00 2846609.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2CW2 2054-12-01 6 N/A 3142055.00 3182161.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 68500.00 66124.23 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138LNM73 2033-06-01 3.73 N/A 1397364.00 1295368.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXFL0 2054-06-01 6 N/A 2437372.00 1860364.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A5CK0 2042-04-25 3.5 N/A 5000000.00 4502312.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LMSU8 2030-04-01 3.49 N/A 14280000.00 13301200.98 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 200.00 148.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 1673000.00 1091812.55 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138LMYK3 2033-04-01 3.72 N/A 1000000.00 902876.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3NY4 2055-02-01 6 N/A 1127747.00 1142354.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTYC7 2049-05-01 3.83 N/A 1799207.00 1489585.34 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 3500000.00 3483388.98 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AWWL9 2055-01-01 5.5 N/A 1485445.00 1479520.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMBC4 2054-08-01 6 N/A 1006298.00 965557.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6UK9 2055-04-01 6.5 N/A 1000.00 1040.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NE7C3 2053-04-01 5.5 N/A 4617496.00 3554781.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRRX3 2053-03-01 5 N/A 24502430.00 20684703.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXGA5 2032-01-01 5.155 N/A 47846000.00 48865150.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3BT8 2055-05-01 6 N/A 1000.00 1019.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 3158100.00 3170709.57 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AEQD2 2043-06-25 3 N/A 1856326.00 1467057.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9GB9 2052-11-25 5.5 N/A 3000000.00 3215668.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3142GUDQ3 2055-03-01 5 N/A 134756.00 129721.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ART57 2046-05-25 3 N/A 2000000.00 1538135.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133C8SC0 2053-08-01 5.5 N/A 1209532.00 794393.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 100.00 102.41 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140ATAY2 2054-10-01 5.5 N/A 1062106.00 947481.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNXM8 2030-06-01 3.53 N/A 3304000.00 3188028.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSH62 2050-02-01 3 N/A 8012607.00 6295050.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BX2G5 2053-04-01 6.5 N/A 1018510.00 789070.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVKW6 2029-07-01 4.84 N/A 16474000.00 16843674.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCE91 2046-12-01 3.5 N/A 6820899.00 5394610.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LLKR5 2037-11-01 3.51 N/A 2307369.00 1929032.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WDD6 2051-07-20 2.5 N/A 11748797.00 6704050.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7SH7 2052-06-25 4 N/A 1500000.00 1272102.44 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 200.00 169.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140JS7G8 2049-06-01 5 N/A 3113099.00 447383.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1T79 2048-06-25 4 N/A 3911000.00 2544658.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LGYF3 2029-07-01 3.98 N/A 9343000.00 9176508.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AES32 2043-06-25 3 N/A 3362609.00 2108823.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140J7X34 2047-12-01 3.5 N/A 37923248.00 12785130.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMX8 2054-11-01 5 N/A 1024.00 956.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LMPN7 2033-03-01 3.43 N/A 1000000.00 884976.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H2RK2 2051-10-25 2 N/A 3211000.00 1630286.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132XECZ2 2037-11-01 2.4 N/A 3854336.00 2935837.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PDB6 2048-06-01 4 N/A 25900000.00 4345454.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0LE9 2054-11-01 5.5 N/A 1816666.00 1610733.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRFG4 2053-06-01 5.5 N/A 3000000.00 2649161.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRAV5 2033-10-01 3.78 N/A 358132.00 331629.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3GN4 2048-10-25 3.5 N/A 3004007.00 1652624.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ATWU6 2054-12-01 6.5 N/A 1018499.00 1059463.72 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 1600.00 1531.80 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HRRR6 2028-11-01 3.95 N/A 16225000.00 16104479.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSBY6 2053-05-01 4.955 N/A 55439456.00 46818652.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGXR0 2054-06-01 6 N/A 2265342.00 2303286.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339DP85 2032-02-15 6.5 N/A 32562583.00 1832688.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B22N3 2055-02-01 6 N/A 1877327.00 1910876.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFP92 2054-06-01 6 N/A 2162608.00 2077965.03 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 400.00 402.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 400.00 405.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140ASAH1 2054-10-01 5.5 N/A 1000.00 989.18 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 1100.00 773.33 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31396UVU1 2036-07-15 6 N/A 3000000.00 669833.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A82Y7 2054-01-01 7 N/A 1093412.00 826874.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379F3Y3 2045-05-20 3.5 N/A 2500000.00 2237139.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B6LL3 2043-11-15 4 N/A 5561245.00 4023025.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H2G65 2051-08-25 2 N/A 500000.00 270322.56 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 1400.00 1380.32 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132VQBP0 2049-05-01 5 N/A 2888610.00 854073.34 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 200.00 150.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 100.00 93.92 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NVCA3 2029-05-01 4.87 N/A 24666000.00 25229348.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MXW6 2054-09-01 5 N/A 1040.00 987.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LJWD8 2037-07-01 3.29 N/A 2000000.00 1750596.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 1600.00 1075.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3137A0K95 2040-07-15 4.5 N/A 5000000.00 1224113.44 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 N/A 2000000.00 2047798.90 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374ESC2 2033-11-20 5.5 N/A 18843000.00 1854884.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N8LZ9 2053-01-01 5 N/A 3597038.00 2951029.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AA4L6 2043-01-25 3 N/A 1747770.00 1874778.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XHK55 2052-06-01 4.5 N/A 19062159.00 13851364.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTLY3 2034-05-01 3.35 N/A 9808223.00 8832320.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J2CR5 2050-11-01 2.49 N/A 286815.00 192241.98 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 1300000.00 953677.12 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140GYJV2 2048-02-01 4.5 N/A 59611090.00 16243592.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426G2G9 2055-04-01 7 N/A 1000.00 1062.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 1855800.00 1728304.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HSUE9 2029-02-01 3.52 N/A 16699000.00 16219397.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4VA5 2050-11-25 2.5 N/A 2920359.00 1713239.00 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 11139300.00 11368630.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 1511500.00 1103424.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WFZR1 2054-07-01 7 N/A 2551590.00 1773148.26 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 100.00 81.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3142ACD22 2053-01-01 3.85 N/A 3615121.00 2849398.76 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 3504400.00 3572729.08 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BGAM3 2051-07-25 2.5 N/A 4000000.00 2553791.56 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NA1 2025-10-30 0 N/A 100.00 98.22 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AWTX7 2055-01-01 6.5 N/A 1022970.00 1057198.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0SZ5 2054-10-01 5.5 N/A 1757598.00 1751351.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNMA1 2052-07-25 4.5 N/A 3000000.00 2710904.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EQMT6 2044-03-01 4 N/A 39186360.00 5860960.85 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 100.00 100.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 2399000.00 2420477.70 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGNP3 2033-10-25 3 N/A 2500000.00 1651620.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AXBQ9 2055-02-01 6 N/A 1804318.00 1823827.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AU4D0 2047-02-25 3 N/A 2056000.00 1108344.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140J8ZY2 2048-07-01 4.5 N/A 44752465.00 8633247.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A8D64 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NATIONAL MORT N/A 3140H8Y33 2048-08-01 4 N/A 1021.00 211.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTMC1 2053-01-01 6 N/A 1983898.00 1799101.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BRER2 2046-08-15 3 N/A 993000.00 662903.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418C3D4 2048-10-01 4 N/A 8585216.00 648214.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AF6F8 2054-08-01 5.5 N/A 1253049.00 1086041.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSPK4 2053-09-01 6 N/A 10289490.00 9778617.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426PG82 2055-05-01 6 N/A 4726219.00 4821543.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B0EF7 2043-03-15 3 N/A 7000000.00 6259614.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383PV32 2052-04-20 3.5 N/A 1380193.00 1062026.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AC5J6 2043-04-25 2.75 N/A 1847000.00 1724732.81 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MG9 2025-08-07 0 N/A 2200.00 2182.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HTFN4 2034-04-01 3.63 N/A 1661610.00 1527372.13 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 400.00 378.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 1000.00 972.21 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2SB9 2048-07-25 3.5 N/A 3095000.00 1274748.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31329NP77 2047-08-01 3.5 N/A 48298208.00 15086405.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EK4H5 2042-09-01 3.5 N/A 135396819.00 14090034.25 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 8000000.00 7893421.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 49900.00 50002.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133BTME7 2053-01-01 6 N/A 3791587.00 3572745.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ARQ43 2046-05-25 3 N/A 5500000.00 4208257.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NV5C7 2034-02-01 4.68 N/A 11355000.00 11261854.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426PC78 2055-05-01 6 N/A 1000.00 1018.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9CR8 2052-11-25 5.5 N/A 20000000.00 21876931.60 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31377U7L1 2030-08-01 3.61 N/A 14280000.00 13775731.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6EG2 2046-11-01 3 N/A 1739419.00 550638.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTGZ3 2054-11-01 5.5 N/A 1000.00 969.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1L64 2054-11-01 5.5 N/A 2457132.00 2446149.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339WNA0 2032-04-15 6 N/A 27999992.00 486419.38 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 100.00 98.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140LA5K7 2050-08-01 2.36 N/A 2256195.00 1517578.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNT76 2048-07-01 4.04 N/A 2000000.00 1717084.89 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 700000.00 764375.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133D0SY8 2054-10-01 5.5 N/A 1402317.00 1397046.01 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 200.00 121.29 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AFCU6 2043-07-25 2.5 N/A 1500000.00 1365769.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BGR59 2052-07-01 4.5 N/A 22489181.00 19697388.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK7D1 2054-08-01 6.5 N/A 1785757.00 1840472.32 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 9458000.00 9165024.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397B5W7 2036-09-15 6 N/A 5099000.00 1090450.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AFZT6 2054-08-01 6.5 N/A 1160954.00 1199322.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0SS1 2054-11-01 5.5 N/A 1163514.00 1160127.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNFJ5 2030-06-01 3.55 N/A 2000000.00 1930035.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6R55 2051-04-01 3 N/A 1000.00 394.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTFY0 2034-05-01 3.59 N/A 1815390.00 1665983.30 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 4388500.00 4366914.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 6064900.00 5702253.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DSW57 2050-07-01 3.5 N/A 14238271.00 11841265.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUJ38 2054-11-01 7 N/A 1714304.00 1793095.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDRL5 2051-09-01 2.49 N/A 1000000.00 685299.24 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.5 N/A 108000.00 110221.75 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HT5Y1 2034-09-01 3.43 N/A 4000000.00 3606516.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AFSV7 2043-07-25 3 N/A 4975000.00 4027449.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CQPR0 2054-08-01 6 N/A 2270471.00 2169417.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K6BS3 2050-01-01 5 N/A 1051951.00 303961.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LEN60 2041-12-01 2.41 N/A 9120554.00 6291918.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2MM0 2052-09-01 4 N/A 1460570.00 1280575.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LLEC5 2037-12-01 3.26 N/A 1981760.00 1678854.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LPAR7 2033-08-01 3.79 N/A 2010000.00 1853114.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LJ2G4 2037-07-01 3.21 N/A 16630555.00 13976016.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3ZF2 2055-02-01 6 N/A 4053212.00 4108599.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136APCW0 2045-07-25 3 N/A 7997000.00 2292133.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CQLT0 2054-07-01 7 N/A 1146278.00 1028473.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DDR5 2053-10-20 6.5 N/A 5000000.00 5779627.23 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR N/A 91282CND9 2028-05-15 3.75 N/A 200.00 199.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137GAQM2 2040-10-15 4 N/A 3000000.00 704459.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DSH88 2049-09-01 3.5 N/A 7201459.00 5731156.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B3JF6 2043-07-15 3.5 N/A 2224314.00 2064591.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140K4KT6 2050-02-01 5 N/A 1401431.00 817072.25 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 373400.00 378681.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR B1V7KEBTPIMZEU4LTD58 31397JW42 2037-07-15 6 N/A 1380595.00 151339.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AQP63 2054-10-01 4.5 N/A 1842273.00 1727272.53 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 300.00 272.47 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HTS59 2034-05-01 3.34 N/A 9334385.00 8348834.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1VF3 2054-11-01 7 N/A 1084211.00 1139522.07 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 5000000.00 4861496.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285T3 2025-12-31 2.625 N/A 100.00 100.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AQ7E6 2054-10-01 5.5 N/A 1008.00 1000.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAXR9 2053-03-01 5.5 N/A 22651145.00 18421638.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVTC8 2054-09-01 5.5 N/A 1761869.00 1515432.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YWH42 2045-10-01 3.5 N/A 26664000.00 4280198.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMPV4 2052-04-25 3.5 N/A 1295951.00 918769.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NYBV2 2032-03-01 5.06 N/A 1000.00 1023.81 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 1400.00 1347.07 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HSKB6 2034-02-01 3.96 N/A 15240584.00 14412486.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JRLB5 2049-06-01 5 N/A 1691043.00 284825.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AS2K3 2054-11-01 5 N/A 1663160.00 1615649.47 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y79 2025-07-31 2.875 N/A 2571300.00 2588887.61 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138LN6V8 2033-07-01 3.85 N/A 2000000.00 1893868.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTNT2 2054-09-01 6 N/A 1025993.00 1034430.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AY7L1 2027-12-25 2.987708 N/A 8598000.00 5320606.75 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 466600.00 450589.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HR5F6 2033-12-01 4.15 N/A 4600000.00 4359957.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425WW23 2054-12-01 5.5 N/A 1757377.00 1642249.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MJA0 2054-09-01 5 N/A 1024.00 976.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HWRW4 2031-11-01 2.53 N/A 5358983.00 4368804.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MLNA4 2052-04-01 4.5 N/A 1164.00 872.23 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 400.00 502.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 1100.00 1037.84 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140K5DC8 2050-01-01 5 N/A 1052585.00 366714.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQAP1 2052-11-01 5.5 N/A 2113.00 1702.81 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 12433000.00 13047786.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WECW8 2054-06-01 6.5 N/A 2916165.00 2897128.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRHF3 2033-12-01 4 N/A 4888000.00 4647209.74 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 42000000.00 38976756.92 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140B2Z23 2055-02-01 5.5 N/A 2315076.00 2306243.14 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 6906100.00 6956533.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FC4R2 2047-12-15 3 N/A 533000.00 416982.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WGFW0 2054-06-01 6.5 N/A 1134813.00 1172788.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCV30 2053-03-01 5.5 N/A 3636952.00 2944935.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B36D5 2043-06-15 3.5 N/A 1922844.00 1237690.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CVXA7 2054-10-01 6.5 N/A 1189909.00 1236229.42 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 500000.00 485498.07 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XM2L9 2047-02-01 3.5 N/A 4807456.00 3810847.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNB60 2047-07-01 3.5 N/A 22007323.00 17317183.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AFPC0 2041-09-15 4 N/A 4000000.00 1607188.96 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 100.00 69.28 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AYYZ0 2047-11-25 3.5 N/A 2000000.00 845406.59 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 300.00 238.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140N4GQ4 2053-05-01 5.5 N/A 1162758.00 1021794.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B42G4 2055-04-01 6 N/A 841684.00 855864.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFY83 2045-11-01 4 N/A 87300000.00 15218499.42 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 100.00 96.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 100.00 93.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 1700000.00 1723985.59 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKX64 2052-01-25 2.5 N/A 5170000.00 2839230.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGMJ8 2043-10-25 3 N/A 7637000.00 3684829.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140JQYF4 2049-06-01 5 N/A 1014013.00 487045.35 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 7780100.00 7155754.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133BBKX6 2052-05-01 4 N/A 16410203.00 11826931.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0XZ9 2054-11-01 4.5 N/A 1080243.00 1016299.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNRW3 2033-07-01 3.75 N/A 32476528.00 30505067.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B8HA0 2050-02-25 3 N/A 1000000.00 751606.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LG2Q4 2037-08-01 4.32 N/A 3306000.00 3114152.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNCD1 2033-05-01 3.51 N/A 15814000.00 14678404.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 500000.00 508985.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 5224200.00 5229400.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140B42J8 2055-04-01 6 N/A 1000.00 996.02 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PY7 2025-09-25 0 N/A 520200.00 513062.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 2005000.00 2034886.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140LAE27 2035-12-01 1.61 N/A 4719894.00 3552125.88 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 300.00 310.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 1363000.00 1364762.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJE92 2051-11-25 2.5 N/A 1461217.00 734428.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380ATY3 2046-09-20 3 N/A 3156348.00 3305034.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJG74 2051-11-25 2.5 N/A 1207240.00 654054.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131XJK35 2042-04-01 3.5 N/A 50488923.00 6616597.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AHVS6 2044-01-25 3.5 N/A 4000000.00 3388515.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H27G3 2051-09-25 2 N/A 12169060.00 6336900.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133D0LF6 2054-11-01 5.5 N/A 1991195.00 1982611.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HSDW8 2028-12-01 3.955 N/A 6104000.00 6046066.77 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(including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F17F9 2047-06-15 3 N/A 11159000.00 7179822.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31396HMW6 2036-02-15 5.5 N/A 4155000.00 774155.15 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 17999700.00 17600944.58 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ADR35 2043-05-25 3 N/A 1673507.00 1312002.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133SKCQ2 2042-12-01 3 N/A 6811194.00 5194711.87 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 800000.00 789935.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 1240000.00 1268968.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 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Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LJZV5 2032-08-01 3.06 N/A 2333000.00 2111372.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3V74 2051-04-25 2 N/A 1581428.00 708769.24 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140APS39 2054-11-01 5.5 N/A 2278711.00 2178332.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTAB5 2053-09-01 5.391 N/A 28996325.00 26638880.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134GV6J2 2040-07-13 2.15 N/A 2370000.00 1607646.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133D1MD8 2054-11-01 5.5 N/A 1055673.00 1037518.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JGLP8 2048-12-01 4 N/A 21150000.00 5558774.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 549300M8ZYFG0OCMTT87 3142GUSY0 2055-05-01 5 N/A 1200.00 1170.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNXB2 2033-08-01 3.85 N/A 1000000.00 935635.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LMRA3 2038-04-01 3.51 N/A 5399000.00 4743736.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRSE4 2038-12-01 4.085 N/A 8000000.00 7298613.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3SK9 2051-05-25 2 N/A 2255145.00 1096015.82 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNN51 2052-08-25 4.5 N/A 3000000.00 2896438.70 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEU1 2025-06-15 2.875 N/A 2200.00 2226.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 300.00 188.26 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 313637PR5 2030-08-01 3.65 N/A 5200000.00 5037527.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHG84 2048-07-01 3.5 N/A 28646295.00 19098909.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0LD1 2054-11-01 5.5 N/A 1267358.00 1264869.60 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 1200.00 692.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HTC49 2034-05-01 3.5 N/A 2243722.00 2032331.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACJS0 2048-01-01 4 N/A 18600000.00 6070934.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJZA9 2054-07-01 6 N/A 1299650.00 1238473.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKZV4 2052-09-01 4.5 N/A 1170639.00 1063215.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A2CH1 2050-02-01 5 N/A 5384548.00 2053667.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJF59 2051-11-25 2.5 N/A 5442395.00 2906088.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140M6LY7 2054-08-01 5.5 N/A 2537945.00 2372074.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRZX4 2031-02-01 4.11 N/A 7966398.00 7727057.81 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 100.00 103.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RN29 2052-05-20 3 N/A 6114418.00 5240281.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HADG8 2053-08-25 6 N/A 4000000.00 4380370.77 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 199800.00 206955.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBQ3 2026-02-28 0.5 N/A 100.00 97.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 100.00 91.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 N/A 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2025-06-06 2025-06-20 Y NATIXIS NEW YORK BRANCH (REPO) 1.0000 7 N Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 Fitch Short Rating F1 Fitch Long Rating A+ Moody's Long Rating A1 Moody's Short Rating P-1 N N 0.0434 2000000000.00 2000000000.00 0.0067 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.39999920 3130B5JX7 2549001DPIFGXC1TOL40 US3130B5JX77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Short Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 Fitch Long Rating NR 2025-06-02 2027-03-18 2027-03-18 N N N 0.0446 249997740.00 249997740.00 0.0008 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO) MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO) 4.32000000 N/A JBONEPAGQXF4QP29B387 ORL001S00 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, 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367826.09 85926.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TW8 2025-08-31 0 N/A 6521.74 6449.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 N/A 2023913.04 689105.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FL2 2049-11-15 0 N/A 303304.35 87717.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 200869.57 180290.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 13852173.91 7459451.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 3173478.26 2320091.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 27647217.38 28576832.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 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190000.00 71894.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 5858391.30 6075892.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UA4 2025-10-31 0 N/A 24347.83 23923.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 24878260.86 9679957.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 N/A 1046521.74 420472.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 N/A 3778695.65 940713.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 143478.26 50740.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 21385695.65 19701911.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z52 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254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 402173.91 150151.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 6044782.61 3312105.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 19782608.69 15745453.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0 N/A 6327826.09 1594352.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.5 N/A 5432434.78 5484662.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HF3 2054-11-15 0 N/A 2648695.65 623932.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 4220869.56 4020563.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 465652.17 109594.50 U.S. Treasuries (including strips) UNITED 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4014455.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 2749565.22 1738566.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 N/A 3589130.43 967916.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 N/A 8104347.82 2516351.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LY4 2026-02-15 0 N/A 1824782.61 1774604.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 10393478.26 3722091.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 26086.96 10024.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFE6 2025-08-15 3.125 N/A 2100391.30 2113289.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 659130.43 163249.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0 N/A 17815217.39 4612537.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 9685652.17 7253255.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LW8 2025-08-15 0 N/A 7703478.26 7635918.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 7309000.00 6297120.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 N/A 4147391.30 2918415.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286S4 2026-04-30 2.375 N/A 12826.09 12638.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 335217.39 105839.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFW6 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3140Y6JQ4 2055-04-01 6 N/A 22643912.50 22680230.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGNL7 2051-01-01 2 N/A 5945826.00 3270942.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDQ82 2051-11-01 2.5 N/A 88638433.29 55542736.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEP4 2052-09-01 3 N/A 983439.62 719860.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UR72 2054-11-01 5 N/A 27852151.65 26384754.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AQNP8 2051-08-01 2 N/A 1019905.37 695606.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFNN5 2050-11-01 2 N/A 4578286.02 2778153.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EWF3 2038-09-01 6 N/A 237833.04 156819.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6AM5 2055-05-01 4.5 N/A 37755.40 35692.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPVV0 2052-05-01 5 N/A 750162.27 522982.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BDVR3 2052-06-01 3 N/A 158919.44 114578.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NM4G9 2053-06-01 6.5 N/A 44593.70 26286.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8A80 2050-10-01 2.5 N/A 1783747.80 707581.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLLJ5 2053-05-01 5 N/A 1076194.51 954982.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKFF0 2051-04-01 2.5 N/A 134437390.03 77536964.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFC23 2050-10-01 2 N/A 119336323.86 59474756.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFCG0 2054-06-01 6 N/A 1135969.08 991658.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZC1 2052-01-01 2.5 N/A 240805.95 154300.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXMM9 2054-10-01 4.5 N/A 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47580731.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AHK7 2042-07-01 3.5 N/A 4162.08 351.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KPC2 2031-09-01 4 N/A 469440.80 22218.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BNN2 2045-02-01 3.5 N/A 15068949.20 1723347.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMT60 2030-10-01 3 N/A 3725059.99 355129.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKYW2 2051-06-01 2.5 N/A 119058687.08 72787612.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3ZA5 2052-09-01 5 N/A 1932307.83 1180301.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMM37 2053-08-01 5.5 N/A 10470837.42 8840955.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31323ECC6 2049-02-01 3.5 N/A 8976304.11 734249.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LDJM6 2026-03-01 2.86 N/A 1819066.01 1671834.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEB9 2054-11-01 4.5 N/A 184989202.24 170607234.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MA3Z5 2052-04-01 2 N/A 70220.21 50816.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7JU8 2055-05-01 5.5 N/A 1895588.79 1886663.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AVA3 2043-07-01 3.5 N/A 39597417.41 6762411.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQLD6 2053-01-01 6 N/A 63168379.32 51170559.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMVV6 2053-08-01 5 N/A 2489812.26 2325228.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVV50 2054-12-01 4.5 N/A 29071493.10 26768278.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ASF6 2043-04-01 3 N/A 324047.52 55494.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4R8 2054-04-01 5.5 N/A 133298283.93 118003572.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDC4 2052-03-01 2 N/A 77295.74 50305.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CL53 2038-02-01 6.5 N/A 686742.90 9324.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQA23 2052-06-01 3 N/A 11336.91 8904.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMQ56 2051-12-01 2.5 N/A 11891652.00 7810072.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBTF7 2051-06-01 2 N/A 68895475.03 40968100.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DULA3 2054-10-01 6 N/A 252697.60 245964.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKVF2 2051-05-01 3 N/A 1783747.80 1085587.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133USHH7 2051-06-01 2.5 N/A 160537.30 110018.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BALD6 2055-04-01 4 N/A 522607.78 479930.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938GD9 2039-12-01 4.5 N/A 179873.72 5883.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARFN5 2054-10-01 4.5 N/A 631042.41 482680.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMTH7 2051-12-01 2 N/A 594.58 377.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2NU2 2052-02-01 2 N/A 59694.31 37797.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJD67 2051-12-01 2.5 N/A 70099024.37 50608952.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB27 2029-05-01 3.5 N/A 90971.14 7048.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQQF2 2045-06-01 3.5 N/A 23620031.62 3954806.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WE2W8 2025-07-01 2.5 N/A 25279536.03 15080.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUFK4 2054-12-01 5 N/A 5416885.32 5229842.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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3132DPSA7 2053-02-01 5.5 N/A 117727.35 98436.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVDA9 2054-06-01 5 N/A 17583.00 16596.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426K3G9 2055-04-01 6 N/A 10853710.56 10884413.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUUT1 2054-06-01 5.5 N/A 50539.52 45303.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WF6F8 2030-12-01 2.5 N/A 2556705.18 349793.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7EP4 2055-03-01 7.5 N/A 184148.18 179395.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FNJ39 2032-02-01 3 N/A 654040.86 80226.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1SQ3 2054-11-01 6 N/A 226241.06 220855.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV2J2 2055-01-01 5 N/A 59940014.61 57752466.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKVH8 2036-05-01 2.5 N/A 26756217.00 13960205.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACA59 2047-01-01 3 N/A 230779787.26 71567528.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UVJ1 2054-11-01 4.5 N/A 457386.83 429785.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6NZ9 2055-05-01 6 N/A 120153708.45 122318016.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6S96 2051-04-01 2 N/A 5298236.36 2853717.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1G45 2054-11-01 4 N/A 449090.62 408031.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKMJ4 2051-05-01 2.5 N/A 67588915.44 39235962.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9PS8 2051-02-01 2 N/A 99630201.17 55683504.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4EC7 2052-12-01 6 N/A 1159515.74 828900.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQXP2 2045-06-01 4 N/A 3864786.90 605622.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CNE0 2047-08-01 4 N/A 5095268.46 546472.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1Z63 2050-03-01 4 N/A 43280361.93 40467148.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCA85 2055-06-01 6 N/A 662933.44 683296.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MUGY0 2052-04-01 3 N/A 1173509.84 690046.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKN6 2055-05-01 5.5 N/A 167517872.96 165769845.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKCA4 2051-04-01 2.5 N/A 88634932.39 52963676.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M8PM5 2051-12-01 2.5 N/A 622725.38 439420.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9VN2 2051-02-01 2 N/A 11510358.07 6418536.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVB5 2050-12-01 1.5 N/A 219089380.06 119703388.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7CR6 2047-07-01 4 N/A 92160.30 29960.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JMY71 2049-02-01 5.5 N/A 2299281.83 569910.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN4L4 2052-04-01 3.5 N/A 279996.08 192225.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKCJ7 2053-02-01 5.5 N/A 237833.04 202241.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9BV1 2054-03-01 5 N/A 401199.37 334391.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7UZ8 2032-10-01 4 N/A 19416.69 3660.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGND5 2050-12-01 2.5 N/A 58544386.54 29758263.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131X6WG1 2026-06-01 4 N/A 1492506.97 23713.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPCP0 2052-05-01 4 N/A 19378483.89 14155400.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJ98 2052-05-01 3.5 N/A 38647.87 29435.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1RE2 2053-04-01 5 N/A 1557592.36 1233722.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUP3 2053-07-01 4 N/A 449500.28 372022.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RFH6 2054-04-01 0 N/A 14864565.00 14766265.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CR5Z2 2054-08-01 7 N/A 2038740.49 1659220.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRK96 2053-09-01 5.5 N/A 699189.90 682432.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAU75 2051-05-01 2.5 N/A 108621279.47 66283355.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQM91 2043-01-01 3 N/A 122305.64 23713.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MF6L2 2052-03-01 3 N/A 876305.35 528387.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1B85 2048-04-01 3 N/A 27063497.29 23556484.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3A0 2038-10-01 4 N/A 163672.54 18034.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FJC35 2046-11-01 3 N/A 362075.83 90377.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ANH7 2042-12-01 4 N/A 27241282.24 3569749.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DXJ6 2051-03-01 1.5 N/A 186181944.45 105526782.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAU67 2051-05-01 2.5 N/A 16483161.54 9595449.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MQDD8 2052-07-01 3.5 N/A 542924.07 384204.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLS4 2055-05-01 6 N/A 301051116.91 305352033.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCYB8 2051-09-01 2.5 N/A 132269113.77 81425360.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HL7 2039-10-01 5.5 N/A 5942680.66 4669198.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECZ1 2042-04-01 2.5 N/A 59458.26 40241.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7BM6 2054-03-01 6.5 N/A 9184517.42 8136807.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPSM1 2052-04-01 3 N/A 1719525.74 1214609.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNQH8 2052-03-01 2 N/A 65891.64 43692.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6EM8 2038-02-01 2.5 N/A 632967.66 507719.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8XW0 2053-08-01 5 N/A 765296.78 579890.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSBT8 2053-10-01 2.5 N/A 175087.33 131070.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0GT2 2054-11-01 5 N/A 663035.71 631144.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHHF7 2052-05-01 3.5 N/A 11545519.31 8131450.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPE88 2054-02-01 7 N/A 9948556.06 7928525.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHU39 2035-03-01 4 N/A 1764126.57 142913.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHG92 2052-05-01 4 N/A 59458.26 45849.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BREJ9 2052-12-01 6.5 N/A 386478.69 294657.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRVH0 2054-05-01 5.5 N/A 34296.12 31438.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFHM6 2052-01-01 2.5 N/A 16051713.38 11102403.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNAB9 2052-02-01 2.5 N/A 236922.14 161076.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WMZ21 2040-04-01 6 N/A 756139.02 778270.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXEV0 2038-07-01 3 N/A 2516092.81 1979487.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKCM8 2046-04-01 2.5 N/A 117003505.19 74563059.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WG2Z6 2036-05-01 3 N/A 3277386.86 476649.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBWZ7 2034-10-01 3 N/A 322787.00 81921.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUA8 2040-11-01 2 N/A 79653258.01 40644109.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A04P6 2050-01-01 3 N/A 360802.83 90544.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHMW6 2052-03-01 3.5 N/A 23017.48 17779.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426BPM2 2055-01-01 7 N/A 813870.61 854447.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLSX5 2048-06-01 4 N/A 27857631.32 1794076.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEXE7 2050-09-01 2 N/A 22528.00 11165.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MPZL2 2042-12-01 3.5 N/A 12802770.00 1505786.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WXUB1 2043-06-01 3.5 N/A 4986324.00 1389621.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MMJ45 2042-12-01 3 N/A 3384514.00 799308.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WMNZ0 2043-03-01 3.5 N/A 1958092.00 282350.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6NY7 2043-10-01 3.5 N/A 2040678.00 495103.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQLU4 2043-04-01 3 N/A 12400068.00 2244292.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHN92 2051-03-01 2.5 N/A 2521072.00 1339658.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E7A61 2042-02-01 3.5 N/A 23790866.00 3022394.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M4FZ0 2042-08-01 3.5 N/A 6660034.00 618649.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4VS5 2045-10-01 4 N/A 1927962.00 173547.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEEX3 2045-03-01 3.5 N/A 13448.00 1225.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X03A4 2043-08-01 3.5 N/A 11852035.00 3134253.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELHC0 2043-06-01 3.5 N/A 10525201.00 2033708.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NWZC6 2043-01-01 3 N/A 2567831.00 356354.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W6EY8 2043-04-01 3 N/A 11181997.00 2212211.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M4Q88 2042-07-01 3.5 N/A 2910086.00 106744.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X5T31 2043-08-01 3.5 N/A 3305796.00 791368.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WSW61 2043-05-01 3.5 N/A 14084598.00 1543610.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WWJ91 2043-06-01 3.5 N/A 9979614.00 1635270.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MNQA1 2042-12-01 3.5 N/A 5571134.00 743284.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WXWJ2 2043-07-01 3.5 N/A 15562318.00 2753312.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LWDT5 2042-07-01 3.5 N/A 31640536.00 2986728.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENMV8 2044-09-01 3.5 N/A 21900732.00 2534674.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X02Z0 2043-08-01 3 N/A 11043407.00 2670043.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWJ5 2045-06-01 3 N/A 300000000.00 43061679.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJG44 2046-11-01 3 N/A 5013649.00 1240540.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHXD9 2046-09-01 3 N/A 22323811.00 2964641.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTJX7 2042-05-01 3.5 N/A 950000.00 74022.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E87M8 2042-02-01 3.5 N/A 1359.00 87.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E02R9 2042-01-01 3.5 N/A 5000000.00 167352.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M1Z35 2042-08-01 3.5 N/A 10066048.00 1391024.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJQ78 2042-02-01 3.5 N/A 969168325.00 64165581.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WXVU8 2043-07-01 3.5 N/A 2448809.00 496240.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LWEN7 2042-07-01 3 N/A 17000000.00 1410566.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGLR3 2046-02-01 3 N/A 1609509.00 197215.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MGDJ1 2042-11-01 3.5 N/A 29971686.00 3313584.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X0CF3 2043-08-01 3.5 N/A 2324413.00 860612.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X0PZ5 2043-07-01 3.5 N/A 1093008.00 197888.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LY5G8 2042-07-01 3.5 N/A 1451.00 107.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WXVX2 2043-06-01 3.5 N/A 1214529.00 386042.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MK3C8 2042-11-01 3.5 N/A 6782181.00 642207.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKFD5 2051-04-01 2.5 N/A 1024.00 587.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WRM64 2043-05-01 3.5 N/A 9229588.00 1371821.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W0GE3 2043-01-01 3 N/A 3177314.00 733714.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X3V58 2043-09-01 3.5 N/A 12661570.00 2696047.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W3Q71 2043-01-01 3 N/A 5125024.00 1240601.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y17C3 2044-10-01 3.5 N/A 5706044.00 872741.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJQF8 2042-08-01 3.5 N/A 26524437.00 2593781.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9VN7 2043-10-01 4.5 N/A 20190935.00 2807170.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQJ52 2043-05-01 3.5 N/A 7227340.00 1368445.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LWRF0 2042-06-01 3.5 N/A 10626105.00 1243333.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XRAG4 2044-10-01 3.5 N/A 1891277.00 169534.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTJV7 2045-09-01 4 N/A 13164795.00 3140332.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKNL5 2043-01-01 3.5 N/A 10738299.00 1213348.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y16E0 2044-09-01 3.5 N/A 8744943.00 1853433.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W2AM7 2043-01-01 3 N/A 1889863.00 226088.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQBD3 2045-08-01 3.5 N/A 6737508.00 702849.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQJY9 2043-05-01 3.5 N/A 10008920.00 1645211.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AVU52 2041-12-01 3.5 N/A 18178404.00 887745.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W6S56 2043-03-01 3.5 N/A 12999659.00 2413935.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YMU64 2045-04-01 3 N/A 23606389.00 3123650.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WH5P3 2046-10-01 3 N/A 3067872.00 1288907.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKFK9 2046-04-01 2.5 N/A 4255807.00 2707171.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WRWQ9 2043-06-01 3.5 N/A 5116591.00 1120182.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGJ96 2046-02-01 3.5 N/A 1000000.00 253126.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YNG27 2045-05-01 3 N/A 20795209.00 3135358.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTHT8 2042-05-01 3 N/A 1457879.00 731164.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E6VA1 2042-02-01 3.5 N/A 100000.00 7989.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHXS6 2046-02-01 3 N/A 9782470.00 1288956.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4VH9 2045-09-01 3.5 N/A 4429432.00 403659.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MPR23 2043-01-01 3 N/A 4836502.00 863857.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YWH59 2045-10-01 3.5 N/A 16688410.00 2684970.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBPT6 2042-03-01 3.5 N/A 2471.00 185.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WWR92 2043-07-01 3.5 N/A 13549795.00 1683695.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWZY2 2041-11-01 3.5 N/A 10220555.00 766167.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W4DR9 2043-05-01 3 N/A 8750362.00 2743723.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M4SU7 2042-08-01 3.5 N/A 2842570.00 134448.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEEB1 2045-03-01 3.5 N/A 6000.00 546.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YPJB9 2045-05-01 3 N/A 3114848.00 316716.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CG65 2047-03-01 3 N/A 11949263.00 2653639.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHYA4 2046-09-01 3 N/A 2371598.00 396328.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M6XU6 2042-09-01 3.5 N/A 7939123.00 1039049.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W5RU4 2043-03-01 3 N/A 2143953.00 661653.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y1P25 2044-08-01 3.5 N/A 2264312.00 735287.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLBF9 2047-07-01 3 N/A 6310343.00 1661895.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHFM9 2046-06-01 3 N/A 35290932.00 3177523.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQWH2 2042-12-01 3 N/A 2728010.00 653043.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WP6B5 2043-04-01 3 N/A 5453879.00 1346855.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFR73 2045-10-01 3.5 N/A 18784642.00 2763453.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPXM1 2045-07-01 3.5 N/A 19278947.00 3288994.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEJU4 2045-04-01 3 N/A 367000.00 42123.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DA44 2049-03-01 3 N/A 27222692.00 2041308.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M0A83 2042-08-01 3.5 N/A 16293301.00 2112478.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJG69 2046-08-01 3 N/A 8339051.00 1478782.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2AF6 2040-12-01 3.5 N/A 8012390.00 429001.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHYN6 2042-04-01 3.5 N/A 23721233.00 2725085.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YV5A3 2045-07-01 3.5 N/A 23668005.00 2979740.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MM5Z1 2042-12-01 3.5 N/A 12885146.00 1412996.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKCM8 2046-04-01 2.5 N/A 3266193.00 2081453.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQQ47 2043-05-01 3 N/A 10198531.00 1828444.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1K22 2043-02-01 3 N/A 4019783.00 419464.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W6E77 2043-04-01 3.5 N/A 4422872.00 469108.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YNRH2 2045-08-01 3.5 N/A 7720406.00 601303.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W4ZK0 2043-02-01 3 N/A 6729503.00 750612.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WUAL7 2043-06-01 3.5 N/A 12779523.00 1733723.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKZC2 2047-06-01 3 N/A 2843881.00 807730.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WVSB8 2043-06-01 3.5 N/A 11350249.00 2876726.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EEPV5 2042-03-01 3.5 N/A 1269.00 109.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWQ9 2045-07-01 3.5 N/A 1500890000.00 154986905.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLZ33 2051-09-01 2.5 N/A 12985.00 8004.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGWA8 2046-04-01 3 N/A 8109976.00 1144465.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M0AN0 2042-08-01 3 N/A 1542820.00 233482.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AV5V3 2041-11-01 3.5 N/A 39679099.00 1508697.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YGZB1 2045-05-01 3 N/A 21027154.00 3044838.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MN7D6 2043-07-01 3 N/A 2518294.00 450320.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJQ35 2046-12-01 3.5 N/A 18000000.00 2834857.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X1MR4 2043-07-01 3.5 N/A 3693935.00 372061.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AXTW1 2041-11-01 3.5 N/A 8628707.00 562348.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBPS8 2042-03-01 3.5 N/A 3412.00 272.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJQ92 2046-12-01 3 N/A 2807607.00 580091.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WX3N5 2043-06-01 3.5 N/A 3843922.00 588980.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WWD97 2043-06-01 3.5 N/A 4405328.00 653622.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WWKP3 2043-06-01 3.5 N/A 5102863.00 1211325.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W5TT5 2043-02-01 3 N/A 6004579.00 1181349.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M0A91 2042-08-01 3.5 N/A 12759703.00 2194136.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W2ZZ1 2043-02-01 3 N/A 7453188.00 1091419.07 Agency 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W6Q58 2043-06-01 3 N/A 7096595.00 1263665.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YJXH4 2043-01-01 3.5 N/A 23720892.00 3262661.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WNBU2 2043-04-01 3 N/A 15701543.00 3251758.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W3PW7 2043-02-01 3.5 N/A 22912946.00 3157225.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGX90 2046-04-01 3 N/A 4818375.00 660859.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MKSG2 2043-09-01 3.5 N/A 2522508.00 363433.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XS6X0 2044-06-01 3.5 N/A 16114492.00 2107268.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WVYB1 2043-07-01 3 N/A 15842273.00 3294331.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHUW0 2046-08-01 3 N/A 2283990.00 350186.38 Agency 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FEDERAL NATIONAL MORT N/A 3138MLDW1 2042-11-01 3 N/A 5338893.00 344528.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MMKQ4 2043-01-01 3 N/A 1937784.00 570509.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AYBY4 2041-12-01 3.5 N/A 10018718.00 461687.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEHE5 2050-07-01 2.5 N/A 5751821.00 2231165.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E02S7 2042-01-01 3.5 N/A 1542797.00 23826.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKTS4 2046-10-01 3 N/A 1854304.00 406511.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M3KL7 2042-08-01 3.5 N/A 7436565.00 1270597.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WWKS7 2043-06-01 3.5 N/A 1476724.00 449912.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M0AT7 2042-08-01 3 N/A 5184342.00 920513.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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(REPO) CITIGROUP GLOBAL MARKETS INC. 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CV2G8 2054-10-01 5 N/A 339351.00 318306.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BGCK3 2045-02-15 4 N/A 200000.00 131075.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133D0SG7 2054-10-01 6.5 N/A 3889235.00 4014085.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MAZ4 2054-10-01 6 N/A 83273150.00 82138189.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1CQ0 2054-11-01 6 N/A 5339401.00 5243629.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3HQ6 2048-10-25 3.5 N/A 1100000.00 284761.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133D15H8 2054-11-01 5.5 N/A 3109250.00 3089116.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJFU4 2051-10-25 2 N/A 9338155.00 4289966.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL 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FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F3AS3 2038-02-15 4 N/A 400000.00 234922.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 254900HROIFWPRGM1V77 38385GBK4 2064-03-20 0 N/A 134652.00 134571.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31425UMG7 2054-11-01 5 N/A 2523000.00 2435231.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AMKJ7 2045-01-25 4 N/A 4200000.00 5940740.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B64Y6 2049-11-25 4.88645 N/A 9250000.00 3214236.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B4MS4 2048-02-25 3.5 N/A 15857000.00 135752.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395CXH9 2034-07-15 6 N/A 5585606.00 1372475.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CYGY8 2054-11-01 6 N/A 2133715.00 1659766.58 Agency Mortgage-Backed 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N/A 3133D0GC9 2054-11-01 6 N/A 1634639.00 1674313.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWL83 2054-10-01 6 N/A 1547164.00 1358811.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B0ZZ2 2048-02-25 3.5 N/A 400000.00 198233.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FEHN3 2036-08-15 4 N/A 3596428.00 2889983.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVDU9 2055-03-25 5.62197 N/A 96018784.00 91942535.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31392GSR7 2033-02-25 4.82817 N/A 368500000.00 258055.30 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CYJ74 2054-10-01 6 N/A 1049553.00 1071920.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AXV77 2047-09-25 2.5 N/A 1856125.00 1636139.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLUJ1 2049-05-15 4 N/A 576675.00 431219.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31392ER28 2032-10-25 5.5 N/A 2000000.00 85108.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 30316AAA1 2040-06-25 7.5 N/A 13857937.00 10110003.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJHW2 2050-05-15 4 N/A 44950000.00 11758259.15 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QVLE2 2054-10-01 5.5 N/A 30000000.00 29003925.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AMCP2 2045-01-25 4 N/A 3600873.00 3304093.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31359VYH0 2039-01-19 7.5 N/A 8675000.00 53147.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HDXL9 2029-07-25 4.543 N/A 720000.00 726589.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 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N/A 3133D2AP2 2054-10-01 6 N/A 1730190.00 1737564.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWTV4 2054-10-01 5 N/A 1181970.00 1120632.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYVF2 2054-11-01 6 N/A 2193337.00 2217020.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYNR5 2054-10-01 6 N/A 666718.00 674435.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398JR96 2032-09-15 6 N/A 7138000.00 111795.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKA22 2048-07-15 4 N/A 1467300.00 676988.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1EY6 2047-12-25 4 N/A 800000.00 373300.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H2NP5 2045-09-25 2.316 N/A 5750000.00 4381078.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ALCB7 2054-09-01 6 N/A 3792307.00 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HOME LOAN MOR N/A 3133CV2L7 2054-10-01 6 N/A 500000.00 483892.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BS2M6 2054-10-25 4 N/A 120728.00 84441.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133D1HP7 2054-11-01 7 N/A 4118709.00 4324208.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393UNR0 2043-08-25 5.807 N/A 1700000.00 416947.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133D0RD5 2054-10-01 6.5 N/A 1582646.00 1637483.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYR42 2054-10-01 6.5 N/A 2573626.00 2682185.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR B1V7KEBTPIMZEU4LTD58 31396HM48 2036-02-15 5.5 N/A 2652181.00 2646965.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BCDV7 2041-06-15 4.125 N/A 7330469.00 4436300.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 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5.5 N/A 12674582.00 12598553.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAQT3 2053-01-01 6.5 N/A 1301908.00 1161594.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJV91 2052-06-01 3.5 N/A 553000.00 403249.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEJY9 2050-08-01 2.5 N/A 302240000.00 127933912.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9DY4 2054-04-01 5 N/A 500000.00 431856.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEJ52 2050-08-01 2.5 N/A 279177358.00 105445102.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVA7 2050-12-01 2 N/A 703987.00 373973.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2PW8 2055-01-01 6.5 N/A 2008.00 2062.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6GW4 2055-04-01 5 N/A 9516783.00 9250069.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BQTL3 2053-11-25 6.07197 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Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BFRV7 2030-11-25 1.468481 N/A 3000000.00 2569555.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLNB0 2037-05-01 3.5 N/A 303000.00 196335.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BU5K2 2055-03-25 5.67197 N/A 1000.00 962.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QPRL3 2052-07-01 4 N/A 245000.00 183618.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384PTS9 2054-06-20 5.47827 N/A 1144.00 1108.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XCAK4 2051-08-01 2.5 N/A 600000.00 356091.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AX3A3 2055-01-01 6 N/A 5952038.00 6029094.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AFG8 2055-01-01 7 N/A 259860.00 254570.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELX6 2052-12-01 5 N/A 271000.00 219155.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHCP0 2052-05-01 3 N/A 257000.00 180137.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQVT3 2053-11-25 5.82197 N/A 8055832.00 4825067.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140KQVB4 2050-11-01 2 N/A 17255852.00 9471176.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQGV5 2053-09-25 5.22197 N/A 9416679.00 7493985.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QPZH3 2052-08-01 4.5 N/A 83053230.00 64085012.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARF96 2054-10-01 5.5 N/A 1079393.00 1060704.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDAR7 2051-09-01 2 N/A 5215716.00 3415176.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1D67 2051-05-01 2.5 N/A 22181076.00 17980190.44 Agency Mortgage-Backed Securities FEDERAL 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NATIONAL MORT N/A 31418D4Y5 2051-10-01 2.5 N/A 55997.00 34384.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHCV5 2051-02-01 2 N/A 245511906.00 134475282.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MKB6 2055-01-01 5 N/A 9758269.00 9353469.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UEX9 2054-12-01 5 N/A 14438009.00 13829510.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HL6G2 2055-05-25 5.17197 N/A 24173077.00 23947018.34 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140J6GQ4 2048-01-01 4 N/A 95137155.00 10848318.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4VH0 2055-02-01 6 N/A 1000.00 1013.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJSX6 2055-02-25 5.97197 N/A 13103885.00 12486464.74 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31368HMQ3 2036-01-01 5.5 N/A 14533217.00 121679.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF4S5 2050-12-01 2 N/A 42673563.00 23043093.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKKK3 2051-05-01 1.5 N/A 37135945.00 20504190.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5HH5 2047-04-01 4 N/A 105226368.00 20062829.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MAE1 2055-01-01 6 N/A 1834878.00 1808865.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMAJ3 2051-10-01 2.5 N/A 15778.00 9887.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPC8 2053-02-01 5 N/A 9399.00 7650.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGNZ6 2051-01-01 2 N/A 1105.00 616.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXCP8 2052-06-01 4.5 N/A 1000.00 792.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLW22 2031-11-25 1.70723 N/A 300000.00 251955.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFGN9 2054-09-25 5.22197 N/A 1024.00 983.67 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QFPR4 2050-11-01 2 N/A 14197986.00 7308054.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKC22 2051-04-01 2 N/A 181668943.00 104753140.05 Agency Mortgage-Backed Securities Y Moody's Short Rating P-1 Moody's Long Rating Aa1 Standard & Poor's Short Rating A-1+ Fitch Long Rating AA Standard & Poor's Long Rating AA- Fitch Short Rating F1+ 2025-06-06 2025-06-06 2025-07-07 Y ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 1.0000 7 N Moody's Short Rating P-1 Moody's Long Rating Aa1 Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA- Fitch Long Rating AA Fitch Short Rating F1+ N N 0.0425 2000000000.00 2000000000.00 0.0067 N N Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 4.37000040 N/A N/A 0SB005P58 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency 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LOAN MOR N/A 3133KHSA5 2050-03-01 3.5 N/A 1400000.00 422097.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVK20 2050-04-01 3.5 N/A 517428.00 186691.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRBW3 2053-05-01 6 N/A 14061632.00 12168222.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A7ND8 2041-03-15 3.5 N/A 2600000.00 1765277.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383DBJ6 2051-11-20 2 N/A 4311912.00 483286.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QKYH5 2051-06-01 1.5 N/A 98831.00 56331.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQLN4 2053-01-01 6.5 N/A 56099.00 42580.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8A43 2055-05-01 5.5 N/A 1187958.00 1180175.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMTY2 2053-10-01 6.5 N/A 99044000.00 81304221.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FL54 2040-05-01 6 N/A 4100300.00 4216602.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWF40 2053-01-01 4.5 N/A 39307776.00 32820567.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPFF0 2052-11-01 4 N/A 300000.00 235612.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W05M3 2052-09-01 3.5 N/A 12119744.00 10764432.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT S6XOOCT0IEG5ABCC6L87 3136B2UE0 2048-08-25 3.5 N/A 2226344.00 1050796.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LUTV7 2042-06-01 3.5 N/A 424999.00 45848.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMSK4 2053-07-01 5.5 N/A 1480224.00 1114303.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMX24 2033-07-01 3.5 N/A 49339.00 4529.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSMM0 2054-08-01 5 N/A 4771160.00 4595023.99 Agency 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912833PB0 2026-11-15 0 N/A 17267485.64 16288989.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 50222903.13 43269893.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 54000000.00 27417636.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 28875510.64 21906406.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 12034868.38 9461982.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 100.00 69.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 18836485.64 9128047.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 19276371.88 8902927.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 49162678.13 44125912.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NL7 2025-11-28 0 N/A 54821900.00 53666802.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 54000000.00 22897242.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140ABQE8 2054-05-01 6 N/A 12946000.00 10859619.88 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 N/A 16004110.64 6889257.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 N/A 2765500.00 3046705.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 15616810.64 12134745.99 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AR2D1 2054-10-01 5.5 N/A 21559586.00 21069412.99 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 153900.00 149429.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PX9 2025-09-18 0 N/A 30720900.00 30322757.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NV5 2025-06-20 0 N/A 44437500.00 44327739.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.75 N/A 8025500.00 8068720.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NX1 2025-07-03 0 N/A 48656200.00 48462499.67 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3622ADV47 2055-04-20 5.5 N/A 9472.00 9463.37 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 54000000.00 44014482.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 100.00 93.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 N/A 16385250.00 4023561.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PG6 2025-07-31 0 N/A 30552900.00 30330597.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 N/A 23632346.88 18149169.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 9420010.64 6458057.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 13402112.63 11046048.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 41568221.88 22384653.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821KS3 2033-02-15 0 N/A 100.00 72.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PD3 2026-01-22 0 N/A 10832400.00 10544474.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 25629110.64 20398824.26 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179WG44 2051-06-20 3 N/A 10921090.00 5590852.25 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 17760046.88 5904736.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 54000000.00 50464134.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 23788800.00 14303803.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 28454100.09 23986834.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 8489998.14 7696480.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 200.00 148.77 U.S. Treasuries (including 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26956854.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 N/A 9768410.64 5049858.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138Y7ZB1 2044-11-01 4 N/A 6502675.00 1302957.72 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 62001610.64 45879269.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 54000000.00 51437376.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 34587690.88 16503620.47 U.S. Treasuries (including strips) Y Moody's Long Rating NR Fitch Short Rating F2 Standard & Poor's Long Rating A Fitch Long Rating A- Standard & Poor's Short Rating A-1 Moody's Short Rating NR 2025-06-05 2025-06-05 2025-06-05 N N N 0.0434 2500000000.00 2500000000.00 0.0084 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.33500120 3130B5U63 2549001DPIFGXC1TOL40 US3130B5U630 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 Aa1 Fitch Short Rating NR Standard & Poor's Short Rating A-1+ Fitch Long Rating NR 2025-06-02 2026-01-13 2026-01-13 N N N 0.0440 1894962403.20 1894962403.20 0.0063 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.47000120 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Short Rating P-1 Fitch Long Rating AA+ Moody's Long Rating Aa1 Fitch Short Rating F1+ Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2025-06-02 2026-10-23 2026-10-23 N N N 0.0453 275128958.50 275128958.50 0.0009 N N N N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 4.35000000 N/A NQQ6HPCNCCU6TUTQYE16 0QH004MU7 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 38384DWT0 2053-10-20 5.92827 N/A 100000000.00 43793487.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384JND2 2054-02-20 5.62827 N/A 100000000.00 56544101.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383XAF1 2053-03-20 5.22827 N/A 74230033.00 45029407.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383HQU6 2053-01-20 5.42827 N/A 100000000.00 45965715.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WRW9 2051-07-20 3.5 N/A 62500000.00 38294743.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382NW52 2051-02-20 2 N/A 9308962.00 2461057.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382MZN2 2051-01-20 2 N/A 30001019.00 3346579.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 549300M8ZYFG0OCMTT87 3137BDC53 2044-08-15 3 N/A 5000000.00 6137081.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383RFD4 2052-03-20 3.5 N/A 30000000.00 26995758.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383FA52 2051-12-20 3.5 N/A 41000000.00 10730624.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384HWR5 2054-01-20 5.42827 N/A 100000000.00 54408226.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384CUQ0 2053-08-20 5.42827 N/A 100000000.00 52711157.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38378JC91 2042-01-20 3 N/A 35000000.00 3156163.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378TGJ3 2043-05-20 3 N/A 18281000.00 14020112.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385BEZ9 2053-02-20 6.5 N/A 10797000.00 10713293.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38377RZ32 2040-12-16 4.5 N/A 35241929.00 9950562.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384PAG5 2054-05-20 5.62827 N/A 100000000.00 58742818.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38382YVL4 2072-04-20 5.17827 N/A 51900000.00 51075025.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375GHE4 2042-07-16 2.5 N/A 18402207.00 3701109.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383MFB9 2052-02-20 3.5 N/A 100000000.00 34668507.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383P2F7 2052-04-20 4 N/A 30000000.00 21121916.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT S6XOOCT0IEG5ABCC6L87 3136AET72 2043-06-25 3 N/A 8100736.00 975235.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384HCP1 2053-12-20 5.52827 N/A 100000000.00 53600018.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385EN91 2055-04-20 5.67827 N/A 40000000.00 39479509.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385CE53 2055-02-20 5.57827 N/A 44000000.00 43419422.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38382XYL3 2051-08-20 2.5 N/A 29000000.00 11137691.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383MP51 2052-01-20 3.5 N/A 59175000.00 48325302.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383WCW4 2053-02-20 5.17827 N/A 100000000.00 59361214.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38382UZD6 2051-06-20 3.5 N/A 60607428.00 39248269.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384BTG6 2053-06-20 5.42827 N/A 100000000.00 50251004.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385BBM1 2054-12-20 5.52827 N/A 70000000.00 57687857.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383A6D1 2049-12-20 3 N/A 100821000.00 8121515.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384N7H2 2054-06-20 5.52827 N/A 19562461.00 13685677.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383P8P9 2052-04-20 4.5 N/A 10060000.00 4732744.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38377JPV9 2040-08-20 4.5 N/A 29426005.00 8526720.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 254900HROIFWPRGM1V77 38385EXQ2 2055-03-20 5.25 N/A 37376626.00 35955273.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383MUG1 2051-09-20 3.5 N/A 40000000.00 21857174.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385C2A5 2055-02-20 5.42827 N/A 50000000.00 46778590.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38382TL69 2051-06-20 3 N/A 30300228.00 13543225.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384GCC2 2053-11-20 5.82827 N/A 100000000.00 46523788.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382LYA3 2050-12-20 3 N/A 7569437.00 625454.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384GCA6 2053-11-20 5.83827 N/A 100000000.00 46533681.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385EDV3 2055-03-20 5 N/A 50000000.00 46859428.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BBP4 2054-12-20 5.42827 N/A 65000000.00 52623273.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384CVA4 2053-08-20 5.57827 N/A 100000000.00 56473386.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384DVQ7 2053-10-20 5.87827 N/A 100000000.00 43326780.64 Agency Collateralized Mortgage Obligation Y Moody's Short Rating P-1 Standard & Poor's Short Rating A-1 Fitch Long Rating AA Fitch Short Rating F1+ Standard & Poor's Long Rating A+ Moody's Long Rating Aa2 2025-06-06 2025-06-06 2025-06-06 N N N 0.0435 1400000000.00 1400000000.00 0.0047 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 4.32000000 N/A R0MUWSFPU8MPRO8K5P83 0QK010VI7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 178200.00 89130.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 34000.00 31721.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 420000.00 407023.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 33.22 21.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 29393800.00 29881393.67 U.S. Treasuries (including strips) 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60884950.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFP1 2025-10-15 4.25 N/A 18000.00 18088.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 6367400.00 6060014.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHD6 2025-05-31 4.25 N/A 381700.00 389639.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 N/A 43319000.00 41632791.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 5271400.00 5373004.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 121719100.00 158892807.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 459658.99 263437.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 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8203100.00 3993211.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 N/A 7514300.00 15975528.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 62325600.00 63453415.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAM3 2025-09-30 0.25 N/A 49000.00 48347.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 15511300.00 15631229.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 2.09 1.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 221131100.00 208383907.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 38849487.96 19725205.92 U.S. Treasuries (including strips) Y Fitch Short Rating F1+ Fitch Long 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(including strips) Y Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ Fitch Long Rating NR Moody's Long Rating NR Fitch Short Rating NR Moody's Short Rating P-1 2025-06-02 2025-06-02 2025-06-02 N N N 0.0434 5450000000.00 5450000000.00 0.0182 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.35000000 3130B5NN4 2549001DPIFGXC1TOL40 US3130B5NN40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aa1 Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Fitch Long Rating NR Fitch Short Rating NR Moody's Short Rating P-1 2026-04-17 2026-04-17 2026-04-17 N N N 0.0426 999015140.00 999015140.00 0.0034 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.45500000 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 Fitch Short Rating F1+ Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ 2025-06-02 2027-04-16 2027-04-16 N N N 0.0452 397991626.08 397991626.08 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.32500040 3130B5LJ5 2549001DPIFGXC1TOL40 US3130B5LJ55 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+ Moody's Long Rating Aa1 Fitch Short Rating NR Moody's Short Rating P-1 Fitch Long Rating NR 2025-06-02 2025-10-27 2025-10-27 N N N 0.0439 749995732.50 749995732.50 0.0025 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.45126320 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y Fitch Long Rating AA+ Moody's Short Rating P-1 Moody's Long Rating Aa1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Fitch Short Rating F1+ 2025-06-02 2026-04-30 2026-04-30 N N N 0.0451 2908257374.79 2908257374.79 0.0097 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 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6.458 N/A 2890.00 35.90 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 76.01 37.38 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38383WUB0 2053-03-20 5.32827 N/A 12415038.00 6089606.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418DZV7 2051-06-01 2 N/A 4069664.00 2439207.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETGU4 2044-03-01 3.5 N/A 613713.00 150571.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6PY0 2055-05-01 6 N/A 1107.00 1120.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AYBQ7 2055-01-01 6 N/A 1841340.00 1875698.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6AP8 2055-06-01 5.5 N/A 6835553.00 6790770.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKTK0 2052-02-25 5 N/A 51980.00 50765.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133CHY90 2053-11-01 6.5 N/A 1509295.00 1242433.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5J59 2040-04-20 5.5 N/A 444463.00 449786.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRZP1 2025-07-01 3.95 N/A 70000.00 63561.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NE96 2055-04-01 5.5 N/A 326768.00 321679.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180ACA9 2054-10-20 5.5 N/A 430866.00 420516.71 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 57.55 32.47 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140MRBP1 2052-07-01 5 N/A 577000.00 448073.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.92827 N/A 64496739.00 62622965.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EBT6 2052-02-01 3 N/A 2104000.00 1362307.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AYJ1 2055-01-01 6 N/A 1444052.00 1056584.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J57K9 2035-12-01 6.501 N/A 4880000.00 807136.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BJAT2 2050-03-25 2 N/A 56456.00 33456.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 5.32827 N/A 20492274.00 14022885.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179V7M6 2039-01-20 6 N/A 228000.00 78663.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A41 2054-11-20 5.5 N/A 977517.00 958220.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNQ22 2052-05-01 3 N/A 750000.00 517357.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VSH4 2050-08-20 3 N/A 1000.00 297.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXUX3 2055-01-01 6 N/A 17787.00 16109.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNCG7 2053-10-01 5 N/A 913957.00 774893.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DWH8 2036-10-01 6.5 N/A 1000000.00 6017.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WECQ0 2045-03-01 4 N/A 234000.00 43344.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 254900HROIFWPRGM1V77 38385FJ44 2055-03-20 5.52827 N/A 8892600.00 8882882.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142BBDX5 2055-06-01 5.542 N/A 6246080.00 6308686.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176W7F2 2042-01-15 3.5 N/A 446145.00 26616.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0EJ7 2053-09-01 6 N/A 96993.00 85058.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CUG7 2055-02-01 5 N/A 1166550.00 1127253.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MFB8 2054-04-20 5.75 N/A 23699711.00 23857289.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618N5GR4 2055-02-20 6.5 N/A 20858152.00 21277559.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9XL2 2048-10-01 4.5 N/A 280000.00 50654.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPL58 2049-04-25 2.75 N/A 4998506.00 3756218.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XP5H8 2053-07-01 4 N/A 63951616.00 54243191.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QL7A8 2051-10-01 2 N/A 2000000.00 1228538.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LBE5 2039-08-15 4.5 N/A 67934875.00 1579578.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHV5 2049-07-20 4.5 N/A 98000.00 13651.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WLH9 2049-04-20 4.5 N/A 138591.00 122705.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XARA2 2051-04-01 2.5 N/A 12017.00 6049.13 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 15.13 9.31 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 61844032.00 49316170.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NM97 2055-05-01 5.5 N/A 343021.00 341405.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9LP8 2051-01-01 2 N/A 61000.00 34062.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617M8N85 2050-02-15 3 N/A 458639.00 35505.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XUP92 2046-07-01 3 N/A 2075000.00 396563.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEAV8 2052-05-01 3 N/A 9000.00 6528.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABBT8 2051-07-20 4 N/A 1292809.00 915499.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132V8BG0 2029-10-01 5.05 N/A 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MORT N/A 3140X8AN7 2050-04-01 3.5 N/A 11000.00 4335.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YW59 2054-05-20 5.5 N/A 607501.00 567589.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GJVR5 2063-12-20 7.5 N/A 460653.00 289125.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGXA1 2049-10-01 3.5 N/A 152844.00 40381.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GGPN8 2041-07-01 4.75 N/A 251765.00 237634.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 254900C5LP6DN9OP9V83 3133CUD37 2054-09-01 5 N/A 5212872.00 5018850.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHVF6 2054-08-01 5.5 N/A 892425.00 858547.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AM3S8 2055-01-01 7 N/A 1298190.00 1336807.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKG74 2042-08-01 3.5 N/A 225000.00 35440.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XFJ0 2052-09-20 5 N/A 98000.00 75819.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383DCN6 2051-11-20 2.5 N/A 13433606.00 8345352.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383KUG5 2054-04-20 5.45827 N/A 1694800.00 1332724.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140J7MB8 2046-07-01 4.5 N/A 199000.00 55142.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHQ2 2053-08-01 5 N/A 62690730.00 51655358.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDYX1 2030-11-01 5.68 N/A 2403762.00 16426.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KS5H1 2055-04-20 6 N/A 1131660.00 1162418.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQCS6 2028-07-25 4.5 N/A 25000.00 22117.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 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Securities FEDERAL NATIONAL MORT N/A 3136BPRV5 2032-04-25 3.43355 N/A 1973920.00 1858757.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPN43 2049-06-01 4.5 N/A 271000.00 82521.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKTD6 2052-04-25 5 N/A 1224930.00 1188337.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VVP0 2053-02-20 5.23827 N/A 23635779.00 18523521.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAY3 2054-08-20 5.42827 N/A 9397253.00 8795147.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138WA7B7 2044-02-01 4.5 N/A 11992304.00 1590694.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X44M5 2049-09-01 5 N/A 899000.00 172965.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K4L37 2054-12-20 5.5 N/A 317266.00 312636.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385DG91 2051-10-20 5 N/A 54850871.00 54375789.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KJNB4 2050-07-01 2.5 N/A 180000.00 59120.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JZ85 2055-04-01 5.5 N/A 402281.00 395415.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0FC4 2052-06-01 4.5 N/A 17632899.00 16242959.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412BPZ9 2036-02-01 7.25 N/A 1000000.00 15780.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BREB6 2052-11-01 5 N/A 299999.00 229963.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WX4Z7 2043-06-01 4 N/A 113000.00 26912.27 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 N/A 100.00 40.67 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138EP6U3 2036-10-01 7.168 N/A 1800000.00 190590.21 Agency Mortgage-Backed Securities 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MORT N/A 3140HWKW1 2039-11-01 2.8 N/A 79255.00 61687.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402VZY9 2033-08-01 6.279 N/A 2065.00 19.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AYYZ0 2047-11-25 3.5 N/A 3005.00 1270.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 5.32827 N/A 39856896.00 27858208.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B1DC7 2055-01-01 6.5 N/A 523496.00 540149.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A3XU7 2050-04-01 3.5 N/A 600000.00 167342.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XRP52 2044-06-01 7.465 N/A 1023.00 21.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SJS7 2046-08-20 3 N/A 3942534.00 490769.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136ANAM9 2045-04-25 3.5 N/A 634123.00 517964.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EDC1 2052-05-01 2.5 N/A 156639.00 108550.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQAM8 2049-08-01 4.5 N/A 312479.00 238384.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKDX5 2048-04-01 4.5 N/A 7942595.00 5943322.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JXS25 2049-11-01 2.777 N/A 110000.00 24552.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HFJZ9 2054-09-25 5.57197 N/A 8470468.00 7738563.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DQFD3 2052-03-01 3 N/A 469001.00 336448.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLRF6 2051-04-01 2 N/A 2000000.00 1086071.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK6P5 2054-08-01 6 N/A 6329737.00 5654349.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 5.43827 N/A 4342976.00 4164803.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B5PH4 2055-04-01 5.5 N/A 2184383.00 2171011.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BGZV4 2045-03-15 3 N/A 5498900.00 3288824.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142GR4B3 2054-06-01 6 N/A 187776.00 152898.37 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 0.03 0.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140X72U2 2047-07-01 5 N/A 62000.00 23369.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6Y9 2042-11-01 3.5 N/A 4956690.00 557338.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3D0 2054-03-01 6 N/A 174760.00 142636.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NU6E4 2029-11-01 4.72 N/A 30000.00 30580.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMR8 2053-01-01 4.5 N/A 17000.00 14174.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AAQY3 2046-01-15 4.5 N/A 1222750.00 176778.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HCYZ9 2054-06-25 6 N/A 9871719.00 9932611.05 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179SU39 2038-10-20 6.5 N/A 275000.00 46869.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWF91 2029-12-01 4.4 N/A 3703000.00 3704263.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134HBBK6 2028-02-28 4.75 N/A 10095000.00 10208961.33 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140JAD88 2048-02-01 3.5 N/A 135236.00 25364.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFQ95 2052-02-01 3 N/A 158457.00 110399.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383M3R7 2052-08-20 5 N/A 25231552.00 19923067.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HB23 2054-01-20 3.5 N/A 6392400.00 5009034.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31400SMB2 2033-04-01 6.038 N/A 2000000.00 10728.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383TEC3 2052-06-20 4.5 N/A 22633664.00 17062308.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128NGEX9 2036-10-01 7.167 N/A 1038.00 11.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384ADT7 2053-05-20 5.32827 N/A 2894760.00 2313794.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31413AJL8 2037-07-01 6.5 N/A 3950000.00 40157.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H6LN3 2032-01-25 2.59 N/A 20410.00 18196.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4RG7 2036-10-25 2.361 N/A 3212863.00 2503285.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142GR4H0 2054-06-01 6.5 N/A 1057.00 1019.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP6Y0 2054-06-01 6.5 N/A 108111.00 95913.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WUHY2 2043-06-01 4 N/A 227000.00 41763.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M62S1 2054-12-01 4.5 N/A 1237164.00 1148724.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KRJ5 2036-11-01 7.047 N/A 1137.00 4.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TXW0 2048-05-20 4.5 N/A 598000.00 45610.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EA67 2051-12-01 4 N/A 13000.00 5876.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJTV6 2053-05-01 6 N/A 250212.00 207666.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCZH4 2048-03-01 4.5 N/A 2176710.00 1031193.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402C3H3 2035-11-01 5.169 N/A 7036667.00 44065.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGXM6 2052-04-01 3 N/A 2249997.00 1555183.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHQB6 2052-06-01 5 N/A 200000.00 150131.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JMK48 2035-05-01 6.75 N/A 4484000.00 24054.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQSJ5 2052-10-01 5.5 N/A 19500965.00 15165087.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8FV9 2054-03-01 6 N/A 2753585.00 2266788.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YUK1 2040-11-01 4.5 N/A 225000.00 13428.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379FYH6 2045-10-20 3 N/A 906537.00 970109.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383XSX3 2053-04-20 5.22827 N/A 1557700.00 974435.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132CWMC5 2035-06-01 3.5 N/A 67996.00 15146.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT S6XOOCT0IEG5ABCC6L87 31391XB65 2032-06-01 5.5 N/A 7983300.00 46041.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X3CN6 2050-03-01 3 N/A 47002.00 14941.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XECK8 2051-08-01 3 N/A 1000.00 628.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WNW59 2040-01-01 5 N/A 455000.00 23926.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EN98 2043-01-01 3.5 N/A 3019000.00 501174.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VFS4 2050-01-20 4.5 N/A 98000.00 13032.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EU9 2055-01-20 5 N/A 1000.00 965.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENMJ5 2044-09-01 4 N/A 63000.00 8920.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFK9 2046-11-01 3 N/A 2000000.00 351205.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPWM6 2053-02-01 6.5 N/A 300000.00 221576.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHLP5 2046-07-01 3 N/A 7395672.00 1653910.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384DP84 2053-11-20 6.22827 N/A 12681488.00 5914839.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XQW9 2053-01-20 5 N/A 3343000.00 2640664.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXM90 2059-04-01 4.5 N/A 5623445.00 2093151.31 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 10.74 6.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140Y6P79 2055-05-01 6.5 N/A 39729157.00 41378341.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8W35 2048-04-01 4.5 N/A 10000.00 1153.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KNT4 2054-03-20 5.5 N/A 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK2T6 2050-08-01 4 N/A 7381855.00 5574183.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRBS4 2054-04-01 6.5 N/A 1642018.00 1684453.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QXB0 2039-12-01 4.5 N/A 1674572.00 68423.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPPJ2 2054-03-01 6.5 N/A 400000.00 343384.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BKC4 2053-06-20 5.52827 N/A 48753943.00 32590071.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31405PRS1 2044-07-01 5.774 N/A 4300000.00 22495.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUMY6 2055-04-01 6.5 N/A 30940978.00 32222927.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130ALED2 2027-02-24 1.02 N/A 10035000.00 9549205.65 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EB20 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7286.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AS6K9 2054-12-01 6.5 N/A 838733.00 642969.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EW57 2040-01-20 5.75 N/A 1000000.00 31500.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2VG6 2055-02-01 6 N/A 9294621.00 8848387.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AW3H5 2053-07-20 6 N/A 6403600.00 5868130.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UPB2 2049-03-20 4.5 N/A 798000.00 60738.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJS2 2049-12-01 3.5 N/A 271000.00 37607.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AN87 2055-01-01 6.5 N/A 1097536.00 1134234.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K6S43 2055-03-20 5.5 N/A 4326575.00 4323934.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NX60 2044-01-20 4 N/A 1199000.00 73958.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDYG8 2030-01-01 6.893 N/A 20920157.00 5033.64 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENEE6 2036-11-17 2.48 N/A 2522000.00 1965993.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131WRAW5 2040-12-01 4.5 N/A 132000.00 6497.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4N38 2041-06-01 5 N/A 397999.00 33375.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED56 2052-06-01 2.5 N/A 4318571.00 3025007.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AVH8 2055-01-01 6 N/A 757908.00 766194.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBNC1 2053-02-01 5.5 N/A 29124.00 20363.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HLZ4 2033-12-01 6 N/A 1551091.00 8736.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KPCL0 2065-03-20 6.5 N/A 8228.00 8410.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EEH4 2053-08-20 5.52827 N/A 1056.00 595.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BP3K5 2032-09-25 3.76706 N/A 129300.00 122589.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384AT94 2053-06-20 5.47827 N/A 67002007.00 53253397.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BGB34 2048-06-25 2 N/A 19924104.00 12137547.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31384V7L0 2040-10-01 5.974 N/A 19994700.00 31750.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 5.32827 N/A 27274644.00 26107388.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EJ43 2052-10-01 3.5 N/A 25000.00 19255.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HSF6 2054-01-20 5.5 N/A 9054560.00 8991264.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BDA22 2044-08-15 4.84676 N/A 50000000.00 6247807.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179UQ70 2049-03-20 5 N/A 694971.00 53222.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.5 N/A 1219335.00 1217032.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179UD90 2048-10-20 4 N/A 6069.00 564.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LUSK3 2037-07-01 7.605 N/A 2542.00 19.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXUN1 2030-03-01 4.7 N/A 131685.00 132306.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31377EG52 2027-04-01 6.625 N/A 15910.00 18.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKA33 2042-09-01 3.5 N/A 585837.00 59251.31 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ENMV9 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21144607.00 41320.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BNE6 2054-12-20 5.52827 N/A 47698321.00 45987885.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QR6C2 2053-05-01 6 N/A 72788.00 61784.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B6XU2 2031-10-25 2.72 N/A 5049000.00 4198452.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LJGG5 2033-02-01 4.735 N/A 1550000.00 1551376.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVC30 2051-12-25 5 N/A 31307264.00 30610695.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31398SYK3 2040-12-25 4.5 N/A 1877746.00 295139.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWMB6 2054-08-01 6 N/A 47795534.00 42995034.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFXQ3 2054-09-25 5.32197 N/A 459933.00 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405626.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XPZP6 2044-04-01 4.5 N/A 300000.00 48208.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5EZ4 2046-02-01 4 N/A 273796.00 26625.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401D7A3 2033-10-01 6.78 N/A 3000000.00 17400.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4HW7 2053-05-01 6.5 N/A 1123234.00 1142003.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XFLZ9 2032-11-01 1.22 N/A 1000.00 775.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BHKM7 2053-05-15 7 N/A 2660388.00 2748300.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BG3C3 2031-01-25 1.24488 N/A 65000.00 55036.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 5.42827 N/A 38844314.00 34790424.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384E6H3 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122.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 16971347.83 4760140.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 144086.96 135471.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 368750.00 334284.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 21748173.91 5417470.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 N/A 1171304.35 972912.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 N/A 75387304.35 17902675.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125 N/A 34947565.22 42117161.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 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912834QV3 2046-11-15 0 N/A 3285563.13 1079202.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 10140.00 6070.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 11580000.00 10471742.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 4557304.35 4619456.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 114826.09 116519.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 5042130.43 5865841.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 118.17 34.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 1565217.39 1333415.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 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254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 N/A 3888608.70 5614810.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 944000.00 689138.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 2371894.91 1379102.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 39675887.38 31193738.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJL6 2025-11-30 4.875 N/A 3671739.13 3769459.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 1502652.17 485413.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 7641945.61 2631282.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 24255652.17 9321156.06 U.S. Treasuries (including 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXQP0 2060-03-01 2.5 N/A 2457100.00 1109992.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHH8 2039-11-01 3 N/A 139087104.00 21309750.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRY98 2054-08-01 6 N/A 2615888.00 2078772.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GPFX6 2059-05-15 5.85 N/A 13000000.00 13497183.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294V4P2 2036-12-15 6 N/A 10570000.00 62178.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRCJ1 2053-05-01 6 N/A 144067.00 114335.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JCJM2 2054-10-20 5.5 N/A 829573.00 828306.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMG7 2053-03-01 5.5 N/A 98145024.00 78838373.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177MMF6 2042-02-15 3.1 N/A 1259992.00 381628.61 Agency 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2054-07-01 6 N/A 3213850.00 2846629.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXAQ3 2054-09-01 5.5 N/A 1012099.00 993212.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQAB1 2054-07-01 5.5 N/A 56636.00 56108.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKY66 2054-08-01 6 N/A 2122231.00 2159311.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BNZP2 2054-08-01 3.727 N/A 3237342.00 2994186.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WF2D8 2054-07-01 5.5 N/A 2483000.00 2424527.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQRJ6 2054-08-01 6 N/A 840001.00 846815.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTM31 2054-07-01 6 N/A 1000000.00 952119.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABFK6 2054-09-01 7 N/A 1079233.00 1160468.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTSA8 2054-09-01 6.5 N/A 6057375.00 5798792.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMMM0 2054-08-01 6 N/A 1396413.00 1412074.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWLV2 2054-09-01 6.5 N/A 1100784.00 1024501.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APBL7 2054-08-01 6.5 N/A 3139579.00 2914563.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGFA8 2054-07-01 6.5 N/A 2989454.00 2802678.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSYY8 2054-07-01 6 N/A 2670488.00 2275965.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWL35 2054-07-01 5.5 N/A 435588.00 398965.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQMM4 2054-07-01 6.5 N/A 4946439.00 4684182.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSWD9 2054-08-01 7 N/A 1384993.00 1191511.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTLZ0 2054-09-01 5.5 N/A 151000.00 137137.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWM75 2054-09-01 7.5 N/A 257695.00 167411.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUV52 2054-09-01 5.5 N/A 1204389.00 1077516.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRF26 2054-08-01 6.5 N/A 12398974.00 8304426.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLT8 2054-06-01 5.5 N/A 8752.00 7822.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSN46 2054-08-01 6 N/A 6701639.00 6007366.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALCY7 2054-08-01 6.5 N/A 1049392.00 869141.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGW75 2054-08-01 5.5 N/A 2396041.00 2264395.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTAB2 2054-08-01 5.5 N/A 199980.00 183781.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGVE1 2054-07-01 5.5 N/A 2899850.00 2764318.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTTA7 2054-09-01 6 N/A 1637311.00 1661062.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUFS1 2054-09-01 5.5 N/A 2600000.00 2565355.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTJQ3 2054-09-01 5.5 N/A 2885383.00 2842281.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BNZL1 2054-08-01 3.749 N/A 1573525.00 1457642.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABRL1 2054-09-01 6 N/A 3380000.00 3425326.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGJK2 2054-07-01 6 N/A 1079775.00 941256.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSRJ9 2054-09-01 5 N/A 5104401.00 4724948.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUQ41 2054-09-01 5.5 N/A 7418403.00 7295221.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MDP3 2054-09-01 7 N/A 9984021.00 9965025.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CT6K0 2054-09-01 5.5 N/A 3822896.00 3498826.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CU5F9 2054-09-01 6 N/A 616226.00 581656.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWJE3 2054-09-01 4.5 N/A 1148387.00 1081133.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRYU3 2054-09-01 6 N/A 25717148.00 25110784.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQHU2 2054-07-01 6 N/A 932602.00 741086.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRSP9 2054-07-01 7 N/A 1590336.00 1663211.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUDF0 2054-09-01 5.5 N/A 1315137.00 1300240.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTML1 2054-07-01 5.5 N/A 217000.00 202727.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFQP5 2054-07-01 6 N/A 2778072.00 2376643.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CR2W2 2054-08-01 6.5 N/A 1570179.00 958846.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANZA0 2054-09-01 6 N/A 1647122.00 1668318.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WHAA1 2054-07-01 7 N/A 1279746.00 1342425.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHYR7 2054-08-01 6.5 N/A 1013637.00 1046331.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQJS5 2054-07-01 6.5 N/A 1093152.00 939178.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1TK9 2054-08-01 6.5 N/A 12793626.00 12548152.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGRY3 2054-07-01 7 N/A 1436974.00 873044.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGJR7 2054-07-01 5.5 N/A 751548.00 704498.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSYZ5 2054-07-01 5.5 N/A 2038722.00 1952489.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMX0 2054-09-01 6 N/A 203600000.00 195520696.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CW5Y4 2054-09-01 6.5 N/A 1603873.00 1661536.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTC80 2054-09-01 6 N/A 3494323.00 3471911.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQBY0 2054-07-01 6.5 N/A 1513920.00 1044357.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AG4J0 2054-07-01 4.5 N/A 1584745.00 1345159.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFXD4 2054-07-01 6 N/A 21927938.00 20347235.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGA88 2054-07-01 6 N/A 1240191.00 1244256.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRAF0 2054-08-01 5 N/A 1381914.00 1334917.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTJM2 2054-08-01 7 N/A 3823776.00 3797610.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CT4Y2 2054-09-01 5.5 N/A 1031729.00 999068.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWBQ4 2054-09-01 6 N/A 1267032.00 1235052.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWE40 2054-09-01 6.5 N/A 3204641.00 3211844.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NTZ2 2054-06-01 6 N/A 1000.00 1036.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W14X8 2054-08-01 5 N/A 18489385.00 18107075.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MHL8 2054-08-01 6 N/A 125241252.00 121905422.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTKW9 2054-07-01 6 N/A 1116643.00 1054898.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGX42 2054-07-01 6.5 N/A 381538.00 332580.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQ6A8 2054-08-01 5.5 N/A 220000.00 216269.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AH3Q3 2054-07-01 6.5 N/A 1349310.00 1354325.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUZ26 2054-09-01 6 N/A 3500000.00 3311026.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN5C9 2054-09-01 3.02 N/A 1137083.00 988691.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CU2U9 2054-09-01 6.5 N/A 1054600.00 919669.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 254900HROIFWPRGM1V77 3142GTAC0 2054-08-01 6 N/A 1398591.00 1313986.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJKQ0 2054-08-01 5.225 N/A 2760609.00 2534799.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTAL3 2054-09-01 6.5 N/A 5289495.00 5190893.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTKD0 2054-08-01 6.5 N/A 15485376.00 13128669.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHYP1 2054-08-01 6.5 N/A 1112909.00 1148197.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUMJ2 2054-09-01 6 N/A 2717748.00 2192956.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGND3 2054-07-01 5.5 N/A 2999700.00 2614773.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUPC4 2054-09-01 5.5 N/A 2028718.00 1858475.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CU2H8 2054-09-01 5.5 N/A 1143250.00 823569.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BNZR8 2054-08-01 4.146 N/A 1628417.00 1541691.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DU7G6 2054-07-01 6 N/A 2100000.00 2062924.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADV99 2054-07-01 6.5 N/A 1441167.00 1366623.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTPB9 2054-09-01 7.5 N/A 1590983.00 1677949.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRDF7 2054-07-01 8 N/A 1060066.00 273528.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGGW9 2054-07-01 6.5 N/A 11888851.00 10267351.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARS43 2054-09-01 6.5 N/A 502681.00 519485.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSTK7 2054-09-01 6 N/A 1370114.00 1301258.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MBN0 2054-09-01 6.5 N/A 34314508.00 33967182.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWBK7 2054-09-01 6.5 N/A 1571800.00 1600270.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGY58 2054-07-01 5.5 N/A 2002100.00 1812766.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQLS2 2054-07-01 7 N/A 2097425.00 2022565.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DU3A3 2054-07-01 6 N/A 38908811.00 37099016.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABRA5 2054-09-01 6 N/A 3014294.00 2849383.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WHAC7 2054-07-01 6 N/A 951837.00 704334.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTEU9 2054-09-01 5 N/A 1136989.00 1093873.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTP52 2054-09-01 6 N/A 278438.00 271251.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSD96 2054-07-01 5 N/A 2033404.00 1852278.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQP74 2054-08-01 7 N/A 1927951.00 1804356.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUTC0 2054-09-01 6 N/A 3010579.00 2702679.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTKB4 2054-09-01 6 N/A 14703327.00 14417157.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WHCS0 2054-07-01 6.5 N/A 1022112.00 1047310.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CW2G6 2054-09-01 5 N/A 971963.00 936112.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRRQ8 2054-07-01 6 N/A 2167401.00 1557946.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSEE7 2054-08-01 6 N/A 1125750.00 1135936.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTNF2 2054-08-01 6 N/A 2456244.00 2086146.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTK24 2054-09-01 5.5 N/A 14676466.00 14186383.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVLP7 2054-09-01 5.5 N/A 500967.00 493430.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWA36 2054-09-01 5.5 N/A 744363.00 733260.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVE42 2054-09-01 6 N/A 208762108.00 201750297.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMK6 2054-09-01 5.5 N/A 97451654.00 90428324.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUJF4 2054-09-01 5.5 N/A 21250547.00 20186536.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUTD8 2054-09-01 6 N/A 2294254.00 2235720.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVBR4 2054-09-01 6 N/A 4543359.00 4145141.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQSE6 2054-08-01 6 N/A 1649184.00 1558565.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTX87 2054-09-01 5.5 N/A 1273893.00 1269327.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSDV0 2054-08-01 6 N/A 218768.00 216315.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NSU4 2054-08-01 7 N/A 5710583.00 6101683.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTLV9 2054-09-01 5.5 N/A 1237820.00 1152508.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBK2 2054-08-01 4 N/A 74000.00 64349.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTDV8 2054-08-01 4.5 N/A 1342853.00 1262415.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRJA2 2054-08-01 5 N/A 59351.00 57088.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVEZ3 2054-09-01 6 N/A 32350981.00 31292470.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APRJ5 2054-09-01 6 N/A 2477845.00 2466599.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVAT1 2054-09-01 5 N/A 2842564.00 2438279.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASEM6 2054-09-01 6.5 N/A 3351180.00 3429633.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRE41 2054-07-01 7 N/A 1127190.00 1182467.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKHN8 2054-08-01 6.5 N/A 1014264.00 1047156.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWTG7 2054-09-01 6.5 N/A 1898592.00 1974441.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQYM1 2054-07-01 7 N/A 1420242.00 1218227.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN4Y2 2054-09-01 3.556 N/A 2747640.00 2537744.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWL92 2054-08-01 5 N/A 645000.00 601618.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVBF0 2054-09-01 6 N/A 12618839.00 12539458.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMC4 2054-08-01 6.5 N/A 30000000.00 25019459.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJCQ9 2054-08-01 6 N/A 1137186.00 1148476.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APZD9 2054-09-01 6.5 N/A 2106106.00 1952133.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUFC5 2054-08-01 7 N/A 2114162.00 2210776.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUWQ6 2054-08-01 6 N/A 21545575.00 21107298.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXAA8 2054-09-01 5 N/A 1121982.00 1084969.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MBE0 2054-08-01 6.5 N/A 37367301.00 35434586.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N2T55 2054-08-01 7.5 N/A 7079214.00 4363587.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGK38 2054-07-01 7 N/A 1145383.00 1202436.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVKE3 2054-09-01 5 N/A 4915932.00 4734494.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DU2Q9 2054-09-01 6 N/A 24220633.00 22154668.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUZQ2 2054-09-01 6 N/A 1657241.00 1551920.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABFJ9 2054-09-01 6.5 N/A 2045355.00 2050109.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSFA1 2054-07-01 5.5 N/A 7790078.00 7374387.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUM78 2054-09-01 6 N/A 1621061.00 1582196.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTPG8 2054-09-01 6 N/A 15148708.00 14023625.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVHV9 2054-09-01 5 N/A 2628335.00 2528303.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCH8 2054-09-01 6 N/A 118528.00 107921.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWSJ2 2054-09-01 6 N/A 3708983.00 3123457.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRX57 2054-08-01 5.5 N/A 4123331.00 3097984.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHRF1 2054-07-01 6 N/A 1000000.00 997783.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSN72 2054-08-01 6.5 N/A 100000.00 104108.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWEE8 2054-09-01 5.5 N/A 31388582.00 30060137.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSFD5 2054-07-01 5.5 N/A 2459403.00 2367816.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUQS8 2054-08-01 6 N/A 13368244.00 13327189.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWNX6 2054-09-01 5.5 N/A 1843138.00 1835996.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWFR8 2054-09-01 6 N/A 10000000.00 9689614.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFYW1 2054-07-01 5 N/A 154900.00 142949.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APY24 2054-09-01 6 N/A 2123390.00 2155781.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ6C6 2054-09-01 6 N/A 37444272.00 35674972.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQS94 2054-09-01 5.5 N/A 18238505.00 17831463.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTLW7 2054-09-01 6.5 N/A 10475305.00 10266285.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WG3Z6 2054-07-01 6.5 N/A 13424463.00 12734542.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRBV6 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99319460.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NL3P2 2053-06-01 5 N/A 9210784.00 7824249.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEE9 2052-07-01 5 N/A 33920.00 25671.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAF37 2048-11-01 3 N/A 4420000.00 1011143.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B1MH1 2052-01-01 2 N/A 300000.00 187350.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMJ69 2054-08-01 5.5 N/A 1287280.00 1272579.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSA36 2052-03-01 2 N/A 9765152.00 7086409.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CECL4 2053-08-01 6 N/A 141669.00 140767.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZL7 2054-01-01 5.5 N/A 5882544.00 5244004.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMU25 2054-09-01 6.5 N/A 1500752.00 1550901.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FGN1 2055-03-01 6.5 N/A 3236380.00 3364066.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426G6J9 2055-03-01 6.5 N/A 1003402.00 1052228.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWH88 2054-09-01 6.5 N/A 2958076.00 2514123.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQRC8 2053-11-01 6 N/A 5878472.00 4332836.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7G1 2051-12-01 3 N/A 3600000.00 2200334.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NG6R6 2053-04-01 5 N/A 473183.00 444508.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK3E3 2054-10-01 6.5 N/A 1174918.00 1213218.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKT3 2045-05-01 5 N/A 8961260.00 8839046.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNS53 2052-07-01 3.5 N/A 273701.00 212031.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6H86 2039-12-01 3.5 N/A 567917.00 519254.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GR64 2055-03-01 6.5 N/A 1019352.00 1055056.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRUK7 2054-08-01 6 N/A 1140594.00 1154826.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSB56 2054-06-01 6 N/A 1819828.00 1682821.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRGK6 2053-08-01 5 N/A 88913.00 80973.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HNWP3 2049-06-01 4.5 N/A 1344000.00 170940.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5SF3 2053-07-01 5.5 N/A 2072932.00 2007696.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNA86 2052-03-01 2.5 N/A 2498000.00 1656640.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMKV7 2053-05-01 4.5 N/A 2456000.00 2003408.93 Agency 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NATIONAL MORT N/A 3140ALAK9 2054-08-01 5.5 N/A 6674064.00 6608793.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQHK6 2040-11-01 3.5 N/A 24795968.00 20454288.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDML5 2050-05-01 4.5 N/A 9933392.00 3048652.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQ94 2053-04-01 5.5 N/A 21603200.00 17418629.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AK7L4 2040-03-15 4.5 N/A 265122.00 12578.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MW2Q8 2053-05-01 5 N/A 7297000.00 6458693.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVQ0 2045-01-01 3 N/A 1275000.00 148604.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEBK0 2053-04-01 5 N/A 11437568.00 9837121.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVA88 2053-02-01 6 N/A 815626.00 807395.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M82X6 2051-12-01 2 N/A 1916868.00 1204780.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8TD7 2053-08-01 5 N/A 149333.00 137789.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNVT7 2052-03-01 3 N/A 520000.00 345555.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGT6 2039-10-01 3.5 N/A 14016544.00 11863026.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHUX4 2053-05-01 5 N/A 632207.00 584006.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHY58 2053-11-01 6 N/A 1004240.00 643442.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMVY7 2051-12-01 3 N/A 425000.00 276422.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNFH1 2051-01-01 3.5 N/A 141631.00 95489.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6J76 2040-05-01 6 N/A 18797120.00 19070109.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0QB1 2053-08-01 5 N/A 2500000.00 2082948.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVVE1 2054-12-01 5.5 N/A 428000.00 413878.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5ZE4 2053-06-01 5 N/A 5765456.00 5462171.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3J7 2048-02-01 3.5 N/A 4901000.00 587835.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300G1LSFZALV3VL31 36295RGX0 2048-04-20 4 N/A 294730.00 32461.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQL46 2053-01-01 6 N/A 52703000.00 48609775.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B7FR4 2052-03-01 2.5 N/A 28961.00 21799.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CL28 2054-11-01 6.5 N/A 2543956.00 2637457.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMXV0 2033-06-01 3 N/A 1051000.00 130494.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJG81 2053-05-01 5 N/A 8083184.00 6370375.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGZD9 2054-07-01 6 N/A 10000.00 10052.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QGC9 2044-06-20 3.5 N/A 506000.00 35201.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KBN47 2055-03-20 6 N/A 4396872.00 4488375.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9L42 2042-12-01 3.5 N/A 8292304.00 979138.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVZT7 2034-09-01 4.51 N/A 16542000.00 16306260.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NU3D9 2029-04-01 5.1 N/A 9250000.00 9383103.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUSD0 2054-07-01 6 N/A 528000.00 496342.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6XC0 2047-01-01 3.5 N/A 1755000.00 504442.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY3L1 2044-07-01 6.5 N/A 11176384.00 8402531.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FSZ1 2055-03-01 6 N/A 2203816.00 2239115.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402WNQ7 2033-10-01 5 N/A 25000000.00 306495.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9WB5 2053-08-01 5.5 N/A 100093.00 95280.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6JQ4 2040-03-01 5 N/A 50650176.00 48712648.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADRC4 2044-01-01 4 N/A 29077440.00 5234126.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXLQ3 2059-01-01 3.5 N/A 4700000.00 1563063.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WLYZ1 2039-09-01 6 N/A 31701.00 31634.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMXN8 2033-04-01 3 N/A 16259000.00 2004623.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJ7H2 2052-04-01 3.5 N/A 100000.00 58466.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0Z62 2053-09-01 5.5 N/A 900000.00 805807.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNB36 2052-04-01 3.5 N/A 600000.00 403430.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BSU1 2044-02-01 3.5 N/A 8630848.00 2907475.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR4G2 2054-10-01 6 N/A 1314050.00 1329813.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQXT8 2053-04-01 5 N/A 1600000.00 1350062.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAH3 2037-02-01 2.5 N/A 73000.00 52332.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMLG9 2052-08-01 3.5 N/A 4480656.00 3411849.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEDU6 2053-04-01 5 N/A 9258000.00 7538075.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y9FP1 2057-09-15 4 N/A 16100699.00 14599835.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NBY3 2045-05-01 4 N/A 2691000.00 301793.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTNN5 2054-08-01 5.5 N/A 1072156.00 1064206.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WMHL9 2040-01-01 5 N/A 326522.00 305443.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XFE55 2035-12-01 3.5 N/A 10435008.00 3859214.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD4Z1 2054-08-01 5.5 N/A 649451.00 628660.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR6Z1 2043-05-01 5.5 N/A 1867932.00 1502973.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8Z40 2048-05-01 4 N/A 3988248.00 1367505.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDSG0 2053-08-01 5 N/A 2002704.00 1714247.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HXUJ2 2054-10-20 5 N/A 2125020.00 2052266.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C76A0 2053-07-01 5 N/A 10629136.00 9011789.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALAJ2 2054-08-01 5.5 N/A 6313570.00 6162987.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCHH0 2055-07-01 3.5 N/A 12918000.00 10168890.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6CS6 2053-06-01 5 N/A 5281210.00 4362262.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NP4L1 2053-07-01 5.5 N/A 7493970.00 6890672.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8XK3 2054-03-01 5.5 N/A 518734.00 496169.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BAH41 2055-06-01 6.5 N/A 9934800.00 10420960.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KDVS1 2055-03-20 6 N/A 186708.00 191128.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B8BT2 2052-04-01 2 N/A 4607832.00 2856057.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AMV7 2055-01-01 6.5 N/A 1224896.00 1267235.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWGA7 2031-10-01 3.975 N/A 13476000.00 13110343.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEH2 2052-08-01 3.5 N/A 71000.00 53938.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMMY8 2052-09-01 5 N/A 7143872.00 6398734.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7CR6 2047-07-01 4 N/A 2565296.00 833947.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMR75 2052-04-01 3 N/A 3700000.00 2663329.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KGQR2 2055-02-20 6 N/A 2562880.00 2481614.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVSW8 2034-07-01 4.84 N/A 37737000.00 38175650.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LKKP7 2033-06-01 4.34 N/A 5769880.00 5648563.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSR67 2054-09-01 6 N/A 3320000.00 3130432.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y4B84 2048-07-01 3.5 N/A 589000000.00 85596831.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GLX2 2043-05-01 3 N/A 1198710.00 232627.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178YWQ4 2043-03-15 2.5 N/A 390458.00 32146.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TSH9 2048-02-20 4 N/A 380123136.00 38318610.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NHNZ2 2055-03-20 6.5 N/A 505143.00 526283.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2E67 2055-02-01 6 N/A 6780960.00 6908655.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GHG3 2055-03-01 6.5 N/A 1025624.00 1068554.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JNZE8 2054-11-20 6 N/A 4022712.00 4114013.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AEGE8 2050-12-01 2 N/A 3540492.00 1733643.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCLU0 2051-08-01 2.5 N/A 301000.00 179150.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0SL3 2055-02-01 6.5 N/A 1933276.00 2004012.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNRE5 2051-11-01 2.5 N/A 1096000.00 734248.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHYK7 2052-07-01 4 N/A 1845000.00 1403630.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KP5E4 2055-03-20 6.5 N/A 4210304.00 4410681.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNDT7 2049-08-01 4.5 N/A 5178470.00 3276466.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRPX5 2053-03-01 5 N/A 10000000.00 8512091.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQQ30 2049-08-01 5 N/A 4972888.00 1545254.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVHL2 2054-12-01 5 N/A 32862400.00 31118993.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CDL5 2055-02-01 6 N/A 10694384.00 10970404.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411YUW1 2037-06-01 6 N/A 22878112.00 458295.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHM1 2052-11-01 4 N/A 19000.00 15707.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUE51 2054-01-01 5.5 N/A 14222560.00 12637900.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ARR1 2033-03-01 2.5 N/A 2500000.00 315344.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3Q2 2053-09-01 5.5 N/A 105000.00 94515.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPF94 2052-12-01 5 N/A 22000000.00 19283776.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AREC4 2042-05-01 3.5 N/A 1775000.00 262840.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRNC3 2054-08-01 5.5 N/A 2096240.00 2075133.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WKFA1 2047-01-01 3 N/A 1200000.00 343970.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXKE1 2048-05-01 3 N/A 1700000.00 685667.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNQX3 2052-03-01 3 N/A 134000.00 92157.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKXU4 2054-07-01 6 N/A 3607380.00 3166652.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMVR3 2055-05-20 6 N/A 967945.00 1001081.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y6VY2 2042-07-01 3.5 N/A 1100000.00 152522.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLL4 2035-02-01 2.5 N/A 4350000.00 836496.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMVL6 2051-10-01 2.5 N/A 188000.00 117755.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0F31 2053-05-01 5 N/A 388000.00 336132.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAKK7 2041-03-01 2 N/A 810000.00 484802.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCZ4 2052-01-01 2 N/A 816000.00 522527.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MM4J4 2052-08-01 4 N/A 4159800.00 3138002.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQW40 2054-01-01 6 N/A 8513264.00 8044766.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLUF3 2051-08-01 3 N/A 15000.00 10733.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVA87 2054-08-01 6.5 N/A 20395616.00 19825822.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECY4 2042-04-01 2 N/A 1810000.00 1208078.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GUKN6 2032-10-01 3 N/A 2950000.00 520637.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXFZ1 2030-01-01 4.83 N/A 2111000.00 2157996.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K8RC2 2055-03-20 6.5 N/A 1932464.00 2019860.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CW4V3 2035-05-01 3 N/A 9000000.00 5911704.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQKN6 2054-07-01 6 N/A 100000.00 92347.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7H38 2055-02-01 6.5 N/A 760666.00 732268.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EK6P5 2043-04-01 3.5 N/A 1800000.00 227425.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KBPG8 2055-03-20 6.5 N/A 3062200.00 3163538.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAT9 2049-03-01 5 N/A 1100000.00 97338.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7CJ0 2055-03-01 5.5 N/A 1049250.00 999163.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNQN6 2050-02-01 3.5 N/A 5059680.00 3339431.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSHD6 2053-06-01 5.5 N/A 2298420.00 1914214.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPWC8 2052-10-01 4.5 N/A 1113138.00 886295.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CT4Y2 2054-09-01 5.5 N/A 43660.00 42277.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMMP6 2051-11-01 3 N/A 13283776.00 8311804.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XECC6 2043-08-01 3.5 N/A 89004544.00 53640892.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDLR0 2044-12-01 3.5 N/A 14000000.00 2014092.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CE6U1 2053-10-01 6.5 N/A 5000000.00 4342514.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KBN54 2055-03-20 6 N/A 3202488.00 3266881.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FFY8 2055-03-01 6.5 N/A 1740538.00 1808422.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JCU1 2055-04-01 6 N/A 2606892.00 2661474.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WLCN2 2039-02-01 6 N/A 1529948.00 1143898.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRQC7 2054-04-01 6 N/A 200000.00 180587.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5VT5 2053-06-01 5.5 N/A 100380.00 77435.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N26Y2 2052-10-01 4.5 N/A 6134608.00 4860499.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CC3F1 2053-08-01 5.5 N/A 2215072.00 2132807.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEZY4 2053-04-01 5 N/A 18525664.00 14992128.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECR9 2052-04-01 3 N/A 1219276.00 846937.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNX7 2055-02-01 5.5 N/A 72111488.00 69538951.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CC5R3 2053-09-01 6 N/A 116047.00 101301.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPQD4 2054-04-01 6.5 N/A 14853280.00 12291107.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DYS5 2055-03-01 6 N/A 5946120.00 5866751.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEPM8 2053-09-01 6 N/A 19828416.00 18565803.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KR6M1 2053-09-01 5.5 N/A 889329.00 827897.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AGKB4 2051-03-01 2 N/A 13926.00 7988.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426D5Q1 2055-03-01 6 N/A 9545488.00 9641446.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHNB4 2054-08-01 5.5 N/A 2612104.00 2575394.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHWJ3 2053-07-01 5.5 N/A 3567880.00 3444661.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GPY5 2055-04-01 6.5 N/A 1158628.00 1202808.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANB32 2054-08-01 6 N/A 2148970.00 2126999.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMWV3 2052-09-01 4.5 N/A 89708.00 57399.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JNRL6 2049-02-01 4 N/A 1506000.00 196001.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBPM2 2053-05-01 2.5 N/A 5295864.00 2911431.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFS7 2052-12-01 5.5 N/A 475531776.00 383370178.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HNYB7 2054-07-20 6.5 N/A 9915.00 5699.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J15D1 2054-09-20 5.5 N/A 1043736.00 1035394.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNMB7 2050-04-01 3.5 N/A 12757120.00 10052263.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HFN54 2035-03-01 2.5 N/A 29137568.00 12181254.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHYU6 2053-06-01 5 N/A 4220024.00 2804784.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPW88 2054-05-01 6 N/A 400000.00 389274.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLND4 2051-07-01 2 N/A 2622408.00 1633770.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYA2 2043-11-01 5.5 N/A 19280352.00 15530133.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMWJ0 2051-06-01 2.5 N/A 950000.00 547860.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GAHX9 2041-03-01 4.5 N/A 13700000.00 733850.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2NX6 2052-02-01 3.5 N/A 4367752.00 3019508.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQU29 2054-06-01 6 N/A 1157702.00 1053266.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6BS8 2037-04-01 2.5 N/A 145000.00 90655.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4SX9 2055-03-01 6 N/A 656905.00 669234.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNTA0 2037-01-01 1.5 N/A 33360.00 21207.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CLB8 2055-02-01 6.5 N/A 8612752.00 8905181.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419LXR9 2040-11-01 4 N/A 4000000.00 465386.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALCP6 2054-08-01 5.5 N/A 1687050.00 1448813.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4QP6 2042-10-01 3.5 N/A 18274208.00 3492215.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JKV40 2054-10-20 5.5 N/A 1942396.00 1539018.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBST7 2052-05-01 4.5 N/A 19148220.00 14022829.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLVQ9 2053-06-01 5 N/A 7933880.00 6423873.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ADA36 2039-10-15 4.5 N/A 44400000.00 2950666.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMPF6 2052-09-01 4.5 N/A 5281128.00 4026726.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAUR0 2052-05-01 3.5 N/A 200000.00 130943.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCT8 2051-12-01 2 N/A 109772.00 69747.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQQ42 2054-08-01 6.5 N/A 564000.00 511776.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK2Z2 2053-04-01 3 N/A 29206528.00 22405562.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFMJ7 2052-01-01 2.5 N/A 2045000.00 1305362.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AYHS8 2040-06-15 4.5 N/A 247583.00 18751.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HUX50 2029-08-01 2.56 N/A 2712060.00 2403647.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9NZ2 2048-08-01 4.5 N/A 1421000.00 155598.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKQT9 2052-09-01 5 N/A 4483696.00 3266944.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307DEW2 2028-07-01 2.5 N/A 25000240.00 1206011.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7XG3 2055-04-01 6.5 N/A 2814948.00 2954582.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YWJE8 2045-10-01 3.5 N/A 1255554.00 203336.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KBPB9 2055-03-20 6 N/A 373075.00 380898.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD6D8 2054-08-01 5.5 N/A 97672.00 94243.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQCG5 2053-10-01 5.5 N/A 5000000.00 4348474.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6TH6 2054-09-01 5.5 N/A 823520.00 805193.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GT3A2 2055-02-01 6 N/A 40035584.00 40178769.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHZ2 2053-07-01 5.5 N/A 1100000.00 937297.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K8Q74 2055-03-20 6.5 N/A 328947.00 347614.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC7B6 2050-03-01 5 N/A 2317796.00 999358.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYUH0 2040-11-01 1.5 N/A 700000.00 370347.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DU6G7 2054-12-01 5.5 N/A 168000.00 165618.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J6RR5 2054-10-20 5 N/A 1724354.00 1411772.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVR4 2053-03-20 4.5 N/A 4226408.00 3438644.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKRG2 2054-08-01 6 N/A 3080220.00 3114915.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFPR1 2045-09-01 4 N/A 1325000.00 162508.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8RK3 2048-03-01 4.5 N/A 2571400.00 226329.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9T76 2048-04-01 3 N/A 2000000.00 583350.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVKZ7 2050-02-01 3 N/A 2136208.00 805713.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KBN21 2055-03-20 6 N/A 2933544.00 3006485.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEKD3 2053-10-01 5.5 N/A 1277820.00 1255325.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FQH3 2055-03-01 6.5 N/A 15209312.00 15747836.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGP45 2052-04-01 3 N/A 1737000.00 1203506.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSLC4 2053-12-01 5 N/A 1000000.00 902868.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LFA7 2036-06-15 6 N/A 7500000.00 49138.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM5Y7 2051-12-01 3 N/A 1380000.00 977261.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JFKA9 2054-10-20 5.5 N/A 370734.00 368170.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSAG7 2053-12-01 5.5 N/A 157391.00 137885.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUP59 2054-05-01 6 N/A 1366170.00 1270494.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXU83 2062-03-01 5 N/A 194256.00 148235.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1BG1 2053-10-01 5.5 N/A 9195568.00 8751559.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J92T7 2033-03-01 4 N/A 4900000.00 615345.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9XX6 2048-10-01 4.5 N/A 15493120.00 1271032.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUG35 2053-11-01 5.5 N/A 27548000.00 24640313.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NNYQ2 2053-09-01 5.5 N/A 500000.00 482736.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A33 2054-11-20 5 N/A 902711040.00 865515223.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQBE5 2053-04-01 5.5 N/A 1465000.00 1330705.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMDD6 2054-10-20 5.5 N/A 2358560.00 2356057.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMPS1 2052-04-01 4.5 N/A 34117.00 24345.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QREG4 2053-01-01 4.5 N/A 1486286.00 1211578.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K2AK5 2055-02-20 5.5 N/A 5434320.00 5419211.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXRB1 2032-02-01 4.69 N/A 15241000.00 15351147.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M8QZ9 2042-09-01 3.5 N/A 1577000.00 130626.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXHQ8 2041-08-01 4.5 N/A 1245000.00 355041.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GGPM0 2039-08-01 4.25 N/A 9455408.00 8668127.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHDR3 2040-05-01 4 N/A 1518050.00 681957.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NSAH2 2055-04-20 6.5 N/A 742831.00 774334.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED72 2052-06-01 3.5 N/A 5244000.00 3881471.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9A37 2033-05-01 3.5 N/A 1858000.00 222525.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6U23 2053-07-01 5.5 N/A 6064128.00 5645042.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K8RA6 2055-03-20 6.5 N/A 372152.00 390957.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLC84 2047-04-01 4.5 N/A 100000.00 12496.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMK6 2054-09-01 5.5 N/A 122843264.00 113989964.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKG41 2054-08-01 5.5 N/A 1000028.00 987306.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZ39 2036-06-01 2.5 N/A 1700000.00 869741.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AAJ7 2031-11-01 4 N/A 24692864.00 1308138.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQKB1 2053-03-01 6 N/A 511997.00 460789.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQH0 2032-10-01 3 N/A 7598000.00 972902.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTCE7 2053-10-01 6 N/A 35000000.00 30981414.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCJQ0 2039-11-01 4.5 N/A 1149990.00 158915.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241L6G6 2033-12-15 5 N/A 100000.00 5360.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RBY4 2045-04-20 4 N/A 51447744.00 4586173.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4QS8 2048-04-01 4.5 N/A 1385000.00 226823.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHZJ9 2052-01-01 3.5 N/A 1228880.00 773145.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTAR1 2054-04-01 5.5 N/A 200000.00 182922.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZD9 2033-08-01 4 N/A 80000000.00 6463158.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2SS2 2052-01-01 2.5 N/A 22352.00 14540.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP3A0 2045-07-01 3 N/A 2086000.00 431555.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426G7A7 2055-04-01 5.5 N/A 17120992.00 16997518.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MKG89 2052-06-01 3 N/A 2123736.00 1531369.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMUQ2 2054-09-01 5.5 N/A 3110944.00 2833986.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPBD9 2052-10-01 6 N/A 7377616.00 6515589.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BQ41 2035-04-01 2.5 N/A 3000000.00 444634.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMDF1 2053-06-01 5 N/A 4044424.00 3607684.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTQA0 2054-09-01 6.5 N/A 7513040.00 7278555.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DMX7 2055-02-01 6 N/A 14794976.00 15029729.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEQ28 2045-05-01 3 N/A 2040400.00 385687.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYB26 2035-04-01 5.15 N/A 8198000.00 8370760.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUZV1 2054-07-01 6 N/A 26000.00 25114.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQS86 2054-09-01 5.5 N/A 13802464.00 13148866.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV3B8 2055-01-01 5.5 N/A 1200000.00 1173587.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JQU6 2055-03-01 6.5 N/A 1286166.00 1338002.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N9UY0 2053-02-01 6 N/A 7653072.00 4620779.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFKJ4 2045-08-01 3.5 N/A 4200000.00 380111.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQME4 2054-07-01 5.5 N/A 804939.00 757791.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B2R68 2052-01-01 3 N/A 800000.00 524015.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAAJ3 2032-11-01 4 N/A 2315000.00 229556.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM6P5 2050-07-01 4 N/A 16000.00 9240.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS3U4 2054-04-01 5.5 N/A 1800000.00 1627195.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MQB40 2052-06-01 4 N/A 16000.00 11600.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GGPL2 2041-07-01 4.44 N/A 2471296.00 2269292.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGB58 2053-04-01 5 N/A 7187872.00 5868140.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLT41 2053-06-01 5 N/A 14434112.00 11297366.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MDWJ7 2042-09-01 3.5 N/A 335000.00 55114.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425YJQ1 2055-01-01 6 N/A 5174264.00 5314714.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNXP3 2052-08-01 3.5 N/A 3300000.00 2252108.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NG7B0 2053-04-01 5 N/A 9476450.00 7879446.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQDZ7 2054-06-01 6 N/A 10000.00 9572.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LLZ87 2028-10-01 5.38 N/A 1440000.00 1490749.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9RX7 2031-03-01 3 N/A 4000000.00 431186.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVL78 2052-02-01 3 N/A 229399175.00 146114093.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPT42 2053-07-01 5.5 N/A 8651440.00 8411309.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMHK4 2043-04-01 4 N/A 14734864.00 2851648.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KBN62 2055-03-20 6 N/A 11864080.00 12100281.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQWT9 2053-03-01 5.5 N/A 320257.00 244187.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334YEE3 2049-08-01 4.5 N/A 2096848.00 684596.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KDVT9 2055-03-20 6 N/A 237020.00 243225.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZS0 2049-05-01 4 N/A 148600.00 110928.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRDA5 2054-03-01 5.5 N/A 75000.00 68547.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7NE7 2055-04-01 6.5 N/A 3276496.00 3070155.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQFR1 2052-09-01 4.5 N/A 157700.00 123135.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N55W0 2052-11-01 4.5 N/A 18547456.00 15383216.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMVK8 2051-02-01 3 N/A 100000.00 62469.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XRVV3 2044-12-01 4 N/A 1500000.00 227231.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUFS1 2053-01-01 5.5 N/A 1814830.00 1194399.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189WSV9 2036-01-20 3.5 N/A 1620352.00 116158.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NP4K3 2053-07-01 5 N/A 11949408.00 10284386.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY5F2 2045-05-01 4.5 N/A 841840.00 809616.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRCR3 2053-05-01 6.5 N/A 200000.00 147410.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7EQ4 2040-05-15 4.5 N/A 472239.00 37629.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0HP0 2053-10-01 6 N/A 1400000.00 1209272.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CTT9 2034-02-01 6 N/A 204403520.00 1236968.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AAAU2 2040-01-15 5 N/A 81000.00 10476.32 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSSC7 2054-03-01 5 N/A 410000.00 368889.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMTM8 2053-10-01 6.5 N/A 266694.00 201269.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0PA4 2053-10-01 6 N/A 1100000.00 914626.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXQU8 2054-02-01 5.5 N/A 1175850.00 869872.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV64 2053-09-01 4.5 N/A 200825.00 175464.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3JQ7 2053-11-01 6.5 N/A 1663370.00 1399458.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0XM9 2053-11-01 5.5 N/A 25600476.00 23360397.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0VP4 2053-10-01 6 N/A 5054000.00 4343192.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABZ32 2054-06-01 5.5 N/A 1406592.00 1393727.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFKV8 2054-06-01 4.5 N/A 1092627.00 993266.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEN71 2054-06-01 5.5 N/A 1017815.00 744394.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGEH3 2054-05-01 6 N/A 287111.00 288563.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0HP0 2053-10-01 6 N/A 400000.00 345506.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJY0 2053-10-01 4 N/A 257278.00 217108.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CG6A0 2053-11-01 7 N/A 1058961.00 956346.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEHL7 2054-06-01 6.5 N/A 1725214.00 1778339.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRBN4 2054-05-01 5 N/A 15482566.00 14380105.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9MX6 2054-04-01 7 N/A 1133745.00 670610.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RBK3 2054-02-01 4.527 N/A 5642195.00 5127716.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGU39 2053-11-01 7 N/A 1840974.00 1583177.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUNX1 2054-01-01 4.5 N/A 315000.00 287721.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLH4 2054-05-01 4 N/A 560501.00 481236.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A45G2 2053-11-01 7 N/A 1580949.00 1459302.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRFW0 2054-06-01 6.5 N/A 14744369.00 14317243.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNCP5 2054-01-01 5.5 N/A 165773.00 147506.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NTZ2 2054-06-01 6 N/A 4783666.00 4959357.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4SE2 2053-12-01 7 N/A 4042449.00 3829065.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHFU4 2053-11-01 7 N/A 2903943.00 1989776.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7N68 2054-03-01 6 N/A 1288683.00 1211811.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJL8 2053-10-01 5.5 N/A 14813439.00 12730080.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEQG7 2054-06-01 6 N/A 1651586.00 1655947.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRPY0 2054-04-01 5.5 N/A 29392586.00 27369125.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WESL5 2054-06-01 6 N/A 6853108.00 6782517.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6VW3 2054-04-01 5.5 N/A 421961.00 413693.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WA4W5 2054-05-01 6 N/A 1522266.00 1421344.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSM82 2054-02-01 5.5 N/A 1296490.00 1151241.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEMK3 2054-06-01 6 N/A 263447.00 226542.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8F73 2054-03-01 6 N/A 5737674.00 5031424.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUXT8 2054-04-01 5.5 N/A 232966.00 199758.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUSJ7 2054-06-01 6 N/A 7938354.00 7455187.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEY29 2054-05-01 5.5 N/A 1081531.00 1033269.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLM29 2054-01-01 7.5 N/A 2660892.00 1791292.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E06Y3 2053-12-01 7 N/A 26618339.00 20308956.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8WM0 2054-01-01 5.5 N/A 225962.00 220440.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEHV5 2054-06-01 5.5 N/A 2999700.00 2587693.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRBX2 2054-06-01 6 N/A 7940294.00 6075943.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9A27 2054-03-01 7 N/A 93928.00 69035.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFXD4 2054-07-01 6 N/A 3669365.00 3404854.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGBA2 2054-06-01 5.5 N/A 17236620.00 16597632.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A26K6 2053-10-01 5.5 N/A 1227293.00 1002393.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGXS1 2053-11-01 5.5 N/A 100988.00 87158.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEVE9 2053-10-01 7 N/A 1323485.00 1174035.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6TZ9 2053-12-01 5.5 N/A 113334.00 109727.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQDE4 2054-06-01 6 N/A 3617985.00 3607520.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NF46 2054-06-01 6.5 N/A 12072576.00 12517776.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSMC3 2054-02-01 5.5 N/A 2134213.00 1858466.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427M2N0 2054-04-01 5.5 N/A 2174049.00 2174927.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWPS6 2054-02-01 5.5 N/A 12816966.00 12531515.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4WV9 2054-01-01 5.5 N/A 798285.00 780948.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFT66 2053-10-01 5.5 N/A 201157.00 187326.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNSW5 2053-11-01 5 N/A 421301.00 381162.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBDX1 2054-04-01 6 N/A 1002050.00 772933.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMT9 2054-05-01 6 N/A 20266833.00 18528840.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBYV2 2054-05-01 6.5 N/A 1076045.00 1077384.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WACT3 2054-04-01 5.5 N/A 1075012.00 1042500.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRTR7 2053-11-01 6.5 N/A 2071651.00 1978897.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCV68 2054-05-01 6 N/A 1634686.00 1637707.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEPD6 2054-06-01 5.5 N/A 321200.00 281207.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8U34 2054-01-01 5.5 N/A 303879.00 294884.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHN68 2053-11-01 7 N/A 1640811.00 1371333.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WAR75 2054-04-01 6.5 N/A 4986081.00 3883558.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1SL8 2054-05-01 4.5 N/A 9652835.00 9111318.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLM37 2053-12-01 7.5 N/A 4230464.00 3111085.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTKC3 2054-06-01 6 N/A 1327437.00 1332799.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGAB1 2054-06-01 5 N/A 94247.00 90554.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJR5 2053-11-01 5.5 N/A 21267998.00 18538112.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFGZ4 2054-06-01 6 N/A 522473.00 468308.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNYS5 2054-02-01 7 N/A 2987958.00 2692788.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDY63 2054-06-01 5.5 N/A 549326.00 535330.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLMZ6 2053-12-01 7.5 N/A 3371865.00 1785483.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWNZ2 2054-01-01 7 N/A 2961307.00 2370365.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W95G2 2054-04-01 4.5 N/A 3959700.00 3484606.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGG25 2054-06-01 6.5 N/A 4079272.00 3103586.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKF9 2054-01-01 5 N/A 562152.00 511546.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MDN8 2054-06-01 5 N/A 7492569.00 7086360.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEH45 2054-06-01 6 N/A 3015486.00 2893521.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M55Z4 2054-04-01 5.5 N/A 5116456.00 4600564.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CG6G7 2053-11-01 7 N/A 1148515.00 689885.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MXJ5 2054-04-01 5 N/A 11874870.00 11249835.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NSN0 2054-04-01 4.5 N/A 22025805.00 20996362.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6PM2 2054-01-01 5.5 N/A 132086.00 128487.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAEP8 2054-04-01 5.5 N/A 178982.00 170757.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR7A2 2054-06-01 6.5 N/A 12570451.00 11695233.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCV84 2054-05-01 6.5 N/A 3171925.00 2964963.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A67F7 2054-03-01 5.5 N/A 1956990.00 1873358.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9FW6 2054-03-01 6 N/A 1541866.00 1256275.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QULB0 2054-02-01 5.5 N/A 574298.00 489032.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBHU3 2054-04-01 5.5 N/A 2695050.00 2308381.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQGK2 2053-11-01 6.5 N/A 20189950.00 17315529.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUMQ6 2054-05-01 5 N/A 3468058.00 3256978.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGYZ4 2053-11-01 6.5 N/A 3142430.00 2507756.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGTK1 2054-06-01 7 N/A 1595448.00 1671973.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3D0 2054-03-01 6 N/A 6300000.00 5141971.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQC47 2054-06-01 6 N/A 700000.00 670345.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A94C1 2054-04-01 5.5 N/A 9647750.00 8546000.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8XK3 2054-03-01 5.5 N/A 4744091.00 4537728.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLMX1 2053-12-01 7.5 N/A 2304830.00 1540528.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W93N9 2054-04-01 6.5 N/A 1128973.00 965269.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR7L8 2054-06-01 6.5 N/A 2809610.00 2685140.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTUZ0 2054-01-01 6.5 N/A 5888000.00 4755966.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTCS7 2054-06-01 5.5 N/A 175000.00 157499.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJ38 2053-12-01 5 N/A 355040.00 321104.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKP7 2054-02-01 6 N/A 27569000.00 22450076.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEWZ9 2054-06-01 7 N/A 1233555.00 887579.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQEK4 2053-12-01 5 N/A 1293133.00 1179537.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5EC8 2053-12-01 6.5 N/A 1428255.00 1337677.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQBW1 2053-10-01 6.5 N/A 99668.00 64634.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWX65 2054-04-01 5.5 N/A 3194353.00 3141352.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQD53 2054-06-01 6 N/A 4070000.00 3652371.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKG7 2054-01-01 5.5 N/A 254000.00 221873.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4XM8 2053-11-01 5.5 N/A 97811.00 85488.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3E8 2054-03-01 5.5 N/A 11007185.00 9585206.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCLR3 2054-05-01 5.5 N/A 1459641.00 1337655.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUQC3 2054-05-01 6.5 N/A 3080792.00 2915075.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CKNN4 2053-12-01 3.5 N/A 7064693.00 6085835.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBXS0 2054-05-01 6 N/A 1789740.00 1623433.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKP8 2053-12-01 3.5 N/A 373801.00 309095.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6AQ0 2054-02-01 6.5 N/A 1627135.00 1351269.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBMH6 2054-04-01 5.5 N/A 1868699.00 1605638.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJN4 2053-10-01 6.5 N/A 2124034.00 1557966.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPW88 2054-05-01 6 N/A 600000.00 583912.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MDL2 2054-06-01 7 N/A 4475030.00 4611298.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSB56 2054-06-01 6 N/A 339902.00 314312.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MBC4 2054-06-01 6.5 N/A 18042152.00 18152511.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCPA6 2054-05-01 6 N/A 2469351.00 2232111.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WAQ27 2054-04-01 5.5 N/A 1008758.00 922871.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7KB9 2054-04-01 5.5 N/A 767524.00 509023.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9ZK0 2054-04-01 5.5 N/A 1907427.00 1643211.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0VN9 2053-11-01 6.5 N/A 600000.00 506732.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTQH6 2054-01-01 3.5 N/A 6851959.00 5809390.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEXM7 2054-06-01 5.5 N/A 463641.00 454295.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKV4 2054-03-01 5.5 N/A 196484735.00 170258641.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACWS8 2054-06-01 5.5 N/A 200024.00 189749.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKJ1 2054-01-01 6.5 N/A 875000.00 580920.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0ZQ8 2053-11-01 6 N/A 50749016.00 46015118.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEMZ0 2054-06-01 6.5 N/A 2054767.00 1744672.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NFZ7 2054-05-01 6 N/A 44196546.00 43717308.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQJG3 2054-06-01 5.5 N/A 5000000.00 4726963.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEQL7 2054-06-01 7 N/A 1520182.00 1591457.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJM6 2053-10-01 6 N/A 125016907.00 102292695.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRD64 2054-03-01 6.5 N/A 1712157.00 1736636.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MBH3 2054-06-01 6 N/A 19189515.00 18531434.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFHE2 2053-10-01 7.5 N/A 2682299.00 1938400.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLMY9 2053-12-01 7.5 N/A 2397665.00 1470439.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9XC0 2054-03-01 5 N/A 803014.00 768297.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7J22 2054-03-01 4.5 N/A 2142722.00 1874919.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTQ52 2054-05-01 6 N/A 400000.00 384200.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABZR9 2054-05-01 5.5 N/A 138754.00 116240.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNAD6 2053-11-01 6.5 N/A 378083.00 325223.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFHU6 2053-10-01 6.5 N/A 398000.00 334478.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSB31 2054-06-01 5.5 N/A 501000.00 477492.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQSS2 2053-12-01 6.5 N/A 1000000.00 780347.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLG26 2054-01-01 6.5 N/A 1038141.00 925748.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7V69 2054-03-01 5.5 N/A 1028716.00 972257.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFCG0 2054-06-01 6 N/A 665066.00 580577.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGFH2 2054-06-01 6.5 N/A 1180359.00 1084593.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFUU8 2054-06-01 6.5 N/A 1322475.00 1231362.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCG65 2054-05-01 6.5 N/A 3907950.00 3572553.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBYQ3 2054-05-01 6 N/A 1433850.00 1382191.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTQZ6 2054-06-01 5 N/A 2670246.00 2499631.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6TJ6 2054-02-01 5.5 N/A 1071505.00 897106.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABUK9 2054-06-01 5.5 N/A 234594.00 201043.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADQS3 2054-05-01 5 N/A 2390180.00 2283656.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKW2 2054-03-01 6 N/A 14775000.00 12188285.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3Z63 2053-11-01 7 N/A 1979748.00 2068558.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0DL0 2053-11-01 6.5 N/A 1128750.00 1045079.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NER6 2054-06-01 5 N/A 6999686.00 6831189.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSCP1 2054-03-01 5.5 N/A 5005215.00 4584259.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR N/A 91282CHL8 2025-06-30 4.625 N/A 16742400.00 17064680.57 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31427NFQ7 2054-04-01 6.5 N/A 8135097.00 8212467.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTKP4 2054-04-01 6.5 N/A 200000.00 174902.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSUG5 2054-03-01 5.5 N/A 2207006.00 1908371.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYP9 2053-12-01 6.5 N/A 762979.00 523868.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFYG6 2054-06-01 6 N/A 435836.00 403121.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0H88 2053-09-01 6 N/A 23212028.00 20800455.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3Q89 2053-11-01 6.5 N/A 1794061.00 1805906.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WERU6 2054-05-01 6.5 N/A 8130879.00 7369518.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MBD2 2054-02-01 6.5 N/A 7445119.00 7451165.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTG46 2054-06-01 7 N/A 236022.00 163780.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6AY3 2054-02-01 6 N/A 2921042.00 2310818.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWP49 2054-02-01 6 N/A 3039708.00 2689020.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWXF5 2054-03-01 5.5 N/A 2226364.00 2180293.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLS0 2054-06-01 5 N/A 2299935.00 2107729.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDVB5 2054-06-01 5.5 N/A 8240000.00 7689054.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJP96 2053-11-01 5.5 N/A 761180.00 589067.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYL8 2053-12-01 5 N/A 253000.00 229364.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6PR2 2054-02-01 7.5 N/A 1024420.00 468335.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6UJ4 2054-03-01 7 N/A 1432150.00 1339007.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR7F6 2054-06-01 6.5 N/A 6626675.00 5894649.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRRB3 2054-04-01 4.5 N/A 14332588.00 12400789.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9N80 2054-04-01 5.5 N/A 1124585.00 1116530.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NMH9 2054-03-01 6.5 N/A 6096262.00 6363791.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAFR3 2054-04-01 5 N/A 952815.00 864319.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6WG8 2054-03-01 5.5 N/A 311938.00 291531.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMDB7 2054-01-01 4 N/A 65000.00 58261.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGGM1 2054-06-01 6.5 N/A 1595487.00 1070101.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427M2L4 2054-04-01 5.5 N/A 122070.00 118561.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGUX3 2053-11-01 7 N/A 1699511.00 1557367.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1FV4 2053-11-01 5.5 N/A 229176.00 204204.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E7B0 2054-06-01 6 N/A 1520000.00 1308762.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MHQ7 2054-05-01 5 N/A 31889954.00 30795511.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACVF7 2054-05-01 5.5 N/A 501521.00 491147.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBDE3 2054-05-01 5.5 N/A 41300000.00 35465868.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEGL7 2054-05-01 6 N/A 1438075.00 1449315.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAA72 2054-04-01 5.5 N/A 251453.00 216909.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MXS5 2054-04-01 6.5 N/A 6139183.00 6312394.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9E31 2054-03-01 5.5 N/A 7038529.00 6259056.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6BZ5 2054-04-01 5 N/A 2664999.00 2389855.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLT8 2054-06-01 5.5 N/A 310507962.00 277529033.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYZ7 2053-11-01 3 N/A 73858.00 57068.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNTY0 2053-10-01 5 N/A 373000.00 340915.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMR3 2054-02-01 5.5 N/A 721000.00 647311.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427M2D2 2054-03-01 6 N/A 27141701.00 26920706.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQGM3 2054-06-01 6 N/A 1011633.00 944827.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTBJ7 2053-10-01 6 N/A 680000.00 612842.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUHH2 2054-04-01 5.5 N/A 1220000.00 1089537.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WAAJ7 2054-04-01 7.5 N/A 1434408.00 1457741.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCN42 2054-05-01 5.5 N/A 1571413.00 1186909.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGDC6 2054-06-01 6.5 N/A 495375.00 508048.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABVD4 2054-06-01 5.5 N/A 228800.00 225203.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWK28 2054-02-01 4 N/A 131000.00 116164.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS3J9 2054-04-01 6 N/A 62833.00 58522.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WF6X0 2054-06-01 5.5 N/A 687542.00 676356.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6Q67 2054-03-01 5 N/A 17164675.00 16486322.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQ4N9 2054-02-01 5 N/A 1697404.00 1553391.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADU82 2054-06-01 5.5 N/A 2061532.00 1717263.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9BV1 2054-03-01 5 N/A 102162.00 85149.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYM6 2053-12-01 5.5 N/A 299412.00 261380.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCC28 2054-05-01 6 N/A 1052210.00 877638.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKM4 2054-02-01 5 N/A 1530312.00 1380461.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR6P5 2054-06-01 5.5 N/A 14380690.00 13726214.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5B7 2054-06-01 5.5 N/A 13802809.00 13163999.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKJ2 2053-10-01 3.5 N/A 217493.00 176148.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQLF7 2053-11-01 6.5 N/A 1437406.00 1191031.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFCN5 2054-06-01 7 N/A 2602113.00 2718214.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CG5B9 2053-11-01 6.5 N/A 1366407.00 1404895.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPPJ2 2054-03-01 6.5 N/A 100000.00 85846.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHFY6 2053-11-01 7 N/A 2230351.00 2203386.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABVX0 2054-04-01 5.5 N/A 1525442.00 1322430.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFJ73 2054-06-01 7 N/A 1779143.00 1075501.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKU6 2054-03-01 5 N/A 334361.00 295683.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP6Z7 2054-06-01 5.5 N/A 1350000.00 1277149.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCTL8 2054-05-01 6 N/A 18577601.00 17124095.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBQZ2 2054-05-01 6.5 N/A 7603126.00 6144257.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJYR6 2053-12-01 5 N/A 200000.00 190334.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDCK6 2054-06-01 5.5 N/A 5319840.00 5179263.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MBK6 2054-03-01 6 N/A 7076248.00 6955240.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZL7 2054-01-01 5.5 N/A 1033580.00 921386.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3KG7 2053-11-01 7 N/A 1017079.00 1069041.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUSR9 2053-09-01 5 N/A 49246.00 45456.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5N6 2054-05-01 5 N/A 438000.00 397856.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFFM6 2053-10-01 7.5 N/A 4539321.00 3306244.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWUA9 2054-02-01 5 N/A 2405400.00 2297815.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS4P4 2054-04-01 6 N/A 15129725.00 14057233.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAG84 2054-06-01 5.5 N/A 702789.00 665385.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWL35 2054-07-01 5.5 N/A 112313330.00 102870535.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCWC4 2054-05-01 6 N/A 1638136.00 1446102.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0MB2 2053-11-01 5.5 N/A 529079.00 448934.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJ46 2053-12-01 5.5 N/A 23040691.00 20293020.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJS3 2053-11-01 6 N/A 203691692.00 167172139.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXXA4 2054-02-01 5 N/A 2102318.00 2002557.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXYW5 2054-03-01 5.5 N/A 1750000.00 1580083.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADGK1 2054-06-01 5.5 N/A 1067816.00 1055140.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMLF9 2054-01-01 3.5 N/A 468375.00 379479.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E06G2 2053-12-01 6.5 N/A 17025000.00 12829317.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0PP1 2053-10-01 6.5 N/A 7000000.00 5913259.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAB3 2054-04-01 3.5 N/A 122992.00 95491.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQKR2 2053-11-01 6 N/A 22870742.00 21061222.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427M2H3 2054-05-01 6 N/A 52722075.00 51049562.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQGJ5 2053-11-01 6.5 N/A 17000000.00 15097111.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFS56 2054-06-01 6 N/A 1569088.00 1484095.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQFR3 2054-06-01 5.5 N/A 75000.00 66683.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRE22 2054-03-01 5 N/A 3350000.00 2955306.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFKA3 2054-06-01 6.5 N/A 1682364.00 1516788.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCMF8 2054-04-01 5.5 N/A 1532959.00 961607.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHKU8 2053-10-01 6.5 N/A 463523.00 358388.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP3F4 2054-05-01 6 N/A 100000.00 93954.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCSV7 2054-05-01 5.5 N/A 1793264.00 1759277.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MP88 2054-05-01 6 N/A 66602255.00 67216220.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDFW7 2054-06-01 5.5 N/A 1911735.00 1650871.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABY66 2054-06-01 5.5 N/A 1276512.00 1087818.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBM52 2054-04-01 6.5 N/A 1778385.00 1814948.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT2S7 2054-02-01 5.5 N/A 2253000.00 2001782.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLMR4 2053-12-01 7 N/A 13884157.00 8828507.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W97D7 2054-04-01 4.5 N/A 103910.00 94476.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A94A5 2054-04-01 5.5 N/A 1523000.00 1401591.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEPT0 2054-06-01 5.5 N/A 1101440.00 1082454.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRTQ9 2053-11-01 7 N/A 1098779.00 856361.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADQ61 2054-05-01 5.5 N/A 1763054.00 1675068.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBZ25 2054-05-01 5.5 N/A 1296500.00 1277006.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCNA8 2054-04-01 7.5 N/A 1615324.00 1716305.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NAP4 2054-05-01 4.5 N/A 41374827.00 39150392.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR7J3 2054-06-01 6.5 N/A 11016758.00 10315797.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT5V7 2054-02-01 5.816 N/A 37075558.00 30306116.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRFZ3 2054-06-01 6.5 N/A 9824663.00 9197893.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYQ7 2053-12-01 7 N/A 7000000.00 4061053.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7CP8 2054-03-01 5.5 N/A 550541.00 508167.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WC4E1 2054-05-01 6.5 N/A 1315710.00 1356712.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJBW0 2053-12-01 7 N/A 2531335.00 2127401.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT3Y3 2054-02-01 6.5 N/A 200000.00 180494.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WALE6 2054-03-01 6 N/A 76655.00 76860.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHG74 2053-11-01 6.5 N/A 6234195.00 5254619.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCN26 2054-05-01 6 N/A 2055025.00 1965387.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGS65 2053-11-01 7 N/A 10251013.00 8418212.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5B2 2054-04-01 4 N/A 89928.00 77722.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427M2G5 2054-05-01 7.5 N/A 7885708.00 7916672.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WG3H6 2054-06-01 5.5 N/A 1281110.00 1257630.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN 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2053-07-01 5.5 N/A 339000.00 291136.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH3T2 2052-08-01 4.5 N/A 76818054.00 55997738.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGG2 2053-02-01 5 N/A 208266.00 173825.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KP6X1 2052-10-01 5 N/A 150000.00 127436.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSNE7 2053-07-01 4.5 N/A 17059543.00 13876420.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLCH9 2053-05-01 5.5 N/A 90000.00 75899.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKTY6 2053-04-01 5.5 N/A 100000.00 82996.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MP70 2052-12-01 3 N/A 2107334.00 1783861.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHC0 2053-04-01 3.5 N/A 4798469.00 3672553.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2BV2 2052-09-01 5 N/A 1350512.00 718169.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3Y91 2053-05-01 5 N/A 2111267.00 2000410.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPSU2 2052-07-01 4.5 N/A 9714327.00 7757477.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPWM6 2053-02-01 6.5 N/A 100000.00 73858.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUL47 2052-07-01 3.5 N/A 1028783.00 888467.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMN27 2052-09-01 5 N/A 2436498.00 2114585.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0KL5 2053-09-01 5.5 N/A 168000.00 148900.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B9MF8 2052-04-01 3.5 N/A 169000.00 105722.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0R38 2053-03-01 6 N/A 983094.00 989525.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0ZM7 2053-04-01 5.5 N/A 2943000.00 2444606.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPJ58 2052-06-01 4 N/A 302983.00 230479.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKS8 2052-11-01 4 N/A 284000.00 228172.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWES8 2052-09-01 4.5 N/A 5666912.00 4475425.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQR4 2053-03-01 3.5 N/A 481120.00 378151.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFF5 2052-11-01 4.5 N/A 6512000.00 5256109.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNLS1 2052-09-01 4 N/A 313423.00 234788.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNG23 2052-06-01 4.5 N/A 595000.00 403758.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN6X6 2052-04-01 4 N/A 1697000.00 1218084.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWGD9 2053-03-01 5.5 N/A 1012080.00 789766.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4Y73 2053-06-01 6 N/A 1380686.00 1296842.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1XE5 2053-04-01 6 N/A 1332305.00 784978.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2U63 2053-05-01 6 N/A 4114045.00 3138571.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHBC0 2052-05-01 4 N/A 1518728.00 1149738.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE66 2052-10-01 4.5 N/A 1369000.00 1082421.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQFL5 2053-04-01 5.5 N/A 1000000.00 831415.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMXZ6 2052-07-01 4.362 N/A 356000.00 258532.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4RE6 2053-06-01 6 N/A 4681795.00 4045284.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDE7 2052-05-01 3.5 N/A 4712809.00 3402187.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQAY2 2053-03-01 5.5 N/A 600000.00 535259.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMH5 2053-02-01 4 N/A 200000.00 151809.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BX2D2 2053-04-01 6 N/A 7697100.00 6719496.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8DQ5 2053-07-01 5.5 N/A 1300000.00 1082148.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0RB0 2052-07-01 3.5 N/A 338109.00 266257.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJAE2 2052-08-01 3.5 N/A 3438422.00 2681407.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPN87 2052-10-01 5.5 N/A 222849.00 181349.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BXCL3 2053-03-01 5 N/A 528205.00 428174.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8KW4 2053-08-01 5 N/A 4924453.00 4245258.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVA0 2052-11-01 5.5 N/A 1700000.00 1402021.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0AJ1 2052-04-01 2.5 N/A 12697.00 9239.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BHUM6 2052-08-01 4.5 N/A 3223759.00 2525733.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N5HT4 2052-11-01 5 N/A 5690539.00 4684875.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH6N2 2052-06-01 3 N/A 692263.00 497489.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MNF4 2053-01-01 4 N/A 23135526.00 20990199.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0K35 2053-09-01 5.5 N/A 126000.00 104827.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C66K0 2053-07-01 6 N/A 3443611.00 2855057.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQ3M6 2053-04-01 6.5 N/A 400000.00 276865.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSAZ5 2052-12-01 7 N/A 1026071.00 1055595.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFQ78 2052-07-01 3.5 N/A 275751.00 206486.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NFW4 2052-08-01 3.5 N/A 6175973.00 5527541.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0YQ9 2053-04-01 4 N/A 90862.00 70750.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP4F1 2052-08-01 5.5 N/A 155993.00 119054.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQVN3 2053-04-01 4.5 N/A 37373095.00 33131606.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD75 2052-07-01 3.5 N/A 398660.00 298424.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NTY5 2052-08-01 3.5 N/A 19384876.00 17396461.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRM35 2053-07-01 5.5 N/A 4013000.00 3419321.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0D93 2052-08-01 4.5 N/A 187131.00 146485.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6VJ5 2053-07-01 5 N/A 908196.00 833553.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPRK6 2052-10-01 6 N/A 1476843.00 1455249.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5QB4 2053-07-01 6.5 N/A 11864594.00 9645974.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BE3L5 2052-06-01 3.5 N/A 70150.00 54691.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZY7 2052-05-01 4.5 N/A 8105974.00 6766985.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPJE9 2052-10-01 4.5 N/A 165000.00 141306.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DP2K3 2053-03-01 6 N/A 100000.00 80303.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6JB6 2053-07-01 5.5 N/A 8295357.00 7717277.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPDD7 2052-06-01 3.5 N/A 74500.00 55907.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPCQ9 2052-05-01 3.5 N/A 32000000.00 23153935.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKSW1 2053-03-01 6 N/A 81596.00 72472.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NFN4 2053-04-01 4.5 N/A 138743152.00 130604638.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MDM0 2053-05-01 4.5 N/A 39017807.00 35921967.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0D25 2053-07-01 5 N/A 720000.00 624068.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ4D2 2052-11-01 4.5 N/A 3063216.00 2441669.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BC6R3 2052-06-01 3.5 N/A 1401372.00 1068816.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKV80 2053-03-01 5 N/A 698648.00 572576.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPQV3 2052-07-01 4 N/A 100000.00 76778.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5ZJ3 2053-06-01 5 N/A 400622.00 379994.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 254900HROIFWPRGM1V77 3142GQEU2 2053-07-01 2 N/A 1327798.00 934052.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJTB9 2052-11-01 5.5 N/A 165000.00 136855.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQUT1 2053-04-01 5 N/A 100000.00 83602.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3EY8 2053-05-01 6 N/A 2774287.00 2276127.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3EF9 2053-04-01 5 N/A 400000.00 296943.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEL3 2052-08-01 5 N/A 72674.00 55640.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJT61 2053-05-01 6.5 N/A 2512790.00 2122091.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKU7 2052-10-01 2 N/A 865001.00 619325.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSXR8 2053-01-01 7 N/A 4000000.00 2756977.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDPJ7 2053-09-01 6.5 N/A 2032710.00 1832678.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QZK9 2053-09-01 5.634 N/A 2286209.00 2049552.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRS54 2053-07-01 3 N/A 71252.00 55704.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1W71 2053-04-01 6 N/A 2374934.00 2123771.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJAJ1 2052-08-01 4.5 N/A 240000.00 190833.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFS7 2052-12-01 5.5 N/A 139000.00 112060.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7SB7 2052-09-01 4 N/A 654766.00 580420.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BDPK5 2052-06-01 4 N/A 82772.00 64663.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVHD0 2053-02-01 5 N/A 2659605.00 2444535.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKHM5 2052-11-01 4.5 N/A 781503.00 650521.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SKDF5 2052-10-01 4 N/A 3210817.00 2665181.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NNWF8 2053-07-01 5.5 N/A 72071.00 69284.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7F77 2053-07-01 5.5 N/A 1301910.00 840760.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVLU7 2053-01-01 7.5 N/A 1297493.00 279695.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NAR0 2052-07-01 3.5 N/A 61937372.00 54355967.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4ML5 2053-06-01 5 N/A 279808.00 257195.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPKR7 2052-06-01 3.5 N/A 570619.00 444081.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0WK4 2053-04-01 5 N/A 72705.00 62320.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWYN7 2053-03-01 6 N/A 1355000.00 1049735.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAUR0 2052-05-01 3.5 N/A 100000.00 65471.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BURK5 2053-01-01 5 N/A 833409.00 682980.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAYE4 2053-08-01 6 N/A 927042.00 625295.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDP40 2053-09-01 6.5 N/A 5966793.00 5436131.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWH22 2053-08-01 5.5 N/A 17610432.00 14950060.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7AE7 2053-07-01 4.5 N/A 377695.00 313600.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMTE5 2052-05-01 4 N/A 2830000.00 2007625.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHK9 2052-09-01 4.5 N/A 5336947.00 4166756.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDR1 2052-05-01 2.5 N/A 3042824.00 2104250.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN2T0 2053-06-01 4 N/A 321995.00 252879.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9HE6 2053-08-01 4.5 N/A 1449416.00 1139750.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6B73 2053-06-01 6 N/A 600000.00 483421.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRSY1 2052-12-01 5 N/A 206986.00 191222.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ4A0 2052-12-01 6 N/A 100000.00 76495.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRPB4 2053-07-01 5 N/A 54195432.00 46978156.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BED26 2052-06-01 3.5 N/A 378751.00 275668.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5P70 2053-06-01 6 N/A 2736107.00 2678230.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPT57 2052-08-01 4 N/A 102000.00 79011.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPTE8 2052-08-01 3.5 N/A 850000.00 665092.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWH22 2053-02-01 6.5 N/A 1044323.00 717204.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0DW9 2053-04-01 6 N/A 2835740.00 2253862.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CACP3 2053-07-01 5.5 N/A 1360491.00 1196394.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQLA1 2052-10-01 4.5 N/A 47614374.00 38776141.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRCR3 2053-05-01 6.5 N/A 1900000.00 1400401.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVKZ7 2053-02-01 6 N/A 1317254.00 1304241.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0S45 2053-03-01 3.5 N/A 228986.00 182347.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPSF5 2052-07-01 3.5 N/A 400000.00 308521.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXBS2 2052-07-01 5 N/A 2139312.00 1873775.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAGN4 2053-08-01 6.5 N/A 6399835.00 5235208.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2U0 2052-08-01 4.5 N/A 3725000.00 2747918.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0LX8 2053-01-01 4.5 N/A 5035563.00 4292354.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BEAP8 2052-06-01 3 N/A 247376.00 195657.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLTL2 2052-12-01 5.5 N/A 100000.00 83852.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1P79 2053-04-01 6 N/A 1686686.00 1254197.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRM43 2053-07-01 5.5 N/A 25564833.00 23813516.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRB78 2053-05-01 5.5 N/A 54783809.00 49415731.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQF8 2052-07-01 3.5 N/A 118000.00 89910.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BW4Y6 2053-03-01 6.5 N/A 5908430.00 5405178.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQXT8 2053-04-01 5 N/A 800000.00 675031.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMV94 2052-08-01 3.5 N/A 431903.00 358023.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0KJ0 2053-09-01 5.5 N/A 185000.00 159516.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFWM8 2052-07-01 4.5 N/A 621538.00 490878.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDYR2 2053-04-01 5.5 N/A 300000.00 242436.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5HH7 2053-06-01 5.5 N/A 1879120.00 1685885.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0CU4 2053-09-01 5.5 N/A 153939.00 129400.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2ZG6 2053-05-01 5.5 N/A 226339.00 142786.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6TR0 2053-07-01 5.5 N/A 1037479.00 804727.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8YJ8 2053-07-01 5.5 N/A 2111602.00 1880087.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJXY3 2052-08-01 5.5 N/A 1152519.00 991288.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XSAS2 2052-06-01 3.5 N/A 402549.00 343473.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKAA7 2052-08-01 4 N/A 1565000.00 1183165.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMG59 2053-07-01 4.5 N/A 275000.00 218363.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W14E0 2052-04-01 3 N/A 14113327.00 12216491.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVK20 2052-12-01 6.5 N/A 976206.00 992962.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUA98 2053-01-01 5.5 N/A 2284527.00 1685640.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0H88 2053-09-01 6 N/A 29597607.00 26522615.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQE28 2052-12-01 5.5 N/A 320000.00 257332.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE58 2052-10-01 4 N/A 130000.00 102280.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJ80 2053-03-01 3.5 N/A 4495499.00 3546545.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQEW2 2052-11-01 5.5 N/A 80000.00 65622.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3D52 2053-05-01 4.5 N/A 676221.00 541756.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGX5 2053-04-01 4.5 N/A 142000.00 119500.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJPE7 2052-09-01 5 N/A 130000.00 103037.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEP97 2053-09-01 7 N/A 1327954.00 1009860.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPXH7 2052-07-01 2.5 N/A 746401.00 572503.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPC30 2052-11-01 4.5 N/A 49439478.00 37874425.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRV84 2053-08-01 6 N/A 100000.00 86278.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSAY8 2052-12-01 6.5 N/A 1012592.00 1021283.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NAS8 2052-04-01 2.5 N/A 25432248.00 20950346.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDZ3 2052-06-01 3 N/A 7001514.00 5040671.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5BZ3 2053-06-01 5.5 N/A 2474404.00 2216951.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W13Z4 2053-07-01 2.5 N/A 6104048.00 5025523.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8M93 2053-07-01 6 N/A 1142586.00 872783.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHX28 2052-08-01 4.5 N/A 198000.00 152550.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4NC4 2053-06-01 6 N/A 1013570.00 1006979.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEQ2 2052-09-01 3.5 N/A 87000.00 66663.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQS98 2052-11-01 5.5 N/A 2808758.00 2377740.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3D94 2053-05-01 6.5 N/A 1312667.00 959454.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV98 2053-09-01 6 N/A 401000.00 319665.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8VD4 2053-07-01 6 N/A 1630885.00 1458112.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWS72 2052-08-01 4.595 N/A 402000.00 290975.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDE83 2053-09-01 6 N/A 8404000.00 6070314.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNXJ7 2052-09-01 2.5 N/A 748000.00 515278.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKG46 2053-01-01 6 N/A 31971974.00 22965318.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPA98 2052-05-01 4.5 N/A 2655003.00 1890378.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSSU6 2053-07-01 4.5 N/A 9409739.00 8326146.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NAZ2 2052-06-01 3 N/A 7047795.00 5980162.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSAY7 2053-05-01 5.5 N/A 100000.00 85892.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9CT8 2053-08-01 4.5 N/A 1181153.00 879307.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEPV8 2053-09-01 5.5 N/A 3548156.00 3473355.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0Z62 2053-09-01 5.5 N/A 400000.00 358136.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED72 2052-06-01 3.5 N/A 4471000.00 3309317.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6N70 2053-06-01 6.5 N/A 1447035.00 1089895.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPC97 2052-05-01 4.5 N/A 22374314.00 16423175.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEPN6 2053-09-01 5.5 N/A 4575636.00 3364463.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSPH9 2052-12-01 6 N/A 297999.00 186708.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN2M5 2053-03-01 5.5 N/A 600000.00 541047.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4KZ6 2053-06-01 5.5 N/A 503177.00 475098.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNLM4 2052-07-01 2.5 N/A 93529.00 70799.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHM8 2053-04-01 3.5 N/A 314000.00 253375.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUH9 2052-08-01 4.5 N/A 210454.00 162494.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMMW3 2053-06-01 5 N/A 198000.00 165553.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRBT0 2053-05-01 4.5 N/A 29382743.00 24297384.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4Z80 2053-06-01 7 N/A 9966385.00 8221164.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLLY2 2053-06-01 5.5 N/A 75452.00 63086.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0VB5 2053-04-01 5.5 N/A 1255948.00 898071.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0EE1 2052-09-01 3.5 N/A 205445.00 172663.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCDG8 2053-08-01 5.5 N/A 4015088.00 3250322.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XME51 2052-07-01 3.5 N/A 600127.00 471223.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BDNQ4 2052-05-01 3.5 N/A 502349.00 369621.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0HA3 2053-09-01 6.5 N/A 640000.00 487989.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUBD8 2053-01-01 6 N/A 1646250.00 1470254.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE63 2052-07-01 4.5 N/A 660000.00 508508.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0E81 2053-04-01 5 N/A 61946.00 56112.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0B68 2053-08-01 5.5 N/A 14430000.00 12287751.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPB31 2052-06-01 3.5 N/A 1953711.00 1500715.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXFK6 2052-08-01 3.945 N/A 76000.00 59882.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHJF5 2052-06-01 4 N/A 230000.00 169244.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVH40 2053-02-01 6.5 N/A 966325.00 826865.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMDL6 2052-09-01 5.5 N/A 209848.00 155549.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1KL3 2053-04-01 6 N/A 2771188.00 2765409.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM5V4 2053-06-01 4.5 N/A 130000.00 112265.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJH7 2053-09-01 6.5 N/A 500000.00 380710.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRMD3 2052-12-01 4.5 N/A 625577.00 517229.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQP33 2052-10-01 4.5 N/A 1461000.00 1136973.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJTN3 2052-11-01 6 N/A 267000.00 191516.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLKT4 2053-05-01 5.5 N/A 100000.00 86267.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BALS8 2052-05-01 3.5 N/A 2237104.00 1702225.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSN99 2052-12-01 5 N/A 5000000.00 3864124.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCHG4 2053-09-01 5.5 N/A 159480.00 131123.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0H62 2053-08-01 5.5 N/A 2791930.00 2350592.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKVW7 2052-08-01 3.5 N/A 871000.00 674571.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUA4 2052-08-01 4.5 N/A 167788.00 131564.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGJ3 2052-08-01 4 N/A 75972.00 58933.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJXX6 2052-10-01 4 N/A 207663.00 171372.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCF76 2053-09-01 6.5 N/A 2312262.00 1884660.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDGZ4 2053-04-01 5 N/A 200000.00 169784.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAFU0 2052-04-01 3.5 N/A 690806.00 471178.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQVB9 2053-04-01 5 N/A 5994538.00 5224718.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQN37 2053-03-01 3.5 N/A 1478031.00 1251891.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRRN5 2053-03-01 4.5 N/A 200000.00 167934.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CALB4 2053-08-01 6.5 N/A 2294983.00 1748241.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAUN9 2052-05-01 3.5 N/A 1060422.00 886565.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0BD3 2053-08-01 6 N/A 3551000.00 2920402.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133JMAB3 2053-02-01 5 N/A 1534830.00 669429.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMNC6 2053-09-01 6 N/A 2810198.00 2570141.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED80 2052-06-01 4 N/A 93000.00 69637.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQY59 2053-07-01 6 N/A 100000.00 82996.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9UE1 2053-08-01 6.5 N/A 1070456.00 1095385.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPTB4 2052-08-01 3.5 N/A 26061643.00 18903385.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE48 2052-07-01 3.5 N/A 1840400.00 1383026.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427M2K6 2052-05-01 3.5 N/A 7092177.00 6208431.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGU8 2053-01-01 4.5 N/A 832015.00 645987.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZU5 2052-11-01 4 N/A 4863980.00 3858532.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2SV1 2053-05-01 5.5 N/A 3266872.00 2851172.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUNF0 2053-01-01 6.5 N/A 100000.00 67193.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUSH1 2053-02-01 4.5 N/A 1397180.00 1032683.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGJ6 2053-02-01 6 N/A 31479477.00 23157876.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSQW4 2053-07-01 6.5 N/A 414000.00 338050.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BYBN8 2053-04-01 6 N/A 453333.00 450668.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1ZM5 2053-04-01 6 N/A 1194500.00 468846.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MDK4 2053-06-01 5 N/A 35756945.00 34264821.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRQE7 2052-12-01 6.5 N/A 1257932.00 1273292.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQBC9 2052-10-01 5.5 N/A 113000.00 85464.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7UC2 2053-02-01 5 N/A 100000.00 76432.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPSL3 2052-10-01 6 N/A 1031110.00 1015892.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMT4 2053-01-01 5.5 N/A 783086.00 621537.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJF1 2053-09-01 5.5 N/A 8338286.00 7207695.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BNAJ2 2052-09-01 6 N/A 1070841.00 1058038.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9A60 2053-08-01 6.5 N/A 100000.00 75696.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4XG4 2053-06-01 6 N/A 902547.00 742118.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BU7B7 2053-02-01 5.5 N/A 1020781.00 910431.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MM3B2 2052-08-01 4.609 N/A 291000.00 216063.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFN8 2052-11-01 3.5 N/A 116000.00 90381.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTPH7 2052-12-01 6.5 N/A 1527383.00 1534779.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B92J2 2052-04-01 3.5 N/A 31087091.00 24030091.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHH9 2053-06-01 6 N/A 1000000.00 803426.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGH7 2052-08-01 3.5 N/A 520000.00 398618.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSYM8 2052-12-01 6 N/A 1114281.00 885541.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7QK6 2053-06-01 5.5 N/A 1659567.00 1616941.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BK4H9 2052-09-01 5 N/A 4800786.00 4286454.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MAN1 2052-07-01 3.5 N/A 26310913.00 22908664.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNEJ8 2052-05-01 4.5 N/A 14646682.00 10539381.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMF76 2053-07-01 5.5 N/A 88000.00 67013.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NEW5 2052-08-01 5 N/A 6381164.00 6228079.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0BE1 2053-08-01 6 N/A 400000.00 325014.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ43 2052-10-01 3.5 N/A 533591.00 410973.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUSR9 2053-09-01 5 N/A 550754.00 508369.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQDT0 2052-11-01 6 N/A 400000.00 325589.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHT3 2053-07-01 5.5 N/A 73205282.00 62435007.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427M2E0 2052-09-01 3.5 N/A 16523550.00 14654627.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BREB6 2052-11-01 5 N/A 100000.00 76654.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRFH3 2053-07-01 2.5 N/A 264000.00 207085.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKP20 2053-02-01 5 N/A 100000.00 80236.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427M2V2 2052-09-01 3.5 N/A 17283487.00 15009240.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFG3 2052-11-01 5 N/A 60679000.00 49148353.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBTU3 2052-05-01 3.5 N/A 1001210.00 741975.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0BK7 2053-09-01 6 N/A 100000.00 84319.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0HC9 2053-08-01 6.5 N/A 1222384.00 972454.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTSH4 2052-12-01 6 N/A 529741.00 526217.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NT33 2052-08-01 4.5 N/A 2271314.00 2191992.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SKCH2 2052-06-01 3 N/A 700000.00 559690.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7UJ7 2053-02-01 5 N/A 100000.00 83216.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQUL9 2053-07-01 2.5 N/A 96000.00 75112.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDT7 2052-05-01 3.5 N/A 15227071.00 11081863.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJD6 2053-09-01 4.5 N/A 250529.00 216735.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMF84 2053-07-01 5.5 N/A 159000.00 118335.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ERW2 2053-04-01 3.5 N/A 195731.00 159678.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3T6 2053-09-01 5.5 N/A 200000.00 176681.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHY2 2053-08-01 4.5 N/A 75000.00 64645.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHJ2 2052-09-01 4 N/A 252000.00 195364.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU73 2053-08-01 4.5 N/A 819015.00 704501.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5FF3 2053-06-01 5.5 N/A 473850.00 346805.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESR2 2053-05-01 4 N/A 68001.00 56315.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE30 2052-07-01 3 N/A 725000.00 531627.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSNX9 2052-11-01 3 N/A 225765.00 182595.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKFA2 2052-09-01 4.5 N/A 125000.00 98352.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N5GQ1 2052-10-01 5.5 N/A 3764432.00 3235199.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BNAW3 2052-09-01 5 N/A 600000.00 446804.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPZC5 2052-09-01 5 N/A 6170988.00 5031729.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQFD2 2052-09-01 4 N/A 26218534.00 19461917.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9L27 2053-08-01 6 N/A 5370585.00 5330925.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRDB6 2053-01-01 6.5 N/A 1995000.00 1493351.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWYS6 2053-03-01 5.5 N/A 3775027.00 2421353.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C84J1 2053-07-01 6 N/A 501201.00 413244.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDFC3 2053-09-01 6.5 N/A 1120000.00 834976.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3B70 2053-05-01 6.5 N/A 1019162.00 706622.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0ZN5 2053-04-01 5 N/A 7439596.00 6288994.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2ZW1 2053-05-01 5 N/A 1309400.00 1244741.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEP4 2052-09-01 3 N/A 508000.00 371847.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPUC0 2052-10-01 4.5 N/A 201666.00 173949.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPUN6 2052-10-01 5.5 N/A 90000.00 75338.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3LU8 2053-05-01 6 N/A 6345463.00 5651457.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKLQ1 2052-12-01 4.5 N/A 32235833.00 26252621.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBPD7 2053-02-01 5.5 N/A 300000.00 235599.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN 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2053-06-01 5 N/A 6396430.00 5515527.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPRG7 2053-08-01 5.5 N/A 352295.00 282761.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRF66 2052-11-01 5.5 N/A 1933560.00 1587853.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJYT4 2052-12-01 5 N/A 100000.00 81342.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGZ0 2053-04-01 5.5 N/A 12575412.00 10267103.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPR25 2052-07-01 5 N/A 33284400.00 25930126.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBGJ2 2052-05-01 3.5 N/A 2000000.00 1481830.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWQC0 2053-03-01 5.5 N/A 965000.00 684795.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLA57 2053-04-01 5.5 N/A 537000.00 427839.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTQG8 2053-01-01 5.5 N/A 3761098.00 2419169.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDTK0 2053-09-01 5 N/A 1308848.00 1131898.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWHJ5 2053-03-01 5 N/A 319916.00 257821.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFGT1 2052-06-01 3.5 N/A 383240.00 322849.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBZ7 2052-09-01 4.5 N/A 136500.00 111316.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W14K6 2052-06-01 3.5 N/A 44423832.00 39896352.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4YV3 2053-01-01 6.12 N/A 937000.00 820046.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJRW4 2052-09-01 5 N/A 8676500.00 7815908.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQYW1 2052-06-01 3 N/A 65000.00 52810.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTPC8 2052-11-01 5.5 N/A 853914.00 821463.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDUD4 2053-09-01 5.5 N/A 12721937.00 11406513.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KR3F9 2053-09-01 5.5 N/A 2000000.00 1699106.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSQ40 2052-11-01 4.5 N/A 1032497.00 847774.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BT3U2 2052-12-01 7 N/A 518570.00 533782.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0KM3 2053-08-01 5.5 N/A 7550000.00 6326825.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ER85 2053-05-01 5.5 N/A 360000.00 294209.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4BW3 2053-05-01 6.5 N/A 1262835.00 1130558.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9ZY2 2053-08-01 5.5 N/A 155000.00 136810.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRKU7 2053-06-01 5.5 N/A 117515.00 108254.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVFA8 2053-02-01 7 N/A 1016445.00 993697.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQQT6 2052-11-01 5.5 N/A 2038343.00 1048874.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2CL0 2053-05-01 5.5 N/A 9036375.00 7213852.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5CL3 2053-06-01 5.5 N/A 2998530.00 2412506.46 Agency Mortgage-Backed Securities UNITED STATES TREASUR 549300MXPHPVIBTZSG77 912828U24 2026-11-15 2 N/A 1830900.00 1779182.97 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140MMVG0 2052-06-01 3.5 N/A 445574.00 344581.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1CP3 2053-04-01 5 N/A 499950.00 472222.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9KN2 2053-08-01 5.5 N/A 927466.00 747880.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVPG4 2053-02-01 5.5 N/A 1167090.00 1124013.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ENL0 2053-01-01 6 N/A 1695000.00 1227350.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2CM8 2053-05-01 5 N/A 1087591.00 884563.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CALA6 2053-09-01 6.5 N/A 3823800.00 3009157.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD26 2052-06-01 3.5 N/A 1275515.00 946277.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDB3 2052-05-01 2 N/A 190000.00 125381.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPMJ4 2052-06-01 4 N/A 40309000.00 30315923.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C45Y6 2053-06-01 6 N/A 3814128.00 3560806.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRLT9 2053-05-01 2.5 N/A 130078.00 81289.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPNC8 2052-06-01 3.5 N/A 292000.00 207493.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRMR2 2053-07-01 5 N/A 668722.00 547141.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7RT9 2052-12-01 3.5 N/A 266295.00 213918.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHR7 2052-09-01 4.5 N/A 100000.00 78838.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DP2Y3 2053-03-01 5 N/A 97945.00 78741.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEEH4 2053-04-01 5 N/A 101062.00 87314.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDHF7 2053-04-01 5.5 N/A 200000.00 147270.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4CU6 2053-05-01 6 N/A 1177050.00 1046561.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3UV6 2053-04-01 5 N/A 562511.00 532939.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGS6 2053-03-01 6 N/A 29682853.00 22212004.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRXC3 2053-08-01 6.5 N/A 13611208.00 11003310.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGT1 2052-07-01 5 N/A 111246.00 84297.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BN6Z1 2052-10-01 5.5 N/A 24998000.00 18612761.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9BF9 2053-08-01 6 N/A 1118092.00 1000220.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3HC3 2053-05-01 6 N/A 2923416.00 2448951.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0QN5 2053-08-01 3.5 N/A 480962.00 381868.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJF8 2052-09-01 5 N/A 155000.00 119257.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRPS7 2052-12-01 6 N/A 5047247.00 4069141.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET67 2053-07-01 5.5 N/A 2418000.00 2032453.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ76 2052-10-01 5 N/A 719060.00 548766.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NMX4 2053-06-01 4.5 N/A 24647236.00 23422317.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED64 2052-06-01 3 N/A 277000.00 201357.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQSA5 2052-11-01 4.5 N/A 900000.00 714418.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRJP0 2053-06-01 5.5 N/A 198426.00 166700.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHR7 2053-07-01 4.5 N/A 86000.00 73794.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEC52 2053-05-01 5 N/A 1305555.00 1016260.61 Agency Mortgage-Backed Securities Y Moody's Short Rating P-1 Standard & Poor's Short Rating A-1 Fitch Short Rating F1 Fitch Long Rating A+ Standard & Poor's Long Rating A+ Moody's Long Rating A1 2025-07-07 2025-07-07 2025-07-07 N N N 0.0426 2000000000.00 2000000000.00 0.0067 N N N 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Debt Y Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Fitch Long Rating AA+ Fitch Short Rating F1+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 2025-08-07 2025-08-07 2025-08-07 N N N 0.0419 3061075825.00 3061075825.00 0.0102 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.48326360 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y Moody's Short Rating P-1 Fitch Short Rating F1+ Moody's Long Rating Aa1 Standard & Poor's Long Rating AA+ Fitch Long Rating AA+ Standard & Poor's Short Rating A-1+ 2025-06-02 2026-07-31 2026-07-31 N N N 0.0457 5582016842.68 5582016842.68 0.0187 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.25000000 91282CJS1 254900HROIFWPRGM1V77 US91282CJS17 U.S. Treasury Debt Y Fitch Short Rating F1+ Moody's Long Rating Aa1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Fitch Long Rating AA+ Moody's Short Rating P-1 2025-12-31 2025-12-31 2025-12-31 N N N 0.0432 1049671875.00 1049671875.00 0.0035 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 4.35000000 N/A N/A OQB008DK0 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 31417YRB5 2030-08-01 4.5 N/A 650000.00 12979.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVKL7 2044-10-01 6 N/A 5247765.00 5065279.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPZT9 2052-06-01 2.5 N/A 630908.00 488247.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSTU5 2053-08-01 5 N/A 125000.00 109159.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMBE5 2053-08-01 5.5 N/A 400000.00 372419.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NRW7 2028-02-01 5 N/A 444735.00 1590.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMX90 2036-12-01 2.5 N/A 706000.00 443976.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B1GA8 2055-01-01 5.5 N/A 1871792.00 1852013.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECS7 2052-04-01 3.5 N/A 7474576.00 5204713.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNS47 2053-11-01 5.5 N/A 33319067.00 29686700.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B15X0 2055-02-01 6 N/A 9385688.00 9470673.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLA32 2053-04-01 5.5 N/A 5000000.00 3974715.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJUY7 2051-10-01 2.5 N/A 3842283.00 2730837.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JADN5 2049-02-01 5 N/A 3000.00 676.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNN4 2037-10-01 6.5 N/A 1155000.00 20291.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGM6 2053-01-01 5.5 N/A 900000.00 715788.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV6G4 2039-12-01 4.5 N/A 1009315.00 979530.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXK48 2054-12-01 6 N/A 1723300.00 1660862.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RE1 2041-12-01 4 N/A 40000000.00 5429398.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ84 2052-10-01 5.5 N/A 22000.00 16163.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6B7 2026-05-01 3.5 N/A 754551.00 18464.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLWR5 2053-07-01 5 N/A 3300000.00 2671196.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHRV3 2052-02-01 2.5 N/A 121713.00 86813.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEQG3 2038-03-01 4 N/A 850569.00 593120.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWC7 2052-07-01 4 N/A 500000.00 376445.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5U5 2052-11-01 6 N/A 28375984.00 27812198.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGWJ4 2052-04-01 2.5 N/A 10703406.00 7149647.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6BN9 2040-02-01 5 N/A 3624577.00 3599548.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2P4 2044-01-01 7.5 N/A 1457550.00 818527.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4F8 2048-11-01 4 N/A 191000.00 15173.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGK0 2053-02-01 5.5 N/A 1000000.00 856410.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJKN2 2035-02-01 2.5 N/A 2500000.00 1344228.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAW7 2054-07-01 5.5 N/A 590368.00 533956.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP5T2 2039-05-01 5.5 N/A 40151349.00 35758215.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4K3 2039-04-01 6 N/A 10324105.00 7496073.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATV29 2054-12-01 5 N/A 4054528.00 3912842.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXVD3 2052-07-01 4 N/A 27000.00 20114.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC4N3 2050-03-01 2.5 N/A 1007000.00 572167.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPL5 2048-11-01 4.5 N/A 17636347.00 15519032.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4SK7 2055-03-01 6.5 N/A 1045319.00 1086503.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6BK6 2034-02-01 4 N/A 79000.00 10618.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y4C8 2031-08-01 4 N/A 3486000.00 129308.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BYE0 2036-01-01 4 N/A 5135000.00 718102.48 Agency Mortgage-Backed Securities FEDERAL 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Long Rating A+ Standard & Poor's Short Rating A-1 Moody's Short Rating NR 2025-06-06 2025-06-06 2025-06-06 N N N 0.0435 1000000000.00 1000000000.00 0.0034 N N Y N ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 4.25000000 N/A ES7IP3U3RHIGC71XBU11 OSG002C82 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 3140MM3G1 2052-08-01 5 N/A 5008709.00 4541401.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BUT34 2054-07-25 5 N/A 2849730.00 2115107.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QKJ82 2051-04-01 1.5 N/A 2265125.00 1270136.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP6M6 2050-02-01 3 N/A 493000.00 394956.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK4C6 2054-10-01 5.5 N/A 2878807.00 2443561.76 Agency Mortgage-Backed Securities FEDERAL 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Obligation FEDERAL NATIONAL MORT N/A 3140JNAZ3 2049-04-01 3.5 N/A 12702000.00 3664159.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGPR3 2049-08-01 3.5 N/A 1229405.00 789811.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A14H7 2053-10-01 6 N/A 1892864.00 1910978.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCCK8 2053-06-01 4.902 N/A 3839571.00 3138919.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 27825502.00 24821577.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411B3H4 2036-08-01 5.6 N/A 69853.00 28952.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMYJ9 2052-06-01 3 N/A 2605000.00 1977216.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QANE6 2049-02-01 4.5 N/A 4000000.00 1042211.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNRT3 2052-04-01 3 N/A 1300000.00 988860.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGYD0 2046-04-01 3.5 N/A 81875968.00 17876672.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNHG1 2047-04-01 4 N/A 15127995.00 3905886.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTJY5 2042-05-01 3.5 N/A 104385593.00 8118718.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B4KB3 2029-02-25 3.273 N/A 437641.00 393488.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XDAR7 2051-09-01 2 N/A 2484284.00 1626673.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS5U2 2054-05-01 5.5 N/A 3640193.00 3504769.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXFR1 2052-08-01 5 N/A 5023559.00 4005972.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CR7F4 2054-08-01 5.5 N/A 1600313.00 1569556.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8HC4 2034-11-01 3 N/A 21000.00 5619.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9V40 2048-11-01 4 N/A 1944739.00 380934.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDYA6 2050-05-01 4 N/A 10966264.00 2759805.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6CN8 2055-03-01 5.5 N/A 94078.00 93120.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BU5K2 2055-03-25 5.67197 N/A 1000.00 962.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132A35K2 2041-07-01 4.5 N/A 52839359.00 4294768.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128C6LS6 2036-11-01 6.5 N/A 1396.00 61.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPGJ0 2052-06-01 3 N/A 3467932.00 2513430.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1Q55 2052-09-01 5 N/A 5801954.00 3448867.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9UP8 2051-02-01 2.5 N/A 5529000.00 3050416.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKCC0 2051-04-01 2.5 N/A 43523.00 25991.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H3DJ2 2047-11-01 3.5 N/A 6470265.00 2119702.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X0LG1 2043-07-01 3.5 N/A 11226035.00 1886354.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFR35 2050-11-01 2 N/A 9398539.00 5046030.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HMLN2 2048-07-01 4.5 N/A 9256626.00 2170389.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAY42 2053-11-25 5.42197 N/A 305606.00 211058.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QG5B9 2051-02-01 2 N/A 21502224.00 11851811.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MBKF2 2042-09-01 3.5 N/A 13513352.00 1718961.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDPB4 2048-03-01 3.5 N/A 10469737.00 4081618.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QG5R4 2051-02-01 2.5 N/A 200000.00 98183.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1FD0 2052-09-01 5 N/A 2755402.00 1680564.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPWD9 2032-04-25 1.97912 N/A 13392457.00 11343346.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AWWF0 2029-04-25 3.008598 N/A 3514000.00 1807690.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140JGUV5 2048-12-01 4 N/A 9595232.00 1770334.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X86M4 2047-06-01 4.5 N/A 74143.00 31265.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EULG2 2045-12-01 3.5 N/A 15269121.00 1877905.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYZ39 2052-10-01 5 N/A 980346.00 820001.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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FEDERAL NATIONAL MORT N/A 3140XCV21 2036-09-01 2 N/A 235000.00 112346.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJJP0 2053-04-01 5.5 N/A 1159003.00 910883.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXG82 2052-08-01 5 N/A 4786960.00 3093347.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFPR4 2050-11-01 2 N/A 15732388.00 8097849.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQGV5 2053-09-25 5.22197 N/A 6588651.00 5243383.15 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140MVMB1 2052-09-01 5 N/A 5092288.00 3913371.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WAMG0 2054-04-01 5.5 N/A 680941.00 584162.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8S86 2053-12-01 7 N/A 1006777.00 1048638.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLW22 2031-11-25 1.70723 N/A 16900000.00 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2054-08-01 7 N/A 1061635.00 1111753.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGVU8 2051-01-01 2 N/A 142856549.00 73422900.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJEY9 2055-02-25 5.57197 N/A 5469752.00 5358161.10 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QPAQ0 2052-05-01 4 N/A 300000.00 218047.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YT99 2041-07-01 4.5 N/A 30226763.00 3526946.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YP93 2041-06-01 4.5 N/A 41188913.00 4000290.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKU3 2052-11-01 5 N/A 34873916.00 27950970.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCF58 2054-05-01 5.5 N/A 4738697.00 4630574.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4Q34 2052-10-01 5 N/A 2087840.00 1746138.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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NATIONAL MORT N/A 3140AGEH3 2054-05-01 6 N/A 287111.00 288563.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCD60 2049-11-01 3.5 N/A 1774534.00 500192.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUZN9 2054-07-01 6 N/A 45800000.00 42681690.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FEZ98 2047-03-01 4.5 N/A 14204049.00 2453143.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JKK47 2048-11-01 4.5 N/A 5484628.00 1299417.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGKK5 2053-05-01 6.5 N/A 1229179.00 1001201.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AFS47 2043-08-25 3.5 N/A 105713.00 12176.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHVQ1 2055-01-25 5.62197 N/A 41988713.00 38501716.94 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QFCB3 2050-10-01 2 N/A 1995556.00 1035681.18 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N/A 3140XL5B0 2053-07-01 5.5 N/A 970099.00 815318.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5E62 2047-04-01 4 N/A 23304000.00 4385575.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRZ2 2052-07-01 5 N/A 400000.00 306147.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M5LD9 2042-08-01 3 N/A 1071650.00 132550.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JG6R1 2048-11-01 4.5 N/A 19944688.00 3528293.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A7LF4 2050-07-01 2.5 N/A 222999.00 86186.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AE87 2032-05-01 3 N/A 500000.00 39162.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPXC6 2033-11-01 5.5 N/A 925000.00 744175.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WA6R4 2054-03-01 6 N/A 1339913.00 1290938.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N25G2 2052-09-01 5 N/A 313684.00 208945.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAG55 2036-03-01 2 N/A 2350000.00 1108896.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VQQ0 2037-02-01 6 N/A 745000.00 36136.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BQTL3 2053-11-25 6.07197 N/A 6189121.00 4006458.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NECU7 2053-05-01 6 N/A 4106099.00 3802949.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHBG1 2051-12-01 3 N/A 75000.00 48189.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAJY9 2036-01-01 2 N/A 97000.00 53768.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DET5 2049-08-01 3.5 N/A 2000000.00 204170.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KP6K4 2041-02-01 2 N/A 112628.00 64878.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMB59 2054-09-01 5.5 N/A 6014048.00 5915404.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHBA2 2051-02-01 2 N/A 3964485.00 2265987.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416LU53 2038-06-01 5.5 N/A 1299000.00 48088.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMZ5 2055-01-01 5.5 N/A 9958366.00 9776627.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BG3C3 2031-01-25 1.24488 N/A 2997700.00 2538191.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WG5W0 2046-05-01 3.5 N/A 136035961.00 33317113.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QELZ3 2050-08-01 2.5 N/A 30139975.00 13059419.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMCV1 2054-09-01 5.5 N/A 5031717.00 4712609.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQNT5 2054-09-01 5.5 N/A 1265228.00 1249958.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR2G7 2053-05-01 5 N/A 8898912.00 7452790.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMCJ8 2054-09-01 5.5 N/A 1834699.00 1811102.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPYQ2 2049-05-01 4.5 N/A 10161955.00 3308788.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTP31 2054-12-25 5.82197 N/A 76412.00 61829.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136B3J50 2028-11-25 3.622192 N/A 4055000.00 3478573.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYD58 2052-08-01 5 N/A 2049820.00 1684996.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ECLD9 2046-07-01 3.5 N/A 4575111.00 1381166.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DMK5 2050-03-01 3.5 N/A 2500000.00 366684.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7RD1 2047-10-01 3.5 N/A 799996.00 181297.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y3U53 2048-10-01 4 N/A 9920654.00 1975452.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVMN1 2054-10-01 5.5 N/A 2115135.00 2038482.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4W51 2049-08-01 3.5 N/A 1900000.00 247591.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJEP4 2052-09-01 4 N/A 12874948.00 10148762.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APMA9 2054-09-01 5.5 N/A 1556021.00 1538661.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFV52 2045-10-01 3.5 N/A 4059641.00 1181221.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9J63 2049-09-01 5 N/A 5000000.00 2236700.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0GK5 2052-08-01 5 N/A 1395030.00 1304950.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKV40 2053-06-01 4.5 N/A 1241344.00 1026714.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B75M9 2029-10-25 2.444 N/A 543048.00 503029.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LXJ97 2052-09-01 4.5 N/A 5050119.00 3931767.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMRF3 2051-12-01 2.5 N/A 44590047.00 27279072.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJT65 2054-07-01 5 N/A 1001543.00 765026.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9HU0 2048-06-01 4 N/A 7831158.00 3374812.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRR0 2052-07-01 4.5 N/A 145416364.00 108415957.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QWB84 2055-02-01 5 N/A 3311486.00 3215578.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XG2U2 2052-05-01 4 N/A 375000.00 244351.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTBE8 2053-10-01 5.5 N/A 11551600.00 10566922.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9B67 2048-10-01 4.5 N/A 9811000.00 3091880.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1B44 2052-10-01 5 N/A 1397927.00 741738.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVJH6 2049-07-01 3.5 N/A 4879651.00 1710225.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9V57 2048-07-01 4 N/A 20857060.00 6163694.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QWCF7 2055-02-01 5.5 N/A 34510121.00 33989155.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA5P3 2041-07-01 6 N/A 2062277.00 1003787.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFH36 2050-10-01 2 N/A 27062404.00 14320831.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQ62 2053-11-01 5 N/A 3508379.00 3141201.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE3T4 2054-06-01 6.5 N/A 733385.00 756631.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR B1V7KEBTPIMZEU4LTD58 31346YGE7 2049-11-01 5 N/A 2989837.00 1443665.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWMW3 2053-04-01 5 N/A 4784053.00 3919874.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0P74 2055-01-01 5.5 N/A 170000.00 167136.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVN83 2054-08-01 5.5 N/A 1426357.00 1413618.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCPY9 2053-05-01 5.5 N/A 1283758.00 691782.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9LB9 2040-12-01 3 N/A 815290.00 431671.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHM69 2051-03-01 2 N/A 90974.00 52074.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWNB8 2053-04-01 5.5 N/A 4801773.00 4605055.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQVU0 2053-11-25 5.87197 N/A 20845400.00 12497575.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CUUE4 2054-08-01 6 N/A 3429036.00 3441248.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXMD0 2054-02-01 7 N/A 1230145.00 1015824.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCEW4 2051-08-01 2.5 N/A 100000.00 53402.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381NUP6 2027-07-01 5.939 N/A 3837054.00 2838294.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AWSR6 2051-11-01 3 N/A 1289721.00 722378.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBR77 2051-06-01 3.5 N/A 105566.00 55229.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGQ42 2051-01-01 2 N/A 6087552.00 3385915.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRMQ0 2054-04-01 5.5 N/A 4449522.00 4182565.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGS53 2044-02-01 4 N/A 24417324.00 3863853.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPGD4 2052-05-01 4.5 N/A 5811935.00 4404088.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQGM2 2052-12-01 5.5 N/A 1798405.00 1420850.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF4T3 2050-12-01 2 N/A 9482115.00 5256192.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRH72 2053-06-01 5 N/A 11327100.00 9812315.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASS82 2054-10-01 5.5 N/A 1458364.00 1440324.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ANH7 2042-12-01 4 N/A 11338633.00 1485836.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H62C8 2048-05-25 3 N/A 3697136.00 2386068.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133CLDE3 2054-01-01 7 N/A 6028744.00 4053203.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNNS9 2052-01-01 2.5 N/A 88000.00 64745.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFTC3 2050-11-01 3 N/A 100550523.00 57079472.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXD25 2056-07-01 4 N/A 70400000.00 23019315.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTT58 2054-01-01 4.5 N/A 3664000.00 3140277.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404VXW3 2034-06-01 7.205 N/A 22319760.00 112551.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J6GR2 2048-09-01 4 N/A 2800000.00 249595.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E6PS5 2045-10-01 4 N/A 4631568.00 1027066.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARE63 2054-08-01 5.5 N/A 1432707.00 1415675.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XACC4 2048-11-01 5.5 N/A 2554821.00 935815.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQQW5 2054-10-01 6 N/A 3563873.00 3606792.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU2Y1 2054-07-01 7 N/A 5448588.00 4661833.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LY6M0 2051-10-01 2 N/A 122905.00 72688.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8P84 2048-09-01 5 N/A 1000000.00 313262.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AV7G8 2027-02-25 2.961 N/A 2684000.00 2059638.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418NA59 2040-03-01 5.5 N/A 100802816.00 3434914.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X74F3 2035-10-01 2 N/A 4325000.00 1959825.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HK4A9 2055-03-25 5.64197 N/A 100000000.00 96551809.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140MF4P5 2052-07-01 5 N/A 1416872.00 850369.14 Agency Mortgage-Backed Securities 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and Agency Strips GOVERNMENT NATIONAL M N/A 36179WLP1 2051-08-20 2.5 N/A 2005933.00 1181218.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8D73 2055-04-01 6.5 N/A 1000.00 1032.86 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LN5 2025-06-12 0 N/A 1200.00 1198.16 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140LDYN3 2036-10-01 2.09 N/A 466664.00 362060.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7FD0 2055-04-01 6 N/A 3170.00 3214.06 Agency Mortgage-Backed Securities UNITED STATES TREASUR N/A 912834TP3 2048-05-15 0 N/A 72548854.82 22040269.55 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DNFJ7 2049-06-01 3.5 N/A 65269629.00 44224130.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1Q63 2052-10-01 5 N/A 11600517.00 9367699.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7E66 2055-04-01 6 N/A 1000.00 1015.60 Agency Mortgage-Backed 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Securities FEDERAL NATIONAL MORT N/A 3140B9KJ7 2055-05-01 6.5 N/A 1000.00 1042.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K5FK8 2049-12-01 3 N/A 2758000.00 816918.59 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 200.00 180.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3131XKE47 2042-09-01 3.5 N/A 1018.00 154.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTGZ3 2054-11-01 5.5 N/A 35024448.00 33952307.68 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 820300.00 528468.50 U.S. Treasuries (including strips) CASH N/A Cash 2025-06-02 0 N/A 370901537.35 370901537.35 Cash FEDERAL NATIONAL MORT N/A 3140AQ7E6 2054-10-01 5.5 N/A 2424056.00 2406716.83 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 51700.00 36858.31 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140B6UK9 2055-04-01 6.5 N/A 1000.00 1040.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P8B67 2036-01-01 3 N/A 1133056.00 159682.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPYM4 2052-09-01 4 N/A 34998.00 26168.89 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 989.91 888.49 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140ASAH1 2054-10-01 5.5 N/A 1480704.00 1464685.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7ED1 2055-04-01 7 N/A 6403222.00 6497064.36 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EL6C3 2035-09-10 1.73 N/A 1528000.00 1142269.30 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 1952600.00 1698766.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133B9ND2 2052-04-01 4 N/A 11110819.00 7394441.81 Agency 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TREASUR 254900HROIFWPRGM1V77 912797QK6 2025-08-19 0 N/A 300.00 297.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 1000.00 933.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 244900.00 258127.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 124500.00 121978.02 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140Y6PP9 2055-05-01 5.5 N/A 1024.00 1022.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRVP6 2053-08-01 5.5 N/A 50000000.00 44410427.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KP6U7 2052-10-01 5 N/A 26600000.00 21287260.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AQMZ3 2042-01-27 2.84 N/A 5000000.00 3647686.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31427MXW6 2054-09-01 5 N/A 1120.00 1063.22 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 880591EP3 2042-12-15 3.5 N/A 3792000.00 3066710.48 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 100.00 69.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 100.00 46.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AEDV9 2038-06-01 4.15 N/A 6580000.00 6038470.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31426G2G9 2055-04-01 7 N/A 1000.00 1062.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AECR9 2033-05-25 4.08 N/A 3345000.00 3180582.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31426PLC7 2055-06-01 6 N/A 1048.00 1068.17 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059FBP5 2056-04-01 0 N/A 32848000.00 5638030.72 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 24999900.00 25426945.94 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133KPDN5 2052-05-01 3.5 N/A 35468315.00 27071100.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7E74 2055-04-01 6 N/A 1000.00 1015.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGWV7 2052-04-01 3.5 N/A 62320215.00 42231089.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NE7C3 2053-04-01 5.5 N/A 1000.00 769.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMJ9 2054-09-01 5 N/A 1448822.00 1359672.51 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 26305900.00 21317452.42 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NYBV2 2032-03-01 5.06 N/A 1000.00 1023.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVW34 2054-12-01 5.5 N/A 24567419.00 23451496.59 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 4999800.00 2710107.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NA1 2025-10-30 0 N/A 5000200.00 4911296.44 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140W0EZ4 2054-11-01 5 N/A 247290.00 237129.55 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MH7 2025-09-04 0 N/A 2400.00 2372.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NX1 2025-07-03 0 N/A 10207200.00 10166565.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QPBB2 2052-05-01 4.5 N/A 53552350.00 41010619.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APRF3 2054-10-01 5.5 N/A 1000.00 983.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUDQ3 2055-03-01 5 N/A 31647683.00 30465290.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6RG0 2054-10-01 6 N/A 10746193.00 10465871.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXZ89 2030-04-01 4.44 N/A 1000.00 1004.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTQW9 2055-03-01 5 N/A 45036938.00 43329888.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNCT8 2052-04-01 3.5 N/A 34500000.00 24129207.37 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 100.00 101.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 100.00 70.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 74627500.00 72066855.77 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AXHU4 2054-12-01 6 N/A 1000.00 894.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMGY7 2053-06-01 5 N/A 9500000.00 8786839.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AF4W4 2033-10-24 4.1 N/A 8410000.00 7980156.49 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140B5PZ4 2055-04-01 6 N/A 1000.00 1020.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQEX0 2052-11-01 4.5 N/A 1024.00 813.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 100.00 100.21 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140X6EG2 2046-11-01 3 N/A 1028.00 325.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2Z23 2055-02-01 5.5 N/A 1000.00 996.18 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PY7 2025-09-25 0 N/A 800.00 789.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133KRME1 2053-07-01 5.5 N/A 1000.00 870.10 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ENSR2 2042-03-24 3.7 N/A 2579000.00 2077754.16 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132AEKN5 2048-04-01 3 N/A 140742000.00 24282350.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUQX7 2054-05-01 5 N/A 13175690.00 12240450.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUSY0 2055-05-01 5 N/A 15938608.00 15543008.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NR28 2055-05-01 6.5 N/A 1000.00 1037.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJEH1 2042-03-01 3.5 N/A 2730.00 406.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUGU4 2054-09-01 6.5 N/A 1000.00 1039.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7E58 2055-04-01 6 N/A 1000.00 1017.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QZM5 2053-09-01 4.813 N/A 42834000.00 37730859.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASL30 2054-10-01 5.5 N/A 1346328.00 1274516.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6CQ1 2055-03-01 6 N/A 2048.00 2065.66 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PR2 2025-06-10 0 N/A 5202200.00 5195478.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DT2X7 2052-01-01 2 N/A 3988.00 2964.74 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 13900.00 10352.48 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140B8D81 2055-04-01 6.5 N/A 1000.00 1034.02 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 19582000.00 19703631.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138WFPF7 2045-09-01 3.5 N/A 132607226.00 32502841.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426PHS7 2055-05-01 6 N/A 1000.00 1020.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0BH0 2055-01-01 6.5 N/A 2355945.00 2365803.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGCZ2 2052-02-01 2.5 N/A 5241124.00 3105345.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BVDU9 2055-03-25 5.62197 N/A 1000.00 957.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418C3D4 2048-10-01 4 N/A 807081984.00 60937577.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTU98 2054-01-01 6.5 N/A 45359721.00 42689801.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7YN7 2055-04-01 6 N/A 1000.00 1013.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUVS9 2054-11-01 5.5 N/A 25048186.00 23856725.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9WK7 2047-01-01 3.5 N/A 67066880.00 16647025.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AH2P6 2054-10-01 5.5 N/A 1000.00 874.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AV7G8 2027-02-25 2.961 N/A 843605.00 647362.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWMX8 2054-11-01 5 N/A 14073600.00 13142739.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425WHN4 2055-01-01 6 N/A 260191.00 251768.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A2JW1 2050-03-01 3 N/A 1687000.00 383204.91 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 6125600.00 5646661.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 1600.00 1592.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140B7FX6 2055-04-01 6 N/A 1000.00 1013.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8D57 2055-04-01 6.5 N/A 1000.00 1031.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131YCZE9 2049-05-01 4 N/A 95775299.00 28807309.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WG44 2051-06-20 3 N/A 19558253.00 10012489.86 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059FBR1 2038-06-15 0 N/A 5600000.00 2883160.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133KQGJ9 2052-12-01 5.5 N/A 44097690.00 36435676.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 N/A 100.00 98.85 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140N6SZ6 2053-01-01 5.5 N/A 2507597.00 1846304.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMH3 2054-09-01 4.5 N/A 31761280.00 29326793.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTN58 2054-12-25 6 N/A 11782800.00 10964100.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140HSVM0 2034-02-01 3.87 N/A 1694902.00 1590469.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3CD2 2055-05-01 6 N/A 1015.00 1031.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JNP0 2055-04-01 6 N/A 2259592.00 2288545.92 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059FBW0 2042-12-15 0 N/A 15535000.00 5949501.09 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140B8JA0 2055-04-01 6 N/A 1497194.00 1532852.98 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 9429800.00 8749406.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CSUR0 2054-08-01 7 N/A 1000.00 1040.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR B1V7KEBTPIMZEU4LTD58 3134GV6J2 2040-07-13 2.15 N/A 37239000.00 25260403.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 254900C5LP6DN9OP9V83 3133D0L74 2054-11-01 4.5 N/A 1000.00 868.10 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PG6 2025-07-31 0 N/A 3200.00 3176.72 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140H8Y33 2048-08-01 4 N/A 1021.00 211.38 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 100.00 72.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132CXUF7 2040-02-01 6.5 N/A 12717312.00 12236880.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5WT6 2050-02-01 4.5 N/A 112453000.00 22268474.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FRYN9 2047-01-01 3.5 N/A 1175000.00 287369.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6R55 2051-04-01 3 N/A 1000.00 394.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHK55 2052-06-01 4.5 N/A 1000.00 726.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSGD8 2054-02-01 6 N/A 35865696.00 31824985.71 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 8326000.00 5186144.36 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300HE1ISW43LNKM54 3620ARRB9 2040-11-20 3.5 N/A 19190.00 834.09 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MG9 2025-08-07 0 N/A 82123300.00 81458922.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133BQAP1 2052-11-01 5.5 N/A 972056.00 783355.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HEAP7 2048-07-01 4.5 N/A 132000000.00 32971850.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXSP9 2030-04-01 4.72 N/A 4700.00 4774.95 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 7867100.00 7277813.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132E0X23 2053-11-01 6 N/A 26003360.00 23534669.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELDD2 2043-06-01 3 N/A 188980326.00 35529086.20 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 800.00 811.29 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 880591DZ2 2056-04-01 5.375 N/A 1059000.00 1039759.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131YBFD5 2047-04-01 3 N/A 165904000.00 30812705.74 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 880591ES7 2065-09-15 4.25 N/A 2000000.00 1578448.33 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059FBA8 2038-01-15 0 N/A 12700000.00 6487033.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31417C4C6 2042-09-01 3.5 N/A 175458648.00 28367725.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 100.00 69.43 U.S. Treasuries (including strips) Y Moody's Short Rating P-1 Standard & Poor's Short Rating A-1 Fitch Long Rating A+ Standard & Poor's Long Rating A+ Moody's Long Rating A1 Fitch Short Rating F1 2025-06-06 2025-06-06 2025-06-20 Y NATIXIS NEW YORK BRANCH (REPO) 1.0000 7 N Moody's Long Rating A1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 Fitch Long Rating A+ Moody's Short Rating P-1 Fitch Short Rating F1 N N 0.0434 2000000000.00 2000000000.00 0.0067 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 4.43000160 N/A R0MUWSFPU8MPRO8K5P83 0QK010OR5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 19818000.00 20296340.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 5300.00 5724.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0 N/A 1.27 1.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LY4 2026-02-15 0 N/A 35.72 34.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 19407300.00 15614486.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0 N/A 500.00 136.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 100.00 93.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 256.59 134.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 N/A 100.00 40.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 5115200.00 5270959.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 100.00 94.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 100.00 23.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 13669700.00 8289833.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GA5 2051-08-15 0 N/A 200.00 53.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 13.62 10.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 436487000.00 447438539.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 61817600.00 61651219.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 9.19 3.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 3810600.00 3867399.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 8603400.00 8854137.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.5 N/A 100.00 100.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 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2034-08-01 4 N/A 25000.00 2686.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKDS6 2053-01-01 5.5 N/A 2550000.00 2056208.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQLZ6 2052-10-01 5.5 N/A 231546.00 193245.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5T78 2049-12-01 5 N/A 760000.00 115070.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESQ4 2053-04-01 3.5 N/A 5955574.00 4736742.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKQE3 2036-10-01 2 N/A 2250000.00 1609132.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETQY5 2046-05-01 3.5 N/A 21000.00 4186.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCMK1 2036-07-01 2 N/A 400000.00 206030.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MTKB2 2054-12-01 4 N/A 23235520.00 20211223.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CNE0 2047-08-01 4 N/A 127756.00 13701.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNFE9 2053-03-01 4.5 N/A 220000.00 191991.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMLP0 2053-06-01 6 N/A 300000.00 230287.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJP51 2042-03-01 4 N/A 200000.00 12407.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NABJ1 2053-03-01 5.5 N/A 3400000.00 2856550.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MX4Q4 2052-09-01 4 N/A 1000.00 771.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2VQ4 2055-02-01 5.5 N/A 4159475.00 4165238.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGC0 2040-07-01 4.5 N/A 270000.00 51959.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B62C8 2055-04-01 6 N/A 15161450.00 15150545.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0H84 2055-01-01 5 N/A 3561980.00 3452604.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XABZ4 2050-08-01 4.5 N/A 31000.00 9688.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXP35 2055-02-01 5 N/A 1042478.00 1014712.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAZV8 2053-02-01 5 N/A 69449.00 43236.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCZV4 2053-03-01 5.5 N/A 3272092.00 3151419.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMM37 2053-08-01 5.5 N/A 17837422.00 15060864.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHRN4 2054-08-01 6 N/A 6588000.00 6457368.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7RU6 2052-12-01 4 N/A 32000.00 24456.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJS41 2054-07-01 7 N/A 145000.00 123784.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGQ7 2052-07-01 2.5 N/A 1038018.00 739000.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENKZ1 2029-09-01 3 N/A 4400000.00 147097.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXDM1 2056-06-01 4.5 N/A 230000.00 56499.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFM9 2057-01-01 4 N/A 10000000.00 2715684.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSEH0 2053-06-01 6 N/A 3048000.00 2650442.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZZ8 2036-06-01 1.5 N/A 433186.00 241483.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YJ24 2029-11-01 5.5 N/A 164000.00 6144.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAQH6 2034-02-01 4 N/A 10000.00 1576.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9JE6 2049-08-01 4.5 N/A 300000.00 100766.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGZ7 2051-09-01 3.5 N/A 6900.00 5122.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTGL7 2038-10-01 6 N/A 2204882.00 2037703.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9F95 2055-04-01 6.5 N/A 1966300.00 2033630.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9RY3 2050-05-01 5 N/A 3477118.00 522868.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLUJ5 2048-10-01 4 N/A 10200000.00 7991942.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKX4 2040-05-01 4 N/A 2098016.00 2016116.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZY9 2039-01-01 6.5 N/A 4792425.00 2694383.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8KT9 2031-08-01 5 N/A 145000.00 596.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDK54 2036-10-01 1.5 N/A 840048.00 489187.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGGP3 2039-07-01 5 N/A 2293379.00 1985402.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRDG7 2054-02-01 5 N/A 620000.00 565858.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNGK4 2053-11-01 5.5 N/A 500000.00 436986.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1YL1 2055-03-01 5 N/A 89077686.00 87199374.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMYZ3 2037-02-01 2.5 N/A 435768.00 333901.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MDVZ2 2032-10-01 3.5 N/A 425000.00 55767.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXGS8 2052-08-01 4.5 N/A 60000.00 47795.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP3F4 2054-05-01 6 N/A 300000.00 281863.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7PM9 2055-04-01 6.5 N/A 1455376.00 1521561.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHY92 2052-08-01 2.5 N/A 132000.00 91052.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJY72 2052-12-01 5.5 N/A 1508000.00 1246739.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJE87 2054-11-01 7 N/A 5229440.00 4667053.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLYF9 2053-07-01 6 N/A 35000.00 30358.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B46N5 2055-04-01 5.5 N/A 4598013.00 4603257.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5PE1 2055-04-01 5 N/A 1062098.00 1037068.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLS4 2055-05-01 6 N/A 39960657.00 40531548.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTA74 2053-10-01 5.5 N/A 29699424.00 26098399.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FK22 2040-05-01 5.5 N/A 557043.00 558535.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGP4 2054-09-01 6.5 N/A 182835288.00 156919911.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FH75 2035-02-01 4.5 N/A 2292700.00 2214318.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6LP7 2036-03-01 2 N/A 1000000.00 570028.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDR99 2046-11-01 2 N/A 90000.00 58089.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKQX1 2035-05-01 4 N/A 75000.00 46948.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADPY1 2039-05-01 5.5 N/A 1605763.00 1414677.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLGU6 2052-06-01 2.5 N/A 56904.00 42171.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERMR8 2046-11-01 3.5 N/A 6000.00 1128.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALA78 2039-07-01 5.5 N/A 463697.00 458609.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPTZ0 2052-07-01 5 N/A 1800000.00 1376240.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASNW4 2054-10-01 5.5 N/A 7696177.00 7571682.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8SG3 2050-12-01 2.5 N/A 100000.00 51594.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHY27 2051-01-01 1.5 N/A 2800000.00 1803872.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFM1 2032-01-01 3 N/A 115000.00 14267.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVS6 2038-07-01 3.5 N/A 3473512.00 2763374.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FYA7 2037-02-01 6.5 N/A 6575000.00 80256.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKQK9 2037-01-01 2.5 N/A 210000.00 149585.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMKX3 2053-08-01 5 N/A 1400000.00 1174902.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYY1 2035-02-01 5.5 N/A 248000.00 2295.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9R31 2049-07-01 5.5 N/A 2007622.00 793155.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6FV2 2055-03-01 6.5 N/A 7087491.00 7327012.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E4Z79 2042-03-01 4 N/A 3590000.00 340736.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3GA4 2055-02-01 5.5 N/A 2220259.00 2199398.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KYEH3 2051-05-01 2 N/A 650259.00 397275.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED64 2052-06-01 3 N/A 2569000.00 1867467.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADH95 2054-05-01 5.5 N/A 3991297.00 3875997.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTXX2 2039-01-01 6.5 N/A 4250841.00 2824730.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414SYB3 2038-06-01 5.5 N/A 35000.00 535.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XSC50 2054-10-01 6.5 N/A 68148348.00 67258579.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWP80 2054-02-01 6 N/A 100000.00 75847.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNVW1 2052-05-01 2.5 N/A 900000.00 670255.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGY7 2055-02-01 5.5 N/A 99913359.00 96907285.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9Z78 2028-10-01 3.5 N/A 25000.00 1264.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MET55 2055-04-01 6.5 N/A 2580554.00 2680757.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF6R7 2052-03-01 2.5 N/A 318000.00 208549.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4JG6 2055-03-01 6.5 N/A 1606475.00 1669590.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUNX0 2054-05-01 6.5 N/A 1550316.00 1434452.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPP6 2053-02-01 5.5 N/A 164136006.00 150102086.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF4F3 2050-12-01 2.5 N/A 2140000.00 1113633.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MF4H3 2052-07-01 4.5 N/A 325596.00 245931.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KUCJ9 2036-10-01 2 N/A 16367548.00 10404868.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2EZ3 2055-02-01 6 N/A 1374000.00 1406780.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DT82 2036-09-01 6.5 N/A 7465000.00 49326.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQAT9 2043-05-01 2.5 N/A 170000.00 32891.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AWP9 2028-08-01 2.5 N/A 242250.00 17041.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFEP2 2052-01-01 2.5 N/A 1470000.00 916974.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLA99 2052-11-01 5.5 N/A 21000.00 16077.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403AQX6 2033-10-01 5.5 N/A 1563643.00 55902.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE2F5 2054-06-01 5.5 N/A 564506.00 507702.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4XJ4 2055-03-01 5.5 N/A 1792618.00 1761567.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F1VW9 2046-05-01 3.5 N/A 13203339.00 2443448.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVT38 2039-11-01 6 N/A 2717275.00 2596652.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPDH9 2053-07-01 5 N/A 2085000.00 1923404.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYM6 2053-12-01 5.5 N/A 20504299.00 17899807.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLTW6 2036-08-01 1.5 N/A 10000000.00 6118409.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6LX7 2049-08-01 5.5 N/A 2923000.00 776761.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5XU6 2055-05-01 5.5 N/A 4177180.00 4194329.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGGT1 2038-04-01 5.5 N/A 1069491.00 760107.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET26 2038-06-01 3.5 N/A 1018221.00 792515.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRZU2 2050-04-01 3.5 N/A 9279240.00 8041679.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMQX7 2053-04-01 4.5 N/A 10000.00 8345.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFRG0 2037-02-01 2 N/A 138776.00 95994.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXCC9 2040-05-01 6.5 N/A 2009555.00 2096022.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKRQ5 2052-11-01 5 N/A 1300000.00 1021989.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H2XK9 2048-01-01 4 N/A 268246.00 97039.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFZ5 2055-01-01 4 N/A 513020.00 462750.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2S70 2055-03-01 5.5 N/A 3415055.00 3400211.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQTY3 2034-07-01 6 N/A 44781143.00 30892842.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W12Z5 2043-12-01 4 N/A 52116613.00 49732081.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E6T2 2044-05-01 6.5 N/A 399286.00 252373.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECN8 2052-04-01 1.5 N/A 270251.00 166110.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AQZ4 2043-03-01 3 N/A 3706423.00 351936.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPC80 2044-05-01 5.5 N/A 400000.00 344341.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9VH5 2039-08-01 3.5 N/A 200000.00 76813.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRBW7 2036-08-01 2 N/A 135000.00 65346.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMRF5 2053-09-01 5.5 N/A 3071520.00 2923022.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQTF2 2052-11-01 6 N/A 1000000.00 854483.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ35 2052-10-01 3 N/A 1000.00 760.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8G39 2040-04-01 5 N/A 3675982.00 3673899.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414PEL9 2048-02-01 5 N/A 3927343.00 151172.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6NG2 2035-04-01 3.5 N/A 3800000.00 841403.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KHL90 2050-06-01 3.5 N/A 1048224.00 351936.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBME7 2051-05-01 3.5 N/A 2000.00 750.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQPP4 2037-10-01 2.5 N/A 1799009.00 1225571.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRQQ1 2052-11-01 5 N/A 51682256.00 48231679.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXP4 2048-06-01 4.5 N/A 27000.00 2581.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJYD4 2054-08-01 6 N/A 1697213.00 1396554.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAUJ5 2049-05-01 5 N/A 115000.00 16524.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMQ56 2051-12-01 2.5 N/A 110000.00 72244.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEUH7 2055-04-01 6 N/A 2613831.00 2687441.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NA54 2027-01-01 6.5 N/A 2252963.00 9021.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPKA4 2052-02-01 2.5 N/A 8535730.00 5769122.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B22U7 2055-02-01 6 N/A 1233654.00 1265870.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGD1 2052-02-01 3.5 N/A 18994063.00 15889715.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3UU4 2055-02-01 6 N/A 4678821.00 4728288.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUZ1 2038-07-01 4 N/A 825000.00 613047.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFKQ1 2035-10-01 3 N/A 142000.00 65421.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGL85 2039-06-01 6.5 N/A 1282180.00 1157176.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NP82 2028-01-01 5.5 N/A 15000000.00 43813.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE63 2052-07-01 4.5 N/A 1771417.00 1364818.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6EH4 2055-06-01 6 N/A 27335532.00 27861722.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXLQ3 2059-01-01 3.5 N/A 1700000.00 565363.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ5U3 2038-02-01 2.5 N/A 13301854.00 9814262.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CQQ2 2025-09-01 5 N/A 2044740.00 642.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMQT6 2053-01-01 4.5 N/A 7781000.00 6718189.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF7M5 2050-12-01 2 N/A 1659000.00 935905.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XECV4 2036-12-01 2.5 N/A 828965.00 502821.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EL4S9 2026-10-01 4.5 N/A 10609690.00 74781.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7FL8 2035-07-01 3 N/A 895000.00 297015.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCH7 2039-04-01 4.5 N/A 158000.00 2162.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSLH5 2053-11-01 6 N/A 935000.00 933405.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8G54 2040-04-01 5.5 N/A 1827849.00 1855268.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9V51 2036-02-01 2 N/A 1500000.00 736531.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGFH7 2037-04-01 2.5 N/A 500000.00 333023.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMT4 2053-01-01 5.5 N/A 187735.00 149005.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMQA5 2036-11-01 2.5 N/A 1520779.00 1010907.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELY4 2052-12-01 5.5 N/A 11531693.00 9215664.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389TQC9 2032-05-01 8 N/A 173538.00 3349.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMZB7 2052-08-01 4 N/A 680000.00 509751.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VQN7 2037-02-01 5.5 N/A 74000.00 2769.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NH40 2037-07-01 7 N/A 630000.00 2377.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JRSJ1 2034-07-01 3 N/A 320000.00 46954.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6V78 2054-05-01 5.5 N/A 28745.00 28133.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANES4 2054-09-01 5.5 N/A 1534975.00 1418049.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF2R1 2037-03-01 2.5 N/A 1044166.00 707537.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EFH8 2037-07-01 3.5 N/A 2075652.00 1327467.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXXV4 2039-12-01 6 N/A 1016300.00 1015243.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B14C7 2055-03-01 6.5 N/A 2983946.00 3088042.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389TGR7 2032-03-01 7 N/A 390000.00 1527.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECU2 2037-04-01 2 N/A 9328361.00 6014977.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DD74 2049-07-01 3.5 N/A 50000.00 1837.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRBB0 2039-09-01 6 N/A 11938349.00 11136203.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJGR3 2039-12-01 5 N/A 2491452.00 2450946.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBWY2 2036-05-01 2 N/A 1000000.00 498572.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412FS61 2037-05-01 6 N/A 12575729.00 83605.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDA98 2053-04-01 5.5 N/A 4630524.00 3891119.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5WZ6 2055-03-01 6 N/A 2240049.00 2295589.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4R8 2054-04-01 5.5 N/A 9632000.00 8526819.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NLG8 2027-10-01 5.5 N/A 712000.00 1508.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCAX0 2055-06-01 6 N/A 1443176.00 1463793.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDM9 2042-05-01 2.5 N/A 700000.00 480510.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWW0 2038-05-01 3.5 N/A 1500000.00 213873.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVTT1 2039-11-01 5.5 N/A 6654041.00 6302622.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEAV8 2052-05-01 3 N/A 31173.00 22611.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJSX7 2054-07-01 6.5 N/A 170000.00 140776.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAWG3 2034-07-01 3 N/A 690000.00 216130.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZV7 2051-06-01 2 N/A 8083162.00 4844752.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRSA5 2053-09-01 5.5 N/A 3791.00 3077.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLX45 2053-07-01 5.5 N/A 160000.00 131440.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPLT4 2054-03-01 6.5 N/A 500000.00 405690.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBXF2 2036-03-01 3.5 N/A 21000.00 8492.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNM1 2039-06-01 4.5 N/A 32000.00 658.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPMH9 2039-03-01 6 N/A 34362424.00 28012604.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8T51 2054-01-01 7.5 N/A 502865.00 332008.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8GM7 2055-04-01 5.5 N/A 7034922.00 6984662.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVT6 2031-01-01 1.5 N/A 485000.00 168485.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJEJ8 2027-01-01 4 N/A 545205.00 38611.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPKN8 2052-04-01 2.5 N/A 243878.00 184959.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMAU0 2053-08-01 5.5 N/A 1500000.00 1275947.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL3C0 2052-07-01 2.5 N/A 131382.00 96738.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUD86 2054-03-01 6.5 N/A 100000.00 81124.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BBC9 2034-02-01 4.5 N/A 115000.00 12292.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AGP6 2030-03-01 5 N/A 447600.00 3858.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X92S3 2051-03-01 2 N/A 200000.00 101547.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YMB0 2030-03-01 4.5 N/A 3000000.00 50873.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWN66 2039-01-01 6.5 N/A 1633579.00 896165.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2A1 2048-09-01 4.5 N/A 10000.00 772.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMV78 2053-07-01 2.5 N/A 1571679.00 1169445.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2DZ4 2055-02-01 5.5 N/A 4251812.00 3969023.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A12P1 2053-10-01 6.5 N/A 180000.00 133468.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2L5 2051-07-01 2 N/A 2989000.00 1810339.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXJJ2 2058-05-01 3.5 N/A 8250000.00 2801359.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQG63 2039-09-01 4.5 N/A 1039508.00 987176.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNC85 2038-11-01 6 N/A 40428297.00 29345588.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCM7 2039-09-01 5 N/A 2760274.00 2246853.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MJA6 2035-09-01 4.5 N/A 2200000.00 64985.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XAZ0 2033-05-01 5.5 N/A 14995000.00 65585.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHQA6 2036-03-01 2.5 N/A 55379.00 32296.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JB43 2026-09-01 6 N/A 1100000.00 1775.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7D97 2050-07-01 3 N/A 145000.00 49442.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6AB6 2055-02-01 6.5 N/A 18617965.00 18991763.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0PG4 2038-02-01 2.5 N/A 630572.00 548895.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMBK1 2053-08-01 6 N/A 200000.00 172320.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUSD6 2054-11-01 5 N/A 1777682.00 1713084.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B43S7 2055-03-01 6.5 N/A 11714294.00 11769869.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4XH4 2034-10-01 3.5 N/A 372279.00 64705.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMF84 2053-07-01 5.5 N/A 100000.00 74424.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7W21 2050-09-01 2.5 N/A 2958500.00 1428070.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNWD2 2052-06-01 3 N/A 15000.00 11664.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4TM2 2040-03-01 5 N/A 452178.00 441608.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NZJ7 2048-07-01 5 N/A 569797.00 6104.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBS8 2052-02-01 2.5 N/A 31954000.00 21034809.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRMY6 2053-02-01 5.5 N/A 203956.00 179776.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFKR9 2035-10-01 3 N/A 1000000.00 464968.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLCK2 2053-05-01 6 N/A 340000.00 285381.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2Z6 2038-10-01 3.5 N/A 199096.00 21807.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAH3 2037-02-01 2.5 N/A 81985.00 58773.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FH59 2040-03-01 5 N/A 1092012.00 1047506.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LNV0 2044-10-01 4.5 N/A 1800000.00 234568.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL7J1 2053-07-01 5 N/A 1700000.00 1437710.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKP38 2053-03-01 5.5 N/A 225000.00 186862.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSBY0 2052-07-01 4.5 N/A 295000.00 229036.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MW2U9 2053-04-01 5.5 N/A 25609.00 23386.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMQC3 2053-09-01 6 N/A 332364.00 270314.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3G5 2051-08-01 2 N/A 2785745.00 1700244.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVUA0 2039-08-01 6.5 N/A 1794390.00 1563291.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MDK50 2042-10-01 3.5 N/A 1387917.00 185034.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUXA6 2039-11-01 5 N/A 1180749.00 1130403.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKH60 2052-05-01 3 N/A 4000.00 2903.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5HW2 2047-03-01 2.5 N/A 1125000.00 296005.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EXEX7 2046-09-01 3 N/A 7000.00 1244.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFWU1 2050-04-01 3.5 N/A 27103008.00 16451891.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6LC2 2045-04-01 6 N/A 3299768.00 3257979.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPK2 2050-05-01 2.5 N/A 1000000.00 174385.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHX28 2052-08-01 4.5 N/A 800000.00 616365.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FMN5 2043-02-01 2.5 N/A 23306.00 4744.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEY9 2054-12-01 4 N/A 1000.00 897.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLS9 2050-02-01 2.5 N/A 393000.00 88131.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYN4 2053-12-01 6 N/A 4000.00 3153.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MR2U4 2042-12-01 3.5 N/A 1253505.00 145322.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQPB5 2052-10-01 5.5 N/A 6113000.00 4562360.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1MP5 2050-12-01 4.5 N/A 10753602.00 10269296.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGK0 2052-08-01 4.5 N/A 5200000.00 4021021.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLKF4 2038-03-01 2 N/A 1178724.00 868330.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CNV4 2037-08-01 5.5 N/A 14000.00 508.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0QU2 2052-03-01 2.5 N/A 7640612.00 6163500.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EDTP6 2032-04-01 3.5 N/A 1746913.00 66356.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AW7E3 2055-01-01 4.5 N/A 1062153.00 1001800.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEL34 2050-08-01 3 N/A 73750.00 33371.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0H57 2054-08-01 7 N/A 13930917.00 13205637.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AQG6 2043-01-01 3 N/A 2442825.00 374003.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJCK2 2054-08-01 5.5 N/A 55380.00 54377.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DH54 2049-11-01 4.5 N/A 119000.00 15131.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6LQ1 2045-04-01 5.5 N/A 3610871.00 3638569.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMWD4 2053-05-01 3.5 N/A 6047000.00 4804371.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNMS0 2053-12-01 5.5 N/A 520000.00 474839.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ER77 2053-05-01 5 N/A 2483000.00 2106958.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASPD4 2054-10-01 6 N/A 201000.00 191179.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5M3 2051-05-01 4 N/A 69720643.00 62329337.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNXF6 2042-08-01 3 N/A 500000.00 379572.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASNU8 2054-10-01 5.5 N/A 10379000.00 9922560.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMKW5 2053-06-01 5 N/A 2800000.00 2252958.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDLN2 2050-05-01 3 N/A 25305000.00 8176255.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKS97 2037-05-01 3.5 N/A 5202228.00 624140.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E7A2 2054-06-01 5.5 N/A 115848237.00 104168897.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMNA0 2053-09-01 6 N/A 94000.00 77220.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DND0 2040-04-01 2.5 N/A 12500000.00 2653139.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XARV6 2051-04-01 2.5 N/A 260000.00 153559.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4Z78 2055-04-01 6 N/A 3523912.00 3611263.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNSZ8 2053-04-01 5.5 N/A 8400000.00 7386805.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNEY4 2052-02-01 2 N/A 80000.00 53467.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTJF6 2042-05-01 4 N/A 795670.00 74111.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APN42 2054-08-01 6 N/A 100000.00 97118.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ES92 2038-06-01 5 N/A 5069642.00 3404688.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NXBP1 2028-01-01 2.5 N/A 100000.00 4716.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JWAX8 2034-07-01 3 N/A 380000.00 88434.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419DEJ6 2025-10-01 3.5 N/A 999656.00 1348.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLTL2 2052-12-01 5.5 N/A 35000.00 29348.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7PH0 2040-04-01 5 N/A 1006897.00 1010174.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAH5 2049-02-01 5 N/A 506986.00 23642.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFT9 2039-10-01 2.5 N/A 431883.00 386587.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFMT5 2052-01-01 2.5 N/A 8735286.00 6008121.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RFS7 2027-03-01 5 N/A 17612602.00 27459.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BAFD3 2055-05-01 6.5 N/A 1211447.00 1277209.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0GA7 2039-04-01 6.5 N/A 68328209.00 57043052.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXLU9 2054-12-01 4.5 N/A 5992897.00 5624005.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9DQ5 2051-01-01 2 N/A 29072.00 16387.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7C2 2039-02-01 4 N/A 6225000.00 662537.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEJ7 2029-07-01 3.5 N/A 151439.00 14545.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3L2 2039-03-01 6.5 N/A 15985728.00 10613249.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLNB0 2037-05-01 3.5 N/A 228000.00 147737.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H1W22 2033-03-01 3 N/A 80000.00 14476.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP3N7 2053-10-01 6 N/A 14000.00 12621.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0DN5 2055-02-01 6.5 N/A 2362873.00 2452914.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3X8 2051-09-01 2 N/A 595000.00 367593.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412REZ6 2040-02-01 4.5 N/A 2446722.00 215346.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQDT9 2052-09-01 4.5 N/A 3689455.00 2953487.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQK1 2050-06-01 2.5 N/A 1000000.00 216532.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388EDT0 2031-09-01 7.5 N/A 2128377.00 2287.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MKY7 2038-12-01 7 N/A 585984.00 5620.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417LTQ8 2038-03-01 5 N/A 4962055.00 103686.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVA7 2050-12-01 2 N/A 5000000.00 2656108.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388XHR8 2032-08-01 6.5 N/A 14000000.00 13698.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMD29 2053-01-01 4.5 N/A 9552116.00 7951583.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5A29 2026-08-01 5 N/A 12894563.00 13260.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QD2A1 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2054-01-01 6 N/A 3097111.00 2594152.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CEJ1 2027-11-20 4.75 N/A 260648891.00 99880.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1CP2 2054-11-01 4.5 N/A 1161234.00 1099266.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YU69 2054-04-20 5.5 N/A 153750337.00 139667859.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWJ79 2054-03-01 5.5 N/A 1623445.00 1553080.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373MXJ4 2037-03-20 4.63886 N/A 24519419.00 295490.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374GYH9 2033-04-16 4.69315 N/A 30792322.00 307917.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NDDL8 2053-04-01 4 N/A 1576506.00 1174389.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K6C4 2026-09-20 4.625 N/A 40000000.00 7332.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JR7A8 2035-01-01 6.935 N/A 13785124.00 204456.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKVG0 2051-05-01 3 N/A 6700000.00 4557629.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AYAV7 2055-01-01 6.5 N/A 1615857.00 1513080.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CFL5 2028-02-20 5.625 N/A 24828703.00 18107.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CGF7 2028-05-20 4.875 N/A 95097861.00 46793.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1JT7 2054-10-01 7 N/A 1337575.00 1253066.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSUL7 2052-06-01 5 N/A 2452873.00 2100211.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMTN4 2054-01-01 7 N/A 1306865.00 1362656.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AC2W9 2048-10-01 4 N/A 1900000.00 223476.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRCH5 2052-12-01 5.5 N/A 1691840.00 1288779.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373SU70 2033-03-16 4.74315 N/A 43549533.00 107579.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AHYS5 2054-08-01 6.5 N/A 1065782.00 587995.06 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 396000.00 344520.94 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36202KZM0 2026-04-20 4.875 N/A 47042709.00 7436.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBCE4 2054-05-01 6.5 N/A 1119890.00 1062172.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425WB67 2054-11-01 5.5 N/A 1043530.00 1033839.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202KXR1 2026-01-20 5.625 N/A 50000000.00 2766.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRRC9 2054-08-01 7 N/A 1103645.00 1130594.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5GL7 2055-02-20 4 N/A 99890555.00 91088828.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AF91 2029-06-01 4.254 N/A 35285000.00 18489.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWH30 2053-08-01 6 N/A 23391503.00 18954870.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AYAW5 2055-01-01 6.5 N/A 1326192.00 1379406.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AGC3 2030-11-01 5.45 N/A 32000000.00 4774.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMZM0 2051-11-01 2.5 N/A 700000.00 436384.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARGR5 2054-10-01 6 N/A 2131625.00 2161662.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CFH4 2028-02-20 5.625 N/A 20000000.00 16290.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVEF4 2054-11-01 6 N/A 1152750.00 1132499.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DU67 2040-12-01 2 N/A 108714242.00 56093744.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHYT3 2054-08-01 7 N/A 1005407.00 1047717.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1PJ6 2055-06-01 4 N/A 41000000.00 39106957.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A0MT8 2050-01-01 3 N/A 1000.00 343.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AYAK1 2055-01-01 6.5 N/A 1657941.00 1462003.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CCJ3 2027-05-20 4.875 N/A 239056718.00 54893.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3JL1 2053-05-01 5.5 N/A 1045248.00 906874.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CB62 2027-04-20 4.875 N/A 100000000.00 30001.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CDT0 2027-09-20 4.625 N/A 189825324.00 56083.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLTG1 2054-01-01 7 N/A 3013415.00 2427054.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AYAG0 2055-01-01 6.5 N/A 2082753.00 1866410.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CC79 2027-07-20 4.625 N/A 69768735.00 20888.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NESB2 2053-03-01 5.5 N/A 1731950.00 1478531.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CGG5 2028-05-20 4.875 N/A 33619620.00 25208.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CEY8 2028-01-20 5.625 N/A 15131096.00 12221.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CS3W9 2054-08-01 6.5 N/A 1078940.00 1120472.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYX37 2054-10-01 5.5 N/A 1220286.00 1065102.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYYB8 2054-11-01 5.5 N/A 1274665.00 1256590.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ5P9 2054-08-01 6.5 N/A 1047250.00 1076956.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYXK9 2054-11-01 5 N/A 1176544.00 1118963.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNT36 2052-04-01 3.5 N/A 146213.00 96840.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425XW47 2055-01-01 5.5 N/A 1016169.00 934797.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARGA2 2054-10-01 5.5 N/A 1538632.00 1470376.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLNJ1 2053-12-01 7 N/A 1539693.00 1197942.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CC61 2027-07-20 4.625 N/A 21028840.00 8503.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K6Z3 2026-10-20 4.75 N/A 51500000.00 12155.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A62Y1 2054-02-01 7 N/A 1006360.00 1052164.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASZ84 2054-11-01 5.5 N/A 1247063.00 1132544.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 254900HROIFWPRGM1V77 38375JZQ1 2037-04-20 4.73886 N/A 21581990.00 212981.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36225CCU8 2027-06-20 4.875 N/A 27116857.00 14949.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRVX8 2054-08-01 6.5 N/A 1020503.00 1060119.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR B1V7KEBTPIMZEU4LTD58 31397Y3S8 2038-08-15 5.44676 N/A 21250000.00 185966.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36225CGP5 2028-06-20 4.875 N/A 64424673.00 62383.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CB47 2027-04-20 4.875 N/A 58013355.00 23552.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJCP1 2054-08-01 6 N/A 1365211.00 1235637.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFNL1 2051-11-01 2 N/A 2558861.00 1619040.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTER7 2053-04-01 4 N/A 1504.00 1254.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRRA3 2054-08-01 6.5 N/A 1120488.00 595545.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0UF6 2054-11-01 5.5 N/A 1476641.00 1404792.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUW77 2054-09-01 6 N/A 1709768.00 1507613.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CM4R2 2054-01-01 6 N/A 1954952.00 1942221.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKUJ7 2042-02-01 2 N/A 49242167.00 34600857.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4WC1 2053-12-01 6.5 N/A 1128118.00 726295.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFMW4 2054-06-01 7 N/A 1066942.00 1123444.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMUN9 2054-09-01 6.5 N/A 1515307.00 1507112.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CEQ5 2027-12-20 4.75 N/A 47749998.00 16587.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X5H5 2053-06-20 5.5 N/A 268595453.00 218733126.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425USZ9 2054-12-01 4.5 N/A 1491911.00 1413880.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABRD9 2054-09-01 6.5 N/A 1634951.00 1545061.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K3S2 2026-07-20 4.625 N/A 50104293.00 4450.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUKN5 2054-09-01 6 N/A 1457508.00 1474608.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2KD9 2053-04-01 5.5 N/A 1347950.00 1148586.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUUK1 2053-02-01 5.5 N/A 2624320.00 1704236.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374GXR8 2027-12-16 4.64315 N/A 38010486.00 34572.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KMLL7 2051-08-01 2 N/A 3154470.00 1891453.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YFN9 2053-09-20 6.5 N/A 312984180.00 180750689.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AS5F1 2054-11-01 5.5 N/A 1159159.00 1155771.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDCB6 2054-06-01 6.5 N/A 2919654.00 3011462.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CS3B5 2054-07-01 6.5 N/A 1278472.00 1089879.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQLB0 2052-11-01 4.5 N/A 2695341.00 2227092.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CF50 2028-04-20 4.875 N/A 11167003.00 5519.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373SLL9 2033-02-20 4.73886 N/A 28720000.00 122663.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36180AAF0 2054-09-20 5.5 N/A 147255341.00 142798893.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374HWE6 2034-08-16 4.74315 N/A 2400.00 58.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36225CFU5 2028-03-20 5.625 N/A 68458137.00 36434.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AS74 2055-02-01 7 N/A 1468090.00 1539955.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K2M6 2026-06-20 4.875 N/A 100000000.00 24851.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132VLSK4 2048-12-01 4.5 N/A 1100000.00 179723.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJBC1 2054-07-01 6.5 N/A 1541571.00 1490870.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K2Y0 2026-06-20 4.875 N/A 232713257.00 27157.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MEWQ0 2031-01-01 3.5 N/A 1000.00 94.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BW36 2048-04-01 4.5 N/A 1000000.00 175329.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373Q2T7 2033-06-16 4.66315 N/A 50000000.00 240621.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XCSR0 2041-05-01 2 N/A 119127024.00 68794139.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AT7J4 2051-10-01 2.5 N/A 1000000.00 656070.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQQQ2 2053-06-01 6 N/A 26110075.00 21576036.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AM3B5 2054-08-01 5.5 N/A 1656254.00 1644344.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUTK3 2053-02-01 5.5 N/A 1080100.00 767850.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329LQ96 2044-10-01 3.5 N/A 1000.00 52.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408FK24 2036-03-01 6 N/A 9044752.00 859045.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CD29 2027-10-20 4.75 N/A 30793970.00 15217.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K3W3 2026-07-20 4.625 N/A 150000000.00 15490.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEAL9 2053-04-01 5 N/A 1066128.00 898872.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CDJ2 2027-08-20 4.625 N/A 192217675.00 86305.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WHCN1 2054-07-01 6.5 N/A 1228858.00 1244951.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAX74 2051-01-20 2.5 N/A 342064624.00 175323195.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425USX4 2054-11-01 6.5 N/A 1486900.00 1536504.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANRG6 2054-08-01 6 N/A 1530774.00 1547323.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUA30 2054-09-01 5.5 N/A 1854473.00 1850240.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFKY2 2054-06-01 7 N/A 1047373.00 1096219.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR2K5 2054-10-01 5.5 N/A 1322555.00 1321045.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHUE0 2054-07-01 6 N/A 2055238.00 2088462.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT S6XOOCT0IEG5ABCC6L87 313625FB6 2026-11-01 4.194 N/A 30000000.00 959.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AW6R5 2055-01-01 6 N/A 1874042.00 1604601.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUJ49 2054-09-01 5.5 N/A 1076739.00 1068061.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBYM2 2054-05-01 6.5 N/A 1979127.00 1844010.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQHH2 2053-04-01 4 N/A 179000.00 145543.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTF61 2054-09-01 5.5 N/A 1019035.00 1015607.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPMK2 2047-04-01 3.5 N/A 8000000.00 6479038.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKZ65 2054-08-01 7 N/A 1177568.00 563809.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWUW1 2053-02-01 5.5 N/A 1469100.00 1265231.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUKG7 2054-11-01 5.5 N/A 1095029.00 1010537.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CAX4 2026-12-20 4.75 N/A 67788747.00 23200.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374GYF3 2032-03-16 4.69315 N/A 20556114.00 128023.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AUB69 2055-01-01 6.5 N/A 1176875.00 1219296.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXAY6 2054-09-01 5.5 N/A 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HOME LOAN MOR N/A 3137HKGX6 2055-03-25 5.67197 N/A 12781454.00 12187072.36 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XEA38 2051-12-01 2 N/A 327979.00 203579.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGB32 2052-03-01 3 N/A 1600000.00 1101857.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QK5B0 2051-06-01 2.5 N/A 25534734.00 15596208.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVN26 2054-10-01 6 N/A 46691511.00 43124077.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTMC7 2054-12-01 5 N/A 992345.00 950562.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEZ24 2053-04-01 5.5 N/A 2021240.00 1672751.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJD67 2051-12-01 2.5 N/A 64000.00 46205.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJV91 2052-06-01 3.5 N/A 53000.00 38647.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGVQ7 2051-01-01 2 N/A 70529353.00 38552785.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BTK44 2054-12-25 5.74197 N/A 1221000.00 1100257.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426BA71 2055-02-01 6 N/A 3722536.00 3771465.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELW8 2052-12-01 4.5 N/A 2340670.00 1904821.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KYYM0 2051-02-01 2 N/A 927256.00 555414.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKPZ7 2053-02-01 5.5 N/A 1950000.00 1532577.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF4S5 2050-12-01 2 N/A 70271998.00 37945840.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GT6P6 2055-03-01 5.5 N/A 47510272.00 47145108.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR B1V7KEBTPIMZEU4LTD58 3133KNBE2 2051-11-01 2.5 N/A 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3140XMV45 2052-06-01 2.5 N/A 3248529.00 2438755.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9DD9 2054-03-01 6 N/A 1322461.00 1331691.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6WA5 2035-05-01 3.5 N/A 25000.00 3306.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJYH0 2053-01-01 6 N/A 200000.00 151699.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410RRY7 2036-08-01 6.5 N/A 350000.00 891.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELV0 2052-12-01 4 N/A 17000.00 13791.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHGB7 2037-06-01 3 N/A 300000.00 183830.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K9X53 2050-02-01 3 N/A 100000.00 33886.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6K90 2045-04-01 5.5 N/A 2655730.00 2671548.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNC34 2052-02-01 2 N/A 570000.00 380319.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPVF5 2052-04-01 3 N/A 48414.00 35690.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D5D0 2036-10-01 2.5 N/A 1222112.00 664819.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRG4 2052-07-01 4 N/A 3725000.00 2895089.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6R2 2050-03-01 4.5 N/A 100000.00 33543.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPTU3 2037-02-01 2 N/A 819195.00 643213.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JG6Z3 2048-11-01 4 N/A 1261397.00 721458.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECR9 2052-04-01 3 N/A 1270000.00 882171.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9W64 2046-06-01 2.5 N/A 130000.00 41894.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MF4D6 2042-12-01 3.5 N/A 2743591.00 347240.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AM3X7 2040-01-01 3.5 N/A 1538891.00 1445135.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCAE8 2051-07-01 3 N/A 234000.00 137829.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8HV6 2040-04-01 5.5 N/A 360000.00 364051.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KDLF5 2050-06-01 4.5 N/A 3320100.00 809374.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N26Y2 2052-10-01 4.5 N/A 443734.00 351574.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5QX8 2040-04-01 5 N/A 566118.00 565830.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3NE8 2055-02-01 5.5 N/A 7014266.00 6918507.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPR7 2050-05-01 4.5 N/A 3300000.00 610934.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFRS0 2050-11-01 1.5 N/A 150000.00 78219.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD6W6 2054-09-01 5.5 N/A 1300723.00 1279972.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERTL4 2031-12-01 3 N/A 9000.00 1193.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCLY2 2051-08-01 2.5 N/A 51097.00 32541.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0QP3 2040-01-01 4.5 N/A 36956671.00 35072125.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7CA5 2049-03-01 4 N/A 653000.00 101314.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKSG6 2053-03-01 5 N/A 1523000.00 1256603.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL4B1 2038-07-01 5 N/A 3500000.00 2444325.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XG4Q9 2037-04-01 2.5 N/A 300000.00 172929.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XY5R1 2029-07-01 3.5 N/A 6851421.00 119850.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXPH2 2036-09-01 2 N/A 1765985.00 1049772.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMZ95 2055-03-01 6.5 N/A 1000462.00 1038372.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSFV8 2053-06-01 5.5 N/A 41050000.00 35309758.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANHD4 2054-08-01 6.5 N/A 2389108.00 1992265.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B02R8 2055-02-01 6 N/A 499950.00 506239.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJNH2 2052-02-01 2.5 N/A 1540000.00 1064397.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AM6S5 2055-03-01 6 N/A 2292607.00 2346861.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNCM2 2052-02-01 2.5 N/A 1600000.00 1026928.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MDR0 2039-08-01 6.5 N/A 2003334.00 10261.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JSEH8 2051-04-01 2.5 N/A 1039762.00 686495.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLF2 2055-05-01 3.5 N/A 1987475.00 1762038.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCT77 2055-05-01 5 N/A 1019620.00 991741.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KAL87 2050-03-01 2.5 N/A 6345000.00 1468287.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLC43 2047-07-01 4.5 N/A 9000.00 1146.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSLZ2 2053-06-01 5.5 N/A 50051592.00 42180071.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJ7H2 2052-04-01 3.5 N/A 100000.00 58466.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A3L0 2043-11-01 3 N/A 1661478.00 154549.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFFF1 2050-10-01 2.5 N/A 646988.00 343355.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJUJ5 2047-01-01 3.5 N/A 15000.00 3424.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XZSU6 2045-04-01 2.5 N/A 825837.00 247502.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMZE0 2053-06-01 5.5 N/A 2051550.00 1981799.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPYK7 2052-08-01 4.5 N/A 1525509.00 1201115.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXLR6 2054-12-01 6 N/A 1293015.00 1307776.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQQ34 2054-06-01 6.5 N/A 30386010.00 28074842.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS7L9 2053-07-01 6 N/A 593278.00 523152.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EED8 2042-06-01 2.5 N/A 500000.00 344066.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DV74 2051-01-01 2 N/A 95427.00 51824.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPPS0 2052-07-01 4.5 N/A 144450.00 114724.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHSM0 2052-07-01 4 N/A 200000.00 141137.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCTQ1 2051-09-01 2.5 N/A 9906728.00 6532576.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMP59 2052-10-01 4 N/A 565000.00 447786.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH7F8 2050-10-01 2.5 N/A 165000.00 108308.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EWV8 2038-08-01 3.5 N/A 3931770.00 2926500.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HJL25 2032-11-01 2.5 N/A 1092409.00 213714.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B14S2 2055-01-01 5 N/A 3241644.00 3134535.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BGU4 2044-07-01 4 N/A 350000.00 68381.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFTD3 2052-02-01 2.5 N/A 350432.00 235260.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ50 2052-10-01 4 N/A 326525.00 255346.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQA93 2054-12-01 5.5 N/A 1105000.00 719764.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVM68 2054-10-01 6 N/A 27921188.00 26329580.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCU42 2055-05-01 5.5 N/A 1198049.00 1192592.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QG5L7 2051-02-01 2.5 N/A 483473.00 260466.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE3A5 2054-06-01 6 N/A 26074370.00 23537314.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXF72 2057-06-01 3 N/A 283344.00 98659.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU99 2053-08-01 5.5 N/A 6317476.00 5313978.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6XA8 2055-05-01 6 N/A 4435476.00 4536689.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KP7D9 2051-02-01 2 N/A 2300000.00 1329384.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFE7 2034-09-01 2.5 N/A 74334.00 10099.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJPY3 2052-10-01 4.5 N/A 1366000.00 1028273.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAEK0 2049-01-01 5 N/A 300000.00 51859.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMKL4 2054-08-01 5.5 N/A 14412000.00 13843580.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JNDR8 2049-01-01 4 N/A 315093.00 35592.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5H4 2051-04-01 3 N/A 56150319.00 47132087.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRCW1 2053-01-01 6 N/A 70000.00 60865.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N47L5 2052-10-01 4.5 N/A 912538.00 761023.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KUCN0 2036-11-01 2 N/A 12366441.00 6997500.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KDR28 2050-06-01 3.5 N/A 1110989.00 605322.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A34D2 2053-10-01 5.5 N/A 459020.00 351439.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJUG1 2042-02-01 4 N/A 100000.00 13695.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B72D4 2055-05-01 5.5 N/A 10179768.00 10113075.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FHAE7 2046-11-01 3 N/A 1295095.00 247703.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPD4 2053-05-01 2.5 N/A 864600.00 629620.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMYM7 2054-12-01 5.5 N/A 1127454.00 1127750.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YDV6 2029-07-01 4.5 N/A 4400000.00 46102.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQNX9 2052-10-01 5.5 N/A 485000.00 381186.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFUG4 2052-02-01 2.5 N/A 16136593.00 10284838.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NJ63 2027-09-01 6 N/A 3136193.00 8970.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS4E8 2053-09-01 6 N/A 150000.00 131139.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BT71 2030-08-01 2.5 N/A 25000.00 1415.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EK7L3 2039-07-01 6 N/A 225000.00 17538.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0FV2 2054-04-01 5.5 N/A 5132735.00 4973126.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKV1 2052-11-01 5.5 N/A 5000.00 3962.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHHV2 2052-04-01 2.5 N/A 100000.00 65603.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPBP8 2028-11-01 4 N/A 159000.00 1195.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU4J2 2039-07-01 5.5 N/A 4408472.00 4257525.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGXT9 2036-02-01 2 N/A 275000.00 138511.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCXY9 2051-09-01 2.5 N/A 700000.00 412754.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCES9 2044-12-01 4.5 N/A 2257924.00 1959128.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBSR2 2051-06-01 2.5 N/A 100000.00 52619.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NYX7 2028-08-01 6 N/A 2000000.00 9970.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMB0 2055-05-01 7.5 N/A 158993.00 169113.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCPF9 2036-09-01 2 N/A 119845.00 67702.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPD89 2038-11-01 3 N/A 38320189.00 30362680.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPWD5 2037-07-01 3.5 N/A 22000.00 15052.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFLN9 2052-01-01 3 N/A 1472000.00 945253.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HFG94 2048-04-01 5 N/A 154953.00 13243.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7K2 2036-12-01 2 N/A 1040722.00 630671.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUY34 2054-07-01 5 N/A 36939018.00 35255822.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7Q40 2032-05-01 3.5 N/A 6000.00 678.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EWZ9 2053-10-01 4.5 N/A 1087418.00 952024.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3Q2 2053-09-01 5.5 N/A 1513000.00 1361919.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJB31 2046-10-01 4.5 N/A 80000.00 11374.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0MB2 2053-11-01 5.5 N/A 28942.00 24557.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FK48 2040-04-01 6.5 N/A 3714551.00 3829938.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4SH4 2055-03-01 6.5 N/A 1855059.00 1939814.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGPX1 2052-04-01 2.5 N/A 2000000.00 1288746.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQH97 2035-07-01 2 N/A 2609700.00 1428684.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJFM5 2039-11-01 4.5 N/A 2702456.00 2594978.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMRV8 2051-12-01 2.5 N/A 440224.00 305454.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407UM46 2035-09-01 4.5 N/A 4025844.00 22481.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHHC9 2039-10-01 4 N/A 2038949.00 1890295.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXLN0 2059-01-01 3 N/A 85000.00 30677.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3PB2 2040-02-01 5 N/A 1068691.00 1029417.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AB7F6 2039-04-01 6 N/A 510121.00 444099.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6XC4 2055-05-01 5.5 N/A 2023038.00 2009784.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQB80 2053-08-01 5.5 N/A 1017136.00 875070.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLUT1 2036-06-01 3.5 N/A 635713.00 387446.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 254900HROIFWPRGM1V77 31419JSV1 2040-11-01 4.5 N/A 41997.00 1509.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B85X5 2055-05-01 5.5 N/A 1146000.00 1137819.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5EA3 2029-12-01 2.5 N/A 750000.00 61424.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT6R5 2039-02-01 6.5 N/A 2084925.00 1636047.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDCY0 2051-10-01 2.5 N/A 30000.00 19246.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YYV3 2031-05-01 4 N/A 9708659.00 397406.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQUZ3 2039-09-01 6 N/A 1001286.00 841514.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHS42 2052-03-01 2.5 N/A 46054.00 29419.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4VE7 2055-02-01 6 N/A 4805914.00 4714385.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CG57 2047-02-01 3 N/A 5653183.00 2127994.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUSA2 2054-12-01 5 N/A 2027420.00 1802214.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMVS0 2051-12-01 3 N/A 280000.00 182184.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419BBT1 2041-02-01 4 N/A 219000.00 11139.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6BK5 2040-02-01 5 N/A 7334547.00 7274684.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388NNV4 2031-09-01 6.5 N/A 1072907.00 43495.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLZ4 2052-10-01 4.5 N/A 31500.00 24530.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LPNN8 2036-07-01 2 N/A 345000.00 170435.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGUA5 2052-03-01 3 N/A 525053.00 367417.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDXK7 2051-08-01 4 N/A 3000.00 1377.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVV2 2037-02-01 2.5 N/A 890042.00 594216.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLDC9 2053-05-01 6 N/A 302000.00 236560.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9F61 2055-04-01 6.5 N/A 22428860.00 23116384.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9NA3 2055-05-01 5.5 N/A 19945294.00 19829642.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVW59 2054-12-01 5.5 N/A 22279319.00 21293981.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKW6 2040-05-01 3.5 N/A 6770943.00 6455025.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9PD9 2048-08-01 5 N/A 230000.00 24595.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECD0 2037-03-01 2 N/A 10653490.00 6678509.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YYBT5 2054-02-01 5 N/A 2652278.00 2532799.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6GX7 2040-03-01 6.5 N/A 1365305.00 1411177.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9G60 2055-04-01 6.5 N/A 1098850.00 1159028.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FE86 2039-12-01 5 N/A 7720927.00 7125054.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEG8 2039-11-01 4.5 N/A 508463.00 458982.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCW93 2050-02-01 4 N/A 107950153.00 31137101.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMYK1 2044-04-01 4.5 N/A 40000.00 2952.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGJ5 2051-11-01 3.5 N/A 97594.00 27255.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJF73 2051-07-01 3.5 N/A 33000.00 22592.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWWF2 2040-01-01 5 N/A 1151354.00 1125874.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEUJ3 2055-04-01 5.5 N/A 2529794.00 2453245.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVCQ5 2039-08-01 4.5 N/A 2380309.00 2084794.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YUM7 2030-12-01 4 N/A 1200000.00 33346.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6VY8 2040-04-01 6 N/A 1554057.00 1588592.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBUN9 2038-03-01 5 N/A 733469.00 497847.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF7F2 2052-02-01 3 N/A 75000.00 50708.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSZW0 2052-01-01 2 N/A 58915728.00 37816869.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACZN6 2054-06-01 5.5 N/A 1663950.00 1646343.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQWC5 2052-11-01 6 N/A 5290000.00 4043739.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3J8 2053-09-01 5 N/A 700000.00 636922.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUTN6 2054-06-01 4.5 N/A 23000.00 20454.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M8M48 2051-12-01 2.5 N/A 500000.00 330025.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCRY7 2053-02-01 6.5 N/A 200000.00 132358.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDY3 2052-04-01 4 N/A 30000.00 20131.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLA57 2053-04-01 5.5 N/A 1310000.00 1043705.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGX9 2055-02-01 5 N/A 694537.00 665120.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQC65 2052-02-01 2.5 N/A 1395517.00 1021613.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBMS2 2050-12-01 4 N/A 2740027.00 610891.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A5B50 2031-02-01 4 N/A 2010000.00 79987.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAU1 2054-07-01 4.5 N/A 1051912.00 945345.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHB5 2053-08-01 5 N/A 9000.00 7728.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHP58 2036-03-01 2.5 N/A 11011000.00 6067901.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FHV2 2055-03-01 4 N/A 28518410.00 25723457.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDQS8 2051-11-01 3 N/A 2300000.00 1382270.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQT93 2054-09-01 6.5 N/A 4433665.00 4080203.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5MC4 2033-12-01 4 N/A 350123.00 5231.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACQP1 2054-06-01 6 N/A 10069245.00 9519192.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUV2 2050-10-01 4.5 N/A 83000.00 20909.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKUU2 2052-01-01 2.5 N/A 50000.00 36497.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYX4 2051-05-01 2 N/A 283469072.00 166859130.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LTGT5 2051-09-01 2.5 N/A 403167.00 262111.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQD77 2052-09-01 5 N/A 5000000.00 4278642.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386JCP0 2030-12-01 7.5 N/A 20000000.00 25192.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1D46 2053-09-01 5.5 N/A 1470.00 1387.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSAY7 2053-05-01 5.5 N/A 1340000.00 1150953.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EL57 2052-11-01 6 N/A 300000.00 225628.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMQP9 2054-08-01 5.5 N/A 541574.00 533966.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DYG2 2042-11-01 3 N/A 10000000.00 1859737.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET42 2053-07-01 4.5 N/A 1426475.00 1207604.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENCQ0 2044-06-01 4 N/A 7400000.00 1152707.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KMD3 2038-06-01 6 N/A 2250000.00 121356.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT3K3 2054-02-01 6 N/A 225000.00 209064.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAZK3 2052-05-01 3.5 N/A 1847000.00 1334731.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5T8 2052-11-01 6 N/A 28347629.00 27138482.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSE56 2053-06-01 4 N/A 2000.00 1658.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLXV5 2042-08-01 2 N/A 3000000.00 2137374.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATZ82 2055-05-01 6.5 N/A 11695639.00 12091678.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH6X0 2052-08-01 4 N/A 1169000.00 866803.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AAYW5 2041-03-01 4 N/A 75000.00 3443.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFNJ6 2052-01-01 2.5 N/A 858556.00 589888.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJ81 2035-03-01 4.5 N/A 1411975.00 1338241.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLH92 2037-06-01 2.5 N/A 1434442.00 1031618.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW63 2038-10-01 5 N/A 3000.00 2196.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXXS1 2039-12-01 6 N/A 1129700.00 1142944.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGKU2 2052-04-01 3.5 N/A 119932.00 84730.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q95N9 2048-11-01 5 N/A 2562950.00 292369.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ3R1 2054-10-01 5 N/A 700000.00 663502.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUK21 2039-04-01 6 N/A 3522247.00 3024623.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1XE8 2050-07-01 3 N/A 33231065.00 28881539.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJS53 2050-08-01 3.5 N/A 750000.00 526881.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D5B4 2036-10-01 1.5 N/A 12318343.00 7436526.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KYYH1 2036-01-01 2 N/A 1895000.00 1025413.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBSP4 2049-08-01 4 N/A 1549000.00 309592.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F0GY4 2046-10-01 3 N/A 45000.00 10637.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9HZ9 2048-07-01 4.5 N/A 400000.00 73026.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LNPB7 2051-06-01 2.5 N/A 1386000.00 790036.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJ99 2035-04-01 5 N/A 258850.00 251142.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANL80 2054-08-01 6 N/A 1574819.00 1588839.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A3KB2 2025-12-01 3.5 N/A 3976458.00 21367.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LVU3 2037-12-01 3.5 N/A 400000.00 115233.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B84J7 2055-05-01 5.5 N/A 1375348.00 1368377.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B1H90 2055-02-01 5.5 N/A 1195202.00 1199810.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1XG3 2055-04-01 5.5 N/A 45688812.00 45389484.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGR0 2054-04-01 7.5 N/A 57168779.00 47984624.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417LS97 2047-06-01 5 N/A 1963931.00 112764.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2Y99 2055-02-01 5 N/A 645983.00 625820.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418P3X1 2036-12-01 6 N/A 2940859.00 172409.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPSU2 2052-07-01 4.5 N/A 460059.00 367384.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFM4 2052-06-01 3.5 N/A 200000.00 150241.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHBC0 2052-05-01 4 N/A 1750000.00 1324820.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RAQ2 2032-12-01 6.5 N/A 350000.00 3317.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7XL4 2027-03-01 5 N/A 25058883.00 10804.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJYX5 2052-09-01 4.5 N/A 82000.00 67075.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPD8 2050-05-01 2.5 N/A 150000.00 45664.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFQ0 2057-02-01 3 N/A 5408767.00 1765107.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416KEG9 2039-01-01 5.5 N/A 33026.00 1029.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCUL0 2051-09-01 2.5 N/A 3830000.00 2347529.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8FH9 2055-04-01 6.5 N/A 9181682.00 9404334.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FHX8 2055-03-01 5 N/A 114532457.00 110043428.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2YB4 2055-02-01 6 N/A 1149050.00 1171140.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU69 2048-03-01 3 N/A 60000.00 9794.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MTKG1 2055-01-01 4 N/A 1021984.00 918221.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0T99 2055-04-01 6 N/A 7955604.00 8127624.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6NB7 2055-04-01 6 N/A 1793247.00 1837205.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJJK0 2052-10-01 5 N/A 1894915.00 1478943.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAR33 2054-04-01 6.5 N/A 23695007.00 20094766.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRRJ8 2037-05-01 2.5 N/A 812311.00 459645.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YRR0 2040-07-01 4.5 N/A 1595288.00 102323.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVZ23 2039-12-01 5 N/A 4935231.00 4817851.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8PB1 2055-05-01 5.5 N/A 2075041.00 2063866.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRFW8 2052-10-01 4.5 N/A 6066447.00 5019156.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNEC4 2053-04-01 5 N/A 160000.00 132565.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9JZ5 2048-06-01 4 N/A 282338.00 74867.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7MH1 2055-03-01 5 N/A 2572361.00 2511075.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HP63 2031-05-01 8 N/A 24631550.00 31136.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CL53 2038-02-01 6.5 N/A 97000.00 1317.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1KY2 2053-08-01 5.5 N/A 508887.00 492838.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8GA5 2047-02-01 3.5 N/A 16000.00 3758.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1EU7 2053-10-01 5.5 N/A 1424.00 1381.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQAL6 2054-11-01 5.5 N/A 1331515.00 1322631.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGNF2 2052-03-01 3 N/A 100000.00 64815.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGKW3 2026-06-01 4.5 N/A 7749000.00 51747.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HMRW6 2048-10-01 4.5 N/A 300000.00 58055.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT5K1 2054-02-01 7.5 N/A 9889366.00 9027636.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FK55 2035-05-01 4.5 N/A 5078890.00 4999141.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFX0 2039-12-01 3.5 N/A 88684920.00 80921713.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QST84 2053-08-01 6 N/A 1540000.00 1362936.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBS68 2051-06-01 2.5 N/A 1156044.00 756323.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLR6 2055-05-01 5.5 N/A 59386315.00 58997248.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FG92 2045-02-01 5.5 N/A 3541067.00 3365733.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MT80 2026-06-01 6 N/A 1004000.00 928.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQMH2 2054-09-01 5.5 N/A 1566198.00 1532719.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSNG6 2052-10-01 5 N/A 158000.00 123025.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NX35 2029-02-01 5 N/A 2327690.00 16834.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGK5 2053-02-01 5.5 N/A 20714615.00 19092279.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXGU5 2054-12-01 5 N/A 3551601.00 3438746.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BAQ9 2034-03-01 4 N/A 2210000.00 231936.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AUF77 2026-09-01 4 N/A 4505472.00 85808.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABSV8 2054-10-01 6.5 N/A 8336922.00 5984279.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCVZ2 2055-06-01 6 N/A 2199940.00 2234191.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUC4 2035-11-01 1.5 N/A 5000000.00 2325813.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8S46 2048-06-01 4 N/A 84144.00 14699.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETCL8 2046-02-01 3.5 N/A 13000.00 2468.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6P2 2031-11-01 2 N/A 2000000.00 924196.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JXTG3 2049-11-01 3.5 N/A 1280000.00 371951.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQL67 2027-01-01 4.5 N/A 1500000.00 5029.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHFU6 2052-03-01 2.5 N/A 41775300.00 29359961.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFPJ4 2052-01-01 2.5 N/A 4650000.00 2936284.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRPQ2 2054-10-01 4.5 N/A 1600000.00 1469662.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BKY1 2034-12-01 3.5 N/A 1400000.00 140486.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MLRY8 2053-04-01 4.5 N/A 494909.00 453345.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7UC7 2047-12-01 5 N/A 190000.00 41650.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MTKH9 2055-01-01 4.5 N/A 15175273.00 14108382.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHXZ5 2029-09-01 6 N/A 676838.00 71814.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XTBN0 2050-10-25 3.5 N/A 220000.00 175497.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL6Z6 2052-05-01 2.5 N/A 2372880.00 1761947.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJF8 2052-09-01 5 N/A 486000.00 373928.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRDB6 2053-01-01 6.5 N/A 2300000.00 1721658.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X83J4 2050-12-01 1.5 N/A 250000.00 139512.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSZD2 2052-01-01 2 N/A 195000.00 126144.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD6D8 2054-08-01 5.5 N/A 461570.00 445366.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0ZH1 2040-03-01 6 N/A 23520582.00 22317080.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBR67 2049-09-01 3 N/A 2642514.00 954845.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWDA4 2055-04-01 6 N/A 1091262.00 1106852.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUB4 2043-04-01 7 N/A 1295273.00 631249.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGBJ2 2045-12-01 3.5 N/A 300000.00 57608.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGY37 2052-04-01 2.5 N/A 5387807.00 3781326.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ECK5 2042-12-01 3 N/A 17000.00 3128.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BN51 2035-03-01 4 N/A 54000.00 6744.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WGU8 2031-04-01 6.5 N/A 4314646.00 2514.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0ZR2 2055-02-01 6 N/A 1363092.00 1386671.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9PM5 2055-05-01 5.5 N/A 1758631.00 1749506.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJZ1 2045-04-01 5.5 N/A 475000.00 473090.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXE73 2046-08-01 4 N/A 195000.00 38037.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBCA6 2051-05-01 3 N/A 245000.00 97605.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6X55 2050-05-01 3 N/A 200000.00 92950.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 121998000.00 108827608.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMH31 2051-11-01 2.5 N/A 35050.00 24030.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAS9 2037-01-01 2 N/A 189924.00 115581.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLVT2 2051-10-01 2.5 N/A 1184014.00 849430.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMBZ6 2051-10-01 2 N/A 650000.00 394790.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBWT3 2036-07-01 2 N/A 1161260.00 689626.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF4A6 2037-02-01 2.5 N/A 1664125.00 1036303.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMZZ7 2055-02-01 6 N/A 1156125.00 1185348.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXEC2 2056-08-01 3.5 N/A 2560000.00 780826.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRER2 2052-01-01 2.5 N/A 8117000.00 6255845.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YYB99 2054-02-01 6 N/A 3774991.00 2494242.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBSJ8 2049-06-01 5 N/A 1978238.00 289310.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RA94 2038-03-01 5 N/A 5580249.00 54484.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVW49 2055-01-01 6 N/A 2681548.00 2698810.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHPA9 2052-07-01 4 N/A 11000000.00 7992011.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418V2W1 2040-07-01 4.5 N/A 3927863.00 64758.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0SG5 2026-12-01 3.5 N/A 3101279.00 35021.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ES43 2053-06-01 5 N/A 67165525.00 57009313.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPK7 2052-11-01 4.5 N/A 18491228.00 15931938.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAJY9 2036-01-01 2 N/A 49000.00 27161.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPAK3 2052-05-01 3.5 N/A 9902346.00 7252350.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKM70 2051-05-01 2 N/A 2000850.00 1302075.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEC7 2054-11-01 5 N/A 66000.00 61923.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4TK3 2052-10-01 5.5 N/A 200000.00 158024.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7WZ2 2055-04-01 5 N/A 1235654.00 1201506.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413DQQ3 2037-08-01 6.5 N/A 598437.00 1954.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKHM5 2052-11-01 4.5 N/A 20000.00 16647.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGKS5 2051-01-01 3 N/A 6355000.00 3588381.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVL8 2052-07-01 3.5 N/A 189000.00 139031.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YMNZ8 2045-04-01 2.5 N/A 1541785.00 434148.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NNZ32 2053-07-01 5.5 N/A 2971666.00 2484385.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZN7 2052-01-01 2.5 N/A 105000.00 68878.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLX3 2045-05-01 5.5 N/A 20000000.00 20206751.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGPU7 2051-11-01 2 N/A 2210787.00 1381522.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419GCH5 2040-10-01 4.5 N/A 90000.00 3436.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1UQ8 2053-10-01 6.5 N/A 42283.00 25019.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVS93 2054-12-01 5.5 N/A 3100692.00 3035388.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQX59 2052-11-01 6 N/A 1000000.00 860794.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUXR2 2039-06-01 6.5 N/A 2066810.00 1845660.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF4U2 2052-02-01 2.5 N/A 8247024.00 5753138.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W13B7 2051-08-01 4 N/A 20040057.00 18728099.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9CG3 2043-08-01 4 N/A 100000.00 15086.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B83Q2 2055-05-01 6.5 N/A 9192991.00 9242961.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGXB5 2054-06-01 5.5 N/A 1525893.00 1348816.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHG66 2051-02-01 2 N/A 3900000.00 2257251.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEL2 2034-08-01 3 N/A 117000.00 12127.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7MF3 2050-03-01 5 N/A 2200000.00 391189.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AA4B0 2054-04-01 6 N/A 2202618.00 2206596.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQ78 2053-04-01 4.5 N/A 3000.00 2490.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSXT3 2053-06-01 5.5 N/A 303440.00 256416.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQ94 2053-04-01 5.5 N/A 4286542.00 3456232.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCT28 2055-05-01 5 N/A 2838050.00 2758813.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQVZ2 2054-09-01 5 N/A 3892202.00 3740451.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPYW1 2052-08-01 3.5 N/A 34000.00 24494.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLUA2 2036-08-01 2.5 N/A 26865.00 15556.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B15G7 2055-02-01 5.5 N/A 2421625.00 2395849.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHHV7 2040-01-01 3.5 N/A 2581683.00 2417952.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HDYG3 2035-02-01 3 N/A 1100000.00 255769.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPC8 2053-02-01 5 N/A 3482000.00 2834116.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCR3 2026-10-01 2 N/A 481135.00 15881.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9X71 2048-12-01 5.5 N/A 1870000.00 317812.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FYQ2 2037-03-01 5.5 N/A 830000.00 5750.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5F8 2051-11-01 3 N/A 71114241.00 58708438.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AFCY4 2041-05-01 4.5 N/A 28000.00 1943.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2Z49 2055-02-01 6 N/A 2363468.00 2412574.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXW78 2039-12-01 5.5 N/A 1898663.00 1866245.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DM82 2030-04-01 3 N/A 739499.00 132405.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ4D2 2052-11-01 4.5 N/A 167559.00 133560.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRSE8 2037-05-01 2.5 N/A 7323429.00 5272774.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABSX4 2054-10-01 7 N/A 2272314.00 2062659.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CP99 2047-10-01 3 N/A 26000.00 4099.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMJD4 2054-08-01 7 N/A 100000.00 82704.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANE21 2054-09-01 5 N/A 2411000.00 2079413.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMR26 2042-04-01 2 N/A 1000000.00 653323.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLH41 2051-07-01 3 N/A 12587167.00 7698587.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KDFK1 2050-06-01 4.5 N/A 3201293.00 370161.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKU5 2050-01-01 3.5 N/A 6000.00 833.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB76 2039-05-01 4 N/A 2612021.00 413550.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDR25 2053-03-01 6 N/A 254575.00 213219.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YVG0 2041-07-01 4.5 N/A 28000.00 638.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8VK4 2055-05-01 5.5 N/A 8594170.00 8533225.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHHX3 2040-01-01 4.5 N/A 1132634.00 1092842.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B22B9 2055-02-01 6 N/A 1990015.00 2037742.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KP3U5 2051-01-01 2.5 N/A 7404000.00 4109100.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELX40 2032-04-01 4 N/A 20000000.00 1370386.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJNU3 2052-10-01 4.5 N/A 916392.00 759592.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9NR0 2048-08-01 4.5 N/A 400000.00 72781.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRLY7 2038-02-01 4.5 N/A 1694000.00 1319408.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AX6D4 2055-01-01 5 N/A 4118229.00 3983263.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWT82 2055-02-01 5.5 N/A 1007076.00 992240.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH4Y0 2052-04-01 2.5 N/A 7925000.00 5557897.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUXK7 2039-06-01 6 N/A 3528832.00 3173124.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFAM8 2054-06-01 5.5 N/A 1216227.00 1085096.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHK9 2052-09-01 4.5 N/A 9740166.00 7604516.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A64A1 2054-03-01 6 N/A 1795624.00 1801643.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9JZ9 2050-04-01 5.5 N/A 1243000.00 316910.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGBM8 2050-12-01 2.5 N/A 563000.00 258492.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJL3 2049-07-01 3.5 N/A 172000.00 20208.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQZB1 2054-09-01 5.5 N/A 9658000.00 8457157.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXLW5 2054-12-01 4.5 N/A 5709218.00 5166369.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHA1 2037-09-01 3 N/A 107629.00 73268.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3WK4 2040-02-01 5.5 N/A 1050050.00 902429.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5E0 2038-12-01 4 N/A 203445.00 25229.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XME44 2052-11-01 4.5 N/A 17000.00 14506.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XG5G0 2052-04-01 2.5 N/A 2289664.00 1616338.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B32J0 2055-03-01 6 N/A 1287553.00 1317319.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHT44 2037-04-01 7 N/A 7369985.00 284846.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BMK9 2029-12-01 3.5 N/A 1952066.00 185609.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMQ90 2051-11-01 3.5 N/A 3528382.00 2651322.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7M89 2050-05-01 3.5 N/A 20000.00 4396.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401HAC6 2033-03-01 7.5 N/A 71487.00 1735.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MZM2 2026-10-01 6 N/A 2300000.00 3306.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7D81 2055-02-01 5.5 N/A 890156.00 850298.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APXV1 2054-09-01 6 N/A 1242210.00 1162995.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED80 2052-06-01 4 N/A 218386.00 163525.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFVY9 2054-06-01 6 N/A 1604512.00 1602864.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8FF5 2048-04-01 4 N/A 84144.00 16334.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YQK6 2030-07-01 4 N/A 6315000.00 107724.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJQM8 2052-10-01 4.5 N/A 50000.00 40489.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKG9 2052-10-01 4.5 N/A 6065136.00 4910563.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFM73 2052-01-01 2.5 N/A 6934714.00 4900597.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNC36 2038-11-01 5.5 N/A 41793680.00 32255634.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AU5B5 2054-12-01 5 N/A 1107297.00 778450.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3J1 2048-10-01 4 N/A 500000.00 24025.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJSN9 2054-07-01 6.5 N/A 6295628.00 6097871.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZF4 2038-08-01 4 N/A 529954.00 56560.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4ZL3 2034-06-01 3.5 N/A 12800000.00 1438170.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHLG0 2052-06-01 3.5 N/A 77500.00 56871.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPE86 2037-05-01 2 N/A 7024524.00 4541469.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5Q42 2040-05-01 6 N/A 1060333.00 1097678.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBZF8 2048-03-01 3 N/A 184411.00 43321.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKH37 2027-03-01 5 N/A 971822.00 31313.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHED5 2052-02-01 2.5 N/A 4000.00 2482.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ6M0 2052-09-01 4.5 N/A 263100.00 203016.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBBA7 2028-01-01 7 N/A 1040621.00 177162.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUZ22 2039-11-01 4 N/A 349000.00 330731.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDRB4 2051-11-01 2.5 N/A 526388.00 367651.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B26F6 2055-04-01 6 N/A 1084397.00 1113222.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9FR6 2054-03-01 6 N/A 2389610.00 2255572.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNRP1 2053-06-01 4 N/A 280488.00 243004.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B15L6 2055-02-01 5.5 N/A 1596968.00 1585878.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7JF9 2055-03-01 5 N/A 5446175.00 5286751.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPU64 2038-02-01 2.5 N/A 11613282.00 9427358.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSAW4 2053-07-01 6.5 N/A 100000.00 81079.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXG89 2057-09-01 4.5 N/A 500000.00 147874.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMZL8 2055-02-01 6 N/A 1074726.00 1095820.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XB3X6 2031-04-01 5.5 N/A 75444.00 4415.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJYZ5 2032-08-01 3.5 N/A 1922756.00 139958.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCPY8 2036-08-01 2 N/A 50000.00 27953.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2TC8 2055-03-01 6 N/A 2434062.00 2492615.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATDW3 2054-11-01 5.5 N/A 2859835.00 2837822.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402M4S6 2033-08-01 4.5 N/A 1225000.00 10734.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEX1 2054-12-01 3.5 N/A 241375.00 208876.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN3C4 2052-05-01 3 N/A 13734952.00 9687175.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WPHJ6 2043-04-01 3.5 N/A 56663.00 7822.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4XF8 2034-09-01 3.5 N/A 5860565.00 1369869.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9Y25 2051-02-01 2.5 N/A 12000000.00 6879973.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHGD3 2052-02-01 2.5 N/A 5785311.00 4091986.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F1KG6 2046-09-01 3 N/A 44500.00 6456.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HQX9 2029-07-01 6.5 N/A 1673570.00 1463.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LSKW5 2040-03-01 5 N/A 2382796.00 2073489.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEQF9 2030-05-01 3 N/A 30000.00 2615.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AA6Z5 2054-04-01 5.5 N/A 551545.00 493290.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHKA9 2026-09-01 4 N/A 650000.00 4754.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJTF0 2052-11-01 5 N/A 300000.00 208390.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLHL3 2051-07-01 2.5 N/A 2054141.00 1410478.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPZ36 2054-05-01 5.5 N/A 1452000.00 1307476.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRKF9 2053-02-01 5.5 N/A 5542000.00 4360456.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5PQ4 2055-04-01 5.5 N/A 3999600.00 3968153.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XBBW3 2043-11-01 4 N/A 750000.00 115622.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV6P4 2040-01-01 5 N/A 4597022.00 4306365.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BAJM9 2055-05-01 5.5 N/A 4548338.00 4518539.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFCD1 2051-09-01 4.5 N/A 200000.00 113045.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAU4 2037-01-01 3 N/A 991108.00 520847.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B46W5 2055-04-01 6 N/A 1097109.00 1135888.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391HTS3 2032-10-01 7.5 N/A 1766000.00 19847.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV6D1 2040-01-01 4.5 N/A 1181415.00 1147521.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FL47 2040-05-01 5.5 N/A 1000000.00 1018291.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNL26 2052-03-01 2.5 N/A 5000.00 3280.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTJD2 2053-11-01 5 N/A 15000.00 13158.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W12U6 2050-02-01 3 N/A 20878582.00 18553974.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHBG6 2046-05-01 3 N/A 75328.00 8287.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZX3 2051-06-01 3 N/A 26000.00 13179.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AMB1 2042-11-01 4 N/A 400000.00 44986.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCA0 2046-09-01 2.5 N/A 35828.00 6716.24 Agency 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLV1 2032-02-01 7 N/A 10000.00 16.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMH4 2035-04-01 3.5 N/A 2000.00 660.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY64 2028-01-20 6 N/A 165619.00 111.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJUN8 2044-05-01 4 N/A 1000.00 59.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UE22 2031-12-15 6 N/A 67000.00 263.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB92 2049-05-01 3.5 N/A 2000.00 149.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GSTW9 2042-04-01 3.5 N/A 1006.00 89.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6H9 2034-06-20 7 N/A 25000.00 76.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204RDH8 2026-10-15 8 N/A 35000.00 4.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QVT5 2034-12-01 6.5 N/A 10000.00 102.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANDY6 2041-08-01 4 N/A 3000.00 124.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414NHM9 2039-02-01 4.5 N/A 2000.00 21.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BNS3 2031-06-20 6 N/A 30000.00 63.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DCX4 2031-10-15 6.5 N/A 33000.00 58.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J3B8 2031-04-01 6.5 N/A 5000.00 3.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290YF86 2033-10-15 6 N/A 25000.00 31.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414TL33 2038-07-01 5.5 N/A 5000.00 12.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGQ8 2030-04-20 7 N/A 170526.00 36.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UHA2 2031-02-15 7.5 N/A 116000.00 172.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC31 2035-03-20 5 N/A 203300.00 3625.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EK81 2036-11-20 5.5 N/A 18000.00 198.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9U62 2033-07-01 3.5 N/A 9000.00 825.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200TQM3 2033-08-15 5 N/A 35000.00 1788.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NP66 2038-01-01 6.5 N/A 15000.00 55.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RS0 2041-12-01 4.5 N/A 3000.00 129.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QK58 2046-05-01 6.82 N/A 50000.00 16568.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK80 2032-08-01 6.5 N/A 69096.00 86.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERU5 2038-03-20 6 N/A 15000.00 183.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KE5E9 2036-09-01 6 N/A 100000.00 347.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEEZ5 2049-05-01 4 N/A 7000.00 586.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411AMA0 2036-11-01 6 N/A 25000.00 79.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7WL5 2033-01-01 3.5 N/A 1000.00 167.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4R1 2028-08-20 7.5 N/A 132000.00 52.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KDN8 2031-09-01 7.5 N/A 6000.00 4.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A9MW1 2041-03-01 4 N/A 3000.00 378.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297VY69 2035-11-01 5 N/A 12000.00 59.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412APN8 2038-05-01 6.5 N/A 51000.00 655.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MJW3 2032-07-15 7 N/A 49000.00 253.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RAA0 2032-05-15 6 N/A 45299.00 145.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FE4 2030-11-01 3.5 N/A 1000.00 75.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUB8 2048-01-01 4 N/A 4000.00 489.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3Z6 2049-10-01 3 N/A 23000.00 3434.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHW4 2030-07-20 7.5 N/A 365000.00 56.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R4H9 2046-03-20 5 N/A 26600.00 2442.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDE6 2035-04-20 5 N/A 207000.00 2899.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XGQ4 2036-09-15 6 N/A 45000.00 437.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELM9 2036-12-20 6.5 N/A 37500.00 527.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XSM3 2028-10-15 6 N/A 37000.00 91.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6E6 2034-06-20 5.5 N/A 127000.00 1964.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294TLB9 2036-10-15 6 N/A 25000.00 225.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205K6N7 2027-02-15 7 N/A 25020.00 5.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CKC7 2031-12-15 6.5 N/A 50000.00 130.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2Z5 2028-05-20 7.5 N/A 175000.00 128.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSH6 2050-09-01 2 N/A 5000.00 2403.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371M6N2 2037-01-01 6 N/A 107000.00 294.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYJ4 2033-07-20 4.5 N/A 74500.00 759.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVH9 2038-08-20 6 N/A 261000.00 384.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BY85 2033-03-15 6 N/A 106500.00 693.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YXZ1 2038-04-15 5 N/A 14000.00 144.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WRK0 2040-08-01 4.5 N/A 5000.00 121.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FJJ3 2032-12-15 5 N/A 40044.00 737.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BJV1 2028-12-15 7 N/A 45000.00 57.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAN9 2034-09-20 7 N/A 160000.00 819.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXL9 2045-12-01 4 N/A 7000.00 713.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RRB1 2039-06-01 4.5 N/A 14000.00 173.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLX9 2025-12-20 8.5 N/A 40000.00 2.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFP9 2035-10-20 5.5 N/A 210085.00 3901.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PSUZ8 2025-10-01 3.5 N/A 2000.00 2.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQK51 2035-05-15 3.5 N/A 32500.00 687.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTR2 2032-07-20 6 N/A 440600.00 1497.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AU7D3 2041-10-01 4 N/A 8000.00 310.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVP1 2038-08-20 6 N/A 92291.00 850.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CEF7 2046-12-01 3 N/A 1000.00 187.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJUZ1 2044-08-01 3.5 N/A 2021.00 158.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JMT2 2025-11-01 3.5 N/A 5000.00 5.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4QV1 2049-08-01 3.5 N/A 8000.00 702.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCY6 2049-06-01 3.5 N/A 5500.00 480.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ULW8 2034-03-15 5.5 N/A 77000.00 591.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211QXE6 2029-12-15 7.5 N/A 75000.00 83.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A6CS4 2039-07-15 4 N/A 10000.00 405.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUA0 2048-02-01 3.5 N/A 2000.00 259.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VL32 2050-05-20 3 N/A 10000.00 1736.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406B6P0 2034-11-01 5.5 N/A 30000.00 230.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDN8 2029-09-20 7 N/A 520500.00 481.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TB36 2032-04-15 6 N/A 45507.00 194.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403V3D9 2034-02-01 5.5 N/A 6000.00 8.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211C2U5 2029-07-15 7 N/A 65000.00 29.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVF7 2027-04-20 8 N/A 297000.00 88.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQA2 2031-10-20 6 N/A 811666.00 2342.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298FUS9 2029-02-01 5 N/A 13000.00 111.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ECTY9 2027-03-01 2.5 N/A 1000.00 17.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMU4 2026-02-20 8 N/A 255000.00 14.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVH8 2029-09-01 7 N/A 25000.00 14.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390KRR1 2032-06-01 7.5 N/A 1074.00 2.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WP34 2031-11-15 6.5 N/A 50000.00 289.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMQ9 2037-03-20 6.5 N/A 25000.00 409.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NN29 2035-05-15 5 N/A 25000.00 236.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291S6N5 2034-11-15 5 N/A 98000.00 2183.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS44 2032-05-20 6.5 N/A 93077.00 231.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385W2S7 2033-03-01 6 N/A 65000.00 176.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKU5 2050-01-01 3.5 N/A 4000.00 555.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPW4 2040-08-01 5 N/A 2000.00 54.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AZL7 2028-03-15 6.5 N/A 25000.00 17.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KNZ9 2029-04-15 7 N/A 25614.00 23.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6NJ3 2037-01-01 5.5 N/A 10000.00 141.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MC35 2033-03-15 6 N/A 100000.00 181.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FM45 2040-12-20 4 N/A 213729.00 3701.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GZ66 2029-05-01 7 N/A 5000.00 2.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HLK6 2029-05-15 6.5 N/A 50284.00 71.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HE46 2029-02-01 6.5 N/A 2933.00 2.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298ACN1 2030-05-01 6.5 N/A 155000.00 359.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MZD0 2027-11-15 7 N/A 80000.00 23.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295M6H7 2038-01-15 5 N/A 25000.00 25.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXN4 2038-11-20 6 N/A 261000.00 383.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YDU2 2033-11-15 5.5 N/A 72500.00 739.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LLZ8 2028-04-15 7 N/A 25069.00 24.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVE5 2029-07-01 8 N/A 61678.00 59.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AAF0 2054-09-20 5.5 N/A 1000.00 969.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y6A5 2031-12-15 6 N/A 45000.00 176.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBX6 2034-12-20 6.5 N/A 45250.00 534.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7L7 2039-07-20 6.5 N/A 68000.00 3258.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FRY4 2029-01-15 6 N/A 133000.00 280.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MEV8 2042-06-20 3.5 N/A 23000.00 690.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4N0 2028-08-20 6 N/A 438000.00 572.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404UZF0 2034-06-01 5.5 N/A 3454.00 47.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWU4 2048-05-01 4.5 N/A 2000.00 187.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAR3 2049-03-01 4 N/A 1000.00 68.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JXA1 2029-06-15 6.5 N/A 85000.00 138.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KKB2 2033-01-15 5.5 N/A 25000.00 226.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JMM3 2026-09-15 7.5 N/A 25000.00 7.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCX8 2049-06-01 3 N/A 4000.00 396.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMRU9 2029-01-01 3.5 N/A 3000.00 178.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4J4 2029-11-01 7.5 N/A 19000.00 9.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UK66 2038-12-15 7 N/A 10000.00 75.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210PQ23 2031-06-15 6.5 N/A 40000.00 473.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MFTC1 2042-11-01 3.5 N/A 10000.00 1013.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382U4U7 2029-04-01 6 N/A 237670.00 90.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELB3 2036-11-20 7 N/A 82500.00 1495.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QTM8 2028-12-15 6 N/A 77220.00 84.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TLS4 2033-03-15 6 N/A 75000.00 454.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HKA8 2029-09-15 7.5 N/A 77000.00 25.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JUG7 2031-01-01 7 N/A 10000.00 4.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389SFD1 2032-03-01 6.5 N/A 50000.00 227.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEJ59 2045-04-01 3.5 N/A 9500.00 1907.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JMM0 2029-05-15 7 N/A 50000.00 144.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3A6 2028-05-15 6.5 N/A 70000.00 47.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288HEK2 2033-04-01 5.5 N/A 8000.00 17.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N3B5 2034-09-15 6 N/A 34029.00 407.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKN8 2036-09-20 7 N/A 208000.00 1780.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBF5 2034-11-20 6 N/A 106300.00 1850.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SDJ3 2036-09-15 6.5 N/A 30000.00 154.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380ARU8 2028-06-01 6.5 N/A 1000.00 0.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209Q3Y9 2029-10-15 8.5 N/A 37498.00 21.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UKJ9 2031-03-15 6.5 N/A 117226.00 245.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SHX2 2033-09-15 5 N/A 55000.00 311.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JL58 2029-05-15 6.5 N/A 25000.00 36.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210LXD0 2028-12-15 6 N/A 70000.00 94.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FHX4 2032-12-15 5.5 N/A 94073.00 951.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QYV2 2029-02-15 6 N/A 40000.00 134.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211PHU0 2030-01-15 8 N/A 35098.00 630.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209Q4A0 2029-10-15 8.5 N/A 25000.00 44.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSG8 2050-08-01 4.5 N/A 1000.00 155.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5D3 2050-02-01 3 N/A 8000.00 1469.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QC86 2028-06-15 6.75 N/A 175000.00 128.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWX3 2038-10-20 7 N/A 98000.00 418.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZM5 2047-02-01 3 N/A 1000.00 207.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413AJF1 2037-07-01 6 N/A 8000.00 68.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403AJT3 2033-10-01 5.5 N/A 10000.00 112.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PGG2 2036-10-01 6 N/A 29000.00 220.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LZC7 2037-10-01 6.5 N/A 67500.00 693.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKB3 2036-05-15 6.5 N/A 176138.00 1817.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MVM2 2033-09-15 4.5 N/A 55860.00 820.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296MC49 2033-08-01 5 N/A 4400.00 57.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELV9 2037-01-20 5.5 N/A 132336.00 1485.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945AM0 2041-01-01 4 N/A 2000.00 112.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAM0 2028-11-15 6.5 N/A 62500.00 63.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201PYE9 2032-05-15 6 N/A 25188.00 648.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AM70 2027-11-01 3 N/A 4000.00 149.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVN7 2044-12-01 3.5 N/A 1000.00 83.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7A6 2034-02-01 3.5 N/A 1000.00 76.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBZ3 2029-05-20 7.5 N/A 25000.00 12.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292JBH2 2034-05-01 5.5 N/A 7000.00 83.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4Q3 2028-08-20 7 N/A 828332.00 674.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HHK7 2029-02-01 6.5 N/A 199231.00 463.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPP8 2037-09-20 7 N/A 92000.00 1079.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411JLH7 2037-02-01 5 N/A 8032.00 60.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291F5P9 2034-06-15 5 N/A 70091.00 1092.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TP60 2029-04-01 7.5 N/A 30000.00 8.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GNZ9 2026-02-15 7 N/A 81300.00 3.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MBP7 2033-02-15 5.5 N/A 100000.00 588.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PTH6 2036-09-01 6 N/A 8000.00 43.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391AAB5 2032-12-01 5.5 N/A 51000.00 121.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVQ9 2038-08-20 6.5 N/A 19200.00 267.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GKN5 2036-08-01 5 N/A 5000.00 18.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292LEQ4 2042-02-01 3.5 N/A 4000.00 187.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MPGS8 2027-11-01 2.5 N/A 1000.00 41.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZ33 2041-12-20 3.5 N/A 15000.00 483.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZX2 2033-10-20 5 N/A 601460.00 8292.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKL4 2030-11-20 7.5 N/A 40294.00 23.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPKG9 2049-05-01 4 N/A 5000.00 686.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRF4 2032-03-01 5.5 N/A 52000.00 113.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADV6 2035-12-01 5.5 N/A 12000.00 284.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LTV1 2034-09-01 6 N/A 10000.00 66.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402LN24 2033-09-01 5.5 N/A 10000.00 124.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT50 2032-08-20 5.5 N/A 185030.00 1404.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LJ84 2037-04-01 5.5 N/A 15000.00 91.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYS6 2027-12-20 6.5 N/A 70664.00 29.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HDU9 2028-11-01 6 N/A 127001.00 68.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV24 2033-01-20 5.5 N/A 188000.00 1360.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZP5 2029-01-15 6.5 N/A 94000.00 225.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213MZE1 2031-08-15 6.5 N/A 27241.00 32.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201UCG7 2032-11-15 6 N/A 47000.00 106.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386ACZ7 2030-09-01 8 N/A 6250.00 35.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZK8 2039-01-20 7 N/A 80000.00 1424.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9VH7 2033-09-01 3.5 N/A 4000.00 356.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KVG3 2032-11-01 6 N/A 75000.00 205.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PWV21 2026-10-01 3 N/A 13000.00 121.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4P5 2028-08-20 6.5 N/A 150488.00 118.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NBC8 2037-02-01 5 N/A 1000.00 7.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LRR2 2034-05-01 6.5 N/A 7000.00 102.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETV1 2038-06-20 6 N/A 230000.00 511.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKW8 2036-10-20 5.5 N/A 29043.00 285.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TVH3 2031-07-15 6.5 N/A 60000.00 216.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUA7 2032-10-01 5.5 N/A 35000.00 120.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VUP5 2030-05-01 8 N/A 16831.00 7.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JKD2 2028-12-15 6.5 N/A 25000.00 212.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QK94 2034-11-15 6 N/A 201000.00 2098.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 254900HROIFWPRGM1V77 36297GRL6 2026-09-15 4 N/A 50000.00 1064.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSA0 2032-03-20 5.5 N/A 93000.00 356.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB43 2034-05-01 3.5 N/A 1000.00 104.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388D4K1 2031-09-01 6 N/A 15000.00 0.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJCE5 2029-01-01 3.5 N/A 21000.00 531.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C4Q4 2032-02-15 6 N/A 204000.00 638.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EDZ6 2031-12-15 6 N/A 161000.00 304.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJP3 2026-03-15 7.5 N/A 25000.00 1.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7BN2 2026-01-01 5 N/A 100000.00 63.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS95 2026-12-20 8 N/A 49000.00 4.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ANR7 2025-12-15 7 N/A 195043.00 16.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HFT6 2030-10-01 7 N/A 6000.00 3.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3J2 2049-07-01 3.5 N/A 27000.00 2470.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385E6C8 2030-06-01 8 N/A 50000.00 122.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJT4 2040-08-20 6 N/A 8765.00 257.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KLU2 2029-03-15 6.5 N/A 560000.00 175.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GWG7 2028-09-01 6.5 N/A 445000.00 214.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYE5 2033-06-01 6.5 N/A 10000.00 74.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2C2 2039-02-20 6 N/A 75000.00 1340.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400CX82 2033-01-01 6 N/A 11233.00 36.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201J5U9 2032-12-15 6 N/A 201000.00 210.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYA3 2033-06-20 6.5 N/A 25667.00 99.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QFZ8 2047-08-01 6.755 N/A 90000.00 10859.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FMX8 2038-09-15 5.5 N/A 25000.00 65.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391QKH6 2033-01-01 6 N/A 278733.00 1.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKJ1 2025-10-20 7 N/A 246839.00 19.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HQMW9 2042-12-01 3 N/A 1000.00 194.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJV2 2036-07-20 5 N/A 35000.00 335.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JJQ8 2026-03-15 7 N/A 50000.00 5.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFH6 2051-05-20 3 N/A 1000.00 494.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AMDW9 2025-06-15 4.5 N/A 40000.00 5.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVV9 2045-02-01 3.5 N/A 1000.00 91.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RX80 2031-12-15 6.5 N/A 177000.00 297.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MAN3 2033-02-15 5.5 N/A 74000.00 156.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDW3 2040-01-20 4.5 N/A 10000.00 387.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBJ9 2029-04-20 6.5 N/A 1771000.00 1966.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWQ9 2045-07-01 3.5 N/A 3000.00 309.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYR8 2027-12-20 6 N/A 55000.00 149.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410ATY2 2036-05-01 6 N/A 16000.00 58.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPA1 2037-08-20 6 N/A 45000.00 499.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ET97 2032-02-15 5.5 N/A 100896.00 409.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JXB5 2031-03-01 8 N/A 100000.00 77.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F4A1 2042-02-20 5.5 N/A 10000.00 431.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECZ1 2042-04-01 2.5 N/A 3000.00 2030.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G6T8 2029-11-01 7.5 N/A 15000.00 12.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287RFP9 2032-04-01 7 N/A 22673.00 113.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388XZC1 2031-12-01 6 N/A 20000.00 25.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVX6 2032-12-20 4.5 N/A 125000.00 3248.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CK77 2025-11-20 7.5 N/A 25000.00 0.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES83 2038-05-20 5 N/A 79650.00 1095.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418U4W1 2040-07-01 5 N/A 4000.00 102.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFA2 2035-09-20 6 N/A 80200.00 1770.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401CV26 2033-05-01 5.5 N/A 15188.00 46.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGQ6 2036-01-20 5.5 N/A 75000.00 1013.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YRC2 2033-11-15 6 N/A 25000.00 287.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295QPG9 2038-09-15 6.5 N/A 41084.00 189.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DE23 2029-12-20 7.5 N/A 593000.00 399.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6Z7 2039-07-20 4.5 N/A 15000.00 21.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KNN0 2038-07-01 6 N/A 16000.00 104.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BSF6 2032-02-15 7.5 N/A 109696.00 154.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DGM6 2034-08-01 6 N/A 6672.00 47.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ABBZ1 2041-04-01 4.5 N/A 3072.00 124.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKX6 2036-10-20 6 N/A 101000.00 993.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QUV3 2032-05-15 7 N/A 25000.00 102.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWM35 2034-04-01 3.5 N/A 2000.00 465.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ASD2 2041-12-01 4 N/A 14999.00 650.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E8QD7 2027-02-01 3 N/A 1000.00 31.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDV7 2032-03-15 6.5 N/A 11000.00 91.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFPJ4 2052-01-01 2.5 N/A 5000.00 3157.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AUB1 2028-11-15 6 N/A 130460.00 181.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ESB6 2038-04-20 5.5 N/A 33334.00 438.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLL0 2030-12-15 7 N/A 400000.00 600.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382YH35 2029-04-01 6.5 N/A 10000.00 7.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213AAC8 2032-02-15 6.5 N/A 105000.00 910.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4H5 2028-03-15 6 N/A 40000.00 87.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391RJ94 2033-01-01 6 N/A 15000.00 158.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HLU0 2029-04-01 6.5 N/A 2500.00 2.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EH7L0 2039-10-01 6.5 N/A 26000.00 811.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NTR2 2034-06-15 4.5 N/A 45000.00 894.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXK4 2027-09-20 6.5 N/A 100000.00 47.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KAM9 2034-06-15 5.5 N/A 40000.00 103.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMB4 2031-03-20 7 N/A 405000.00 491.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PTB6 2026-04-15 6 N/A 30000.00 8.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLX7 2031-02-20 8 N/A 50012.00 43.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBZ7 2052-09-01 4.5 N/A 9600.00 7828.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KN31 2032-05-01 6 N/A 35000.00 98.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WARA7 2043-12-01 4.5 N/A 2000.00 66.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKD0 2036-08-20 7 N/A 200000.00 2698.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXE6 2033-04-20 6.5 N/A 150000.00 812.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MED0 2032-04-15 6.5 N/A 75000.00 203.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DL90 2031-03-20 6 N/A 692377.00 1274.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KML9 2037-06-15 6 N/A 35000.00 269.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTCG7 2045-06-01 4 N/A 4000.00 766.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208T6H8 2028-07-15 6.5 N/A 55000.00 37.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRX1 2032-02-20 7 N/A 25000.00 56.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207END2 2033-12-15 6 N/A 85000.00 81.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EM6F3 2044-05-01 4.5 N/A 6780.00 268.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NNF1 2034-07-20 6 N/A 35000.00 2148.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2R4 2032-02-15 6 N/A 43000.00 235.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKB4 2036-08-20 6 N/A 51000.00 432.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZM8 2028-02-20 7 N/A 566000.00 344.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QWF4 2049-05-01 4 N/A 6000.00 508.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CM91 2026-03-20 7 N/A 1095028.00 126.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KAL1 2034-06-15 6 N/A 75000.00 78.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410SCE5 2036-10-01 6.5 N/A 40000.00 715.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QY98 2032-07-15 6.5 N/A 28500.00 124.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF38 2035-11-20 5.5 N/A 67242.00 1067.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4A8 2028-07-20 7.5 N/A 100000.00 33.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5D1 2028-09-20 6.5 N/A 266113.00 214.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387W2T3 2031-11-01 6.5 N/A 25000.00 58.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MYH0 2033-10-15 5 N/A 50000.00 612.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K6B2 2033-06-01 5 N/A 10000.00 69.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RFV6 2035-06-01 5 N/A 51000.00 517.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUF4 2038-07-20 5.5 N/A 217000.00 1660.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BEL8 2029-02-15 6 N/A 30000.00 23.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AST5 2028-10-15 6.5 N/A 51476.00 56.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292LHQ1 2042-04-01 3.5 N/A 2000.00 259.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUD6 2026-06-20 4 N/A 100000.00 410.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAE1 2029-01-20 8 N/A 85000.00 234.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRE3 2032-01-20 5.5 N/A 125000.00 593.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XEC0 2028-09-15 6.5 N/A 26000.00 29.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F3K0 2042-02-20 3.5 N/A 43000.00 1256.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GN63 2028-04-01 6.5 N/A 5000.00 1.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX70 2046-04-01 3 N/A 2000.00 261.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLG9 2040-10-20 4 N/A 30000.00 584.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NMP3 2034-06-15 5 N/A 52000.00 733.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF47 2052-06-01 5 N/A 20000.00 14230.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409JDG2 2036-05-01 6 N/A 10000.00 102.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TQQ5 2036-04-15 6.5 N/A 30000.00 132.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CH71 2025-08-20 7 N/A 523929.00 9.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVN6 2038-08-20 5.5 N/A 14000.00 169.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARBM2 2035-04-20 6 N/A 35000.00 728.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RYA4 2031-12-15 6.5 N/A 96000.00 131.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FYH3 2041-10-20 3.5 N/A 14000.00 284.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2B5 2028-04-15 6 N/A 386668.00 538.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMPH0 2027-02-01 3 N/A 1000.00 12.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335AGJ1 2044-12-01 4.5 N/A 1000.00 76.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4X5 2048-09-01 4.5 N/A 1000.00 85.04 Agency 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2036-12-15 5.5 N/A 50111.00 206.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1YG7 2039-06-15 4.5 N/A 70333.00 1083.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209G2D8 2028-08-15 6.5 N/A 42000.00 28.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJU6 2030-09-20 9 N/A 290000.00 84.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211EKS6 2029-11-15 7.5 N/A 500000.00 125.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HPA7 2031-10-01 7 N/A 3000.00 1.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RZ34 2026-05-15 7 N/A 50000.00 39.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PQC4 2028-11-15 6 N/A 80000.00 600.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXY4 2027-10-20 6.5 N/A 25408.00 8.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7FE8 2027-07-01 6 N/A 25000.00 88.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403NJH1 2033-12-01 5.5 N/A 15000.00 102.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CWQ9 2035-09-15 4.5 N/A 94759.00 1471.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENX3 2037-07-20 6 N/A 25000.00 276.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETJ56 2045-10-01 4.5 N/A 12500.00 1697.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BB31 2029-01-15 6 N/A 125000.00 214.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288LBS9 2029-08-01 6.5 N/A 370000.00 282.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRU7 2032-02-20 5.5 N/A 265287.00 1412.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJK1 2031-04-01 6 N/A 119000.00 133.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CRD8 2047-11-01 4 N/A 1000.00 119.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212RL22 2031-04-15 6 N/A 35000.00 27.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DC74 2029-08-20 6 N/A 150000.00 276.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210NYA1 2029-02-15 6 N/A 50125.00 196.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391FZF8 2032-11-01 6 N/A 19062.00 124.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201LUR3 2032-12-15 5.5 N/A 33878.00 195.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM57 2031-05-20 6.5 N/A 256500.00 489.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412Q6K0 2040-02-01 4.5 N/A 5000.00 124.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295UD65 2037-12-15 5.5 N/A 25000.00 485.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VPW6 2029-11-01 6.5 N/A 58668.00 57.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEF2 2035-07-20 4.5 N/A 32000.00 537.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AUN8 2027-06-15 7 N/A 56000.00 9.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXA97 2026-11-01 3 N/A 2000.00 26.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MLBY9 2042-12-01 4 N/A 2000.00 225.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQB0 2031-10-20 6.5 N/A 281566.00 477.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW54 2038-10-20 6 N/A 1000.00 10.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAN1 2029-02-20 6 N/A 165248.00 253.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9H89 2048-07-01 4.5 N/A 3000.00 265.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPY8 2031-09-15 8 N/A 40000.00 47.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQ20 2031-12-20 6.5 N/A 81000.00 181.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EG29 2036-02-20 5 N/A 20000.00 270.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPU1 2026-06-20 8.5 N/A 158000.00 16.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F7B3 2031-11-15 6.5 N/A 25000.00 38.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECR8 2035-02-20 6.5 N/A 50000.00 740.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386GBW2 2031-01-01 7.5 N/A 15000.00 7.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XMK66 2044-03-01 4.5 N/A 6000.00 74.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGD7 2030-03-20 7.5 N/A 155000.00 78.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B2V9 2033-12-15 6 N/A 355829.00 3707.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX39 2046-03-01 3 N/A 4246.00 560.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KAT5 2033-09-15 7.5 N/A 25000.00 419.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY80 2028-01-20 7 N/A 923999.00 506.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV40 2033-01-20 6.5 N/A 65000.00 331.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6XE3 2038-10-01 6 N/A 10000.00 197.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKSG1 2032-03-01 3.5 N/A 3000.00 400.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390CVL7 2032-05-01 6 N/A 20715.00 33.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GYC4 2034-05-15 5 N/A 50000.00 456.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938SY0 2040-01-01 4 N/A 1129.00 44.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BV27 2033-08-01 5 N/A 5000.00 68.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMN6 2037-03-20 5.5 N/A 40680.00 418.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FB21 2039-10-20 4 N/A 69250.00 2962.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6T65 2038-09-01 4.5 N/A 13500.00 135.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEH8 2035-07-20 5.5 N/A 115000.00 1866.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T6M6 2028-10-15 6 N/A 66333.00 65.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AZZ8 2028-03-15 6.5 N/A 25000.00 158.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BMZ8 2031-04-15 6.5 N/A 302000.00 500.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TJE3 2037-11-01 6.5 N/A 25000.00 218.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRD5 2034-04-15 5 N/A 26996.00 371.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHDT6 2037-01-01 5.5 N/A 4000.00 135.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293LN67 2029-03-01 6 N/A 25000.00 15.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DJ68 2034-06-01 4.5 N/A 7000.00 88.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389TS52 2032-07-01 6 N/A 125000.00 93.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RGR7 2032-07-15 6 N/A 25000.00 64.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386F6B6 2031-02-01 6 N/A 367336.00 98.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLT6 2032-03-01 6 N/A 35399.00 93.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUG1 2032-08-15 6 N/A 140000.00 674.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUW9 2032-10-20 6.5 N/A 25449.00 80.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAY5 2034-10-20 5 N/A 280041.00 3360.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QTS0 2044-11-20 3.5 N/A 7000.00 185.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CVF4 2035-08-15 5.5 N/A 35375.00 283.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7L27 2029-04-01 4 N/A 12000.00 72.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUU1 2038-07-20 6 N/A 25000.00 308.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ6M0 2052-09-01 4.5 N/A 29000.00 22377.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6L2 2028-11-20 7 N/A 25000.00 26.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXU8 2038-11-20 6 N/A 26000.00 296.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6G3 2028-11-20 6 N/A 867308.00 1242.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375BKF3 2026-02-01 7 N/A 3000.00 0.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRJ2 2034-04-15 5 N/A 75101.00 793.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RX81 2033-08-15 5 N/A 37034.00 557.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KT34 2029-08-15 7 N/A 260500.00 328.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBK6 2029-04-20 7 N/A 102954.00 110.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SQ26 2046-11-20 5.5 N/A 9000.00 1316.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179ME48 2042-06-20 4 N/A 55000.00 3206.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MN2P4 2042-12-01 3.5 N/A 1667.00 254.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BED6 2029-04-15 6.5 N/A 529000.00 568.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WKW7 2037-05-01 5.5 N/A 69000.00 538.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208EAR4 2031-04-15 6.5 N/A 227500.00 193.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FAG7 2025-07-01 7.5 N/A 10000.00 0.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERPF1 2031-03-01 4 N/A 15000.00 504.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJJB7 2038-03-01 6 N/A 15000.00 125.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5CZ1 2037-10-01 6 N/A 40000.00 148.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179N2N7 2043-12-20 5.5 N/A 2000.00 128.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE48 2052-07-01 3.5 N/A 1000.00 751.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212EDJ3 2030-06-15 8 N/A 25000.00 95.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXC0 2033-04-20 5.5 N/A 50834.00 415.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211GZN6 2029-07-15 7 N/A 46666.00 61.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413YRR4 2037-11-01 6 N/A 3334.00 12.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXY1 2046-02-01 4 N/A 10465.00 1019.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212C6X4 2030-11-15 9 N/A 77000.00 156.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDE0 2028-06-15 6.5 N/A 100000.00 90.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNW7 2031-07-20 5.5 N/A 52168.00 388.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417CDR3 2042-07-01 3.5 N/A 1188.00 99.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXR7 2033-05-20 4.5 N/A 175508.00 2352.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BT55 2045-08-01 4 N/A 6000.00 647.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGFA7 2041-05-01 4.5 N/A 2000.00 80.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9T94 2048-09-01 4 N/A 1000.00 77.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQT3 2026-08-20 7 N/A 288400.00 152.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LDA38 2038-07-01 6 N/A 80667.00 526.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FXL6 2031-12-15 6 N/A 25366.00 161.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GRZ1 2027-03-01 7 N/A 10000.00 1.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWBD4 2026-11-01 3 N/A 1000.00 14.20 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NL7 2025-11-28 0 N/A 1000000.00 978930.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31288FSS4 2033-01-01 6 N/A 6000.00 22.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESE7 2032-01-15 6 N/A 50060.00 233.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CFB1 2031-07-15 6.5 N/A 30000.00 38.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XLA6 2033-08-15 5 N/A 35000.00 148.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401G3N2 2033-06-01 4.5 N/A 25000.00 1369.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKX75 2032-05-01 3.5 N/A 1000.00 144.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRH3 2032-01-20 6.5 N/A 30000.00 56.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWW5 2038-10-20 6.5 N/A 1612667.00 531.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPB3 2026-05-20 7.5 N/A 692666.00 119.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAM3 2029-02-20 5.5 N/A 45000.00 38.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385Y2D6 2040-06-01 5.974 N/A 150000.00 416.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JPA2 2032-12-15 5.5 N/A 26000.00 402.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206KHS3 2025-10-15 7 N/A 37000.00 8.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409UGA7 2036-02-01 6.5 N/A 9000.00 178.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294BRL1 2029-12-01 7 N/A 5000.00 2.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JU24 2033-03-15 5.5 N/A 25000.00 57.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EE96 2035-09-20 5.5 N/A 259167.00 5131.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MG2Y0 2027-11-01 3 N/A 1000.00 30.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CW42 2028-05-01 3.5 N/A 5000.00 346.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZH0 2048-08-01 4 N/A 16750.00 1268.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LBU4 2033-08-01 5.5 N/A 50000.00 257.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381C5S2 2028-11-01 7.5 N/A 26000.00 4.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296N2W5 2038-08-15 5.5 N/A 5000.00 112.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDQ9 2035-05-20 5.5 N/A 30000.00 457.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6J3 2038-11-20 7 N/A 50000.00 4611.07 Agency Mortgage-Backed Securities FEDERAL 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQ44 2038-01-20 7 N/A 79000.00 587.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BM21 2028-12-15 7 N/A 345000.00 391.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XY7E8 2044-07-01 4.5 N/A 3000.00 414.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419HC42 2041-02-01 4 N/A 3000.00 293.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAJ8 2034-09-20 5 N/A 118000.00 1735.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YUFX4 2030-08-01 3.5 N/A 4000.00 471.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288GY97 2033-02-01 5.5 N/A 10000.00 109.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEL1 2029-11-20 7.5 N/A 297500.00 219.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KFF2 2028-11-15 6.5 N/A 42651.00 74.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FXN3 2034-04-15 5 N/A 55003.00 324.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2AN2 2042-01-15 4.5 N/A 29000.00 790.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BST6 2039-01-01 6.5 N/A 19000.00 171.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FY34 2041-11-20 4 N/A 50000.00 856.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3L7 2049-07-01 4 N/A 5000.00 519.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206RJR8 2027-05-15 7 N/A 115000.00 82.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GLDQ4 2041-12-01 3.5 N/A 1000.00 137.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291LGN9 2035-03-15 5 N/A 35091.00 204.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKZ1 2036-10-20 7 N/A 25000.00 270.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SD88 2033-03-15 5.5 N/A 55980.00 41.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TDH6 2029-03-15 6.5 N/A 30097.00 24.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVD8 2029-07-01 6 N/A 156000.00 131.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7CA5 2049-03-01 4 N/A 8500.00 1318.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7A86 2025-11-01 5 N/A 100000.00 44.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MCY4 2042-05-20 3 N/A 15000.00 1262.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EG45 2036-02-20 5.5 N/A 15942.00 213.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200A4E6 2035-08-15 6 N/A 50000.00 665.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DUK9 2028-06-15 7 N/A 36000.00 25.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MPEK7 2027-11-01 2.5 N/A 1000.00 32.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VUH6 2027-11-15 7 N/A 25265.00 7.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MK25 2042-07-20 4 N/A 45629.00 1405.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NQT1 2034-09-15 5.5 N/A 25000.00 94.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206V5Q6 2027-06-15 7.5 N/A 247500.00 46.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UGJ2 2026-10-15 7.5 N/A 70000.00 116.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PVT4 2026-05-15 7.5 N/A 146000.00 17.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WXH3 2026-05-15 7 N/A 25114.00 2.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291RW57 2035-02-15 5 N/A 66006.00 1061.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FK51 2038-08-15 6.5 N/A 10000.00 387.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MDS3 2035-08-01 5 N/A 9000.00 61.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UZX2 2031-04-15 6.5 N/A 150000.00 103.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7TP0 2032-11-01 3.5 N/A 3000.00 810.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206SYK4 2026-07-15 8 N/A 25000.00 77.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210PWH3 2029-03-15 6 N/A 50000.00 69.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M46Z0 2027-08-01 3 N/A 1000.00 40.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DGB8 2031-11-15 6.5 N/A 310310.00 675.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JAL4 2033-03-15 5.5 N/A 50000.00 399.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DLV9 2036-06-01 6 N/A 8000.00 74.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZ48 2028-03-20 6.5 N/A 178000.00 139.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GL86 2033-05-15 6 N/A 251881.00 4663.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374GWA1 2027-12-01 7 N/A 68000.00 31.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBD9 2028-12-15 7.5 N/A 1900000.00 655.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MCE5 2035-06-01 5 N/A 6577.00 57.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDN1 2046-01-01 3.5 N/A 1000.00 109.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VPK2 2028-12-01 6 N/A 77500.00 58.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RBM0 2045-04-20 3.5 N/A 5000.00 114.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BDX3 2028-09-15 7.5 N/A 25000.00 11.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EHV4 2031-08-15 7.5 N/A 261160.00 3819.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PRN2 2026-03-15 6.5 N/A 25056.00 3.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RJV2 2035-07-01 5 N/A 7000.00 73.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ARP4 2039-10-01 6.5 N/A 3000.00 37.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HAA2 2029-12-01 8 N/A 270000.00 131.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6G6 2046-06-01 3 N/A 1000.00 150.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WA5S2 2029-02-01 3.5 N/A 2000.00 85.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XRS5 2037-05-01 5 N/A 6000.00 216.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBY6 2029-05-20 7 N/A 348500.00 474.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AR2J9 2039-01-20 6.5 N/A 45000.00 888.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411GBD3 2037-03-01 5.5 N/A 2000.00 31.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294UAR3 2036-10-15 6 N/A 50000.00 835.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BGJ8 2029-05-15 7 N/A 97000.00 66.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BZZ4 2033-06-15 6.5 N/A 150001.00 730.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GRK1 2037-10-01 6.5 N/A 28000.00 206.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385W2D0 2033-03-01 6 N/A 12093.00 33.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HWP9 2029-07-01 7 N/A 12000.00 9.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LFB5 2036-06-15 6.5 N/A 50000.00 326.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKC2 2036-08-20 6.5 N/A 92000.00 880.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNK8 2052-12-20 7 N/A 10000.00 3517.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JJP5 2032-06-15 6.5 N/A 91043.00 375.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A5L7 2029-02-15 6.5 N/A 140000.00 65.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YRCW6 2030-06-01 3.5 N/A 2000.00 124.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RG48 2032-07-15 6.5 N/A 50000.00 93.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LXP7 2028-04-15 7 N/A 60000.00 91.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410F2R5 2037-04-01 5.5 N/A 30000.00 176.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400EA83 2034-01-01 5.5 N/A 1600.00 21.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202W4A4 2033-08-15 5.5 N/A 50910.00 182.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKJ4 2040-09-20 5 N/A 27000.00 215.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FPP2 2033-03-15 6.5 N/A 84901.00 2157.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400M3R1 2033-02-01 6 N/A 40000.00 364.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UZ45 2033-10-15 5 N/A 31000.00 838.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AN89 2026-08-15 7.5 N/A 40000.00 6.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334XJS9 2049-07-01 4 N/A 3000.00 376.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403BX65 2033-09-01 5.5 N/A 10000.00 134.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HTE5 2032-08-01 7 N/A 31000.00 28.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211CXU1 2029-05-15 6.5 N/A 200000.00 490.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJLY2 2038-09-01 6.5 N/A 1000.00 47.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYK0 2046-06-01 4.5 N/A 3000.00 232.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q3U6 2035-09-15 4.5 N/A 45000.00 428.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416SWP2 2039-06-01 5 N/A 3000.00 181.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FGD6 2035-07-01 5 N/A 2000.00 12.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FM59 2033-02-15 5.5 N/A 120004.00 1534.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KVF5 2032-11-01 5.5 N/A 20000.00 68.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7ZE8 2025-08-15 4 N/A 43914.00 42.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LKE0 2033-08-01 5 N/A 5000.00 20.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31378UV41 2028-11-01 6 N/A 4420.00 5.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DN31 2031-07-20 8 N/A 214000.00 215.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZH7 2033-09-20 6 N/A 125108.00 1468.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WN3Y3 2043-04-01 3.5 N/A 5000.00 603.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376J2G3 2032-05-01 6.5 N/A 11273.00 0.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR97 2047-12-01 4 N/A 3750.00 478.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290THL6 2035-01-15 5.5 N/A 25000.00 176.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RSS5 2029-05-20 6.5 N/A 87000.00 1242.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BLK0 2044-11-01 4.5 N/A 1000.00 64.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU32 2044-08-01 4 N/A 2000.00 141.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL95 2040-11-20 3.5 N/A 12500.00 713.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCM6 2039-05-01 4.5 N/A 6000.00 228.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUW1 2027-03-20 8 N/A 117157.00 24.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207E7F5 2027-10-15 7 N/A 25811.00 26.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402NWF1 2033-06-01 6 N/A 44707.00 1220.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209N2T8 2029-03-15 6 N/A 84000.00 431.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLC84 2047-04-01 4.5 N/A 3000.00 374.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TW21 2029-07-01 6.5 N/A 35000.00 33.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BTA6 2039-01-01 5 N/A 7000.00 62.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VQC1 2029-02-15 6.5 N/A 125000.00 317.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AT4A5 2042-05-01 3.5 N/A 1000.00 60.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211NZZ4 2030-01-15 6 N/A 200000.00 21700.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2L5 2051-07-01 2 N/A 14000.00 8479.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200M3J0 2033-11-15 5 N/A 42000.00 773.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED48 2035-06-20 5 N/A 61667.00 886.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DGZ5 2031-08-15 7 N/A 241000.00 771.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RDQ7 2038-11-15 6 N/A 8000.00 289.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3Z4 2028-07-20 7 N/A 289630.00 194.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M5SV5 2044-03-01 4.5 N/A 5000.00 339.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JBF0 2030-01-01 8 N/A 7000.00 7.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416M4U5 2039-03-01 5 N/A 1000.00 4.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6H4 2046-07-01 3.5 N/A 5750.00 701.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BFL3 2033-07-01 5.5 N/A 5000.00 27.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AFC7 2027-05-01 3 N/A 4000.00 69.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403NF69 2033-11-01 6.5 N/A 87004.00 403.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DET1 2038-08-15 6.5 N/A 25000.00 198.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3M8 2033-04-15 6.5 N/A 9770.00 60.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291AQ69 2033-09-15 5 N/A 25982.00 527.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AM2K0 2041-09-01 4 N/A 60000.00 2299.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVX8 2027-05-20 7 N/A 533490.00 313.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKL6 2025-10-20 7.5 N/A 188500.00 5.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380M6R2 2028-09-01 6.5 N/A 51000.00 82.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMQ7 2033-02-15 6 N/A 84000.00 395.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YF38 2028-07-15 6.5 N/A 130218.00 26.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVG0 2029-08-01 6.5 N/A 5000.00 4.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJC1 2025-08-20 4 N/A 300000.00 141.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413AJM6 2037-07-01 6.5 N/A 100000.00 366.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KRH2 2033-04-15 5.5 N/A 34000.00 128.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6NQ0 2030-08-01 3.5 N/A 4000.00 124.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZE9 2038-12-20 6.5 N/A 27333.00 1137.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YY28 2031-06-15 6.5 N/A 110000.00 673.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2D2 2033-11-20 5 N/A 225000.00 3304.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQCT8 2043-01-01 3.5 N/A 20000.00 1002.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KTC5 2032-09-01 6 N/A 50000.00 109.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDY9 2040-01-20 5.5 N/A 10000.00 388.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DVZ9 2036-11-01 6.5 N/A 84000.00 510.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292F2K2 2035-08-15 5.5 N/A 60006.00 660.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HXB5 2033-06-01 5 N/A 14667.00 94.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJE5 2038-06-01 5.5 N/A 1000.00 7.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUH2 2032-09-20 5.5 N/A 343000.00 1335.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQA5 2047-10-01 3.5 N/A 4750.00 575.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XEC7 2033-06-01 5.5 N/A 6000.00 27.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207F5Y3 2026-08-15 7.25 N/A 30000.00 107.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C6C3 2032-03-15 6 N/A 25000.00 174.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HKS0 2029-02-15 6.5 N/A 45000.00 126.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2E0 2033-11-20 5.5 N/A 266990.00 3398.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313614D22 2027-06-01 4.511 N/A 350000.00 81.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YL23 2028-09-15 7.5 N/A 50000.00 41.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A2TX4 2039-05-15 4.5 N/A 25000.00 176.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FA97 2039-09-20 4.5 N/A 63000.00 875.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFQ7 2035-10-20 6 N/A 49000.00 1003.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5S0 2050-04-01 3.5 N/A 32000.00 6439.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ADL5 2033-02-15 5.5 N/A 25000.00 89.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XES9 2037-06-01 6 N/A 11000.00 143.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CHG2 2047-03-01 4 N/A 1000.00 95.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382KWU8 2029-06-01 7 N/A 23000.00 14.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211TPF6 2029-11-20 8 N/A 120000.00 2318.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMP9 2033-02-15 5.5 N/A 80102.00 449.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386HMR9 2031-01-01 7.5 N/A 25000.00 4.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UST8 2039-03-15 4.5 N/A 11000.00 648.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEJ80 2049-06-01 4 N/A 1300.00 127.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413FJR4 2037-07-01 6.5 N/A 2000.00 15.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MKQ0 2038-03-01 6.5 N/A 77000.00 870.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HYA2 2037-06-15 5 N/A 61541.00 388.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DY21 2033-08-20 5.5 N/A 194000.00 2498.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET33 2038-06-20 6 N/A 20000.00 253.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QDL0 2039-08-01 4.5 N/A 15000.00 697.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GUKL7 2042-06-01 3.5 N/A 1000.00 79.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPL7 2037-09-20 5.5 N/A 54000.00 459.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW70 2038-10-20 7 N/A 11000.00 145.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQK8 2037-12-20 5 N/A 56000.00 494.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVZ9 2029-07-01 7.5 N/A 65000.00 30.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AFC24 2041-05-01 4.5 N/A 2000.00 72.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PTUW3 2026-01-01 3.5 N/A 27000.00 91.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VVX7 2033-09-15 4.5 N/A 171363.00 4947.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ESX0 2043-01-01 3 N/A 15000.00 2351.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEE2 2040-02-20 5.5 N/A 28333.00 716.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296NXG7 2033-10-01 6 N/A 30000.00 172.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MYR2 2026-04-15 7.5 N/A 25000.00 26.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BDM4 2029-04-15 6 N/A 210500.00 260.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179N5Y0 2044-02-20 5 N/A 40000.00 2132.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUB2 2032-03-15 7.5 N/A 120000.00 224.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHL8 2030-06-20 8 N/A 79000.00 61.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207SET6 2027-04-15 7.25 N/A 25000.00 35.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3K7 2028-06-20 6 N/A 84936.00 136.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291WWU1 2035-03-15 5 N/A 50000.00 5301.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210NXJ3 2029-01-15 6 N/A 40000.00 234.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AGC8 2025-07-15 8 N/A 239000.00 0.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNNW8 2052-03-01 2.5 N/A 2000.00 1309.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211AD78 2029-06-15 7 N/A 25012.00 114.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EL80 2037-02-20 4.5 N/A 13988.00 563.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ3K6 2031-02-01 3.5 N/A 1000.00 108.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SB59 2028-08-15 5.5 N/A 110500.00 1262.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVH8 2032-09-15 6.5 N/A 25000.00 61.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HDJ0 2030-06-01 8 N/A 5000.00 2.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387VPV5 2031-08-01 6.5 N/A 18000.00 29.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AVAG7 2042-05-15 3.5 N/A 15000.00 4184.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UW63 2032-01-15 6 N/A 60335.00 125.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELL1 2036-12-20 6 N/A 50000.00 641.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KTH9 2035-09-01 6 N/A 31000.00 245.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213SZB4 2031-09-15 6.5 N/A 100100.00 135.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GPR2 2026-01-01 8 N/A 320000.00 4.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KWH0 2032-12-01 5.5 N/A 30734.00 102.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945ZK7 2041-02-01 4.5 N/A 1096.00 32.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRW3 2032-02-20 6.5 N/A 214315.00 465.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SWX1 2047-02-20 3.5 N/A 5000.00 615.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVX3 2032-12-15 6.5 N/A 695268.00 1818.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKP7 2025-10-20 8 N/A 95821.00 1.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203ALV6 2029-12-15 8 N/A 30000.00 12.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY48 2036-05-01 2.5 N/A 1000.00 498.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJL1 2040-08-20 4.5 N/A 32000.00 231.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXQ1 2027-09-20 8.5 N/A 34000.00 4.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VQL9 2030-02-01 7 N/A 90333.00 57.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLQ3 2040-02-01 3 N/A 6000.00 1166.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296NA23 2033-10-01 5.5 N/A 5000.00 100.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET25 2038-06-20 5.5 N/A 90500.00 1203.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296JVY9 2032-11-01 7 N/A 2250.00 1.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414R5B7 2038-03-01 6.5 N/A 23000.00 268.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MTC1 2026-05-01 6 N/A 45000.00 49.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E7F70 2045-11-01 4 N/A 16000.00 920.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411SLJ3 2037-02-01 6.5 N/A 36435.00 325.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211B2P8 2031-05-15 6.5 N/A 51000.00 96.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLW9 2031-02-20 7.5 N/A 160431.00 106.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ44 2039-02-20 5.5 N/A 90000.00 466.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHLU4 2046-07-01 3 N/A 1000.00 118.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KRN0 2038-03-15 4.5 N/A 31500.00 707.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD73 2029-10-20 8 N/A 60136.00 33.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7B44 2043-10-01 3.5 N/A 1000.00 176.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210CVN0 2029-05-15 6 N/A 52000.00 359.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GMS6 2028-03-01 7 N/A 15000.00 7.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B2E6 2032-10-15 6 N/A 27000.00 44.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287YPC2 2032-09-01 7.5 N/A 497000.00 3142.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLG7 2047-06-01 3.5 N/A 26500.00 2866.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YYXB4 2045-11-01 4 N/A 11250.00 749.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206DP27 2026-03-15 7 N/A 69000.00 31.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JEV7 2032-04-15 6.5 N/A 25000.00 187.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7WM7 2049-12-01 3.5 N/A 1000.00 155.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5U0 2049-01-01 4.5 N/A 5000.00 312.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KMM0 2032-03-01 7 N/A 18000.00 39.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LDF3 2033-08-01 6 N/A 10000.00 55.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405V2P1 2034-11-01 5.5 N/A 10000.00 105.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6X6 2028-12-20 5.5 N/A 25000.00 27.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5E5 2039-05-20 4 N/A 36000.00 1359.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KL71 2037-04-15 5.5 N/A 83807.00 1273.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PBT3 2028-07-15 7 N/A 50000.00 151.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HAJ3 2030-01-01 7 N/A 3000.00 1.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2CF4 2025-12-01 3.5 N/A 13000.00 28.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWC3 2027-06-20 7 N/A 353000.00 166.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TBC5 2037-04-01 6.5 N/A 90000.00 1595.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G2K1 2029-06-01 7 N/A 5000.00 2.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUB5 2032-10-01 6 N/A 72000.00 162.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387FXQ2 2026-10-01 6 N/A 25000.00 54.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4F8 2048-11-01 4 N/A 21000.00 1668.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MD2D3 2027-10-01 3 N/A 1000.00 44.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7AR4 2025-06-15 4.5 N/A 45000.00 5.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZ45 2047-05-01 4 N/A 2000.00 209.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FHN6 2032-12-15 5 N/A 30000.00 98.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XHR4 2033-08-15 5.5 N/A 150330.00 1578.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V3X1 2028-03-15 7 N/A 125000.00 160.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6C8 2039-06-20 4 N/A 34000.00 1474.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJ98 2052-05-01 3.5 N/A 18000.00 13709.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FB43 2025-10-01 7 N/A 10000.00 0.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELA5 2036-11-20 6.5 N/A 25000.00 310.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQX4 2026-08-20 8 N/A 489020.00 64.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMA6 2031-03-20 6.5 N/A 458178.00 493.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEK3 2029-11-20 7 N/A 337000.00 241.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AD96 2042-03-01 3.5 N/A 1000.00 80.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YGJ29 2045-06-01 3.5 N/A 2000.00 159.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KHS9 2032-12-15 6 N/A 34000.00 119.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RWB9 2034-01-15 4.5 N/A 46431.00 1047.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DC90 2029-08-20 7 N/A 470020.00 492.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA76 2029-03-20 7 N/A 237252.00 252.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJY1 2038-05-01 6 N/A 79830.00 517.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA84 2029-03-20 7.5 N/A 80331.00 68.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SWP9 2033-08-15 5 N/A 45000.00 556.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPR6 2031-09-20 6 N/A 268267.00 580.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFS3 2035-10-20 7 N/A 50000.00 3216.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G5W2 2029-09-01 7.5 N/A 10000.00 7.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCH7 2039-04-01 4.5 N/A 19500.00 266.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417TP51 2039-12-01 5 N/A 1000.00 37.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RE90 2033-10-15 5 N/A 50000.00 608.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCQG1 2044-08-01 4 N/A 3220.00 189.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375KGX9 2026-02-01 7 N/A 1000.00 0.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KT49 2033-05-15 5 N/A 115100.00 1600.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVZ3 2027-05-20 7.5 N/A 157500.00 38.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312941U88 2040-08-01 4.5 N/A 2000.00 18.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211D2R0 2029-08-15 7 N/A 25000.00 16.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ6R6 2049-05-01 5 N/A 1000.00 122.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L8QH3 2047-04-01 4.5 N/A 2000.00 216.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERC5 2038-02-20 5 N/A 179688.00 2290.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EM97 2037-05-20 5 N/A 73500.00 985.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287LR53 2031-12-01 5.5 N/A 34000.00 57.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T6S3 2028-10-15 7 N/A 25000.00 48.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3129353D9 2039-09-01 5.5 N/A 2000.00 55.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292J4R7 2036-01-15 6 N/A 75293.00 2401.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKL1 2030-07-15 7.5 N/A 645609.00 116.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPN2 2031-09-15 6 N/A 305000.00 819.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G5D4 2029-08-01 7 N/A 5000.00 2.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VLH3 2029-11-01 6.5 N/A 68000.00 31.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NA57 2043-04-20 4 N/A 50000.00 2016.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BHX7 2044-09-01 3.5 N/A 1000.00 101.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSK0 2029-08-01 3.5 N/A 1000.00 57.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405G3E8 2034-03-01 5.5 N/A 20000.00 165.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX71 2033-06-20 5 N/A 125080.00 1378.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PUP3 2026-05-15 7 N/A 185000.00 7.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292ERU6 2035-07-15 4.5 N/A 60874.00 1043.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419J5J3 2025-11-01 3.5 N/A 2000.00 4.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209KYN2 2028-05-15 6.75 N/A 203000.00 146.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAT3 2039-08-20 4 N/A 34500.00 1687.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QK33 2049-06-01 6.828 N/A 80000.00 16354.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402XDE3 2033-09-01 5.5 N/A 10000.00 23.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY72 2028-01-20 6.5 N/A 377274.00 287.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN84 2031-09-01 7 N/A 5000.00 2.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CFL3 2035-10-15 5.5 N/A 30000.00 211.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NX94 2044-01-20 5.5 N/A 5000.00 274.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRN3 2034-04-15 5 N/A 43000.00 520.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVD8 2032-12-15 5.5 N/A 53000.00 370.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409CVQ5 2036-05-01 5.5 N/A 16000.00 32.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXA6 2027-08-20 7.5 N/A 175000.00 42.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAN0 2052-01-01 2.5 N/A 1000.00 648.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRY1 2026-10-20 7.5 N/A 160000.00 18.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294QA27 2036-08-15 6 N/A 122000.00 2485.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QD40 2038-04-20 5.5 N/A 2000.00 132.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HX67 2033-09-01 4 N/A 10000.00 176.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290R5V1 2033-10-15 5.5 N/A 117831.00 1550.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FYN3 2029-07-15 6.5 N/A 54000.00 224.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4Y5 2051-10-01 2.5 N/A 7000.00 4298.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QQ74 2028-07-15 6.5 N/A 29000.00 34.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDR7 2035-05-20 6 N/A 33900.00 560.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F6S7 2031-11-15 7 N/A 121500.00 118.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TL23 2029-01-01 8 N/A 136000.00 48.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDXK7 2051-08-01 4 N/A 2000.00 918.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGS9 2040-06-20 4.5 N/A 225000.00 7576.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3W34 2050-10-01 2 N/A 23000.00 10747.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLC3 2030-01-20 5.5 N/A 25000.00 345.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GU41 2031-12-15 7 N/A 199000.00 358.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5D8 2048-10-01 4.5 N/A 2000.00 186.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLQ4 2025-12-20 6.5 N/A 65000.00 9.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KBP1 2033-11-15 5.5 N/A 52500.00 766.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5E1 2050-02-01 3.5 N/A 1000.00 145.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292AXB9 2035-10-15 5.5 N/A 85000.00 484.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4P7 2049-12-01 3 N/A 3000.00 524.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291K5U7 2034-07-15 5.5 N/A 25000.00 96.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQV8 2026-08-20 7.5 N/A 613136.00 47.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXW9 2033-06-01 3.5 N/A 2000.00 195.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTT8 2032-07-20 7 N/A 25000.00 44.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNY3 2031-07-20 6.5 N/A 393000.00 649.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287PC84 2032-02-01 6 N/A 7000.00 60.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FHC3 2028-11-15 6.5 N/A 25000.00 37.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407RST2 2035-09-01 5 N/A 16000.00 68.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX62 2046-03-01 4.5 N/A 6000.00 523.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF20 2035-11-20 5 N/A 106426.00 1916.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKK6 2030-11-20 7 N/A 383500.00 268.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU82 2032-11-20 6 N/A 72000.00 324.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CR21 2026-10-20 8 N/A 180000.00 49.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ERZ4 2040-09-01 4.5 N/A 21500.00 1029.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4Y91 2049-09-01 3.5 N/A 2000.00 303.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291Y2D8 2035-07-15 5.5 N/A 25524.00 181.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414PZM4 2038-03-01 6 N/A 16907.00 83.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FML4 2033-02-15 5 N/A 140285.00 959.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412DLV8 2037-02-01 5.5 N/A 200000.00 554.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296QCQ1 2033-11-01 5.5 N/A 15000.00 108.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMM8 2037-03-20 5 N/A 58750.00 626.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RW32 2031-11-15 6.5 N/A 50000.00 163.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BZB7 2028-07-15 6.5 N/A 25000.00 35.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAN7 2032-02-15 6.5 N/A 51054.00 152.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KNG56 2037-04-01 5 N/A 5000.00 44.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9P48 2040-08-01 5.5 N/A 3000.00 141.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2M4 2028-04-20 7.5 N/A 114500.00 77.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADWF1 2048-12-01 4.5 N/A 17376.00 1252.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BB61 2029-03-15 6 N/A 175000.00 47.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KXY2 2033-01-01 6 N/A 20000.00 81.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNX5 2031-07-20 6 N/A 107500.00 222.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGNJ8 2043-12-01 4.5 N/A 2000.00 26.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FSL3 2030-11-20 4.5 N/A 39667.00 8761.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JACX4 2049-02-01 3.5 N/A 1000.00 87.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GU46 2034-03-15 5 N/A 96000.00 686.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BUK1 2032-05-01 3.5 N/A 1000.00 56.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2E9 2028-04-15 7 N/A 97000.00 56.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTM4 2035-10-01 2 N/A 2000.00 820.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTMH8 2042-06-01 4 N/A 3000.00 258.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WAC2 2036-10-01 6.5 N/A 30000.00 481.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YTL2 2026-07-01 3.5 N/A 7000.00 45.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJH3 2036-06-20 5.5 N/A 120653.00 1279.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BQ68 2029-09-15 6 N/A 1000.00 2.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X4V6 2033-07-15 5.5 N/A 50000.00 757.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KT92 2032-09-01 5.5 N/A 23000.00 74.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405AU68 2034-06-01 5 N/A 10000.00 54.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411CM40 2036-11-01 5 N/A 30000.00 143.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312935L56 2039-09-01 4.5 N/A 60000.00 2693.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPM4 2031-09-15 7 N/A 115000.00 172.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA43 2029-03-20 5.5 N/A 27000.00 108.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBH3 2029-04-20 6 N/A 293691.00 469.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVM0 2032-12-20 5.5 N/A 382650.00 2731.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YNH59 2045-05-01 4 N/A 7000.00 186.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388KDA7 2031-10-01 6.5 N/A 52000.00 121.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH51 2036-05-20 6 N/A 159000.00 2086.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NAN2 2033-07-15 5 N/A 35000.00 201.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZA0 2039-01-20 6 N/A 51000.00 139.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4X9 2048-12-01 4.5 N/A 2000.00 150.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406V4B9 2035-06-01 5.5 N/A 13000.00 73.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN27 2031-08-01 7 N/A 5000.00 2.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWA3 2038-09-20 7 N/A 656412.00 2288.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407YRW1 2035-10-01 5 N/A 7080.00 46.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN4H9 2044-08-01 4.5 N/A 1000.00 106.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NX6H5 2043-02-01 3 N/A 1000.00 308.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9WA9 2047-01-01 3.5 N/A 2750.00 471.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4RR2 2044-09-01 4 N/A 11000.00 563.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UQW9 2040-05-15 4.5 N/A 75000.00 701.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388WTU0 2031-12-01 7 N/A 51667.00 73.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204YBG7 2026-03-15 7 N/A 25000.00 218.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212PQG0 2031-06-15 7 N/A 75000.00 140.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JRN0 2032-11-01 6 N/A 127040.00 310.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQTZ5 2044-06-01 4.5 N/A 1000.00 114.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LQRE6 2027-09-01 3 N/A 1000.00 18.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379JVK9 2026-10-01 9 N/A 95000.00 44.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KP51 2037-12-15 6 N/A 30000.00 229.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVD8 2045-12-20 4.5 N/A 9666.00 782.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHF9 2036-03-20 5.5 N/A 35000.00 477.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6U0 2034-07-20 5.5 N/A 105000.00 1347.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HK94 2031-09-01 6.5 N/A 425000.00 323.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LGK50 2032-05-01 3.56 N/A 17000.00 15952.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WKL9 2033-10-15 5 N/A 31000.00 829.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VBD5 2039-04-01 4.5 N/A 37000.00 778.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K7M0 2039-10-01 6.5 N/A 20000.00 298.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404NHE9 2034-06-01 5 N/A 15000.00 91.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AGV6 2025-08-15 8 N/A 49940.00 0.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMR1 2026-02-20 7 N/A 618000.00 31.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FG9 2047-02-01 4 N/A 9500.00 1245.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FR59 2033-05-15 5.25 N/A 70000.00 3021.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUC0 2052-08-01 4.5 N/A 6800.00 5067.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415LJ57 2038-05-01 5.5 N/A 9000.00 53.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDA1 2039-12-20 4 N/A 18750.00 989.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWD1 2027-06-20 7.5 N/A 100000.00 20.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UM97 2026-02-15 7 N/A 87000.00 13.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295FHX5 2037-05-15 6 N/A 60000.00 534.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG51 2029-12-15 7 N/A 20000.00 31.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CYY0 2035-11-15 5 N/A 10000.00 149.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SD44 2038-11-15 6.5 N/A 9616.00 310.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPP9 2040-08-01 4.5 N/A 4500.00 115.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EB99 2035-01-20 5 N/A 182950.00 3088.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPT7 2031-12-15 6 N/A 56000.00 56.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMP1 2037-03-20 6 N/A 43000.00 440.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ51 2039-02-20 6 N/A 572000.00 1875.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7DH3 2043-08-01 4 N/A 1667.00 293.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBT4 2028-12-15 7 N/A 37000.00 18.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TQ77 2036-05-15 6 N/A 125000.00 552.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ50 2052-10-01 4 N/A 2000.00 1564.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JA53 2027-09-15 7 N/A 25000.00 10.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DL86 2027-07-15 7 N/A 55000.00 140.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405XC27 2034-11-01 5.5 N/A 24791.00 167.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LWS5 2037-09-01 6.5 N/A 2000.00 28.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLX8 2031-12-15 6 N/A 346500.00 1289.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEV0 2049-08-01 4.5 N/A 5000.00 491.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMB2 2037-02-20 6 N/A 133479.00 1885.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205XC36 2033-09-15 5.5 N/A 48334.00 335.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FB98 2037-08-15 6 N/A 170000.00 495.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DPX5 2042-10-01 3 N/A 6000.00 1002.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLV1 2031-02-20 7 N/A 123000.00 123.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GXX0 2027-03-01 8 N/A 285000.00 16.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2H47 2041-03-15 6 N/A 5000.00 360.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FF92 2040-05-20 5 N/A 61431.00 739.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENC9 2037-05-20 6.5 N/A 20000.00 318.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412BFU1 2036-12-01 6 N/A 35000.00 111.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410MRV4 2036-06-01 6 N/A 42000.00 114.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AC6V1 2039-10-15 5 N/A 40000.00 1823.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390CPD2 2032-05-01 6.5 N/A 2800.00 32.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGT7 2040-06-20 5 N/A 127000.00 566.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN7G8 2044-11-01 4.5 N/A 3000.00 281.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206L6A2 2026-01-15 7.5 N/A 25092.00 0.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYG9 2046-06-01 3 N/A 2000.00 295.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209STH4 2028-07-15 7 N/A 129000.00 93.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335GMB8 2025-10-01 6.5 N/A 25102.00 0.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAM8 2039-08-20 4.5 N/A 183000.00 2281.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGQ4 2040-06-20 5.5 N/A 12000.00 785.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388CFL9 2031-08-01 6 N/A 3667.00 4.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU81 2044-09-01 4 N/A 3500.00 237.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3L5 2028-06-20 6.5 N/A 412156.00 319.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQ69 2045-10-20 5.5 N/A 9800.00 797.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VLG5 2029-11-01 6 N/A 15000.00 16.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MJE0 2030-10-15 8 N/A 183500.00 127.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FU48 2034-03-15 6 N/A 50000.00 114.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMQ3 2026-02-20 6.5 N/A 429167.00 44.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLU8 2038-12-20 7 N/A 10000.00 175.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388K2H4 2031-11-01 6.5 N/A 40600.00 75.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LP42 2040-10-15 4 N/A 15000.00 703.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WPRL3 2047-07-01 3.5 N/A 1000.00 120.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JJK1 2030-05-01 8 N/A 63000.00 35.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGD4 2028-12-15 6.5 N/A 452189.00 507.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAS5 2039-07-20 3.5 N/A 10000.00 556.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NK72 2043-08-20 3.5 N/A 15000.00 340.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPS70 2029-02-01 4 N/A 5000.00 21.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPP2 2026-06-20 6.5 N/A 35000.00 1.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374F4J5 2026-12-01 8 N/A 6000.00 0.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371G2S8 2028-10-01 6.5 N/A 5000.00 3.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211N2X5 2029-08-15 7 N/A 275000.00 343.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SEM5 2046-06-20 5.5 N/A 6650.00 738.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZW4 2033-10-20 4.5 N/A 25000.00 386.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414GEN5 2038-01-01 6.5 N/A 3000.00 48.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CND2 2047-08-01 3.5 N/A 3000.00 342.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382FYX1 2029-01-01 6 N/A 12334.00 4.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GPL4 2025-10-01 8 N/A 20000.00 0.28 Agency Mortgage-Backed Securities UNITED STATES TREASUR N/A 91282CMC2 2031-12-31 4.5 N/A 100266900.00 103989449.94 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31411DS75 2037-02-01 5.5 N/A 14500.00 73.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406VC20 2035-04-01 5.5 N/A 15000.00 257.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4W51 2049-08-01 3.5 N/A 1000.00 130.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW88 2038-10-20 7.5 N/A 25000.00 435.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJ70 2031-06-01 6 N/A 36668.00 31.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293YKM7 2029-11-01 7 N/A 15000.00 3.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283H5V3 2034-12-01 4.5 N/A 5000.00 79.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6F3 2034-06-20 6 N/A 132600.00 1824.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJS9 2034-01-01 5.5 N/A 22422.00 175.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LXN2 2028-04-15 6.5 N/A 35000.00 45.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ADH9 2033-09-15 4.5 N/A 26179.00 420.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFS2 2046-11-01 3 N/A 1000.00 169.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208UJF5 2028-02-15 7.5 N/A 75000.00 554.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBX8 2029-05-20 6.5 N/A 570000.00 665.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407HTA4 2036-02-01 6 N/A 30000.00 249.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31378YHU1 2028-01-01 6.5 N/A 100000.00 14.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CU67 2034-03-01 5 N/A 11000.00 108.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405BFZ9 2034-06-01 5.5 N/A 37000.00 249.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375VUH4 2026-03-01 6 N/A 110000.00 62.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390LFF8 2032-07-01 6.5 N/A 19000.00 84.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNZ0 2031-07-20 7 N/A 77667.00 170.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UCG3 2031-11-15 6.5 N/A 35373.00 98.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296MGU7 2033-09-01 5 N/A 65977.00 453.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296CWD8 2038-06-15 5.5 N/A 50000.00 192.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CAK2 2026-11-20 4.75 N/A 503419.00 195.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYV7 2035-02-01 5.5 N/A 3000.00 25.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXDP2 2035-10-01 5 N/A 38000.00 279.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JBM0 2032-04-15 6 N/A 25034.00 214.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BHY4 2029-01-15 6 N/A 130000.00 428.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YPK8 2031-07-15 7.5 N/A 50000.00 148.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP29 2037-10-20 7 N/A 171000.00 1695.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389MCQ8 2032-02-01 6.5 N/A 40000.00 4.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJW71 2045-09-01 4 N/A 6500.00 540.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNJ7 2050-04-01 3.5 N/A 1000.00 163.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QYB4 2036-06-15 6 N/A 25321.00 133.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRA8 2031-12-15 7 N/A 205000.00 280.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410VJJ0 2036-10-01 6.5 N/A 240500.00 1525.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5Z37 2038-03-01 6 N/A 31000.00 277.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938K51 2039-12-01 4.5 N/A 7999.00 147.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6M0 2028-11-20 7.5 N/A 125000.00 24.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201J2R9 2032-02-15 7.5 N/A 75000.00 1644.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZC1 2033-08-01 3.5 N/A 3000.00 241.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XNQ3 2037-06-01 6 N/A 1000.00 7.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXN9 2048-06-01 4 N/A 3000.00 258.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207EM76 2033-12-15 5.5 N/A 42000.00 221.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSQ5 2032-04-20 6 N/A 246500.00 775.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417TXW3 2039-12-01 5 N/A 1000.00 30.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FYP2 2038-06-15 6 N/A 12500.00 409.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294RW47 2037-09-15 6 N/A 25000.00 313.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NGZ4 2038-04-15 5.5 N/A 6000.00 22.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5C0 2048-10-01 4 N/A 2000.00 145.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6T3 2034-07-20 5 N/A 81000.00 1273.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9V93 2050-06-01 3.5 N/A 1000.00 331.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AYL6 2043-09-01 4.5 N/A 1000.00 120.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TFF9 2032-12-15 5.5 N/A 30000.00 83.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WMU2 2034-04-15 5 N/A 25226.00 163.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HY25 2033-10-01 6 N/A 30000.00 167.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPC4 2041-01-20 4.5 N/A 25000.00 558.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NH27 2043-07-20 3 N/A 32000.00 2383.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGN3 2036-01-20 5 N/A 106728.00 1575.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EVJC2 2046-02-01 3.5 N/A 1000.00 115.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295SXN1 2038-05-15 5.5 N/A 55000.00 1186.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVC1 2044-10-01 4 N/A 2006.00 147.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXM6 2038-11-20 5.5 N/A 242000.00 317.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWE7 2033-02-20 5 N/A 406090.00 3220.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K2L0 2040-06-01 5 N/A 25000.00 716.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MHU0 2033-04-15 6 N/A 25000.00 91.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FE96 2029-02-15 7 N/A 40000.00 19.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNN4 2037-10-01 6.5 N/A 3000.00 52.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5Q9 2048-12-01 5 N/A 2666.00 217.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSS1 2032-04-20 7 N/A 290000.00 551.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SRT6 2037-07-15 5.5 N/A 100268.00 249.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409CV85 2036-05-01 5 N/A 19000.00 75.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287XG83 2032-08-01 6 N/A 20000.00 41.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWW6 2045-08-01 4 N/A 4500.00 400.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294MF97 2026-05-01 3.5 N/A 4000.00 17.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZE2 2039-01-20 4.5 N/A 56500.00 872.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416M5Z3 2039-04-01 4.5 N/A 2804.00 21.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2A6 2039-02-20 5 N/A 11748.00 180.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KL37 2029-04-15 6.5 N/A 35000.00 60.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XD95 2033-04-01 6 N/A 38000.00 108.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFY2 2030-02-20 7.5 N/A 73218.00 55.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTR2 2034-11-01 6 N/A 35445.00 265.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLF6 2031-01-20 7 N/A 881000.00 871.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MFP2 2032-05-15 6 N/A 29000.00 116.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FCM6 2039-11-20 4 N/A 10000.00 444.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFM6 2035-10-20 5 N/A 207750.00 3145.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EJD2 2032-02-15 7 N/A 123273.00 3860.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJE38 2027-01-01 4.5 N/A 1994.00 0.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MCK6 2032-03-15 6 N/A 25000.00 92.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JLS5 2040-10-01 4.5 N/A 1667.00 50.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEY1 2035-08-20 7 N/A 25000.00 233.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAK3 2043-11-01 4.5 N/A 1000.00 71.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEZ5 2040-03-20 4.5 N/A 75000.00 1158.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AJD2 2032-12-15 5.5 N/A 36916.00 234.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU77 2048-03-01 3.5 N/A 7750.00 1019.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VM27 2037-01-15 5 N/A 14000.00 189.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SUK4 2031-11-15 6 N/A 25000.00 84.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YAA3 2029-06-15 7 N/A 45000.00 552.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208PX52 2028-11-15 6.5 N/A 60000.00 265.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSP9 2026-11-20 8.5 N/A 47000.00 8.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CQC3 2044-09-01 5.5 N/A 18000.00 1871.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRL1 2032-04-01 7 N/A 768000.00 687.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJS84 2043-08-01 4 N/A 5000.00 344.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382RNY5 2029-03-01 6.5 N/A 25000.00 8.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QTB2 2028-12-15 6 N/A 25000.00 24.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUV1 2032-10-20 6 N/A 296000.00 1352.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LDX4 2033-09-01 4.5 N/A 2000.00 25.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXS3 2038-11-20 5 N/A 50000.00 596.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUR5 2040-11-20 4 N/A 38000.00 417.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DBF8 2049-04-01 3.5 N/A 2000.00 153.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECM9 2035-02-20 4.5 N/A 50000.00 528.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2V2 2033-12-20 5.5 N/A 164834.00 2170.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1KQ9 2028-02-01 2.5 N/A 2000.00 65.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412TZG1 2038-11-01 5 N/A 3108.00 11.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VNR7 2050-06-20 3 N/A 10000.00 1555.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RDF3 2035-04-01 6 N/A 26460.00 214.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380HQ42 2028-10-01 6 N/A 30137.00 6.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQJM6 2040-03-15 4.5 N/A 4000.00 294.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU24 2044-08-01 4.5 N/A 9500.00 566.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202VXE6 2034-05-15 5 N/A 25000.00 690.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YET2 2029-03-15 6 N/A 25000.00 73.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SYJ4 2034-05-15 5 N/A 243629.00 4952.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MFGR3 2032-08-01 3.5 N/A 1000.00 133.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291PBY1 2034-10-15 6 N/A 33983.00 474.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV89 2038-09-20 6 N/A 1646232.00 1160.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312943ZX4 2040-11-01 4 N/A 1034.00 38.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7C35 2026-09-01 6.5 N/A 25000.00 54.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPVE4 2052-07-01 4.5 N/A 5200.00 4116.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXA3 2045-10-01 4 N/A 6000.00 514.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371PBA7 2038-12-01 5.5 N/A 23000.00 119.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297DPH4 2039-05-15 5 N/A 25000.00 162.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BQA7 2045-04-01 3 N/A 41000.00 2131.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7FG6 2038-12-01 5.5 N/A 32000.00 221.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BD54 2029-02-15 7.5 N/A 50000.00 22.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296XJ88 2039-01-15 5 N/A 7000.00 86.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLT6 2031-02-20 6 N/A 413466.00 370.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GRM7 2037-11-01 7.5 N/A 25000.00 121.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KHA2 2031-10-01 8 N/A 170000.00 167.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VM53 2026-04-15 6.5 N/A 34000.00 8.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5K1 2039-05-20 6.5 N/A 50000.00 1062.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZ63 2028-03-20 7.5 N/A 27000.00 11.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290Y6E3 2034-02-15 6 N/A 40000.00 527.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VQC4 2026-04-15 7 N/A 76389.00 8.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5Z8 2039-06-20 6 N/A 160000.00 1063.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT68 2032-08-20 6 N/A 624673.00 2248.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRD7 2026-09-20 7.5 N/A 425000.00 50.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBA5 2028-12-15 7 N/A 60000.00 58.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUL1 2038-07-20 5.5 N/A 10000.00 29.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJW4 2025-09-20 7 N/A 225082.00 7.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQQS5 2049-07-01 4 N/A 4000.00 662.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4R3 2049-12-01 4 N/A 3000.00 446.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHX2 2030-07-20 8 N/A 25000.00 15.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGSR6 2038-02-01 5 N/A 99000.00 2292.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5MF3 2037-04-01 2.5 N/A 1000.00 200.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAP2 2032-02-15 7 N/A 37000.00 53.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVS6 2045-01-01 4 N/A 17000.00 1336.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213C5L0 2031-09-15 7 N/A 40000.00 72.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWZ7 2033-02-15 6 N/A 122000.00 732.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKT4 2036-07-15 6.5 N/A 59768.00 458.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM40 2031-05-20 6 N/A 205456.00 355.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2Z2 2047-12-01 3 N/A 3000.00 448.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AEG9 2027-04-01 3.5 N/A 5000.00 87.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELU1 2037-01-20 5 N/A 15000.00 111.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UV56 2031-07-15 6 N/A 130433.00 327.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFS80 2045-10-01 4 N/A 6000.00 561.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHGK2 2026-09-01 4.5 N/A 60000.00 298.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XHW3 2028-10-15 6.25 N/A 25000.00 131.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401X6C6 2033-06-01 5 N/A 10000.00 27.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F2Q8 2041-12-20 6 N/A 30000.00 881.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9AN0 2028-07-01 3.5 N/A 6000.00 253.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHZ21 2041-12-01 4 N/A 3000.00 177.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADK0 2038-02-01 5.5 N/A 4000.00 75.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRV5 2032-02-20 6 N/A 877319.00 3336.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BME5 2031-03-15 6 N/A 31000.00 52.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKA6 2036-08-20 5.5 N/A 125305.00 915.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NLX7 2034-06-15 5.5 N/A 90000.00 1561.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36219CTR5 2027-11-20 7 N/A 49000.00 283.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQZ7 2031-12-20 6 N/A 488500.00 1678.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCKF9 2029-08-01 3.5 N/A 8000.00 445.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VV58 2030-02-01 7 N/A 11000.00 7.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411HN71 2037-02-01 5 N/A 1000.00 5.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293ADY1 2028-09-01 7.5 N/A 49000.00 30.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379DB99 2028-09-01 6.5 N/A 7000.00 24.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AP50 2039-10-01 6.5 N/A 34000.00 565.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209GY27 2028-09-15 7.5 N/A 48540.00 290.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KCG4 2031-06-01 6.5 N/A 175000.00 194.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A5V8 2028-09-15 6 N/A 34000.00 57.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5C1 2034-04-20 5 N/A 183918.00 2299.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XF85 2033-07-01 5.5 N/A 15000.00 77.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406MX92 2034-12-01 5.5 N/A 7000.00 94.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418V4T6 2040-08-01 4 N/A 3000.00 99.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XQU7 2041-02-01 4 N/A 1334.00 111.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6D8 2034-06-20 5 N/A 573500.00 8985.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYT1 2046-09-01 3 N/A 3000.00 469.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298NAQ8 2031-05-01 5.5 N/A 10000.00 73.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WY90 2026-08-15 8 N/A 225000.00 37.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412DLU0 2037-02-01 5.5 N/A 1000.00 3.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDC1 2052-05-01 2.5 N/A 16000.00 11087.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KUS5 2036-02-15 5.5 N/A 52728.00 1038.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJZ7 2025-09-20 7.5 N/A 165329.00 2.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K5J9 2038-10-01 6.5 N/A 9000.00 100.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYC8 2046-05-01 3.5 N/A 27874.00 2954.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLR2 2025-12-20 7 N/A 252500.00 19.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJ72 2033-07-15 5.5 N/A 68000.00 534.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208T2Q2 2028-03-15 6.5 N/A 158547.00 128.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206URD3 2026-03-15 7 N/A 30000.00 3.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EEQX0 2027-03-01 3.5 N/A 1000.00 19.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BEE2 2041-05-01 5 N/A 3000.00 630.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402UQW5 2025-12-01 8 N/A 20000.00 12.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212CZM6 2030-06-15 8 N/A 175562.00 78.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTD3 2032-06-20 5.5 N/A 57500.00 360.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAL6 2034-03-01 3.5 N/A 4000.00 328.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X5C7 2033-07-15 5.5 N/A 50000.00 507.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y4J8 2031-09-15 6.5 N/A 35000.00 359.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945CB2 2041-01-01 4.5 N/A 24000.00 1399.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419DMQ1 2025-09-01 3.5 N/A 7000.00 5.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VPK4 2029-01-15 6 N/A 150000.00 482.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JMS7 2029-06-15 6.5 N/A 80000.00 60.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4M3 2048-11-01 5 N/A 1000.00 84.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GQ22 2037-08-01 6.5 N/A 41000.00 339.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201Q4T7 2032-09-15 6.5 N/A 25000.00 437.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391LH73 2033-01-01 6 N/A 72000.00 1097.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5D9 2034-04-20 5.5 N/A 205000.00 2937.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DPX1 2036-08-01 6.5 N/A 32000.00 175.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JHU1 2026-01-15 7 N/A 105703.00 0.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291PAA4 2033-09-15 5 N/A 110000.00 1660.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GGU8 2028-01-01 8 N/A 37000.00 19.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY98 2028-01-20 7.5 N/A 1155000.00 423.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKA8 2030-10-20 8.5 N/A 100000.00 36.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MWJ2 2036-07-01 6 N/A 5000.00 21.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407PU22 2035-10-01 5 N/A 9000.00 71.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3D4 2048-10-01 4 N/A 8000.00 604.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VQL1 2029-02-15 6.5 N/A 82000.00 114.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGC7 2035-12-20 5 N/A 20000.00 341.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DML3 2050-03-01 4 N/A 3000.00 452.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUC5 2027-02-20 8 N/A 60000.00 12.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAA49 2042-03-01 3.5 N/A 2015.00 177.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAYY7 2044-02-01 4.5 N/A 5000.00 341.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LH25 2040-05-15 5 N/A 15000.00 286.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294VRC6 2037-11-15 6 N/A 25000.00 248.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HKY9 2031-08-01 7 N/A 30002.00 32.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225APD6 2026-08-15 7.5 N/A 102771.00 15.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9SN2 2048-11-01 3 N/A 2750.00 477.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296KSD5 2038-07-15 5 N/A 60000.00 249.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETU3 2038-06-20 5.5 N/A 141000.00 84.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291K5B9 2034-06-15 5 N/A 25000.00 512.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408GEZ6 2035-12-01 5.5 N/A 15000.00 63.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMYK1 2044-04-01 4.5 N/A 6000.00 442.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNV1 2040-05-01 4.5 N/A 6000.00 170.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDP3 2029-09-20 7.5 N/A 227000.00 251.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410AKX3 2036-07-01 7 N/A 75000.00 504.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLZ4 2052-10-01 4.5 N/A 10900.00 8488.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7MV5 2039-06-01 4.5 N/A 5000.00 62.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTWN1 2044-08-01 4 N/A 1004.00 191.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LFX2 2033-11-01 5 N/A 24000.00 273.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YJD1 2040-07-01 4.5 N/A 12000.00 916.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9D25 2039-09-01 5 N/A 3000.00 79.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7EB5 2027-05-01 5.5 N/A 65000.00 150.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSR5 2029-10-01 3 N/A 3000.00 194.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PST64 2025-10-01 3.5 N/A 6347.00 6.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ASW0 2033-10-15 6 N/A 40000.00 367.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KZA2 2033-02-01 5.5 N/A 11000.00 40.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CW82 2027-08-20 7 N/A 231000.00 145.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQ51 2045-10-20 5 N/A 20000.00 1660.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HR59 2029-05-01 7 N/A 14000.00 46.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BDN3 2044-04-01 4.5 N/A 4000.00 364.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CE97 2031-07-15 6 N/A 26720.00 68.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HRH9 2032-08-01 6 N/A 99990.00 243.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382G3W5 2029-02-01 6 N/A 15000.00 11.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291XBP3 2035-05-15 5 N/A 33000.00 607.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416QS97 2039-05-01 5 N/A 2000.00 62.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXB4 2027-08-20 8 N/A 315000.00 149.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298WMD4 2031-10-01 6 N/A 80000.00 163.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KF96 2030-03-15 8.5 N/A 25307.00 16.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DJF1 2033-06-15 5 N/A 29000.00 435.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2U4 2033-12-20 5 N/A 273051.00 3424.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JG63 2036-11-01 5.5 N/A 25070.00 216.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GFMW4 2041-07-01 4.5 N/A 2000.00 98.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS36 2032-05-20 6 N/A 873522.00 2690.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SDZ5 2038-10-15 7 N/A 71250.00 2229.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQM6 2031-11-20 6 N/A 397000.00 1345.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A6P0 2027-12-15 8 N/A 700000.00 220.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410TAH8 2036-08-01 6.5 N/A 20000.00 123.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMA4 2037-02-20 5.5 N/A 19166.00 226.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWC9 2038-09-20 5 N/A 106750.00 1513.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RRY5 2031-08-15 7 N/A 75000.00 90.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PYYP3 2027-04-01 2.5 N/A 5000.00 102.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NLX6 2032-12-15 6 N/A 27997.00 105.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A93A7 2033-11-20 6.5 N/A 119000.00 5407.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CY92 2027-06-15 7.5 N/A 40000.00 26.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413RUD6 2037-11-01 5.5 N/A 15000.00 20.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TZY9 2028-02-15 6.5 N/A 38000.00 14.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EWU6 2032-03-15 6 N/A 145016.00 345.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3H2 2034-01-20 5.5 N/A 61000.00 807.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLU3 2031-02-20 6.5 N/A 289750.00 202.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WMH2 2040-07-01 5 N/A 6000.00 98.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M87G3 2041-11-01 4.5 N/A 2000.00 130.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AE39 2032-11-15 5.5 N/A 143000.00 525.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B5X1 2032-12-15 5.5 N/A 85000.00 321.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412V4C9 2037-06-01 6.5 N/A 13000.00 24.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFN1 2040-04-20 4.5 N/A 7500.00 122.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417JNJ5 2039-07-01 5 N/A 7000.00 83.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QASP6 2049-03-01 4.5 N/A 4000.00 391.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412V4G0 2037-07-01 5.5 N/A 7000.00 42.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209AUP3 2028-03-15 7 N/A 40000.00 68.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ABP59 2039-11-15 4 N/A 9506.00 723.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGN2 2028-12-15 6 N/A 15000.00 26.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QBW4 2034-01-15 5.5 N/A 77520.00 1114.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MQX3 2032-10-15 6 N/A 100000.00 423.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290STH4 2034-02-15 5.5 N/A 70000.00 634.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210X3J4 2029-08-15 7 N/A 25040.00 71.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CPL0 2033-11-01 5 N/A 46000.00 433.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDL5 2045-12-01 4 N/A 12500.00 1087.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209CTR7 2028-04-15 7 N/A 370000.00 222.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201APF9 2032-01-15 6 N/A 82145.00 481.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FS5L3 2032-02-01 3.5 N/A 1000.00 107.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPAH7 2045-02-01 4.5 N/A 2000.00 133.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203C3Y6 2026-04-15 8 N/A 160000.00 106.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCR0 2029-07-20 6 N/A 100000.00 155.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GWC0 2026-06-20 7.5 N/A 30000.00 84.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JB49 2028-12-15 6 N/A 30000.00 186.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENYB9 2029-12-01 4 N/A 2000.00 41.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292ESD3 2035-07-15 4.5 N/A 83395.00 3601.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MLB1 2035-12-01 5.5 N/A 42047.00 394.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPZ6 2037-10-20 6.5 N/A 105000.00 1210.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWU3 2027-07-20 8 N/A 127500.00 36.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HSN6 2032-05-01 7.5 N/A 64000.00 240.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3Y7 2028-07-20 6.5 N/A 676836.00 556.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QX26 2029-09-15 7 N/A 210000.00 73.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJQ2 2049-07-01 4 N/A 2000.00 226.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DMJ8 2050-03-01 3 N/A 4500.00 818.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KXM1 2038-10-01 6.5 N/A 120000.00 941.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AF69 2037-08-01 5.5 N/A 2000.00 41.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FNL8 2028-02-01 2.5 N/A 2000.00 99.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q2Y6 2045-02-20 3.5 N/A 20000.00 540.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEV4 2040-03-20 4 N/A 25000.00 771.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPQ0 2026-06-20 7 N/A 205931.00 31.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SYQ2 2039-01-15 7 N/A 50000.00 2357.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ47 2035-07-01 2 N/A 3800.00 1311.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y3L9 2041-06-01 4 N/A 1000.00 28.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MQK1 2032-10-15 6 N/A 30000.00 101.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHE2 2036-03-20 5 N/A 5000.00 68.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRW5 2026-10-20 7 N/A 235000.00 94.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7FZ6 2041-02-01 4.5 N/A 23500.00 795.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3YF2 2029-10-01 3 N/A 1000.00 68.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B3T1 2046-05-01 3.5 N/A 1000.00 127.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZB9 2046-12-01 3 N/A 9423.00 1686.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HVS9 2032-04-15 6 N/A 30000.00 643.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAL0 2039-08-20 4 N/A 137500.00 1721.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6BM2 2034-02-01 3 N/A 4000.00 788.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTA1 2026-12-20 8.5 N/A 170000.00 78.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400FBV8 2032-09-01 6.5 N/A 55000.00 174.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7C1 2028-12-20 7.5 N/A 50000.00 26.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAM9 2032-02-15 6 N/A 120127.00 689.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6S2 2042-11-01 3.5 N/A 1000.00 83.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404US27 2034-06-01 6 N/A 5000.00 59.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YHRS1 2045-02-01 3 N/A 1003.00 198.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJE5 2047-04-01 4 N/A 10000.00 973.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J5A8 2031-06-01 6.5 N/A 75000.00 50.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7K1 2034-08-20 6 N/A 65000.00 733.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213U3Y4 2037-08-15 6.5 N/A 32085.00 710.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAG8 2050-11-01 2.5 N/A 6000.00 2601.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402TWC5 2033-09-01 5.5 N/A 3667.00 34.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVL2 2032-12-20 5 N/A 203904.00 1369.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPC7 2037-08-20 7 N/A 40000.00 412.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296P5J7 2033-11-01 5 N/A 45000.00 428.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEG7 2040-02-20 4 N/A 19000.00 820.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296BJ52 2038-04-15 5.5 N/A 50000.00 474.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DJZ3 2036-06-01 5 N/A 38000.00 385.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201LUC6 2032-05-15 6.5 N/A 105333.00 277.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400KP67 2033-04-01 5.5 N/A 6000.00 25.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AN55 2026-08-15 7.5 N/A 25736.00 5.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTR4 2027-01-20 7.5 N/A 340000.00 62.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ART9 2027-01-15 7.5 N/A 29195.00 4.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENA3 2037-05-20 5.5 N/A 155207.00 1784.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3W9 2034-02-20 5 N/A 43500.00 508.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BDT2 2029-04-15 6 N/A 155000.00 358.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EENK1 2042-04-01 3.5 N/A 1000.00 79.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404RAB3 2030-04-01 8.5 N/A 85000.00 355.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W14A2 2028-02-01 2.5 N/A 1000.00 54.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2E99 2042-02-15 5 N/A 50000.00 3966.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7EL3 2027-05-01 5 N/A 10000.00 26.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JCH9 2028-12-15 6 N/A 100000.00 124.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AEK58 2040-02-20 4 N/A 42000.00 7349.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VM50 2028-12-15 6 N/A 180000.00 166.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKX5 2029-09-15 6.5 N/A 337400.00 405.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5E9 2028-09-20 7 N/A 251459.00 245.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YFY7 2033-08-20 5 N/A 115000.00 2206.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H3T1 2036-06-01 6 N/A 20000.00 85.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CXM7 2035-10-15 4.5 N/A 32057.00 215.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMY49 2034-04-01 3.5 N/A 1000.00 88.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391A6S3 2032-10-01 6 N/A 28000.00 27.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGW0 2040-06-20 4.5 N/A 8667.00 325.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J7A6 2031-07-01 6.5 N/A 5000.00 4.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VZG3 2028-02-15 7 N/A 63853.00 54.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUW7 2038-07-20 7 N/A 65000.00 656.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHN24 2039-05-01 6.5 N/A 51000.00 853.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC71 2029-03-15 6 N/A 503000.00 709.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AVWX9 2026-10-01 3.5 N/A 4000.00 39.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WT43 2036-04-01 5.5 N/A 370000.00 2354.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206LR27 2025-09-15 8 N/A 118295.00 7.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZK2 2028-02-20 6 N/A 42711.00 39.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211C4C3 2029-08-15 7 N/A 75000.00 22.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGS20 2044-02-01 3.5 N/A 1000.00 169.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206USS9 2026-04-15 7.5 N/A 90000.00 40.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKX8 2030-12-20 7 N/A 75000.00 70.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XUE5 2029-03-15 6.25 N/A 125000.00 116.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HKG5 2029-09-15 7 N/A 134000.00 959.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JVY1 2029-05-15 7 N/A 37118.00 323.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F3L8 2042-02-20 4 N/A 75000.00 894.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404YAH5 2034-05-01 5 N/A 15000.00 277.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DXR8 2036-12-15 5 N/A 100643.00 290.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FP91 2039-06-20 4.5 N/A 50000.00 660.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380HSG3 2028-11-01 6 N/A 14667.00 3.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K4L2 2033-04-01 6 N/A 15000.00 83.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGD5 2035-12-20 5.5 N/A 54554.00 857.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBH8 2039-09-20 4.5 N/A 5000.00 179.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EE88 2035-09-20 5 N/A 181542.00 2704.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297NLQ7 2035-01-01 5 N/A 10000.00 64.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KQB96 2037-04-01 5.5 N/A 33000.00 287.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5J4 2039-05-20 6 N/A 25000.00 454.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FAD5 2032-08-15 6.5 N/A 75000.00 137.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYV9 2027-12-20 7.5 N/A 690000.00 413.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HQQ8 2031-06-01 6 N/A 6000.00 4.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRW4 2050-08-01 2 N/A 5000.00 2264.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KUS73 2037-08-01 6 N/A 25000.00 396.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YTT3 2033-09-15 5 N/A 45000.00 732.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCG75 2034-11-01 3.5 N/A 13000.00 3007.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HNM6 2029-05-01 6 N/A 15000.00 16.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RUS4 2026-03-15 7 N/A 60000.00 4.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AFH0 2026-03-15 6.5 N/A 32000.00 8.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NXW6 2034-12-15 5 N/A 45000.00 272.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307GEL9 2029-02-01 3.5 N/A 5000.00 281.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NMQ8 2028-09-20 4 N/A 40000.00 1675.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209V6S8 2029-05-15 6.5 N/A 65000.00 16.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NTR6 2038-04-01 5 N/A 5098.00 29.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AX44 2040-12-01 4.5 N/A 6000.00 271.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPH5 2031-07-15 7 N/A 24140.00 29.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SSM3 2031-10-15 6.25 N/A 151000.00 105.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETK96 2046-05-01 4.5 N/A 3000.00 251.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128K8TQ9 2035-11-01 5 N/A 10000.00 52.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7G8 2039-07-20 4.5 N/A 2000.00 69.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJEW4 2042-01-01 4 N/A 12000.00 1404.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZF7 2029-01-15 6 N/A 110000.00 116.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YZV2 2041-05-01 4.5 N/A 6032.00 173.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVJ5 2033-01-15 5.5 N/A 25000.00 251.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XN87 2033-08-15 5 N/A 68374.00 832.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDR6 2051-04-20 2.5 N/A 11000.00 5664.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE55 2052-07-01 4 N/A 1000.00 765.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGJ3 2052-08-01 4 N/A 1000.00 775.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A74R6 2041-03-01 4.5 N/A 4000.00 153.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387HVY3 2031-05-01 6.5 N/A 5000.00 5.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXU0 2033-05-20 6 N/A 80000.00 469.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AU82 2038-06-01 6 N/A 14500.00 227.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYPN1 2027-06-01 3 N/A 4000.00 112.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y9PE7 2034-02-01 3.5 N/A 1000.00 93.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BRU3 2027-04-01 3 N/A 3000.00 51.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SPC5 2037-02-15 5.5 N/A 25000.00 85.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LWK3 2033-08-01 6 N/A 17000.00 86.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AZJ3 2038-09-01 6 N/A 3000.00 33.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GAE3 2036-12-01 5 N/A 3000.00 28.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Q7B9 2034-07-20 6.5 N/A 90000.00 2041.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS51 2032-05-20 7 N/A 82000.00 155.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTS0 2034-11-01 6 N/A 5641.00 30.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FQT3 2033-04-15 5.5 N/A 25000.00 75.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9L86 2050-08-01 4 N/A 2000.00 492.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXL2 2027-09-20 7 N/A 1085021.00 362.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WHN3 2031-04-01 6 N/A 71626.00 70.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HUP7 2033-02-01 5.5 N/A 20000.00 102.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WK4P7 2047-06-01 3.5 N/A 7750.00 814.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFH9 2030-01-20 8 N/A 115000.00 63.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLU3 2032-03-01 6.5 N/A 70000.00 119.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET41 2038-06-20 6.5 N/A 33694.00 497.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXE97 2035-12-01 5 N/A 5000.00 38.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381BUB3 2028-12-01 6 N/A 90100.00 52.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KMQ8 2037-06-15 6 N/A 49000.00 585.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292HSZ7 2035-11-15 6 N/A 61836.00 701.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJQ5 2030-09-20 7 N/A 233000.00 307.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUV9 2038-07-20 6.5 N/A 40000.00 453.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NY2R5 2043-02-01 3.5 N/A 1000.00 178.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294YPG3 2037-02-15 6 N/A 50054.00 928.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389VKJ5 2032-05-01 6 N/A 73000.00 172.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KAQ6 2037-12-15 6 N/A 40000.00 208.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411YER0 2037-05-01 5 N/A 33208.00 351.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LUK0 2040-12-20 6 N/A 149000.00 3382.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVC26 2049-07-01 3.5 N/A 3000.00 381.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GYM2 2029-02-01 6 N/A 25000.00 23.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JK87 2032-02-15 6.5 N/A 25000.00 20.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYD9 2027-11-20 6.5 N/A 175000.00 123.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG77 2029-12-15 7 N/A 190369.00 230.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387EXR3 2031-06-01 6.5 N/A 11000.00 27.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291DYR8 2035-10-15 5.5 N/A 50004.00 1208.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XC3U4 2043-11-01 4.5 N/A 2500.00 454.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945ZL5 2041-02-01 4.5 N/A 14000.00 508.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDD9 2052-05-01 3 N/A 2000.00 1429.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQ3X9 2027-12-01 2.5 N/A 1000.00 44.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QWJ6 2038-11-20 5.5 N/A 10000.00 638.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BEH3 2033-06-01 5.5 N/A 16667.00 45.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YDH2 2037-05-01 5.5 N/A 15000.00 25.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M2G4 2043-02-20 3 N/A 13000.00 858.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FFR9 2032-11-15 5.5 N/A 61565.00 1499.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HQ31 2032-06-01 6 N/A 30000.00 89.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NBQ3 2034-01-15 6 N/A 75625.00 1009.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5U9 2039-06-20 5 N/A 10000.00 536.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF22 2033-08-15 4.5 N/A 25035.00 520.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411RDS4 2037-04-01 5.5 N/A 14000.00 320.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLH7 2040-10-20 4.5 N/A 90000.00 2332.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EN96 2037-08-20 5.5 N/A 116999.00 1309.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJY0 2053-10-01 4 N/A 1000.00 843.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210DJN2 2029-03-15 7 N/A 85000.00 269.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYT4 2027-12-20 7 N/A 147500.00 71.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A8RD0 2041-03-01 4 N/A 4030.00 232.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C4S0 2032-02-15 6 N/A 30000.00 59.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDKE2 2027-05-01 4 N/A 20000.00 45.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ATH0 2025-11-01 4 N/A 6800.00 3.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KV7K5 2037-09-01 6 N/A 70000.00 208.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR89 2047-12-01 3.5 N/A 11000.00 1435.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CFR0 2035-10-15 5 N/A 113000.00 2175.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYK1 2033-07-20 5 N/A 389635.00 5019.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6A8 2050-05-01 4.5 N/A 3000.00 716.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294N6F0 2036-10-15 6 N/A 55000.00 537.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2H2 2047-08-01 4 N/A 5250.00 593.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201A2B3 2032-11-15 5.5 N/A 57000.00 178.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4A6 2034-02-20 6 N/A 25000.00 314.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391N6V8 2032-12-01 6 N/A 55455.00 97.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TRX9 2029-05-01 6 N/A 44000.00 38.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J7ZJ4 2043-03-01 3.5 N/A 2167.00 368.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FPB9 2029-05-15 7 N/A 519000.00 378.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G2R6 2029-06-01 6 N/A 70000.00 89.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NWX9 2038-06-01 5.5 N/A 6000.00 56.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPD5 2037-08-20 7.5 N/A 55000.00 672.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGE3 2035-12-20 6 N/A 22000.00 416.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LQ42 2028-06-15 7 N/A 100000.00 99.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q6T3 2038-11-20 5.5 N/A 12000.00 859.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CM84 2047-07-01 3 N/A 1000.00 176.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206LV55 2025-11-15 7.5 N/A 25000.00 0.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200D2U6 2032-12-15 6 N/A 60000.00 393.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGW2 2029-11-15 7 N/A 305000.00 396.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGR4 2036-01-20 6 N/A 25000.00 358.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW62 2038-10-20 6.5 N/A 105000.00 1252.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W3QL0 2043-02-01 3 N/A 1000.00 210.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WRQ4 2033-04-20 5.5 N/A 108000.00 238.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMP5 2026-02-20 6 N/A 188000.00 1.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AQQ6 2026-11-15 7 N/A 170000.00 17.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GUL9 2026-08-01 6 N/A 50000.00 11.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RQ97 2033-07-15 5 N/A 35000.00 133.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211RRB7 2035-03-15 5 N/A 26854.00 313.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385WZT9 2033-01-01 6.5 N/A 42000.00 56.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PRK8 2026-03-15 7 N/A 60622.00 6.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307AVU3 2028-02-01 3 N/A 3000.00 116.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BB20 2029-03-15 6.5 N/A 29000.00 18.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CHK2 2025-07-20 7.5 N/A 1275445.00 4.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZJ1 2039-01-20 6.5 N/A 87000.00 1304.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MBW6 2026-02-15 6.5 N/A 50000.00 8.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XXL7 2033-06-15 5.5 N/A 35000.00 996.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZF1 2033-09-20 5 N/A 205500.00 2948.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FBL1 2037-07-15 6.5 N/A 50000.00 255.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK64 2032-08-01 6.5 N/A 255000.00 399.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209UBR6 2029-09-15 7 N/A 145000.00 332.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7F0 2039-07-20 4 N/A 67000.00 2700.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNM9 2031-06-20 7 N/A 80000.00 131.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4P3 2034-03-20 5.5 N/A 33000.00 478.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1SW8 2043-02-01 3 N/A 1000.00 207.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208XVV0 2028-10-15 6.5 N/A 150000.00 26.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418SUT4 2025-10-01 3.5 N/A 3000.00 4.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJU9 2031-05-01 7 N/A 60000.00 27.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ80 2048-09-01 3.5 N/A 6750.00 640.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201V5Y4 2032-09-15 7 N/A 63454.00 97.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201Q6N8 2032-09-15 6 N/A 200000.00 290.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CL92 2026-01-20 6.5 N/A 382090.00 2.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415M2W4 2038-07-01 5.5 N/A 7000.00 68.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GA70 2032-11-15 6 N/A 75000.00 546.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410V7B0 2037-02-01 5 N/A 3000.00 13.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYM7 2033-07-20 6 N/A 34319.00 330.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSM6 2026-11-20 8 N/A 160000.00 15.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418VWV0 2040-06-01 5 N/A 5000.00 143.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298YZJ3 2031-11-01 6 N/A 45000.00 17.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXN8 2027-09-20 7.5 N/A 25000.00 9.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFZ9 2030-02-20 8 N/A 43092.00 36.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X3E32 2043-08-01 4 N/A 1000.00 64.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210U2H5 2029-04-15 6 N/A 50000.00 171.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210WL80 2029-07-15 7 N/A 34753.00 79.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JPV0 2030-08-01 7.5 N/A 100000.00 27.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EJR2 2031-12-15 6 N/A 61000.00 237.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNK0 2035-11-01 4.5 N/A 2000.00 28.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUC0 2032-08-15 6 N/A 50000.00 215.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QXZ3 2033-07-15 5 N/A 244000.00 1665.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ER92 2038-04-20 4.5 N/A 44670.00 1061.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGG1 2034-10-01 3 N/A 3000.00 414.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJR4 2049-12-01 3 N/A 5000.00 844.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDX8 2028-06-15 6.5 N/A 155000.00 65.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGC9 2030-03-20 7 N/A 85000.00 224.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9XS6 2043-12-01 5.5 N/A 2000.00 136.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7A97 2038-12-01 5 N/A 20000.00 176.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KRB8 2029-06-15 7 N/A 150000.00 249.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200X4G1 2032-04-15 6 N/A 54618.00 85.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DDB3 2034-07-01 5.5 N/A 1112.00 10.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XBWZ3 2043-12-01 4.5 N/A 2311.00 125.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401CPL1 2033-05-01 5.5 N/A 42667.00 106.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BET1 2029-06-15 6 N/A 76000.00 103.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B3S3 2046-05-01 3 N/A 6000.00 780.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385AT72 2030-06-01 9 N/A 10000.00 23.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BMS4 2038-10-01 6 N/A 54667.00 710.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQA4 2026-07-20 8 N/A 1007334.00 65.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CK51 2025-11-20 7 N/A 442300.00 14.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNN9 2039-09-01 5 N/A 3000.00 53.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CKH6 2047-05-01 4 N/A 2000.00 202.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SFU5 2031-01-15 8 N/A 157000.00 505.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ASL2 2028-10-15 7 N/A 25000.00 19.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3M3 2028-06-20 7 N/A 368000.00 213.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS61 2026-12-20 7.5 N/A 176850.00 30.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CLM4 2032-01-15 6 N/A 110682.00 685.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GWM8 2026-07-20 7.5 N/A 25000.00 81.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXS5 2033-05-20 5 N/A 500840.00 4974.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWU1 2033-03-20 5 N/A 275464.00 2531.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKG3 2032-02-15 6 N/A 35000.00 67.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388LC81 2031-11-01 6.5 N/A 25000.00 25.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF46 2035-11-20 6 N/A 25000.00 502.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5SH4 2038-01-01 6.5 N/A 22000.00 193.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES75 2038-05-20 4.5 N/A 15000.00 293.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYG8 2038-12-20 6.5 N/A 763000.00 409.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4S3 2029-02-15 6 N/A 77500.00 140.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CEQ6 2028-07-15 7 N/A 40000.00 115.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210B4J1 2039-04-15 4.5 N/A 25250.00 330.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GRW8 2027-01-01 6.5 N/A 35000.00 10.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375B3D7 2025-11-01 6 N/A 90000.00 22.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RJ0 2041-12-01 4 N/A 2000.00 87.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KXQ8 2029-11-15 7.5 N/A 53000.00 91.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KEC68 2036-06-01 6 N/A 50000.00 654.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QVG3 2034-12-01 6 N/A 33710.00 263.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JF86 2032-06-01 6.5 N/A 23676.00 26.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296AWF7 2038-04-15 5 N/A 11000.00 156.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YDP6 2053-08-20 7.5 N/A 25000.00 7563.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AY79 2028-03-15 6.5 N/A 225000.00 177.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390PX36 2032-05-01 6.5 N/A 7000.00 7.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHZ4 2029-07-15 6 N/A 11448.00 22.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291SQC7 2034-11-15 5.5 N/A 61000.00 274.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1N46 2039-09-15 5 N/A 25000.00 871.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN3Q0 2028-06-01 3.5 N/A 12000.00 225.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYF4 2027-11-20 7 N/A 70115.00 43.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XQW9 2053-01-20 5 N/A 25000.00 19747.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPS4 2031-09-20 6.5 N/A 316985.00 501.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPP73 2044-08-01 4 N/A 5000.00 615.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FCQ7 2039-11-20 5.5 N/A 1000.00 39.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209NEQ1 2028-06-15 6.5 N/A 225000.00 503.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408DUG7 2035-12-01 6 N/A 14000.00 123.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5C3 2028-09-20 6 N/A 141000.00 234.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA68 2029-03-20 6.5 N/A 713684.00 804.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413B2Q3 2037-10-01 6.5 N/A 5000.00 83.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGT2 2030-04-20 8.5 N/A 25107.00 4.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M74W3 2040-08-01 4.5 N/A 4000.00 93.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294RB57 2037-06-15 6 N/A 51000.00 184.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DHV8 2032-11-15 6 N/A 112000.00 695.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HL93 2031-11-01 6.5 N/A 75000.00 74.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386DTN0 2030-12-01 7.5 N/A 50000.00 14.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPV4 2031-10-15 6 N/A 38000.00 144.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KFE2 2034-05-15 5 N/A 125150.00 1431.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413DKD8 2037-08-01 6.5 N/A 66032.00 294.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKC2 2031-12-15 6 N/A 60000.00 98.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MNC0 2042-09-20 3.5 N/A 33000.00 1170.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403C6L0 2036-02-01 5 N/A 28220.00 285.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCH5 2046-10-01 3 N/A 3000.00 496.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BSB5 2032-03-15 5.5 N/A 25724.00 108.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BCK2 2028-08-15 8 N/A 17000.00 11.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWE5 2038-09-20 6 N/A 32000.00 291.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PSW1 2026-03-15 7 N/A 25320.00 2.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384SE21 2030-02-01 7.5 N/A 13000.00 3.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388BJW3 2031-08-01 7.5 N/A 25000.00 122.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETQJ8 2044-08-01 4.5 N/A 7100.00 843.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YLA4 2031-06-15 6 N/A 43500.00 101.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTN8 2028-11-20 7.5 N/A 75000.00 47.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQB3 2047-10-01 4 N/A 8000.00 964.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291NPR6 2034-08-15 5.5 N/A 55000.00 644.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS53 2026-12-20 7 N/A 170000.00 59.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE63 2052-07-01 4.5 N/A 3000.00 2311.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291YHE0 2036-06-15 6 N/A 50000.00 633.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CMX9 2047-07-01 4.5 N/A 1000.00 96.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B5J3 2034-05-20 6 N/A 25000.00 266.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTK4 2028-05-15 7 N/A 100000.00 19.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7B3 2028-12-20 7 N/A 159725.00 56.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYY1 2033-08-20 4.5 N/A 146590.00 2806.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TQ25 2029-04-15 6 N/A 95000.00 91.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDZ8 2035-05-15 5.5 N/A 20000.00 256.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSP9 2029-09-01 3.5 N/A 4000.00 238.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYF0 2038-12-20 6 N/A 1672740.00 3196.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CVZ4 2048-04-01 3 N/A 4000.00 590.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLS8 2032-03-01 5.5 N/A 50000.00 140.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K7E8 2025-08-01 3.5 N/A 18000.00 4.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJGP9 2037-06-01 6 N/A 18342.00 113.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403MNM7 2033-12-01 6 N/A 37000.00 260.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374F5G0 2026-12-01 8.5 N/A 100000.00 3.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EQ45 2032-02-15 6 N/A 50060.00 70.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VNQ9 2050-06-20 2.5 N/A 15000.00 3376.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KK31 2036-09-15 5 N/A 81874.00 1705.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUV2 2050-10-01 4.5 N/A 1000.00 251.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMD2 2026-01-20 8 N/A 171000.00 13.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381B2J7 2028-12-01 6.5 N/A 30000.00 23.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K6A0 2040-12-01 4 N/A 4000.00 91.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MZ24 2027-12-15 7 N/A 215400.00 92.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TPX8 2029-04-15 6 N/A 45000.00 403.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NZ70 2033-05-15 5.5 N/A 70000.00 1349.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETFN1 2031-03-01 3.5 N/A 45000.00 5546.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V6R1 2028-04-15 7 N/A 50000.00 25.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5Z3 2049-01-01 4 N/A 3000.00 203.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HKW7 2029-03-01 6.5 N/A 155000.00 397.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SLR6 2046-09-20 3 N/A 6000.00 773.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390YE87 2032-09-01 6 N/A 1000.00 2.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PQ37 2026-02-15 6.5 N/A 110000.00 10.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2E54 2025-12-01 3.5 N/A 1000.00 4.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KUU2 2029-08-15 7.5 N/A 27000.00 16.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWT2 2038-10-20 5 N/A 89000.00 1399.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTT8 2033-08-01 5.5 N/A 8000.00 100.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SQK0 2033-12-15 6 N/A 50000.00 717.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS39 2048-01-01 3 N/A 1000.00 158.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211BVH4 2030-02-15 8 N/A 36265.00 10.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383QGC2 2029-08-01 7 N/A 50000.00 28.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CPE8 2047-09-01 3.5 N/A 5000.00 624.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NEV9 2034-02-15 5 N/A 81129.00 1688.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SYK1 2034-05-15 5 N/A 25000.00 620.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QY60 2039-05-15 3.5 N/A 11000.00 554.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411S2T2 2037-03-01 5 N/A 1000.00 18.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HMU5 2031-12-01 6.5 N/A 5000.00 6.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5V7 2039-06-20 4 N/A 85000.00 3356.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414LYJ1 2038-03-01 5.5 N/A 23000.00 177.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VQR8 2033-08-20 5 N/A 79821.00 1067.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207VL46 2027-12-15 7 N/A 25046.00 33.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFS0 2040-04-20 4 N/A 8500.00 407.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YD24 2033-11-15 6 N/A 35000.00 205.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1R25 2027-02-01 3 N/A 3000.00 39.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UZJ4 2049-09-20 3.5 N/A 132000.00 5937.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDC2 2029-08-20 8 N/A 25000.00 2.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSR3 2032-04-20 6.5 N/A 294000.00 609.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211CVB5 2029-10-15 7 N/A 29000.00 275.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJJ6 2031-12-15 6 N/A 26000.00 52.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGVB7 2036-03-01 5 N/A 3000.00 78.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHR3 2036-04-20 5 N/A 180282.00 2360.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAP3 2028-11-15 6 N/A 541500.00 852.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BSK3 2035-07-01 3.5 N/A 7500.00 1055.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJU22 2047-01-01 4.5 N/A 4000.00 416.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEU9 2035-08-20 5 N/A 298853.00 4926.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ4P0 2039-06-01 5 N/A 2000.00 75.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PBM4 2036-08-01 6.5 N/A 42000.00 327.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWD9 2033-02-20 4.5 N/A 63000.00 922.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400DYE6 2033-04-01 5.5 N/A 25000.00 253.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4ZX4 2037-08-01 6 N/A 13040.00 51.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387NM95 2031-09-01 6.5 N/A 7000.00 5.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296NWR3 2038-08-15 5.5 N/A 25000.00 192.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XPZJ5 2044-03-01 4.5 N/A 1000.00 34.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WLF5 2031-05-01 6.5 N/A 247000.00 137.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31306XQY2 2027-09-01 3 N/A 1000.00 22.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FLA9 2033-01-15 6 N/A 35000.00 236.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212W2M8 2033-02-15 5.5 N/A 68000.00 223.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXE22 2035-10-01 4.5 N/A 8000.00 55.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDQ8 2034-10-15 7 N/A 43431.00 540.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CM83 2026-03-20 6.5 N/A 125000.00 18.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LCN0 2039-09-01 6 N/A 1000.00 16.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWU9 2038-10-20 5.5 N/A 360000.00 463.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2H5 2028-04-20 6 N/A 335538.00 494.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390NTS1 2032-07-01 7 N/A 50000.00 82.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5DM9 2036-12-01 5 N/A 13000.00 122.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411CPR6 2036-11-01 5 N/A 7000.00 109.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WJE2 2034-04-15 5 N/A 50000.00 364.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GN36 2025-07-01 8 N/A 12000.00 0.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JXX7 2031-03-01 6 N/A 10000.00 12.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7L1 2029-01-20 6 N/A 845448.00 1351.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHJ2 2052-09-01 4 N/A 3000.00 2325.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BY93 2033-07-15 5.5 N/A 32000.00 257.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJBE6 2044-01-01 4.5 N/A 2000.00 82.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385H3Q3 2032-01-01 5.5 N/A 40000.00 93.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGG65 2046-01-01 3.5 N/A 4000.00 478.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213BQW5 2031-06-15 6.5 N/A 126972.00 462.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ANDM9 2040-07-15 4.5 N/A 42621.00 1163.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128F7PC2 2026-02-01 7.5 N/A 50000.00 20.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYZ8 2033-08-20 5 N/A 236250.00 3202.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMX4 2037-04-20 5 N/A 102256.00 696.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386FRR8 2030-12-01 6 N/A 8000.00 72.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPC6 2031-07-15 7 N/A 207901.00 239.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BXE3 2033-03-15 6.5 N/A 25000.00 57.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TP35 2033-03-15 5.5 N/A 60000.00 717.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTQ6 2027-01-20 7 N/A 591500.00 223.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MY84 2026-06-20 8 N/A 70000.00 148.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418APD4 2027-12-01 3 N/A 7000.00 258.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRG8 2032-01-20 6 N/A 482853.00 1476.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209UNS1 2028-08-15 6.5 N/A 25000.00 24.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYE4 2046-05-01 4.5 N/A 3000.00 337.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFKJ4 2045-08-01 3.5 N/A 12000.00 1086.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M62Y3 2038-11-01 5 N/A 6000.00 16.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6F5 2028-11-20 5.5 N/A 65000.00 233.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECA5 2035-01-20 5.5 N/A 40000.00 705.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWH8 2038-09-20 7.5 N/A 60000.00 1661.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDMD0 2044-12-01 4 N/A 18000.00 1198.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ77 2030-10-20 7 N/A 331787.00 288.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WBW5 2031-10-15 6.5 N/A 163000.00 481.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138L6D47 2029-02-01 4.17 N/A 20000.00 17194.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLF3 2030-12-15 6.5 N/A 110000.00 176.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMX24 2033-07-01 3.5 N/A 1000.00 91.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292SCG3 2045-02-01 4 N/A 27000.00 1230.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CW26 2033-05-01 3.5 N/A 3500.00 338.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQC8 2031-10-20 7 N/A 40000.00 81.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WDM0 2032-02-15 6 N/A 25000.00 107.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QPP8 2039-01-15 5.5 N/A 80327.00 682.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7A5 2028-12-20 6.5 N/A 1172071.00 1351.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DG70 2030-05-20 8 N/A 192332.00 91.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFX84 2045-11-01 3.5 N/A 1000.00 89.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKD0 2031-12-15 6.5 N/A 50146.00 107.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291YE78 2036-03-15 6 N/A 25000.00 425.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N5V9 2034-11-15 5 N/A 30000.00 1240.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AMUJ2 2041-07-01 4.5 N/A 22500.00 714.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389SU28 2032-02-01 6 N/A 50000.00 81.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201SSL4 2033-03-15 6 N/A 270000.00 1912.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4K1 2029-12-01 8 N/A 16000.00 8.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYE3 2038-12-20 5.5 N/A 404000.00 266.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7F42 2039-08-15 5 N/A 25000.00 815.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MEAF7 2042-10-01 3.5 N/A 1000.00 117.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELW7 2037-01-20 6 N/A 90000.00 1053.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QJT9 2044-07-20 4 N/A 185000.00 11903.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZG9 2033-09-20 5.5 N/A 120328.00 1545.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FG62 2026-04-15 7.5 N/A 50538.00 10.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4KW8 2044-10-01 4 N/A 8000.00 712.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5H8 2039-05-20 5.5 N/A 11000.00 288.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DH95 2030-08-20 7 N/A 127547.00 112.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297DKU0 2039-04-15 4.5 N/A 30000.00 204.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200ECQ2 2033-05-15 5.5 N/A 25000.00 408.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KVV6 2033-05-15 5.5 N/A 25000.00 162.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A55R6 2039-06-15 4.5 N/A 35141.00 708.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLF7 2031-12-15 6 N/A 25000.00 100.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JPV4 2032-09-01 6.5 N/A 100000.00 140.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2J8 2028-04-15 7 N/A 325000.00 190.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AX38 2042-01-01 3.5 N/A 2000.00 122.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NNE4 2043-09-20 5.5 N/A 10000.00 558.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CG65 2047-03-01 3 N/A 1000.00 222.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HMT2 2028-05-01 8 N/A 48000.00 13.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERB7 2038-02-20 4.5 N/A 20000.00 151.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QYE5 2049-05-01 4.5 N/A 1000.00 105.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BM96 2037-08-01 5.5 N/A 15000.00 278.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MDX3 2037-12-01 6 N/A 42000.00 32.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WMCQ5 2047-04-01 4 N/A 15000.00 1480.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DF70 2034-08-01 6 N/A 64611.00 506.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KEA2 2035-06-15 6 N/A 25000.00 435.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LCD9 2033-09-01 5 N/A 7334.00 62.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JLU6 2026-07-15 7.5 N/A 25000.00 4.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CSJ6 2031-06-20 4.875 N/A 1000000.00 1579.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AN94 2028-09-15 6.5 N/A 250000.00 126.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJBJ8 2035-02-01 5 N/A 10000.00 105.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWY1 2042-05-01 3 N/A 3000.00 2094.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFR8 2049-09-01 3.5 N/A 5000.00 578.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YU50 2038-03-15 4.5 N/A 26195.00 208.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EXS6 2028-11-15 6 N/A 116000.00 80.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WLM0 2031-05-01 6 N/A 234000.00 185.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HNX8 2032-01-01 7 N/A 12000.00 16.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5R8 2034-05-20 5.5 N/A 88316.00 1341.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJ26 2036-07-20 7 N/A 44000.00 601.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WBE2 2028-05-15 6.5 N/A 125000.00 108.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383B3T2 2029-05-01 6 N/A 15000.00 27.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KXEX5 2037-10-01 6 N/A 80000.00 925.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZX3 2032-08-15 6.5 N/A 103377.00 2014.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407Y7E3 2035-11-01 6 N/A 38000.00 363.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HL28 2031-09-01 6 N/A 19000.00 35.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAK5 2034-09-20 5.5 N/A 65000.00 793.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A6G8 2044-01-01 4.5 N/A 4000.00 381.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BND6 2031-05-15 6.5 N/A 109000.00 180.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC35 2052-01-01 3 N/A 1000.00 632.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PXT5 2036-09-01 6.5 N/A 8000.00 64.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3J8 2034-01-20 6 N/A 77500.00 988.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A97C2 2041-06-01 4.5 N/A 6000.00 358.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEX3 2035-08-20 6.5 N/A 28729.00 584.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRLL3 2043-01-01 3.5 N/A 1000.00 94.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKQ8 2040-09-20 5.5 N/A 24000.00 851.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CM78 2038-10-01 6.5 N/A 50000.00 333.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3H1 2048-02-01 3 N/A 2000.00 277.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FXD7 2035-08-01 5.5 N/A 5000.00 132.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VQJ4 2030-02-01 6.5 N/A 5000.00 4.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208JDC3 2027-11-15 8 N/A 45000.00 242.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4Q71 2037-04-01 5.5 N/A 28000.00 173.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DN65 2035-09-15 5.5 N/A 50170.00 989.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211DU81 2029-07-15 7.5 N/A 25000.00 47.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ECX7 2034-01-15 6 N/A 25000.00 1119.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294YPC2 2037-02-15 6 N/A 50000.00 343.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296KSE3 2038-07-15 6.5 N/A 26884.00 202.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403Q2R0 2034-01-01 5.5 N/A 34000.00 214.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5ED8 2037-11-01 5.5 N/A 78000.00 455.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HS89 2032-08-01 6.5 N/A 57000.00 67.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZF9 2039-01-20 5 N/A 10000.00 122.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMK3 2038-01-01 3.5 N/A 2000.00 1385.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287MUA6 2032-01-01 6 N/A 75000.00 39.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXH8 2027-11-15 6.5 N/A 70000.00 21.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEU2 2049-08-01 4 N/A 2000.00 217.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201A4M7 2032-05-15 6.75 N/A 50000.00 331.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BN53 2036-07-01 5.5 N/A 6000.00 100.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPP7 2031-09-15 6 N/A 50000.00 107.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPE5 2031-08-20 7 N/A 98000.00 205.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419GCH5 2040-10-01 4.5 N/A 4000.00 152.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KMD7 2037-05-20 5 N/A 25000.00 237.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SDM6 2031-03-20 3.5 N/A 6000.00 637.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GPS4 2031-12-15 6.5 N/A 25114.00 692.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6V8 2034-07-20 6 N/A 87000.00 918.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTC5 2032-06-20 5 N/A 35000.00 437.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y7H4 2031-11-01 3.5 N/A 4000.00 146.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLE9 2031-01-20 6.5 N/A 25051.00 32.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBU2 2034-12-20 5 N/A 104000.00 1658.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4T1 2029-02-15 6 N/A 154000.00 282.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FEG4 2032-10-15 6.5 N/A 25000.00 459.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERF8 2038-02-20 6.5 N/A 25000.00 292.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212TVM3 2030-11-15 7.5 N/A 1232000.00 1493.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2V3 2041-07-01 2 N/A 10000.00 5926.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294ULJ9 2036-09-15 7.5 N/A 48000.00 500.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KZB0 2032-12-01 6 N/A 14000.00 64.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HS88 2033-01-01 5.5 N/A 12500.00 50.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KDL2 2031-10-01 6.5 N/A 30000.00 28.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4C84 2036-12-01 6 N/A 88000.00 756.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVF3 2045-12-20 5.5 N/A 10000.00 1021.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHS1 2036-04-20 5.5 N/A 68924.00 836.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJL4 2036-06-20 7 N/A 52000.00 1153.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X3E5 2033-07-15 4.5 N/A 41000.00 1067.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAQ5 2049-03-01 3.5 N/A 4000.00 298.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AYW96 2026-11-01 3.5 N/A 2000.00 31.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202END7 2037-05-20 7 N/A 25000.00 171.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHSF5 2052-04-01 2.5 N/A 5000.00 3364.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NFT2 2032-06-15 6.5 N/A 25000.00 80.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ESD2 2029-07-15 7.5 N/A 25487.00 47.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQY0 2031-12-20 5.5 N/A 208040.00 994.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRE5 2026-09-20 8 N/A 348364.00 64.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CX40 2027-10-20 8 N/A 25000.00 10.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283G3D7 2027-10-01 7.5 N/A 60000.00 10.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2F7 2033-11-20 6 N/A 83000.00 797.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2X0 2028-05-20 6.5 N/A 370000.00 289.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414DM60 2038-05-01 5 N/A 1000.00 10.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSC6 2032-03-20 6.5 N/A 353050.00 694.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4J5 2039-04-20 5.5 N/A 1000.00 22.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GVB9 2036-12-01 5 N/A 12000.00 106.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410F5C5 2035-11-01 5 N/A 29000.00 359.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SK42 2033-10-15 5 N/A 170000.00 3489.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209TQL6 2028-12-15 6 N/A 105000.00 229.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410AAE6 2036-07-01 6.5 N/A 10000.00 59.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HNB6 2032-01-01 6 N/A 25000.00 49.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HUV8 2029-07-01 7 N/A 10000.00 22.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPEQ3 2039-10-01 6 N/A 1000.00 106.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KNDN0 2037-04-01 7.5 N/A 80000.00 403.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BE61 2029-06-15 5.5 N/A 45359.00 55.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5P2 2034-05-20 4.5 N/A 49000.00 885.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GY34 2034-05-15 5.5 N/A 60110.00 2064.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y5DV5 2027-06-01 3.5 N/A 6000.00 115.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMU35 2031-05-01 3 N/A 1000.00 108.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GDK2 2026-09-15 7.75 N/A 130000.00 84.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XBD8 2033-05-01 6 N/A 24000.00 64.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208UCZ8 2027-11-15 7.25 N/A 75000.00 2.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385H2P6 2028-11-01 8 N/A 120000.00 102.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8VV6 2050-09-01 3.5 N/A 1000.00 234.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415XER8 2038-10-01 6 N/A 29500.00 41.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176UZT5 2042-08-15 4 N/A 28000.00 2264.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPB9 2037-08-20 6.5 N/A 25000.00 289.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4A5 2028-06-15 7.5 N/A 75000.00 54.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWA8 2033-04-01 3.5 N/A 1000.00 116.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4X43 2049-02-01 4 N/A 14600.00 1299.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KMG6 2036-12-01 5 N/A 3000.00 38.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC67 2049-07-01 3.5 N/A 4000.00 368.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RAZ0 2038-10-15 7 N/A 50000.00 1202.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GAA3 2032-11-15 6 N/A 80702.00 438.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBM2 2029-04-20 8 N/A 30000.00 20.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RZL2 2027-02-15 7.25 N/A 25000.00 16.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ER6D7 2032-02-01 3 N/A 3000.00 419.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EU9 2055-01-20 5 N/A 20000.00 19301.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY30 2036-05-01 2 N/A 4000.00 2153.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSRX2 2047-10-01 3.5 N/A 2000.00 302.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENP0 2037-06-20 6 N/A 50000.00 574.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KXC4 2029-08-15 7.5 N/A 40650.00 63.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARFP1 2040-03-15 3.5 N/A 10000.00 2132.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6X8 2050-08-01 4 N/A 1000.00 207.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296PZN4 2038-09-15 6.5 N/A 25000.00 161.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NJB4 2035-11-15 5 N/A 25000.00 189.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1DH7 2042-01-01 4.5 N/A 2000.00 197.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WJL4 2033-04-15 6 N/A 41000.00 299.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEK0 2029-05-15 6.5 N/A 200000.00 249.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HKP7 2029-06-01 6 N/A 10000.00 8.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBA3 2039-09-20 5 N/A 1000.00 8.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AD7L6 2034-03-01 3.5 N/A 2000.00 182.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EPD5 2029-01-15 6 N/A 100000.00 134.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV32 2033-01-20 6 N/A 68000.00 446.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QLH0 2039-03-15 3.5 N/A 20000.00 1196.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KQT7 2033-04-15 5.5 N/A 30000.00 327.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376PNV3 2026-10-01 7.5 N/A 7333.00 1.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AVQC2 2041-10-01 4 N/A 1667.00 72.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LEX8 2036-06-15 6 N/A 37000.00 580.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDH8 2043-05-20 3 N/A 29000.00 1609.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PSU5 2026-03-15 7.5 N/A 25000.00 2.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3G1 2033-12-15 7 N/A 25000.00 82.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210DJW2 2029-04-15 7 N/A 28000.00 31.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HSL8 2032-04-15 6 N/A 35121.00 120.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UD78 2037-07-15 6 N/A 50000.00 359.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200K2B2 2033-01-15 6.5 N/A 72000.00 574.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QJC9 2032-03-15 6.5 N/A 31000.00 59.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BEB7 2029-04-15 6 N/A 85000.00 175.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ADVN2 2041-05-01 4.5 N/A 6500.00 405.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMY2 2037-04-20 5.5 N/A 35000.00 330.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204VST7 2025-10-20 7 N/A 45000.00 26.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EX49 2028-11-15 7 N/A 40000.00 43.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DG62 2030-05-20 7.5 N/A 275055.00 156.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209W6M9 2028-09-15 6.5 N/A 85000.00 42.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M7M5 2032-01-15 6.5 N/A 48334.00 94.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH69 2036-05-20 6.5 N/A 50000.00 804.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KRV2 2036-05-15 5 N/A 14168.00 459.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QW67 2032-01-15 6 N/A 772579.00 2111.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4F3 2039-04-20 4 N/A 25000.00 832.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEAT3 2048-11-01 4.5 N/A 1000.00 129.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA50 2029-03-20 6 N/A 265000.00 391.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201F5L7 2032-10-15 6.5 N/A 163000.00 347.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201M5L2 2032-09-15 6 N/A 50000.00 150.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MAFA2 2045-03-01 3.5 N/A 24000.00 3094.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MYQ2 2027-10-15 7 N/A 57000.00 43.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ACB8 2032-01-15 6 N/A 160000.00 310.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409XGH6 2036-05-01 6.5 N/A 57000.00 326.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371M6M4 2037-01-01 5.5 N/A 53000.00 139.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NA31 2032-03-15 6 N/A 25000.00 143.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETZ2 2038-06-20 5 N/A 15031.00 218.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2U7 2032-02-15 7.5 N/A 34500.00 135.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LN81 2029-06-01 4 N/A 12000.00 642.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5C64 2054-12-20 5.5 N/A 33000.00 32483.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LBX1 2036-03-15 6 N/A 90746.00 797.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373UK22 2026-02-01 6.5 N/A 125645.00 5.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QYG0 2045-01-20 3.5 N/A 30000.00 709.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2JL4 2040-12-01 4.5 N/A 8667.00 484.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HRV7 2032-10-15 5.5 N/A 27002.00 533.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LPP8 2034-05-01 5 N/A 19686.00 204.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MND8 2042-09-20 4 N/A 25000.00 775.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPM2 2038-12-20 6 N/A 10000.00 207.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CNV4 2037-08-01 5.5 N/A 61500.00 2231.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QGY5 2033-07-15 5.25 N/A 50000.00 2291.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VBH4 2033-10-15 5 N/A 107000.00 1261.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205F7K3 2033-01-15 6 N/A 108000.00 394.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391K5X1 2032-05-01 6.5 N/A 18000.00 13.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ARA0 2026-12-15 7 N/A 305595.00 24.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MCY3 2031-07-15 6.5 N/A 25000.00 204.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GYB6 2034-05-15 5.5 N/A 75000.00 2682.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPS6 2026-06-20 7.5 N/A 450336.00 68.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XQWD9 2029-03-01 3.5 N/A 4500.00 157.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291XAH2 2035-04-15 5 N/A 48000.00 1040.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMC2 2031-03-20 7.5 N/A 95000.00 73.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TFS7 2032-11-15 6 N/A 139972.00 504.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XYDZ7 2048-04-01 4 N/A 8693.00 1415.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JKKX3 2048-11-01 4 N/A 1000.00 121.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407CHH3 2035-08-01 5 N/A 2000.00 20.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERW1 2038-03-20 7 N/A 41000.00 1136.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291RZB1 2035-03-15 5 N/A 25000.00 487.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETDV5 2026-06-01 5 N/A 25000.00 12.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295SC87 2037-12-15 6 N/A 25000.00 29.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYH0 2027-11-20 8 N/A 35000.00 12.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DAV0 2038-07-15 5.5 N/A 66057.00 678.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NJF6 2038-10-20 6 N/A 1000.00 54.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED55 2035-06-20 5.5 N/A 46000.00 733.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QV40 2044-12-20 3.5 N/A 10000.00 225.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAN6 2039-08-20 5 N/A 157353.00 2457.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJF7 2033-11-01 7 N/A 90500.00 586.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7TD9 2048-11-01 4 N/A 5000.00 454.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SUR5 2031-02-15 7 N/A 100000.00 68.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JJ97 2032-01-15 6 N/A 86000.00 101.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C6L3 2049-01-01 3.5 N/A 2750.00 285.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3E2 2048-10-01 4.5 N/A 6000.00 510.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QWD2 2034-12-15 5 N/A 30000.00 2203.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WZQ8 2034-05-15 5.5 N/A 67000.00 645.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213P4Y4 2031-06-15 7 N/A 60000.00 332.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJFJ4 2036-12-01 6 N/A 5000.00 45.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX89 2033-06-20 5.5 N/A 116300.00 1073.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KAN4 2037-10-01 6.5 N/A 52000.00 512.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206FT28 2025-10-15 7 N/A 225000.00 7.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4F84 2049-05-01 4 N/A 2000.00 336.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412X2W3 2037-07-01 5.5 N/A 13000.00 56.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407NJW4 2025-09-01 6 N/A 6000.00 3.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292JAL4 2034-04-01 5 N/A 10000.00 111.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSK0 2026-11-20 7.5 N/A 330500.00 76.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419A4L8 2041-01-01 4.5 N/A 4882.00 180.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GGX8 2036-06-01 5 N/A 6003.00 40.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS47 2048-01-01 3.5 N/A 1000.00 139.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387C4P3 2031-05-01 6.5 N/A 15000.00 148.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZL0 2028-02-20 6.5 N/A 152525.00 106.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTE1 2032-06-20 6 N/A 359366.00 1354.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5S8 2028-10-20 6 N/A 669000.00 664.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CV27 2048-04-01 3.5 N/A 3000.00 388.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381DX26 2029-01-01 6.5 N/A 45000.00 46.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAA9 2029-01-20 6.5 N/A 740064.00 994.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDJ9 2052-04-01 2.5 N/A 1000.00 676.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KML2 2032-04-01 6.5 N/A 56558.00 102.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GXH4 2028-11-01 6 N/A 65000.00 40.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380LG28 2029-02-01 6.5 N/A 14000.00 30.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMB6 2026-01-20 7.5 N/A 82825.00 7.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FD29 2040-01-20 6.5 N/A 50000.00 835.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLW1 2025-12-20 8 N/A 105000.00 2.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGLH5 2046-02-01 4.5 N/A 3000.00 269.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK49 2032-07-01 7 N/A 500000.00 676.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRA5 2032-04-01 7 N/A 15000.00 18.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MM58 2032-09-15 6.5 N/A 25839.00 10.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292L7E8 2036-06-15 6.5 N/A 29000.00 225.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNV1 2026-04-20 7.5 N/A 190041.00 47.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YFP2 2036-09-01 5.5 N/A 1000.00 18.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391SH29 2033-01-01 6 N/A 134000.00 171.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWV9 2033-03-20 5.5 N/A 59000.00 419.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7A1 2039-07-20 5 N/A 1045000.00 2723.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HC78 2028-08-01 8.5 N/A 215000.00 78.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4C6 2028-03-15 7 N/A 180000.00 60.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200M7J6 2033-12-15 5 N/A 85990.00 694.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BQN8 2029-04-15 6 N/A 25639.00 1017.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1SQ1 2043-02-01 3 N/A 1000.00 273.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213LLB4 2031-07-15 7 N/A 127232.00 202.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JHW1 2031-03-15 6 N/A 25002.00 116.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6J7 2028-11-20 6.5 N/A 457708.00 473.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307NNU4 2030-07-01 3.5 N/A 3000.00 228.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YLQ6 2030-06-15 8 N/A 37385.00 59.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5P1 2048-12-01 4.5 N/A 4000.00 288.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200YPL5 2032-02-15 7 N/A 55324.00 1662.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207LBP2 2030-08-15 9 N/A 260000.00 270.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XH77 2031-12-15 6 N/A 150000.00 80.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPK9 2037-09-20 5 N/A 13000.00 205.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5T6 2028-10-20 6.5 N/A 862787.00 824.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBQ43 2049-08-01 3.5 N/A 1000.00 143.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XZB9 2041-03-01 5 N/A 10000.00 172.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVG1 2039-09-20 6 N/A 10000.00 1090.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FFXM8 2046-09-01 3.5 N/A 2500.00 377.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKT8 2050-01-01 3 N/A 1000.00 175.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KTE7 2033-04-15 5.5 N/A 27000.00 366.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5H9 2048-11-01 4 N/A 1000.00 72.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XHR1 2033-07-01 6 N/A 1815.00 6.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZZ7 2033-10-20 6 N/A 91000.00 963.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7E8 2049-02-01 4 N/A 10500.00 610.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4R8 2048-08-01 4 N/A 1000.00 74.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QXN4 2031-06-15 6.5 N/A 165825.00 317.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED63 2035-06-20 6 N/A 126050.00 2133.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CJ50 2031-08-15 7 N/A 250000.00 347.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLV2 2050-02-01 3.5 N/A 1000.00 139.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD65 2029-10-20 7.5 N/A 367187.00 210.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294NX20 2028-03-01 2.5 N/A 13000.00 684.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E8KU5 2027-03-01 3 N/A 3000.00 58.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMR9 2031-04-20 6.5 N/A 219000.00 261.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXC9 2045-10-01 4.5 N/A 2000.00 286.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERV3 2038-03-20 6.5 N/A 61022.00 827.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVD2 2027-04-20 7 N/A 454427.00 111.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MDGL0 2027-09-01 3.5 N/A 5000.00 230.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HBB9 2030-03-01 8 N/A 10000.00 4.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213YQC9 2032-04-15 6.5 N/A 35000.00 150.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387WTT4 2031-08-01 6.5 N/A 13000.00 3.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XBM8 2029-06-15 7 N/A 75000.00 294.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BG34 2044-08-01 4 N/A 1118.00 111.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSB8 2032-03-20 6 N/A 639680.00 2396.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WGV7 2036-08-01 6 N/A 18667.00 158.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPY9 2037-10-20 6 N/A 50000.00 466.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FMW3 2040-10-20 3 N/A 70000.00 6789.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KKK6 2032-01-01 6 N/A 22000.00 40.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KHK7 2036-01-15 6 N/A 47000.00 920.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XCH9 2033-05-15 5.5 N/A 50000.00 477.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200CS89 2033-03-15 5.5 N/A 25000.00 217.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WF56 2033-08-15 5 N/A 30039.00 405.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQA93 2045-08-01 3.5 N/A 35000.00 6069.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WJ43 2029-09-01 6 N/A 15000.00 8.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E3J6 2039-03-20 6.5 N/A 145000.00 3822.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417UW84 2040-02-01 4.5 N/A 10000.00 267.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUJ8 2032-09-20 6 N/A 169500.00 754.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296TQU0 2038-10-15 6.5 N/A 45000.00 289.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YYR4 2029-03-15 7 N/A 150000.00 196.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AMZ7 2025-07-01 4 N/A 45000.00 2.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NBD8 2038-02-15 6 N/A 30000.00 411.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SFB8 2035-06-15 5.5 N/A 36000.00 797.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMS9 2026-02-20 7.5 N/A 484717.00 15.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JZP2 2031-03-01 6 N/A 109000.00 172.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KVJ89 2037-08-01 6 N/A 3334.00 64.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZ30 2028-03-20 6 N/A 65000.00 49.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXV7 2027-12-20 7 N/A 15000.00 6.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390W4A7 2032-08-01 6.5 N/A 182000.00 295.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SB22 2036-08-15 5.5 N/A 26402.00 181.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDW5 2043-04-20 6 N/A 15000.00 747.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECP3 2052-04-01 2 N/A 1000.00 666.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NY62 2034-08-15 5.5 N/A 57715.00 1951.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382RNZ2 2029-03-01 6.5 N/A 2896.00 1.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AY53 2028-03-15 7 N/A 35000.00 20.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296J2J4 2033-07-01 5.5 N/A 34400.00 109.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y6ND2 2044-12-01 4 N/A 9000.00 1093.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEV7 2035-08-20 5.5 N/A 50000.00 832.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCS8 2029-07-20 6.5 N/A 45000.00 48.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERZL7 2027-01-01 4.5 N/A 2000.00 2.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379LYK1 2028-01-01 7.5 N/A 75000.00 3.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJL3 2049-07-01 3.5 N/A 6100.00 716.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMQ1 2031-04-20 6 N/A 363152.00 608.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UWX4 2031-12-15 6 N/A 100000.00 822.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANC84 2041-08-01 4.5 N/A 2000.00 63.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDJ4 2035-04-15 5 N/A 22500.00 358.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202TR40 2036-08-15 5.5 N/A 4667.00 28.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4GD9 2037-01-01 6 N/A 18000.00 115.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209S4V0 2028-10-15 6.5 N/A 25000.00 37.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386MZE3 2030-10-01 7.5 N/A 120000.00 397.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GTE1 2031-10-15 7.5 N/A 70000.00 911.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FG54 2026-04-15 8 N/A 25134.00 37.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NA56 2032-03-15 7 N/A 40000.00 36.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374GSR9 2027-10-01 7 N/A 73296.00 21.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLU5 2025-12-20 7.5 N/A 323940.00 22.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRW0 2032-02-15 7.5 N/A 234353.00 326.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NCS5 2028-05-20 2.5 N/A 20000.00 1017.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UNR6 2026-03-15 6.5 N/A 205000.00 90.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XV4Q0 2044-06-01 4 N/A 2192.00 87.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MC73 2037-03-20 6.5 N/A 12684.00 620.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVN6 2029-07-01 6 N/A 10000.00 5.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407KJN0 2035-09-01 5 N/A 20000.00 167.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KKX0 2038-05-15 5 N/A 27457.00 268.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211EP51 2029-12-15 8 N/A 64486.00 673.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KKS4 2035-02-01 5.5 N/A 32000.00 370.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JDK5 2036-10-01 6.5 N/A 29000.00 116.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201M4J8 2032-08-15 6.5 N/A 36962.00 25.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SKR1 2033-10-15 5.5 N/A 200440.00 2942.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411VHU6 2037-06-01 6.5 N/A 8000.00 400.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CT94 2027-02-20 7 N/A 453451.00 139.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207TB75 2027-05-20 7.1 N/A 275000.00 87.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A7F1 2028-11-15 6.5 N/A 1220000.00 509.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FKX9 2026-07-01 7.5 N/A 12000.00 0.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LQSX3 2027-06-01 3 N/A 3000.00 61.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SD20 2036-10-15 6 N/A 67919.00 376.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FVZ7 2032-05-15 7 N/A 25026.00 132.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DET5 2049-08-01 3.5 N/A 6000.00 612.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402XXW1 2033-09-01 5.5 N/A 5000.00 9.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRH6 2032-01-20 6.5 N/A 120000.00 302.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGB32 2052-03-01 3 N/A 7000.00 4820.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DP48 2035-06-01 2 N/A 3150.00 1073.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A2S5 2029-02-15 6.5 N/A 165000.00 306.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412WG67 2037-06-01 6 N/A 15000.00 231.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206NJ22 2026-03-15 7 N/A 107000.00 30.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DGY9 2036-05-01 5 N/A 6253.00 60.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXA7 2033-05-01 4 N/A 3000.00 280.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCC3 2029-06-20 6.5 N/A 253417.00 312.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q3R3 2032-02-15 6.5 N/A 106000.00 110.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VMK1 2031-10-15 6.5 N/A 75150.00 283.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KNN2 2035-06-01 5.5 N/A 6000.00 54.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413MPN1 2037-08-01 6.5 N/A 2000.00 15.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210SFH6 2029-10-15 6 N/A 67545.00 7639.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213URH5 2031-10-15 6 N/A 117000.00 232.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W2V9 2052-04-20 3 N/A 1000.00 680.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HNYG1 2048-08-01 4 N/A 3000.00 203.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPT2 2031-09-20 7 N/A 75000.00 126.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VXY6 2028-01-15 7 N/A 29499.00 10.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWS8 2027-07-20 7.5 N/A 810960.00 352.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEG9 2029-05-15 6.5 N/A 25000.00 26.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB27 2029-05-01 3.5 N/A 2000.00 154.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UN30 2034-04-15 6 N/A 35000.00 1991.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFVY4 2052-02-01 3 N/A 1000.00 667.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LUR5 2040-12-15 6 N/A 100000.00 2762.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXX35 2027-02-01 3.5 N/A 16000.00 99.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339SX42 2049-10-01 4 N/A 4000.00 761.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BP28 2031-10-15 6 N/A 11000.00 34.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXZ1 2027-10-20 7 N/A 121500.00 79.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJX8 2036-07-20 5.5 N/A 20000.00 237.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411X2D6 2037-05-01 5.5 N/A 6000.00 65.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292G6H3 2035-11-15 5.5 N/A 17000.00 1503.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAZ2 2034-10-20 5.5 N/A 79000.00 1111.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DTP7 2036-08-15 6.5 N/A 75000.00 520.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVY4 2033-01-20 5 N/A 187484.00 2055.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERS0 2038-03-20 5 N/A 20000.00 253.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLZ9 2029-06-15 6 N/A 25000.00 53.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMTP8 2030-06-01 3 N/A 4000.00 381.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386CS52 2030-12-01 7 N/A 60000.00 49.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JLM5 2032-03-15 6.5 N/A 120000.00 81.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287RP94 2032-04-01 6.5 N/A 2500.00 4.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLH5 2047-06-01 4 N/A 7000.00 737.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBL4 2029-04-20 7.5 N/A 47000.00 20.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEV6 2029-06-15 6.5 N/A 3866.00 5.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400QUA9 2033-04-01 6.548 N/A 300000.00 4346.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H4F0 2036-07-01 7 N/A 30000.00 601.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201KK47 2032-05-15 7 N/A 100000.00 331.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296JME2 2039-05-15 5 N/A 50058.00 931.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379WLZ8 2028-06-01 6 N/A 8000.00 1.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GGAW5 2041-08-01 4 N/A 3680.00 150.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6D6 2039-06-20 4.5 N/A 12500.00 363.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KTZ1 2038-07-15 6 N/A 30000.00 204.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NEM8 2036-07-15 6 N/A 25000.00 370.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GAH4 2032-01-15 6.5 N/A 35000.00 161.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFF3 2030-01-20 7 N/A 340459.00 177.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JM70 2032-05-01 7 N/A 48000.00 82.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT76 2032-08-20 6.5 N/A 173884.00 492.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NQD3 2028-10-20 4 N/A 150000.00 4180.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPL0 2050-05-01 4 N/A 1000.00 198.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXTU0 2027-01-01 3.5 N/A 1000.00 12.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQA0 2037-11-20 6 N/A 80000.00 909.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2M3 2051-07-01 2.5 N/A 13000.00 7590.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A7K0 2028-11-15 7 N/A 400000.00 421.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FG26 2040-06-20 6 N/A 25000.00 580.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291AVB2 2033-10-15 5 N/A 45000.00 487.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415QA71 2038-06-01 5.5 N/A 1000.00 1.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NJQ0 2038-10-01 6 N/A 3000.00 10.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4H8 2029-12-01 7 N/A 14000.00 9.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXN5 2027-12-15 6.5 N/A 135000.00 26.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEYJ5 2050-09-01 2 N/A 1900.00 982.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KP70 2032-06-01 6.5 N/A 12000.00 19.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNK3 2031-06-20 6 N/A 386750.00 968.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413KYS4 2037-11-01 5.5 N/A 1000.00 3.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B5G8 2032-12-15 6 N/A 28275.00 84.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQF8 2052-07-01 3.5 N/A 4000.00 3047.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387VP52 2031-09-01 6.5 N/A 21000.00 25.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF53 2035-11-20 6.5 N/A 25000.00 467.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJY2 2047-10-20 4 N/A 6000.00 661.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210T5E2 2029-02-15 7 N/A 32000.00 88.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFLC8 2045-09-01 3.5 N/A 1001.00 97.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204VSK6 2025-08-20 7 N/A 165927.00 78.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFR4 2029-08-15 7 N/A 110000.00 85.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TFM7 2031-09-15 6.5 N/A 50000.00 231.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3X9 2028-07-20 6 N/A 371162.00 314.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410CXA5 2036-07-01 6.5 N/A 24000.00 168.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5V1 2028-10-20 7.5 N/A 50000.00 4.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293PG41 2029-04-01 7 N/A 46000.00 13.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128CUQM1 2029-01-01 6.5 N/A 49000.00 410.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200W6S5 2032-01-15 6 N/A 25146.00 343.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAB7 2029-01-20 7 N/A 83000.00 96.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GTQ0 2026-10-01 7 N/A 2467.00 0.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6G9 2039-06-20 6 N/A 20000.00 440.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLS6 2045-08-20 5 N/A 25000.00 2108.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XAS6 2033-05-01 6 N/A 135000.00 439.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294R6X2 2036-10-15 6.5 N/A 25000.00 194.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBJ6 2028-12-15 6 N/A 100000.00 170.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJE1 2051-03-01 4 N/A 2000.00 670.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3F6 2034-01-20 4.5 N/A 25000.00 196.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYG2 2027-11-20 7.5 N/A 80000.00 39.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL7C5 2051-06-01 3 N/A 1000.00 694.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7K3 2029-01-20 5.5 N/A 188666.00 467.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLJY3 2048-08-01 4.5 N/A 6000.00 318.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVH0 2044-11-01 3.5 N/A 4314.00 329.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWL8 2033-01-15 6 N/A 9000.00 31.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288EWB9 2033-01-01 6 N/A 60000.00 132.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXW4 2038-11-20 7 N/A 119000.00 2311.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205R4E4 2026-06-15 7.5 N/A 150000.00 10.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287MQ60 2031-12-01 6.5 N/A 18000.00 29.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209AFF2 2028-10-15 6 N/A 302500.00 515.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ASU2 2028-10-15 6.5 N/A 32000.00 20.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 2550.00 203.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31322Y4L2 2045-09-01 3.5 N/A 53000.00 3966.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390ABQ2 2032-06-01 6.5 N/A 53000.00 619.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3C6 2048-10-01 3.5 N/A 4500.00 389.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200BB63 2032-12-15 6.5 N/A 25000.00 313.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJE8 2026-03-15 8 N/A 100000.00 44.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC84 2052-02-01 3 N/A 2000.00 1312.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291L4M4 2034-06-15 5.5 N/A 25000.00 788.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFU7 2029-08-15 7.5 N/A 42000.00 16.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391PE93 2032-12-01 6 N/A 25000.00 155.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JFD6 2032-04-15 7 N/A 125000.00 358.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEG0 2035-07-20 5 N/A 164192.00 2436.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JRF3 2032-10-15 6 N/A 25000.00 110.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WNF1 2051-09-20 3 N/A 1000.00 577.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K6D8 2033-05-01 6 N/A 20363.00 88.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELFL2 2028-02-01 3.5 N/A 4000.00 50.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2D0 2039-02-20 6.5 N/A 50000.00 797.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXT8 2032-08-20 6.5 N/A 15000.00 399.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBFK9 2048-05-01 4 N/A 8000.00 821.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295RRC4 2038-12-15 6.5 N/A 229297.00 2209.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QHR3 2039-02-15 4.5 N/A 35000.00 1011.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEA2 2029-05-15 6.5 N/A 49000.00 55.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N4H1 2034-10-15 6 N/A 43196.00 376.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2T6 2047-09-01 4 N/A 1000.00 122.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GW90 2037-12-01 6.5 N/A 6000.00 43.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RQZ9 2033-07-15 4.5 N/A 25035.00 784.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZL6 2039-01-20 7.5 N/A 15000.00 494.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENQ69 2042-01-01 4.5 N/A 1000.00 74.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312946C79 2041-02-01 4 N/A 4071.00 207.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KCL0 2035-01-15 6 N/A 14000.00 179.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXMR8 2036-04-01 6 N/A 15000.00 106.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XXV4 2029-06-15 7 N/A 40064.00 96.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MYU1 2033-10-15 6 N/A 431250.00 1637.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K3AY8 2050-01-01 4 N/A 6000.00 1149.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX63 2033-06-20 4.5 N/A 469500.00 4210.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411UKQ3 2037-04-01 5.5 N/A 10000.00 26.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EM31 2032-02-15 5.5 N/A 218841.00 1397.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUV3 2027-03-20 7.5 N/A 265000.00 96.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400BWY8 2033-02-01 5.5 N/A 5535.00 9.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTAS4 2044-06-01 4 N/A 4500.00 595.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407MZX6 2035-08-01 5 N/A 2000.00 28.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU74 2032-11-20 5.5 N/A 329645.00 1760.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212XTZ8 2031-10-15 6.5 N/A 201554.00 302.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292MYH9 2036-05-15 6 N/A 25000.00 280.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VQB6 2026-04-15 6.5 N/A 31539.00 9.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206Y6G1 2026-07-15 7 N/A 50000.00 198.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP86 2037-11-20 5 N/A 49000.00 185.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5X3 2039-06-20 5 N/A 25000.00 442.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPD7 2031-08-20 6.5 N/A 1118173.00 1681.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209HQE8 2030-03-15 8 N/A 93179.00 318.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291X4L0 2035-05-15 5.5 N/A 100000.00 1391.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296JTA4 2033-06-01 5.5 N/A 10000.00 30.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XLZG0 2044-09-01 4 N/A 1000.00 75.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384KBA3 2030-04-01 8.5 N/A 100000.00 134.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQZ4 2038-02-15 5.5 N/A 60289.00 689.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RXS6 2031-12-15 6 N/A 60000.00 238.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291WHA2 2035-04-15 5.5 N/A 139000.00 6043.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GPJS8 2047-05-01 4.5 N/A 4000.00 750.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BMK9 2029-12-01 3.5 N/A 4000.00 380.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418TJF5 2040-05-01 5 N/A 2000.00 79.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AVA3 2043-07-01 3.5 N/A 8000.00 1366.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LKY4 2034-02-01 5.5 N/A 10000.00 85.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SA73 2033-01-15 5.5 N/A 240000.00 607.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FSJ5 2036-12-01 6 N/A 23000.00 121.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128FPRK2 2027-06-01 7.5 N/A 50000.00 86.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAP6 2029-02-20 6.5 N/A 129000.00 152.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201ATP3 2032-02-15 6 N/A 50000.00 137.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNA7 2026-03-20 7.5 N/A 230000.00 25.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346Y6S7 2049-12-01 3 N/A 2000.00 396.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206EER2 2025-11-15 7 N/A 105000.00 2.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307EV27 2028-10-01 3.5 N/A 3000.00 261.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KAU4 2028-08-15 7 N/A 60000.00 31.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YEE5 2029-03-15 6.5 N/A 145000.00 188.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMR7 2037-03-20 7 N/A 26000.00 248.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9T31 2032-09-01 3.5 N/A 2000.00 270.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9N97 2043-09-01 4 N/A 2334.00 273.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGMZ4 2046-02-01 4 N/A 4750.00 456.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2J1 2028-04-20 6.5 N/A 225500.00 157.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204MD48 2026-05-15 7 N/A 31200.00 21.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES91 2038-05-20 5.5 N/A 45000.00 577.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389L2Y4 2032-04-01 6.5 N/A 14001.00 142.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4F9 2028-03-15 6.5 N/A 80000.00 50.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KW61 2038-11-15 6 N/A 25000.00 241.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWV7 2038-10-20 6 N/A 930000.00 848.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3X7 2034-02-20 5.25 N/A 97000.00 3735.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FH39 2026-05-01 6.5 N/A 44500.00 6.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFE7 2034-09-01 2.5 N/A 2200.00 298.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKL2 2036-09-20 6 N/A 90914.00 794.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ATY3 2035-01-15 6 N/A 25000.00 604.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2BE8 2040-12-01 3.5 N/A 2312.00 140.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FVW2 2037-02-01 5.5 N/A 30762.00 209.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC56 2035-03-20 6 N/A 28000.00 474.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AYZ7 2028-03-15 7.5 N/A 75000.00 21.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211N3V8 2029-09-15 7.5 N/A 25000.00 17.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413UZ44 2037-11-01 6.5 N/A 22779.00 205.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295R2B3 2038-05-15 5.5 N/A 50084.00 2011.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373UF28 2025-10-01 7 N/A 5000.00 0.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MTF0 2033-08-15 5 N/A 26000.00 286.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QLU6 2032-03-15 6 N/A 116000.00 811.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292HR96 2035-10-15 5 N/A 37365.00 530.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMZ9 2037-04-20 6 N/A 51500.00 546.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPC1 2026-05-20 8 N/A 240000.00 50.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9GM6 2043-08-01 3 N/A 1000.00 218.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PNM5 2028-10-15 6 N/A 420000.00 706.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JZK7 2029-08-15 7 N/A 32000.00 31.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU85 2048-03-01 4 N/A 5000.00 591.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6RH3 2038-09-01 5.5 N/A 9000.00 63.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KMK4 2032-03-01 6 N/A 28000.00 56.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GMR8 2028-03-01 6.5 N/A 7000.00 1.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T2C2 2028-08-15 6.5 N/A 182000.00 272.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209KKJ6 2028-06-15 6.5 N/A 69300.00 292.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WKP4 2031-05-01 6 N/A 30000.00 20.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQE1 2038-01-15 6 N/A 40000.00 466.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQN2 2037-12-20 6.5 N/A 26000.00 319.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKRL1 2047-04-01 4.5 N/A 4500.00 427.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5T3 2049-01-01 4 N/A 4750.00 311.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400B6H4 2033-02-01 5 N/A 15000.00 66.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389EFY6 2031-12-01 6 N/A 83000.00 567.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLU1 2045-07-20 6 N/A 7000.00 626.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNL1 2031-06-20 6.5 N/A 439938.00 651.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WCA7 2032-01-15 6.5 N/A 25000.00 73.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JUT5 2033-03-15 5.5 N/A 107500.00 601.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWC0 2045-05-01 4 N/A 6000.00 482.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PPG2 2036-08-01 6 N/A 44205.00 411.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X4N4 2033-07-15 5.5 N/A 75000.00 159.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKV0 2036-10-20 5 N/A 10000.00 99.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CLT9 2032-01-15 6 N/A 47000.00 162.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG90 2047-09-20 6 N/A 1000.00 125.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCD1 2029-06-20 7 N/A 82000.00 94.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJCE8 2035-07-01 5.5 N/A 20750.00 261.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHJ0 2030-01-15 6.5 N/A 50000.00 73.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WW2F5 2043-06-01 4 N/A 1000.00 103.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PGP9 2027-12-15 7 N/A 25000.00 22.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJF6 2032-07-01 6.5 N/A 26058.00 35.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208HLF1 2027-07-15 8 N/A 116118.00 43.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL61 2040-11-20 4 N/A 30000.00 699.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF71 2033-08-15 5 N/A 30000.00 359.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YS80 2034-04-15 6 N/A 60000.00 518.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31281BRQ5 2037-05-01 4.5 N/A 165000.00 128.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMT5 2031-04-20 7.5 N/A 50000.00 92.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380XCL4 2028-12-01 6 N/A 65000.00 153.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FDT6 2025-12-01 7 N/A 170000.00 4.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEL8 2029-05-15 6.5 N/A 25000.00 30.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUU8 2041-06-20 4.5 N/A 85000.00 977.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297GHT0 2034-06-15 4.5 N/A 20000.00 888.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDV2 2028-06-15 7 N/A 148705.00 67.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTM5 2027-01-20 6.5 N/A 40000.00 40.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4K2 2039-04-20 6 N/A 59500.00 764.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411EYE1 2037-01-01 5 N/A 2000.00 50.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380BBN9 2028-07-01 6 N/A 190000.00 78.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DWU9 2036-11-01 5.5 N/A 2000.00 15.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFT8 2040-04-20 4.5 N/A 10000.00 360.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TBB7 2037-09-01 6 N/A 3000.00 21.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GSX8 2026-12-15 8 N/A 25038.00 17.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416NYW6 2039-03-01 4.5 N/A 3000.00 118.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202VXC0 2034-05-15 5 N/A 35000.00 168.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDB4 2029-08-20 7.5 N/A 960000.00 1082.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LHD4 2034-01-01 5.5 N/A 8000.00 67.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDT27 2044-12-01 4 N/A 5000.00 601.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388W7A8 2031-12-01 6.5 N/A 36740.00 348.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HWT5 2028-11-15 6 N/A 34000.00 243.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMD8 2037-02-20 7 N/A 95000.00 844.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292AXR4 2035-05-15 5 N/A 41000.00 1166.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6UT3 2036-01-01 5.5 N/A 19000.00 184.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GSK3 2027-05-01 7 N/A 15000.00 3.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SDX6 2033-11-20 6 N/A 45000.00 835.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BZD1 2046-02-01 4 N/A 3000.00 321.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD40 2029-10-20 6.5 N/A 50000.00 44.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWC93 2034-05-01 3.5 N/A 1000.00 142.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJC3 2032-07-01 6.5 N/A 217319.00 342.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UT93 2049-06-20 3.5 N/A 35000.00 791.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y1HC5 2048-07-01 4.5 N/A 5750.00 455.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QZ51 2031-08-15 7 N/A 105000.00 200.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3N1 2028-06-20 7.5 N/A 205000.00 52.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEZ0 2029-12-20 7 N/A 30000.00 24.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTF8 2032-06-20 6.5 N/A 57000.00 172.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KBZ0 2034-08-15 6 N/A 98468.00 1226.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNG4 2038-09-01 6 N/A 135000.00 817.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938JX2 2039-12-01 4.5 N/A 5333.00 119.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DXC1 2037-12-15 5 N/A 35249.00 258.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201BNC6 2032-06-15 6.5 N/A 90000.00 305.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NHD5 2036-03-15 5 N/A 12632.00 362.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408C4D5 2035-12-01 5.5 N/A 13000.00 156.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MGX2 2042-07-20 3.5 N/A 28000.00 1212.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FL82 2028-04-15 6.5 N/A 25219.00 1.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414USX7 2038-03-01 5 N/A 1000.00 8.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVT7 2027-05-20 6.5 N/A 125000.00 53.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBG5 2029-04-20 5.5 N/A 80000.00 12.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHL9 2049-11-01 3 N/A 1000.00 154.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQAG7 2045-08-01 4 N/A 11000.00 1031.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AJC4 2032-12-15 5 N/A 25000.00 501.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHAY8 2038-05-01 5 N/A 2000.00 59.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GXS0 2034-03-15 5.5 N/A 83000.00 777.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJC8 2025-08-20 8 N/A 300500.00 1.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQM4 2037-12-20 6 N/A 25000.00 277.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YXR4 2041-08-01 4 N/A 9000.00 400.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HGC2 2030-11-01 7 N/A 50000.00 34.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRE3 2034-04-15 5.5 N/A 25000.00 218.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QLR9 2050-05-01 5.981 N/A 50000.00 12734.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MK2P0 2027-11-01 2.5 N/A 2000.00 74.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PYJD7 2027-03-01 3 N/A 11019.00 157.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYL9 2033-07-20 5.5 N/A 176500.00 1966.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FDS5 2029-02-15 7 N/A 80000.00 150.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KSC6 2032-07-01 5.5 N/A 54000.00 519.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4N8 2034-03-20 5 N/A 76000.00 1041.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FC53 2039-12-20 4.5 N/A 85000.00 940.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AU47 2028-11-15 6 N/A 114000.00 155.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJZ3 2036-07-20 6.5 N/A 90000.00 1112.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182NCD3 2044-09-15 4 N/A 16000.00 1416.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUT8 2027-03-20 7 N/A 117000.00 55.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A5V5 2029-02-15 6 N/A 74265.00 13.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KYM4 2038-12-15 6 N/A 60000.00 1442.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETA7 2038-05-20 6 N/A 50000.00 704.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292EM64 2039-01-15 5.5 N/A 30000.00 428.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXS4 2027-12-15 6.5 N/A 400000.00 226.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP98 2026-07-20 7.5 N/A 1372397.00 107.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQY8 2038-01-20 5 N/A 18750.00 199.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4L1 2028-07-15 6.5 N/A 7500.00 8.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F8DG9 2046-03-01 3.5 N/A 1000.00 77.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HWZ4 2033-04-01 6 N/A 22000.00 53.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJR3 2030-09-20 7.5 N/A 346000.00 198.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387CTD3 2031-04-01 6 N/A 17023.00 45.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GMA5 2025-12-15 7.5 N/A 25000.00 1.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295PZ70 2038-03-15 5 N/A 60000.00 316.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379CLK5 2026-12-01 8 N/A 150000.00 236.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294PY56 2036-06-15 6 N/A 25000.00 469.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XJR2 2033-08-15 4.5 N/A 25281.00 848.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400CEY6 2033-02-01 5.5 N/A 15000.00 46.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405SBM5 2035-04-01 6 N/A 1468.00 25.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTQ4 2032-07-20 5.5 N/A 119000.00 962.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JJ89 2032-01-15 6.5 N/A 81464.00 285.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHUW0 2046-08-01 3 N/A 1000.00 153.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MQY2 2033-07-15 5.5 N/A 50350.00 334.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECN7 2035-02-20 5 N/A 114000.00 1866.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SBJ8 2032-01-15 6.5 N/A 38000.00 182.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418XXX1 2040-08-01 5 N/A 8000.00 96.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DBY4 2036-03-01 5 N/A 14079.00 146.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HZK3 2033-09-01 6 N/A 10000.00 73.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292J5V8 2036-11-01 6.5 N/A 3000.00 35.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HHU5 2029-03-01 7 N/A 25201.00 31.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPZ5 2031-10-15 6.5 N/A 413000.00 587.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DES7 2049-08-01 3 N/A 5000.00 550.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKY6 2030-12-20 7.5 N/A 590000.00 402.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ6T4 2031-02-01 3.5 N/A 8500.00 161.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3ND9 2029-11-01 3.5 N/A 3000.00 281.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291Q5U4 2036-03-15 6 N/A 110000.00 2340.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAR2 2029-02-20 7 N/A 175000.00 145.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQ28 2038-01-20 6 N/A 25000.00 255.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HAS7 2028-09-01 7 N/A 201290.00 192.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VDJ4 2031-11-15 5.5 N/A 25332.00 1034.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ECK5 2042-12-01 3 N/A 1000.00 184.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413B5R8 2037-08-01 6 N/A 78000.00 395.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE93 2040-03-20 6 N/A 2000.00 46.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BW77 2041-06-01 5.5 N/A 3000.00 830.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211LUW0 2029-12-15 7.5 N/A 25000.00 110.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVE0 2027-04-20 7.5 N/A 562500.00 122.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LWR3 2041-06-20 6 N/A 33000.00 1392.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7L9 2034-08-20 6.5 N/A 78000.00 969.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WND6 2037-06-01 5.5 N/A 10000.00 43.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380FQ38 2028-08-01 6 N/A 60688.00 237.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291X5S4 2035-06-15 5.5 N/A 50000.00 560.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN7B9 2042-02-01 5.5 N/A 2000.00 219.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQZ5 2038-01-20 5.5 N/A 82000.00 904.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415LCN5 2038-05-01 5 N/A 1000.00 11.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SZU4 2037-05-15 5.5 N/A 100000.00 632.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389N2E4 2030-09-01 8 N/A 100000.00 44.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400HE25 2032-12-01 6 N/A 12333.00 64.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2K8 2028-04-20 7 N/A 45000.00 40.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296B5C2 2038-05-20 5.5 N/A 34000.00 281.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E3D9 2039-03-20 4 N/A 18000.00 754.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XDSQ4 2028-12-01 3.5 N/A 3000.00 143.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJW7 2033-04-15 5 N/A 25000.00 624.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GBC2 2026-08-15 8 N/A 45000.00 65.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9XG2 2043-12-01 4 N/A 3000.00 287.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JQ80 2030-10-01 7 N/A 15000.00 2.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ98 2048-09-01 4 N/A 7750.00 565.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JKW7 2032-07-01 7 N/A 2250000.00 6257.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312946JT4 2041-03-01 4 N/A 2077.00 99.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4L0 2039-04-20 6.5 N/A 60000.00 1331.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BP69 2031-10-15 6 N/A 437168.00 1373.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W2Z73 2043-02-01 3 N/A 1000.00 134.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391MJD6 2032-12-01 6.5 N/A 39000.00 98.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PUG6 2036-09-01 6.5 N/A 8000.00 28.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7MD6 2048-11-01 4.5 N/A 3000.00 257.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NVC9 2043-08-20 3 N/A 18000.00 2626.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXTY6 2036-09-01 6.5 N/A 19000.00 107.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TYT1 2028-01-15 7 N/A 75000.00 156.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VRW2 2031-08-20 6.5 N/A 14500.00 3548.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN43 2031-09-01 7 N/A 2750.00 1.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJP5 2033-12-01 6 N/A 20000.00 149.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209A2T6 2031-04-15 6.5 N/A 110000.00 333.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M6E4 2031-11-15 6 N/A 100000.00 118.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQP7 2037-12-20 7 N/A 38000.00 569.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXT3 2033-05-20 5.5 N/A 185000.00 1645.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388ED45 2031-09-01 7 N/A 25000.00 144.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BKL1 2038-11-01 5 N/A 1031.00 8.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMY0 2033-02-15 5 N/A 35000.00 123.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRP3 2041-03-20 3.5 N/A 10000.00 1640.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VLT2 2026-04-15 6.5 N/A 200000.00 111.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210GY24 2029-01-15 6 N/A 25000.00 102.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAH0 2028-11-01 3.5 N/A 34500.00 1443.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENN5 2037-06-20 5.5 N/A 25000.00 314.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTEL4 2045-03-01 3.5 N/A 7000.00 780.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413JYR9 2037-10-01 6 N/A 10000.00 70.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200T7E2 2032-01-15 6 N/A 25000.00 184.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ANJ2 2039-12-01 5.5 N/A 13000.00 171.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC55 2028-12-15 8 N/A 30000.00 7.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FHP4 2040-07-20 5 N/A 125000.00 1907.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MXW5 2043-01-20 3.5 N/A 15000.00 493.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV97 2038-09-20 6.5 N/A 164000.00 451.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEQ7 2029-05-15 6 N/A 64000.00 158.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206B3W9 2026-03-15 7 N/A 25000.00 9.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SM81 2033-11-15 5 N/A 47000.00 579.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ART6 2028-10-15 6.5 N/A 99000.00 106.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBF2 2039-07-20 3.5 N/A 25000.00 630.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391PNB8 2032-09-01 6.5 N/A 31000.00 42.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUU3 2032-10-20 5.5 N/A 399039.00 2270.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AWK2 2027-10-15 6.5 N/A 360000.00 134.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5V2 2034-01-01 3.5 N/A 2000.00 165.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWYU1 2026-11-01 3.5 N/A 5000.00 22.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQQ9 2026-08-20 6.5 N/A 232000.00 76.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHF8 2030-01-15 7 N/A 10000.00 11.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206NKL8 2026-04-15 7.5 N/A 25000.00 17.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CYK2 2034-04-01 5 N/A 20835.00 182.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFA0 2052-05-01 3.5 N/A 1200.00 877.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYY0 2046-10-01 3 N/A 1000.00 158.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GHK5 2036-07-01 6.5 N/A 49943.00 140.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200EB59 2033-05-15 5.5 N/A 40000.00 267.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407UEQ6 2035-12-01 5.5 N/A 7000.00 59.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390RK36 2032-12-01 8 N/A 65000.00 71.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HT40 2029-07-01 7.5 N/A 16000.00 29.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JKA2 2032-01-15 6.5 N/A 111000.00 38.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201ECV0 2034-05-15 5 N/A 29000.00 175.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415M6J9 2038-06-01 5.5 N/A 91000.00 238.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2E8 2039-02-20 7 N/A 143000.00 4240.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FTF3 2026-05-20 4 N/A 375000.00 1489.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HVQ4 2033-03-01 5 N/A 10000.00 62.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJG5 2036-06-20 5 N/A 166275.00 2270.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290YUN6 2033-10-15 6 N/A 32000.00 98.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPF7 2041-01-20 4 N/A 26000.00 1350.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJD4 2030-08-20 9 N/A 65000.00 12.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVF3 2038-08-20 5 N/A 73000.00 449.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DTC7 2033-06-15 5.5 N/A 25862.00 590.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AW4W0 2026-11-01 3 N/A 22000.00 222.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MZB1 2032-04-15 6.5 N/A 145261.00 519.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMXT5 2033-05-01 3.5 N/A 1000.00 103.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5F2 2039-05-20 4.5 N/A 30000.00 791.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FWS8 2033-07-15 5 N/A 64000.00 737.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RU84 2033-08-15 5 N/A 55000.00 976.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CN82 2026-05-20 6.5 N/A 164000.00 29.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLJ3 2040-10-20 5 N/A 39000.00 186.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QJD8 2033-06-15 5.5 N/A 75000.00 586.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASVB2 2041-09-15 4 N/A 305165.00 10526.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AF2J5 2040-01-15 4.5 N/A 55000.00 617.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KWHY2 2037-09-01 5.5 N/A 100000.00 180.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210RHD5 2032-01-15 6 N/A 30041.00 60.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERR2 2038-03-20 4.5 N/A 39000.00 713.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXRW2 2036-07-01 5 N/A 1950.00 16.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MW63 2027-11-20 2.5 N/A 10000.00 611.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W5ZF8 2028-03-01 3 N/A 1000.00 23.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBX3 2039-10-20 5 N/A 298000.00 1516.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTEN1 2029-05-01 3.5 N/A 1000.00 60.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371G5D8 2028-08-01 6 N/A 36700.00 21.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2X1 2033-10-01 3.5 N/A 4000.00 319.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH44 2036-05-20 5.5 N/A 45626.00 527.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298SLV4 2030-01-01 7 N/A 28750.00 67.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNT6 2026-04-20 7 N/A 294950.00 42.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKL9 2040-09-20 3.5 N/A 73500.00 10226.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GRK3 2033-04-15 5.25 N/A 50882.00 2348.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJM9 2040-08-20 5 N/A 175000.00 911.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MRS4 2033-07-15 5 N/A 25000.00 289.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELK3 2036-12-20 5.5 N/A 30000.00 280.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MC6N0 2026-10-01 3.5 N/A 16168.00 129.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C6A7 2049-01-01 4.5 N/A 1000.00 65.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUK5 2032-09-20 6.5 N/A 75103.00 266.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HXL3 2033-06-01 6 N/A 48000.00 287.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415XBA8 2038-10-01 6 N/A 89000.00 136.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5U3 2028-10-20 7 N/A 706319.00 703.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NTE8 2043-11-20 4 N/A 65361.00 3762.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LFE7 2041-07-01 5.5 N/A 31000.00 478.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407YRU5 2035-10-01 4.5 N/A 10000.00 75.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PE23 2039-04-01 4.5 N/A 1000.00 60.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FP67 2041-02-20 4 N/A 25000.00 1323.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209GLH8 2028-03-15 6 N/A 25000.00 621.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MEQ2 2033-03-15 5 N/A 40000.00 361.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FGU0 2026-03-01 6.5 N/A 5000.00 0.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHV6 2030-07-20 7 N/A 175000.00 72.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETD1 2038-05-20 7 N/A 10000.00 112.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYW7 2027-12-20 8 N/A 115000.00 78.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YTJ2 2038-03-15 4.5 N/A 50000.00 135.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZ39 2032-10-15 6.5 N/A 263382.00 7604.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945SX7 2041-02-01 4.5 N/A 17000.00 273.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9X89 2032-10-20 6.5 N/A 35667.00 514.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKZ3 2030-12-20 8 N/A 40000.00 34.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPB6 2041-01-20 4 N/A 25000.00 344.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDE7 2052-05-01 3.5 N/A 4000.00 2887.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MF93 2025-09-01 5 N/A 28000.00 6.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTS0 2032-07-20 6.5 N/A 65523.00 212.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WLA8 2033-09-15 5 N/A 45000.00 448.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210QX49 2029-07-15 7.5 N/A 123334.00 88.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M66H6 2039-01-01 5.5 N/A 5000.00 33.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KYT9 2038-12-15 7 N/A 26250.00 544.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP64 2026-07-20 6.5 N/A 125000.00 33.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402REJ4 2035-05-01 6 N/A 2750.00 21.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390MHU1 2032-08-01 6.5 N/A 50000.00 75.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410YT61 2036-10-01 6.5 N/A 7000.00 42.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410Q6L0 2036-11-01 6.5 N/A 6000.00 33.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVR7 2038-08-20 7 N/A 10000.00 68.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZG5 2029-01-15 6 N/A 129000.00 258.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NPT2 2034-08-15 5 N/A 50070.00 655.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBD0 2034-11-20 5 N/A 149250.00 1881.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ED60 2031-12-15 6 N/A 25000.00 246.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGN34 2036-02-01 3.5 N/A 19000.00 2016.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211YQX5 2030-02-15 7.75 N/A 60000.00 131.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKJ9 2030-11-20 6.5 N/A 30000.00 19.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208X3B5 2028-12-15 6.75 N/A 25000.00 104.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AXR37 2041-11-01 4.5 N/A 1000.00 67.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295WCY1 2038-07-15 6 N/A 25028.00 1787.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297EYY6 2031-03-01 7 N/A 301000.00 188.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BW38 2033-02-15 6 N/A 60651.00 277.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GN71 2028-04-01 7 N/A 6000.00 1.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KRA7 2033-04-15 5.5 N/A 25000.00 545.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388K5X6 2031-10-01 6.5 N/A 15000.00 10.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212HFP0 2032-05-15 6.5 N/A 35000.00 66.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KSU3 2038-04-15 6 N/A 26890.00 186.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LBW3 2036-03-15 5.5 N/A 68750.00 416.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X14D5 2028-08-01 2.5 N/A 9000.00 498.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPN91 2045-02-01 4 N/A 4000.00 293.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AUL2 2027-06-15 7 N/A 100000.00 28.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414C2W7 2038-04-01 5.5 N/A 39000.00 345.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XEB6 2037-06-01 5 N/A 8000.00 104.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KHD2 2032-12-15 5.5 N/A 50000.00 86.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206BL58 2025-08-15 7 N/A 38000.00 5.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ6J4 2049-04-01 4 N/A 8000.00 597.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M0XQ8 2042-08-01 4.5 N/A 3249.00 385.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLG4 2031-01-20 7.5 N/A 500484.00 458.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKF9 2025-10-20 6.5 N/A 355000.00 4.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419B7B5 2040-10-01 4 N/A 1000.00 31.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211D3K4 2029-08-15 7 N/A 25000.00 16.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KEZ3 2038-05-01 5.5 N/A 12000.00 89.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJA0 2030-08-20 7.5 N/A 115000.00 66.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6A91 2036-12-01 2 N/A 1200.00 717.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMM3 2053-11-20 6.5 N/A 15000.00 8246.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AHH66 2041-06-01 4.5 N/A 1000.00 52.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC49 2035-03-20 5.5 N/A 35000.00 593.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QQL1 2032-04-15 6 N/A 30343.00 95.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XWQ7 2033-04-15 5.5 N/A 25000.00 721.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHT9 2036-04-20 6 N/A 10000.00 139.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZN5 2032-03-15 7 N/A 132893.00 2195.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETEL6 2030-08-01 3.5 N/A 7000.00 554.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AVG2 2027-08-15 6.5 N/A 110000.00 23.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NFQ9 2034-03-15 5 N/A 25000.00 577.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QXP9 2031-06-15 6.5 N/A 42993.00 194.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HR93 2037-08-15 6.5 N/A 41339.00 146.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ93 2030-10-20 8 N/A 33120.00 20.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HQ54 2031-07-01 7.5 N/A 45000.00 40.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JLKD0 2033-11-01 6.782 N/A 85000.00 606.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CPU2 2035-07-15 6 N/A 28571.00 532.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VAK8 2033-09-15 5 N/A 25000.00 317.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DU67 2040-12-01 2 N/A 3104.00 1601.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLB7 2025-11-20 8 N/A 185000.00 11.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F4B9 2038-10-20 6.5 N/A 14000.00 362.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M8CW2 2038-09-01 6.5 N/A 61000.00 943.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUT4 2038-07-20 5.5 N/A 27000.00 339.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE28 2040-03-20 5 N/A 56500.00 218.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RYE7 2033-08-15 4.5 N/A 25000.00 313.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAH1 2028-11-15 7.5 N/A 69500.00 69.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296R2B2 2038-09-15 6 N/A 25028.00 1956.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTT0 2027-01-20 8 N/A 175000.00 12.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESH0 2032-01-15 6 N/A 25000.00 91.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414C6Y9 2038-04-01 5 N/A 7650.00 74.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUL6 2028-02-01 3 N/A 4000.00 290.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKK4 2036-09-20 5.5 N/A 13000.00 110.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRC9 2026-09-20 7 N/A 323730.00 37.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZH5 2039-01-20 6 N/A 67000.00 862.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERJD3 2031-08-01 3.5 N/A 1000.00 105.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP94 2037-11-20 5.5 N/A 87000.00 848.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HUQ5 2033-02-01 6 N/A 15000.00 78.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WTB4 2037-07-01 6 N/A 15000.00 172.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296CDQ0 2038-06-15 5.5 N/A 12500.00 82.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201U5N0 2033-07-15 5.5 N/A 84826.00 452.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2Y8 2028-05-20 7 N/A 373319.00 234.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXA9 2041-09-20 4.5 N/A 20000.00 96.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RGS4 2040-04-01 4.5 N/A 4000.00 87.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DL34 2050-02-01 4.5 N/A 2000.00 269.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHK0 2030-06-20 7.5 N/A 202000.00 122.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPC9 2031-08-20 6 N/A 67000.00 194.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CR39 2026-10-20 8.5 N/A 25000.00 2.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XY43 2029-07-15 7 N/A 36300.00 31.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GRA3 2037-12-01 6.5 N/A 45054.00 310.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QJN6 2033-07-15 5 N/A 60000.00 695.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AWT1 2028-07-01 3 N/A 3000.00 146.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381B2H1 2028-12-01 6 N/A 32732.00 30.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPA5 2026-05-20 7 N/A 388976.00 44.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YYB5 2029-03-15 6 N/A 39000.00 20.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DNP7 2026-12-15 7 N/A 25000.00 11.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAM4 2034-03-01 4 N/A 4666.00 397.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QZN7 2035-03-15 5.5 N/A 25413.00 205.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VLJ4 2026-04-15 6 N/A 130000.00 98.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UY79 2033-05-15 5 N/A 25000.00 386.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9WL2 2043-10-01 3 N/A 1000.00 168.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS54 2048-01-01 4 N/A 8750.00 1136.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP80 2026-07-20 7 N/A 327500.00 38.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJ91 2036-08-20 5 N/A 44000.00 971.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XZD2 2033-06-15 5.5 N/A 25027.00 105.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ93 2039-02-20 4.5 N/A 10000.00 223.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENW5 2037-07-20 5.5 N/A 46796.00 495.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYM5 2038-12-20 6 N/A 50000.00 644.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288FB37 2033-02-01 5 N/A 25000.00 134.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9GM7 2048-02-01 3.5 N/A 2000.00 269.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387TAW4 2031-10-01 6.5 N/A 1000.00 4.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298SUS1 2031-01-01 6.5 N/A 25000.00 44.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EET2 2035-08-20 4.5 N/A 50000.00 463.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UH29 2031-06-15 6.5 N/A 100000.00 146.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEW5 2035-08-20 6 N/A 78000.00 1590.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRE4 2050-07-01 4 N/A 1000.00 244.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418PS71 2040-03-01 4.5 N/A 11500.00 333.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XWF1 2033-03-15 5.5 N/A 33000.00 298.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287YKA1 2032-09-01 6.5 N/A 44000.00 127.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RRF2 2033-07-15 5.5 N/A 53000.00 366.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WJN0 2033-04-15 5.5 N/A 100000.00 712.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201V3E0 2032-09-15 6 N/A 214000.00 624.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AR69 2027-02-15 6.5 N/A 155000.00 30.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SHP5 2037-01-15 5.5 N/A 14000.00 425.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCY0 2039-04-01 5 N/A 1000.00 27.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413UHB8 2037-11-01 6.5 N/A 3000.00 30.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG93 2029-12-15 7 N/A 30000.00 49.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402X4D5 2033-10-01 5.5 N/A 6000.00 43.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290S6S5 2034-08-15 6 N/A 102500.00 2629.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RDC3 2032-06-15 6.5 N/A 84000.00 110.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335ATA6 2042-02-01 5 N/A 20000.00 2396.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297ARW5 2039-04-20 5.5 N/A 15000.00 1504.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295PUC4 2032-08-20 7 N/A 27000.00 1093.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NEC0 2036-07-15 6 N/A 15000.00 178.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFG1 2030-01-20 7.5 N/A 593661.00 384.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E5YJ1 2027-01-01 3 N/A 1000.00 20.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAET0 2027-03-01 3.5 N/A 4000.00 95.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292GBR5 2036-10-15 6 N/A 50000.00 812.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6K6 2050-07-01 3 N/A 1000.00 274.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ3F8 2052-08-01 3.5 N/A 2000.00 1541.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJEV8 2036-08-01 6.5 N/A 10000.00 83.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HQN7 2032-05-01 6 N/A 20000.00 54.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7H8 2034-08-20 5.5 N/A 44000.00 533.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKYW9 2043-01-01 4 N/A 3333.00 355.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ER81 2032-01-15 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2491210.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0DU3 2053-07-01 6 N/A 84560768.00 65580242.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AD7L6 2034-03-01 3.5 N/A 123000.00 11193.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GYFV1 2054-04-20 5.5 N/A 1924038.00 1784915.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K8XT8 2055-01-20 6 N/A 1735970.00 1779431.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WKVH6 2038-08-01 6 N/A 1852426.00 1354356.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M62T9 2054-11-01 5 N/A 1314990.00 1129521.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M2N9 2043-02-20 2.5 N/A 61000.00 8388.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HSQM1 2054-11-20 5 N/A 3004972.00 2909954.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UKS3 2054-11-01 5 N/A 741227.00 682525.42 Agency 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFLM1 2052-01-01 3 N/A 360000.00 233295.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XJN1 2041-01-01 3.5 N/A 211923.00 18182.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVPF8 2034-07-01 4.65 N/A 9541000.00 9511106.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400EMF4 2033-02-01 6 N/A 8211728.00 132177.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMDE4 2054-10-20 5.5 N/A 2744152.00 2743874.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPR74 2052-07-01 3 N/A 7459200.00 5474010.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617GNFH8 2048-07-20 5 N/A 14589456.00 1014565.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5H9 2044-04-01 6.5 N/A 1729850.00 1005897.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8KQ7 2036-07-01 2 N/A 50000000.00 31683262.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJL5 2042-09-01 4.5 N/A 23248120.00 15545972.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A2JY7 2050-03-01 3 N/A 6400000.00 1341755.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NM3S4 2053-06-01 5.5 N/A 1060450.00 1035384.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQB80 2053-08-01 5.5 N/A 8302192.00 7142606.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GPJY5 2032-05-01 4 N/A 93000.00 11355.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMCG0 2054-10-20 5.5 N/A 1539386.00 1538265.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQNN2 2052-06-01 3.5 N/A 210000.00 158202.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X63C3 2048-04-01 2.5 N/A 11116000.00 3094071.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQH74 2053-04-01 4.5 N/A 238000.00 167529.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXEJ7 2056-08-01 5 N/A 490000.00 127563.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCD90 2040-05-01 5.5 N/A 21000.00 21395.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNN73 2052-03-01 3 N/A 38347520.00 26063013.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UW32 2034-08-20 4 N/A 303714.00 54664.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHG53 2032-11-01 3.52 N/A 49505000.00 46354529.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMCH8 2054-10-20 5.5 N/A 1840292.00 1832412.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FHAJ1 2055-03-20 6 N/A 154145.00 157426.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389HXW3 2032-05-01 6 N/A 12055147.00 46560.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GS3F7 2046-04-01 4.5 N/A 320000.00 52100.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8C45 2036-03-01 2 N/A 25000.00 13968.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131X1RU7 2033-01-01 2.5 N/A 2976424.00 332229.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HWSV0 2054-10-20 6 N/A 1305550.00 1359123.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XH25 2052-10-20 5.5 N/A 96303300.00 70627455.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WRAP0 2040-12-01 4 N/A 200000.00 23336.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHMU7 2041-10-01 4 N/A 610174.00 47241.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WEF25 2034-05-01 5 N/A 250000.00 7175.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGLX5 2052-01-01 3.5 N/A 100000.00 73475.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2CR1 2038-01-01 6 N/A 746103.00 7143.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHDK9 2049-12-01 4 N/A 220000.00 67022.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NWS34 2042-12-01 3 N/A 962567.00 219844.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XHX7 2052-10-20 4 N/A 11002.00 8489.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJ3K8 2053-07-01 5.5 N/A 527425.00 512474.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTE30 2045-09-01 4 N/A 944000.00 68374.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQDL9 2053-09-01 5.5 N/A 723283.00 632439.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFGF7 2045-08-01 3.5 N/A 705000.00 73553.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411JX50 2037-02-01 6 N/A 520000.00 10428.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLCZ5 2055-04-20 6 N/A 906511.00 932188.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACS35 2048-03-01 3.5 N/A 24405600.00 5295646.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTL65 2046-08-01 3.5 N/A 126665216.00 106649000.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GBE4 2055-04-01 6.5 N/A 9355168.00 9690740.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLK1 2040-04-01 3 N/A 53952.00 50693.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JT4S8 2054-11-20 5 N/A 3259088.00 3142093.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM3K8 2052-01-01 2 N/A 349096.00 221928.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132G5AV1 2028-07-01 3 N/A 375000.00 17437.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132FNAP6 2028-09-01 3 N/A 1775000.00 91982.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJ7B5 2052-04-01 3 N/A 100000.00 68482.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQAD8 2053-04-01 5 N/A 1762000.00 1421688.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVYL5 2031-08-01 5 N/A 4600000.00 4695651.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQPA8 2052-07-01 4 N/A 960803.00 777001.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WNZX5 2040-02-01 5 N/A 1235000.00 58597.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9NH2 2053-08-01 5 N/A 163679.00 149500.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXVK5 2062-03-01 2.5 N/A 6575000.00 4311429.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412UPH7 2039-05-01 5 N/A 3200000.00 158439.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B93V4 2052-04-01 2.5 N/A 22000.00 15227.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHFV3 2055-02-20 6 N/A 4723392.00 4827810.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLVA9 2055-03-20 6.5 N/A 2185488.00 2269665.86 Agency Mortgage-Backed 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3.5 N/A 767000.00 521369.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132FTAF5 2033-01-01 3.5 N/A 8003760.00 847650.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329MUS7 2043-04-01 3 N/A 2045000.00 433348.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AAW8 2031-12-01 4 N/A 41496448.00 2416366.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFU58 2051-09-01 2 N/A 3939000.00 2390039.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNS62 2052-01-01 2 N/A 9445584.00 6633106.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y5H3 2050-01-20 4 N/A 10392112.00 9344912.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG33 2047-09-20 3 N/A 1535194.00 228065.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG74 2047-09-20 5 N/A 333145.00 30062.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L16V7 2055-05-20 6 N/A 1855438.00 1898453.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASDX4 2041-04-15 5 N/A 104081.00 10920.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAK28 2053-02-01 6 N/A 8068384.00 6787737.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YAAU2 2057-06-15 3.5 N/A 3260160.00 2857628.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2P1 2047-04-20 3.5 N/A 416141.00 48890.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5J20 2047-03-01 3 N/A 100000.00 39164.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHYX8 2041-12-01 4 N/A 1560400.00 152579.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHSA1 2054-08-01 5.5 N/A 1684008.00 1472794.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FVW5 2034-01-20 5 N/A 17713952.00 246206.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KGRP5 2055-02-20 6.5 N/A 1892354.00 1959622.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YEKX7 2056-03-15 2.98 N/A 3123028.00 2636730.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFR9 2052-12-01 5 N/A 5914984.00 4859839.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AES76 2040-03-15 4.5 N/A 65760.00 22114.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LWEP8 2036-09-01 2 N/A 275000.00 141124.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJT0 2049-12-01 4 N/A 80000.00 11380.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSJ85 2054-08-01 5.5 N/A 6823304.00 6209574.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X74Q9 2049-09-01 3.5 N/A 795000.00 185658.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VFX6 2054-11-01 5.5 N/A 1251738.00 1242513.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKQU2 2043-03-01 3 N/A 739429.00 132836.20 Agency Mortgage-Backed 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M N/A 3618NT5B9 2055-03-20 6 N/A 874245.00 893047.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FNSP5 2073-09-20 6.87 N/A 3462995.00 2871974.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRE66 2054-08-01 5.5 N/A 2099660.00 1947092.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KTT59 2055-04-20 6.5 N/A 1261518.00 1312048.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K04W0 2054-12-20 5 N/A 1841008.00 1790953.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5EN1 2045-12-01 3 N/A 6577088.00 930389.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5Q9 2054-05-01 6 N/A 1178672.00 992155.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VXX3 2050-11-20 2 N/A 54788000.00 26350360.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNU35 2052-07-01 4 N/A 216000.00 168181.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAFK5 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N/A 216659.00 39023.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDVW9 2054-05-01 6.5 N/A 2778008.00 2094489.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLDR2 2055-03-20 6 N/A 1468644.00 1497821.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRTT0 2054-08-01 5.5 N/A 1006670.00 988200.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BH6Y7 2052-06-01 4 N/A 7529080.00 4135864.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GR31 2055-04-01 6 N/A 1242132.00 1264131.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHT44 2046-08-01 4.5 N/A 242381.00 25438.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0WJ7 2053-11-01 6 N/A 50820.00 43652.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPYJ0 2034-10-01 5 N/A 389771.00 322732.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K06U2 2054-11-20 5.5 N/A 473844.00 473374.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36188S3K0 2046-01-15 4.5 N/A 305358.00 94972.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y97G0 2064-11-15 3.3 N/A 26641088.00 22823207.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XTD8 2053-02-20 5.5 N/A 106355200.00 79656850.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WZ5E8 2043-07-01 3 N/A 1411726.00 130304.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDJ9 2052-04-01 2.5 N/A 13596688.00 9193389.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEB39 2049-04-01 4.5 N/A 2385100.00 393403.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GSS57 2054-03-20 5 N/A 1742576.00 1294549.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAGU2 2034-03-01 4.5 N/A 218148.00 24712.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M8RW6 2041-04-01 4 N/A 2545000.00 229271.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WJE2 2034-04-15 5 N/A 4094568.00 29811.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K8QW9 2055-03-20 6 N/A 192753.00 199331.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMT4 2053-01-01 5.5 N/A 32636032.00 25903315.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HJ4H6 2059-09-15 5.52 N/A 9760000.00 9901172.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TQP3 2048-01-20 3.5 N/A 250000000.00 29727292.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KGDH3 2050-05-01 4.5 N/A 2101692.00 665200.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HNBH9 2060-04-15 5.52 N/A 9950750.00 10187275.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DP2Y3 2053-03-01 5 N/A 100000.00 80393.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405WQZ1 2034-12-01 4.5 N/A 136872.00 17014.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NTXB8 2055-05-20 6 N/A 20748096.00 21220246.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQY66 2054-08-01 6 N/A 1336808.00 1350555.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJ3U4 2042-08-01 3.5 N/A 170771.00 27786.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V7E4 2051-02-20 2.5 N/A 85483.00 39030.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617GBQS8 2048-03-20 5 N/A 925000.00 32040.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHP68 2045-02-01 3 N/A 530000.00 351869.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T4Q5 2048-06-20 4.5 N/A 423927.00 31518.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XFF8 2052-09-20 3.5 N/A 100000.00 73117.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L16S4 2055-05-20 6 N/A 1598898.00 1645783.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SCW5 2035-04-15 5.5 N/A 10960000.00 294611.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AS3J6 2041-10-15 4 N/A 900000.00 90612.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WF86 2036-06-20 2 N/A 151000.00 75250.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YU77 2054-02-20 6 N/A 62682752.00 50677305.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQLL8 2053-01-01 6.5 N/A 10942656.00 8383188.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KASD4 2055-02-20 6 N/A 7068664.00 7202878.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9V69 2047-01-01 3.5 N/A 3565000.00 629410.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAN6 2039-08-20 5 N/A 1965000.00 30686.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X5WF0 2038-09-01 3.5 N/A 283667.00 26366.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KVX59 2050-05-20 6 N/A 1922464.00 1978810.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR7E7 2043-05-01 5.5 N/A 1571352.00 982031.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG41 2047-09-20 3.5 N/A 296965000.00 35026509.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKK24 2042-10-01 3 N/A 214000.00 28861.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YC5E0 2057-07-15 4.23 N/A 2379200.00 2190566.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPHC1 2035-03-01 3.5 N/A 2000000.00 296472.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQRY4 2047-07-01 3.5 N/A 1060072.00 791552.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0CT7 2048-08-01 3 N/A 11737408.00 8774149.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAWF7 2045-11-01 4.5 N/A 850000.00 96108.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 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2039-04-20 6 N/A 700000.00 8989.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YXCR7 2063-09-15 4.6 N/A 337256.00 320747.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L1VS6 2055-05-20 6 N/A 1555578.00 1595465.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRD77 2052-04-01 3.5 N/A 36783488.00 31335963.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAFV1 2049-03-20 5 N/A 10690000.00 1593976.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AYAZ5 2032-08-20 2.5 N/A 1016132.00 114247.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J2TD3 2054-09-20 6.5 N/A 5100752.00 5267712.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36193VTG7 2046-06-20 4.5 N/A 1036572.00 58720.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNQA5 2037-05-01 3.5 N/A 5837352.00 4393937.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLZK3 2055-04-20 6.5 N/A 1530156.00 1581874.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410CSC7 2036-06-01 6 N/A 6278464.00 87790.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAM92 2043-10-01 3 N/A 513000.00 118022.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AB77 2054-10-20 4 N/A 371555328.00 335217440.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5T8 2050-04-01 4 N/A 1020000.00 178550.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NKXN1 2055-05-20 6 N/A 9099830.00 9366676.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AMRJ3 2040-12-15 4 N/A 140000.00 12550.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PB36 2048-06-01 4.5 N/A 850000.00 139630.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTL44 2045-07-01 3.5 N/A 149096.00 24869.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MSV3 2042-11-20 2.5 N/A 108566.00 14407.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K02Y8 2055-01-20 6 N/A 659589.00 672131.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8ZA4 2054-04-01 6 N/A 1105094.00 849247.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCP45 2053-06-01 5 N/A 1762436.00 1654216.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNFW9 2051-11-01 2.5 N/A 13248480.00 9670094.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176CYH2 2041-11-15 4 N/A 2800000.00 168392.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX43 2053-04-20 4.5 N/A 47000.00 39082.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMKL9 2053-08-01 5.5 N/A 17050000.00 15609428.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AU6L9 2047-07-20 5 N/A 1874086.00 109253.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVQ5 2052-11-01 4.5 N/A 126900.00 101855.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKSF3 2032-04-01 3.5 N/A 42599840.00 7004076.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVBW3 2044-07-01 6.5 N/A 2243348.00 2199006.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KGFZ6 2055-04-20 6.5 N/A 991436.00 1040916.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TNH4 2047-12-20 4.5 N/A 590150.00 14924.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLCX0 2055-04-20 6 N/A 1561610.00 1605858.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHU59 2054-08-01 5.5 N/A 1639704.00 1624368.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K5KV3 2054-12-20 5 N/A 1308194.00 1267843.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296YJK9 2040-07-15 4.5 N/A 1034626.00 33493.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFX68 2045-11-01 3.5 N/A 2220000.00 364658.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339UH37 2049-10-01 5.5 N/A 880000.00 306748.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181BUC2 2043-09-15 3.5 N/A 1075000.00 215794.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JFG71 2054-10-20 5.5 N/A 1156864.00 1148203.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YTKL0 2052-08-20 4 N/A 5667416.00 3899222.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JW5C5 2055-03-20 6.5 N/A 1187332.00 1233918.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJQG6 2036-12-01 3 N/A 2493000.00 444139.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNRN5 2052-06-01 3.5 N/A 1320000.00 1041928.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617X76H4 2057-10-15 4.05 N/A 735700.00 670211.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQ4D4 2054-07-01 6 N/A 1829516.00 1847034.08 Agency 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NATIONAL M N/A 36184QTQ7 2045-04-15 4 N/A 95000.00 7117.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BP4H0 2059-07-15 3.36 N/A 3947500.00 3738964.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NL7C2 2055-05-20 6.5 N/A 1764564.00 1833038.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKF83 2042-12-01 3 N/A 1000000.00 162519.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QR29 2044-10-20 4.5 N/A 11597460.00 768509.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMPB5 2051-08-01 2 N/A 3937672.00 2596389.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LXR2 2041-08-15 4.75 N/A 3052548.00 126266.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4RS1 2055-04-01 6 N/A 1708196.00 1742529.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2T28 2038-01-01 4.5 N/A 873264.00 10268.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FHH3 2055-02-01 6.5 N/A 78629376.00 77352355.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKUQ1 2053-04-01 5 N/A 53839.00 44004.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTD31 2054-05-01 6 N/A 71529600.00 64694000.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMWH2 2032-06-01 3 N/A 575000.00 71983.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WTRJ0 2060-12-15 3.12 N/A 150000.00 129726.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RS91 2045-11-20 3.5 N/A 67864.00 6823.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JTQY1 2054-11-20 6.5 N/A 75032.00 77679.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5MF3 2037-04-01 2.5 N/A 8750000.00 1754992.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D3W84 2041-03-01 2.5 N/A 674292.00 279992.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177VAE2 2042-04-15 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1545990.00 1534380.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UMM1 2049-02-20 4.5 N/A 93219072.00 6937076.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426HAH6 2055-03-01 5.5 N/A 1267040.00 1257469.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAK66 2029-01-01 4.5 N/A 3576988.00 304784.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297AKS1 2038-10-15 5 N/A 300000.00 5768.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DHM8 2042-10-01 4 N/A 1311008.00 221638.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KKAF6 2050-10-01 2 N/A 15000.00 7321.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQP75 2053-02-01 5.5 N/A 8201632.00 7032058.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WR42 2051-11-20 3.5 N/A 26162840.00 17274692.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7L64 2050-04-01 4 N/A 46380.00 14055.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411WVP9 2037-05-01 6.5 N/A 4700000.00 67327.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NQVC4 2055-03-20 6 N/A 2961668.00 3041376.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDK0 2044-09-01 6.5 N/A 12555440.00 8193000.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKEJ5 2052-06-01 3 N/A 70830208.00 49386243.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGH0 2053-02-01 5.5 N/A 32628672.00 26197684.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NRTJ0 2055-04-20 6 N/A 4241696.00 4369487.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NNZ32 2053-07-01 5.5 N/A 2171104.00 1815095.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NHFP3 2055-04-20 6.5 N/A 2926344.00 3053914.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLZ6 2051-07-01 3 N/A 120524.00 70772.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176DYR8 2041-05-20 5 N/A 3951796.00 199938.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUYG2 2054-12-01 5.5 N/A 2507200.00 2443147.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQKB0 2054-07-01 5.5 N/A 1797584.00 1787193.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLTV6 2055-03-20 6.5 N/A 2106416.00 2196787.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AJ4E0 2053-01-20 5 N/A 1261642.00 997004.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HBMR3 2043-05-01 4 N/A 14190000.00 3291135.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GVEP1 2054-04-20 5.5 N/A 841782.00 777733.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEU2 2049-08-01 4 N/A 427000.00 46418.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KTJP6 2055-05-20 6 N/A 4032380.00 4120924.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JSUZ5 2055-01-20 6 N/A 2134710.00 2173512.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFXP6 2054-06-01 5.5 N/A 2638960.00 2610758.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KQTW6 2055-04-20 6 N/A 882586.00 902297.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132LAE24 2048-09-01 4.5 N/A 191292416.00 32388374.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AHY7 2042-07-01 4 N/A 455000.00 44176.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36188CCL3 2045-08-15 4 N/A 2078628.00 320566.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L8SV0 2047-06-01 4 N/A 7586072.00 1573550.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MDUS5 2052-04-01 3 N/A 77673.00 62606.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAE71 2053-08-01 5.5 N/A 5698688.00 4489342.09 Agency Mortgage-Backed Securities FEDERAL 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3618KSC75 2055-04-20 6 N/A 4555312.00 4684243.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQWS1 2053-03-01 5.5 N/A 2165840.00 1810423.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7Z24 2033-01-01 3.5 N/A 557000.00 118465.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291TUF3 2035-04-15 5 N/A 107000.00 5117.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX50 2053-04-20 5 N/A 154527520.00 127644979.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADKX5 2037-03-01 6 N/A 1650000.00 41050.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AU6K1 2047-07-20 5 N/A 2444988.00 511171.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMDB0 2054-10-20 5.5 N/A 3505472.00 3508848.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RU49 2045-12-20 4 N/A 2400464.00 96576.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W9RN5 2057-06-15 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5.5 N/A 906393.00 891547.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36197E7H3 2047-04-20 4.5 N/A 3904244.00 374567.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HG5H1 2064-05-20 2.5 N/A 316316.00 243574.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TNR2 2047-12-20 3.5 N/A 50000000.00 6269381.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRUT8 2053-01-01 6 N/A 5820736.00 4418709.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2TK0 2055-03-01 6 N/A 1354070.00 1377463.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618ABXB1 2058-07-15 5.35 N/A 2000000.00 1999053.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V7H7 2051-02-20 4 N/A 158442880.00 57493943.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLY9 2051-08-01 2.5 N/A 830000.00 496229.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426KCZ7 2055-04-01 6.5 N/A 3590236.00 3728225.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSXG1 2033-08-01 5.5 N/A 1963694.00 1004300.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J2FD8 2054-08-20 6.5 N/A 1213192.00 1265275.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KMZ4 2030-08-01 5 N/A 500000.00 5793.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QULU5 2045-11-01 4 N/A 1145298.00 143478.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176DZN6 2041-05-20 5 N/A 250000.00 37294.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YLR45 2045-03-01 3 N/A 854611.00 141359.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHLC8 2055-03-20 6 N/A 148541.00 153877.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A0WX8 2050-01-01 3.5 N/A 1895582.00 797993.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQUW3 2054-06-01 5.5 N/A 2049936.00 1983559.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AMNE8 2040-10-15 4 N/A 2000000.00 119613.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BYCW7 2053-04-01 5.5 N/A 4096080.00 3524285.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JKVW8 2054-10-20 5 N/A 1968606.00 1900815.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 347536384.00 310017816.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QXQ7 2039-12-01 5.5 N/A 760137.00 17149.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NJN21 2055-04-20 6 N/A 1289270.00 1332197.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQJM6 2040-03-15 4.5 N/A 279049.00 20523.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPP69 2052-12-01 5.5 N/A 700000.00 591072.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P8DE8 2036-10-01 3 N/A 20072960.00 3894881.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HYBG7 2064-07-20 4 N/A 247818.00 222731.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617X6HS0 2052-01-20 3 N/A 3338600.00 2094520.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMZE8 2055-04-20 5.5 N/A 1626656.00 1625631.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131X1MM0 2031-07-01 4.5 N/A 775000.00 44952.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFGV7 2051-12-01 2 N/A 387989.00 239842.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHMW9 2054-07-01 5.5 N/A 1085724.00 1077909.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KVAY1 2055-05-20 6.5 N/A 1295322.00 1353693.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KXS8 2038-01-01 3.5 N/A 13204832.00 2276057.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JNAF2 2054-11-20 5.5 N/A 349901.00 346823.55 Agency Mortgage-Backed 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FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H44M9 2051-11-25 3 N/A 1720000.00 204485.54 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMSS8 2031-12-25 1.93627 N/A 930000.00 733687.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR B1V7KEBTPIMZEU4LTD58 31392R3H2 2032-07-15 6.5 N/A 20.00 0.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LM2Z5 2028-04-01 3.46 N/A 319788.00 308338.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMT70 2055-05-20 7 N/A 1559840.00 1647618.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KP6U7 2052-10-01 5 N/A 22492768.00 18000354.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288Q4Y3 2054-01-01 4.271 N/A 1027770.00 928628.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GA7 2046-12-01 3 N/A 1867170.00 333735.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNUY6 2052-04-01 2.5 N/A 1262820.00 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1686876.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137BPSH3 2042-11-15 2.5 N/A 853772.00 881570.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426MMS8 2055-05-01 6 N/A 926936.00 944778.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KCBX4 2055-04-20 5.5 N/A 361417.00 361190.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WENA4 2054-06-01 6.5 N/A 349044.00 360373.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410EKC1 2036-09-01 6.774 N/A 1686180.00 12567.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WTZ1 2051-12-20 3 N/A 106786.00 67490.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KQAN6 2055-04-20 6 N/A 1000.00 1020.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HKTK0 2052-02-25 5 N/A 3623456.00 3538765.69 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31410LWC2 2047-09-01 3 N/A 1975000.00 573549.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEZE3 2054-06-01 5.5 N/A 539527.00 496032.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSTR3 2054-03-01 5.5 N/A 1000.00 876.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FR64 2034-12-01 6.5 N/A 1789000.00 27936.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSZB1 2054-04-01 5.5 N/A 3052741.00 2810996.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XLG9 2052-11-20 4.5 N/A 52129269.00 41258372.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6AM5 2055-05-01 4.5 N/A 4386436.00 4146717.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383VCJ5 2053-01-20 5.27827 N/A 2922740.00 2350131.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KPUC0 2052-08-01 4.5 N/A 5996.00 4468.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVT0 2053-03-20 5.5 N/A 77138978.00 58846155.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4CS1 2055-05-20 6 N/A 1010.00 1032.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXEN9 2032-01-01 4.58 N/A 98059.00 98354.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCP6 2051-11-01 2.5 N/A 26000.00 16439.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLM7 2055-05-01 3.5 N/A 1684097.00 1495849.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHG83 2041-09-01 4 N/A 14999006.00 1349813.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJTS7 2038-04-01 6.913 N/A 49357755.00 1506045.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTVQ6 2054-12-01 4.5 N/A 81644.00 76265.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRAH1 2051-07-01 2.5 N/A 45893.00 24714.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XEEP2 2038-06-01 4.27 N/A 1239000.00 1146137.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PG54 2039-04-01 4.5 N/A 1000.00 37.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8QT1 2055-06-01 6 N/A 1000.00 1016.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACCM3 2054-04-01 6.5 N/A 2290263.00 1952635.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUC87 2054-09-01 5.5 N/A 7233.00 6744.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 1000.00 797.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384USE0 2052-12-20 5.5 N/A 1877298.00 1870594.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT S6XOOCT0IEG5ABCC6L87 3138XE3V8 2044-02-01 4.5 N/A 204883.00 27553.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJR4 2049-12-01 3 N/A 60000.00 10135.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DRP8 2042-12-15 2.5 N/A 1000.00 149.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426PE27 2055-06-01 5.5 N/A 232334.00 231711.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHT3 2053-07-01 5.5 N/A 4500000.00 3837940.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUPN7 2055-04-01 6 N/A 27172453.00 27748054.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2C3 2054-02-01 5 N/A 1000.00 902.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1NS8 2049-09-01 3.5 N/A 5112688.00 4619031.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PYG2 2036-09-01 7.614 N/A 900000.00 5622.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AFF0 2055-02-01 6.5 N/A 4021199.00 4162825.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM5T9 2053-06-01 4 N/A 825000.00 681223.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8BG5 2055-05-01 6 N/A 10594927.00 10816947.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACUJ7 2052-04-20 2.5 N/A 27101824.00 19529611.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVBU1 2055-03-25 5.47197 N/A 6061297.00 5889151.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618KUYK7 2055-05-20 5.5 N/A 7430828.00 7468974.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDW70 2041-10-01 2.31 N/A 3211220.00 2191631.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35564NHZ9 2045-05-25 5.53128 N/A 1000000.00 1002474.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LH4G2 2034-11-01 4.94 N/A 453648.00 458369.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NAH3 2055-05-01 5 N/A 1000.00 974.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383WUB0 2053-03-20 5.32827 N/A 1678182.00 823152.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3617V1ZV6 2040-06-20 5 N/A 248542.00 98818.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPHV0 2025-09-25 2.229 N/A 2750000.00 1658383.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B8TU5 2055-05-01 6.5 N/A 58734.00 60733.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNXY4 2052-03-01 3 N/A 1456222.00 998222.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GMT4 2053-12-20 5.62827 N/A 3887711.00 1749697.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWDE0 2052-03-01 3 N/A 30358.00 20462.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVU7 2053-03-20 6 N/A 8787061.00 5519382.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2E9 2054-02-01 6 N/A 1427003.00 1143593.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MSN3 2055-05-01 6 N/A 1711858.00 1749360.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNQT3 2052-02-01 2.5 N/A 2233444.00 1413450.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W87B3 2054-04-01 5 N/A 7519498.00 7197646.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCK8 2036-10-01 3 N/A 200000.00 33193.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHH9 2053-06-01 6 N/A 19775832.00 15888418.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHE6 2053-06-01 5 N/A 1000.00 851.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W93S7 2043-10-01 4 N/A 1000.00 154.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B66H3 2055-04-01 6 N/A 5408375.00 5494899.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRJ5 2054-02-20 6 N/A 23718755.00 16800944.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KJC67 2055-02-20 7 N/A 1197013.00 1257949.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384HSF6 2054-01-20 5.5 N/A 305779.00 303641.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B7B51 2055-05-01 5.5 N/A 2634082.00 2626140.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M9MA2 2052-01-01 2.5 N/A 595000.00 401414.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5UL9 2055-04-01 6.5 N/A 1341536.00 1392188.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HWKW1 2039-11-01 2.8 N/A 13330000.00 10375266.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425YUG0 2054-11-01 5 N/A 6129995.00 5571388.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1P72 2048-06-01 4 N/A 5794699.00 5475785.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BS6J9 2054-10-25 5.42197 N/A 2938244.00 2775523.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XTG1 2053-02-20 7 N/A 1000.00 437.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 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36179Y5N0 2054-08-20 6.5 N/A 88544139.00 70422278.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQJS2 2054-10-01 5.5 N/A 1041202.00 1036005.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUUR2 2054-11-01 5 N/A 3999600.00 3774097.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AMZ8 2054-12-01 5 N/A 1235770.00 1200917.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLBG1 2051-02-01 1.5 N/A 33632933.00 18555832.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384DJB4 2053-10-20 6 N/A 11872100.00 13175908.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131XYG52 2047-11-01 4 N/A 1004.00 263.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP3L9 2052-08-01 5 N/A 6862987.00 5195529.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VDA8 2054-12-01 4.5 N/A 518576.00 482630.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNG4 2054-12-01 5 N/A 1966904.00 1843422.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAV9 2054-07-01 5 N/A 34000.00 31824.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6VZ6 2054-04-01 6.5 N/A 1003556.00 707793.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6LZ4 2054-07-01 6 N/A 5136119.00 4433317.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384KBV2 2054-02-20 5.32827 N/A 19519944.00 17097889.55 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426BLN4 2055-01-01 5 N/A 1586997.00 1542159.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGY45 2051-09-01 2.5 N/A 7000.00 4854.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASMN5 2054-10-01 6.5 N/A 1026345.00 1013440.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5T7 2029-01-01 4 N/A 91884.00 6817.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WHJ89 2046-10-01 4 N/A 6491000.00 1691448.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WDRP1 2046-05-01 3.5 N/A 431055.00 113297.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2WE4 2053-05-01 5.5 N/A 13782041.00 10399573.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTQM1 2054-12-01 6 N/A 17389664.00 17133066.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQSN6 2052-11-01 5 N/A 4270909.00 3370302.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AQRN0 2042-05-15 3.5 N/A 29215431.00 26790621.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179YMB7 2046-11-20 1.5 N/A 173719.00 127247.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5KT5 2055-03-20 4 N/A 574466.00 526384.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNV42 2052-09-01 4.5 N/A 4000000.00 3204955.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRL37 2054-10-01 5 N/A 4284040.00 3882161.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR6K1 2054-06-01 5.5 N/A 1749.00 1675.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNG98 2052-06-01 3.5 N/A 25722.00 20205.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426BLA2 2055-02-01 5.5 N/A 2498959.00 2171972.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CR75 2055-01-20 5 N/A 203342.00 199373.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140M6L92 2054-07-01 5.5 N/A 4328237.00 4267114.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2K1 2053-05-20 5 N/A 77362873.00 65334740.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWVQ6 2053-01-01 4 N/A 1212493.00 1011077.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNH2 2055-01-01 5 N/A 1091426.00 1032768.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LWZU4 2052-10-01 4.5 N/A 8265506.00 6423968.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWBR9 2054-12-01 5.5 N/A 2133310.00 2128303.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FZ75 2055-03-01 5 N/A 2436769.00 2361144.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YXX1 2041-08-01 4.5 N/A 19000000.00 2419518.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSWJ3 2054-10-01 5.5 N/A 8001.00 7641.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425XDW6 2054-11-01 5.5 N/A 2523127.00 2495750.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNTA1 2052-08-01 4.5 N/A 20448621.00 15330332.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEMJ2 2049-03-01 5 N/A 3510061.00 1362004.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFEN1 2054-08-25 5.22197 N/A 40000000.00 31203124.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DPAX6 2052-11-01 5 N/A 40324461.00 30815266.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBN6 2054-08-01 5.5 N/A 12000.00 11166.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNJ8 2054-12-01 5.5 N/A 63516689.00 60390481.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFN8 2052-11-01 3.5 N/A 1000.00 779.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M3JN5 2042-08-01 4 N/A 50151522.00 6469120.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUWP7 2054-06-01 5.5 N/A 1132227.00 999364.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJR0 2051-07-20 2.5 N/A 1540000.00 888385.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQGX4 2054-09-01 6.5 N/A 1221667.00 1266431.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAHF1 2052-04-01 4 N/A 583482.00 413137.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJ24 2045-04-01 6 N/A 9383463.00 9524055.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FHR7 2051-06-20 2 N/A 300000.00 190453.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142J6AP8 2055-06-01 5.5 N/A 2890555.00 2871617.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMNN7 2054-09-01 5.5 N/A 26859576.00 25723488.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBD1 2037-02-01 1.5 N/A 900000.00 569228.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1QK2 2052-09-01 5 N/A 14501672.00 11696456.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EZ31 2055-03-20 5 N/A 13416224.00 13072729.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWNK5 2055-01-01 5.5 N/A 4852206.00 4660620.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDKE3 2053-09-01 6.5 N/A 2050943.00 1795680.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HF5T8 2054-08-25 5.22197 N/A 38931766.00 31642644.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132D6J76 2040-05-01 6 N/A 1132371.00 1148816.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM6T7 2052-02-01 2.5 N/A 983875.00 626960.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E04T6 2048-12-01 3 N/A 23635454.00 18298654.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417C3A1 2027-09-01 2.5 N/A 1204.00 43.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKM8 2055-05-01 5 N/A 5416330.00 5247525.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK5J0 2054-10-01 7 N/A 1079024.00 1136189.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUA42 2050-01-25 6 N/A 6349310.00 5861647.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138A7PP7 2041-02-01 4.5 N/A 14596710.00 1750136.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FD53 2055-01-01 5 N/A 1108218.00 1073144.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQP74 2052-10-01 4.5 N/A 13216488.00 10701574.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1UV3 2054-11-01 6 N/A 1438.00 1453.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 254900HROIFWPRGM1V77 38385EZ49 2055-04-20 5 N/A 50000.00 38468.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BU3Y4 2054-02-25 5.22197 N/A 34763128.00 32941866.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DU6Q5 2054-06-01 4.5 N/A 37248903.00 34296349.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVB45 2054-08-01 5 N/A 15149442.00 14294750.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSPS1 2054-08-01 7 N/A 20995.00 20107.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C92L6 2053-08-01 6.5 N/A 4057956.00 3672825.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED64 2052-06-01 3 N/A 1000.00 726.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BG5J3 2052-08-01 5 N/A 20634277.00 16381093.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED31 2032-04-01 3 N/A 62000.00 27725.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GS4M7 2054-10-01 6.5 N/A 31019438.00 29158862.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GPE9 2055-04-01 7 N/A 4107364.00 4039943.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7JZ3 2050-07-01 2.5 N/A 28780000.00 12976047.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132H3EE9 2042-08-01 4 N/A 631312.00 87889.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N6NB4 2052-11-01 5.5 N/A 19274482.00 16343352.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWTM8 2052-12-01 4 N/A 4883397.00 4075109.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWRF5 2053-02-01 4 N/A 1050534.00 849452.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6J35 2040-05-01 4 N/A 256239.00 246762.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXL81 2054-10-01 5 N/A 1344348.00 1157703.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVA7 2050-12-01 2 N/A 6000000.00 3187329.95 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 4.875 N/A 27826900.00 28680826.06 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179VBG4 2049-12-20 3.5 N/A 4813847.00 629115.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQAQ9 2050-09-01 4.5 N/A 200000.00 147003.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407Q4G8 2035-08-01 7.468 N/A 115050000.00 829727.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CR83 2055-02-20 5 N/A 160000.00 132848.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31335BST4 2044-02-01 3.5 N/A 9492643.00 2815689.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31326KK30 2045-10-01 3.115 N/A 1008.00 76.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BVR59 2055-05-25 5.32197 N/A 121969960.00 120995099.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179W2V9 2052-04-20 3 N/A 1643530.00 1118451.82 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ETGA9 2027-05-12 4.37 N/A 1893000.00 1893993.83 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31402WJP4 2033-09-01 5 N/A 137150282.00 1947500.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3E8 2054-03-01 5.5 N/A 50000.00 43540.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5PD3 2055-04-01 5 N/A 1000.00 974.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTTC3 2053-12-01 6.5 N/A 12000.00 10550.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AAH6 2054-09-20 6.5 N/A 47594899.00 44011179.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6A67 2036-11-01 2.5 N/A 107518.00 57793.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MWW7 2055-04-01 6 N/A 13432992.00 13666142.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQQW9 2053-06-01 5 N/A 55892543.00 46935413.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHCV6 2049-12-01 3.5 N/A 40295185.00 9645930.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NL31 2055-04-01 5.5 N/A 11863986.00 11787066.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWN74 2055-03-01 5 N/A 1075913.00 1029653.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBXF2 2036-03-01 3.5 N/A 3001.00 1213.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHJ2 2052-09-01 4 N/A 5000.00 3876.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3Z6 2049-10-01 3 N/A 39820.00 5945.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0K87 2054-12-01 5 N/A 31344594.00 30072838.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJSX1 2042-06-01 3.5 N/A 18755000.00 2998553.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138APRE0 2041-09-01 4.5 N/A 1350.00 21.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRGK0 2054-03-01 6 N/A 8051.00 7605.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPXH7 2052-07-01 2.5 N/A 30679953.00 23532097.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXPZ9 2037-01-01 3.5 N/A 609798.00 540048.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFNR2 2054-09-25 5.17197 N/A 52610714.00 48030425.03 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QQNN1 2052-10-01 5 N/A 25249901.00 19954039.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACS84 2048-08-01 4.5 N/A 56308371.00 12347004.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426C5V2 2055-02-01 5.5 N/A 3312395.00 3305922.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQPP5 2053-02-01 4.5 N/A 1013.00 841.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRV23 2054-05-01 6.5 N/A 30016596.00 29183284.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJWP4 2052-11-01 4.5 N/A 25334000.00 20301377.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUDE4 2054-09-01 6 N/A 19027572.00 17301209.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKPG9 2053-02-01 5.5 N/A 20839798.00 16636660.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMK7 2053-12-20 5.5 N/A 28911000.00 24861132.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM4W2 2052-01-01 3 N/A 20300000.00 12594669.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5AQ2 2054-11-20 6 N/A 818692.00 820193.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR B1V7KEBTPIMZEU4LTD58 3133WECE8 2054-06-01 6 N/A 23095995.00 20062695.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5C56 2054-12-20 5 N/A 20000000.00 19239181.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VNU3 2054-12-01 5 N/A 82661.00 77133.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVWF7 2054-12-01 5 N/A 34886391.00 33341809.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408F7K9 2036-01-01 6 N/A 21750028.00 316915.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3J7 2048-02-01 3.5 N/A 415000.00 49775.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPZ67 2052-08-01 3.5 N/A 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VQ29 2038-10-20 6.5 N/A 47000.00 26757.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617B7C57 2047-09-15 4.5 N/A 2000.00 109.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KDGZ2 2055-05-20 6 N/A 1242582.00 1269868.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GEED6 2064-01-20 7.5 N/A 1286619.00 216393.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TAH5 2038-01-01 6.918 N/A 1020.00 49.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 1080.00 861.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31326LGF6 2046-09-01 7.322 N/A 1000.00 23.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAX5 2054-07-01 6 N/A 573330.00 502708.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AH85 2041-11-01 4 N/A 6679010.00 661770.19 Agency Mortgage-Backed Securities 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NATIONAL M N/A 36179X2M7 2053-05-20 6 N/A 1000.00 682.44 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EMR95 2036-07-14 2.31 N/A 903000.00 703143.22 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138EJAF5 2037-08-01 6.112 N/A 4108893.00 299643.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLZL1 2055-04-20 6 N/A 1000.00 1020.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XH33 2052-09-20 6 N/A 2000.00 1265.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACR69 2048-08-01 3 N/A 1274990.00 374879.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSZB1 2054-04-01 5.5 N/A 19879329.00 18305100.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2U0 2038-09-20 6 N/A 20255.00 2752.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128NHEN9 2038-04-01 7.055 N/A 15573.00 271.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N5WX8 2054-09-01 6.5 N/A 1911789.00 1970096.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HSF6 2054-01-20 5.5 N/A 7980272.00 7924486.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XFG6 2052-09-20 4 N/A 6792.00 5199.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BS6J9 2054-10-25 5.42197 N/A 11375011.00 10745059.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3617WD2J2 2046-07-20 4 N/A 1002.00 215.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPFV5 2052-05-01 3.5 N/A 41000.00 27869.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385EP65 2055-04-20 5.62827 N/A 14316173.00 14090230.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179S2T3 2047-03-20 5.5 N/A 2003.00 235.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W93S7 2043-10-01 4 N/A 1000.00 154.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XTG1 2053-02-20 7 N/A 1000.00 437.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XH41 2052-09-20 6.5 N/A 1000.00 547.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GTUX1 2063-11-20 7.5 N/A 1000.00 1026.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KH3U8 2050-02-20 7 N/A 1000.00 1055.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WNF1 2051-09-20 3 N/A 7360.00 4248.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381JRV6 2035-10-01 6.598 N/A 4000.00 192.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGEZ0 2052-03-01 2.5 N/A 9000.00 6044.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S4W45 2035-09-01 7.252 N/A 7055.00 123.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXQZ9 2031-08-01 5.36 N/A 698240.00 726001.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VKE9 2050-04-20 5 N/A 22016.00 4710.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BV4H8 2055-05-25 5.82197 N/A 15684264.00 15570400.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XBU9 2052-07-20 4.5 N/A 4000.00 3054.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383X5B6 2053-05-20 5.32827 N/A 26804534.00 17222495.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31411A7K5 2036-11-01 5.956 N/A 424734.00 3490.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391BS32 2032-09-01 7.425 N/A 1100000.00 4270.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179BZP2 2043-01-15 3.5 N/A 186080.00 16603.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31398SYK3 2040-12-25 4.5 N/A 6089600.00 957148.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BBPP8 2052-05-01 3 N/A 413518.00 295636.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YAZ92 2038-11-20 6.5 N/A 3001.00 2387.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403Y4M2 2034-03-01 6.197 N/A 13736.00 39.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6SX2 2054-09-01 6.5 N/A 290080.00 272193.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BTEZ2 2054-11-25 5.57197 N/A 16394050.00 14974125.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179VMK3 2050-05-20 6 N/A 16533.00 3421.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FH39 2026-05-01 6.5 N/A 12366.00 1.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VEW9 2054-12-01 6 N/A 8772.00 8908.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382LPL4 2028-11-01 6.536 N/A 1850000.00 2837.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MLAY3 2050-01-20 4.5 N/A 2000.00 339.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K2SJ9 2055-02-20 7 N/A 2000.00 2139.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKTK0 2052-02-25 5 N/A 140003.00 136730.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31300MLR2 2034-12-01 6.539 N/A 761651.00 1754.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHY55 2038-08-01 6.85 N/A 1046.00 25.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2YU0 2047-02-20 4 N/A 3509.00 887.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K4EK7 2065-03-20 6.5 N/A 5096.00 5277.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UK35 2049-01-20 6 N/A 1115325.00 105345.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EVV1 2039-11-20 5.875 N/A 28546.00 957.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAY3 2054-08-20 5.42827 N/A 4854005.00 4542996.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140Y6JF8 2055-04-01 6 N/A 1000.00 1014.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2B27 2041-10-15 4 N/A 1040.00 45.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KQAM8 2055-04-20 6 N/A 167242.00 170752.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TV93 2048-04-20 5.5 N/A 1000.00 111.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B5ED0 2052-02-01 2.5 N/A 868966.00 573521.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X5G7 2053-06-20 5 N/A 66074.00 56767.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KCG68 2055-03-20 6.5 N/A 1000.00 1037.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425XKU2 2055-01-01 6 N/A 1777756.00 1591620.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B7V24 2050-01-25 3 N/A 1271880.00 546503.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179NGD4 2038-11-20 6.5 N/A 1000.00 64.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UQ70 2049-03-20 5 N/A 2007.00 153.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X64C2 2031-04-01 5.5 N/A 198018.00 11584.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQRG4 2054-07-01 5.5 N/A 15389700.00 14430687.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGR2 2036-04-20 6 N/A 484000.00 53983.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GTU73 2047-08-01 4 N/A 1975677.00 570820.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417V3Y7 2040-01-01 4.5 N/A 5003657.00 409239.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QPNJ7 2036-09-01 7.414 N/A 2731.00 52.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUYQ4 2055-05-20 6 N/A 2000.00 2046.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 90823155.00 7260860.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VV80 2038-10-20 6.5 N/A 25000.00 10439.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XFLZ9 2032-11-01 1.22 N/A 2582.00 2002.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LFJ54 2032-02-01 2.24 N/A 1148.00 1001.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VMH0 2050-05-20 5 N/A 13000.00 2392.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TLV5 2047-11-20 5 N/A 40401.00 4546.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1S46 2055-04-01 5 N/A 11946577.00 11592935.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4PG9 2055-03-01 5.5 N/A 2089592.00 2077064.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3K25 2040-10-01 4.5 N/A 204000.00 13125.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K7V34 2050-01-01 2.737 N/A 180000.00 44725.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQF43 2044-07-01 3.5 N/A 342000.00 26541.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR7B0 2054-06-01 6.5 N/A 3464448.00 3274336.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNG3 2050-04-01 2.5 N/A 6699000.00 1475431.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y5L4 2054-08-20 5.5 N/A 2010.00 1902.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GYS39 2064-01-20 7.5 N/A 549096.00 164017.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617V15G2 2041-09-20 4.5 N/A 2716977.00 1301164.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XTC0 2053-02-20 5 N/A 1000.00 802.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPHQ6 2054-05-01 5.5 N/A 459219.00 416827.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ATY24 2045-11-25 3.72272 N/A 118572.00 102838.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618KC7J0 2055-03-20 6.5 N/A 1000.00 1035.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJR0 2051-07-20 2.5 N/A 11000.00 6345.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31377EG52 2027-04-01 6.625 N/A 13002.00 15.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XDF0 2052-08-20 5 N/A 5007.00 3854.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MNU1 2055-03-01 6.5 N/A 1024.00 1018.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VV56 2050-10-20 5 N/A 13000.00 3501.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2N6 2047-04-20 3 N/A 98000.00 15132.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LJ23 2033-01-20 6.45 N/A 1390231.00 134352.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR4J6 2054-10-01 5 N/A 9243611.00 8622765.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XLG9 2052-11-20 4.5 N/A 1000.00 791.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MCBC3 2052-02-01 1.838 N/A 1000.00 736.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACVA5 2051-09-20 3 N/A 2000.00 1522.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U3V2 2049-10-20 4.5 N/A 1040.00 211.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381T3E3 2052-09-20 5.32827 N/A 1222.00 854.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179W5F1 2052-05-20 4.5 N/A 2000.00 1498.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAYN8 2051-02-20 2 N/A 1760.00 806.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QHUW8 2036-07-01 6.415 N/A 5000.00 531.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346VH85 2030-07-01 4.145 N/A 2889.00 15.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4RG7 2036-10-25 2.361 N/A 626440.00 488087.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31402RG94 2034-01-01 6.625 N/A 250000.00 806.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W5C8 2052-05-20 3 N/A 311836.00 215878.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7ZB2 2055-04-01 5.5 N/A 1742698.00 1739213.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XHLL3 2044-04-01 4.5 N/A 300000.00 63327.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R4D8 2046-03-20 3 N/A 2003.00 216.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313637Y53 2033-09-01 3.78 N/A 2027.00 1874.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSL42 2052-12-01 5.5 N/A 112012.00 95659.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YW42 2054-05-20 5 N/A 86442.00 80546.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUUQ4 2055-05-01 6 N/A 27111.00 27553.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417NNX5 2039-11-01 6.38 N/A 6000.00 51.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDM7 2051-04-20 4.5 N/A 11666.00 5239.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JRKZ8 2036-01-01 6.748 N/A 80000.00 489.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RJL4 2038-12-20 6.5 N/A 2000.00 203.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMTT2 2055-03-20 6.5 N/A 70083.00 74001.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SUU9 2047-01-20 3 N/A 2000.00 283.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JLPY9 2034-01-01 6.75 N/A 85251.00 50.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NUWX3 2041-04-01 5.13 N/A 79503.00 77798.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBKM7 2031-04-01 1.731 N/A 23124301.00 15904303.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H2NY6 2036-08-25 2.184 N/A 1227.00 943.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140X4SJ6 2047-12-01 3.5 N/A 200000.00 56831.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YMV74 2035-01-20 6.5 N/A 1476954.00 1033195.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GGPU2 2034-01-01 3.75 N/A 3946.00 3652.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384USE0 2052-12-20 5.5 N/A 734862.00 732237.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140FRR80 2047-01-01 4.5 N/A 1818132.00 192022.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADZH4 2048-12-01 4.5 N/A 2428750.00 379552.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDQ36 2027-12-01 6.397 N/A 138616.00 3.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNEG2 2033-06-01 3.8 N/A 1000.00 931.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LKDZ3 2033-04-01 4.68 N/A 75000.00 75063.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KNCS0 2055-04-20 7 N/A 2000.00 2115.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177PP66 2035-10-20 5.5 N/A 105047.00 9450.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHA4 2052-01-01 3 N/A 4534264.00 3069611.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V5C0 2051-01-20 6 N/A 487610.00 136565.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEP4 2052-09-01 3 N/A 98000.00 71734.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VSH4 2050-08-20 3 N/A 1000.00 297.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCW1 2051-12-01 3.5 N/A 16000.00 9870.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWJ55 2030-05-01 4.3 N/A 612430.00 608278.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VPA2 2039-05-20 6.5 N/A 90000.00 22449.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMXZ6 2032-01-25 1.927814 N/A 510000.00 435554.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FH41 2038-12-20 7 N/A 2016.00 55.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ET5D4 2025-10-01 2.75 N/A 1258.00 341.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5KY4 2055-04-20 6.5 N/A 3000.00 3071.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XW5S8 2047-06-01 4 N/A 10147411.00 1864693.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384V7K2 2040-10-01 5.974 N/A 1171.00 0.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383GY70 2052-02-20 3 N/A 18221107.00 11731769.78 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B62Q7 2055-04-01 5.5 N/A 722848.00 719916.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XDE3 2052-08-20 4.5 N/A 2000.00 1537.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHZB1 2037-01-01 6.854 N/A 1264.00 71.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4Q0 2050-12-20 4.5 N/A 219252.00 145240.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QT50 2044-11-20 4 N/A 1000.00 66.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HB23 2054-01-20 3.5 N/A 20223800.00 15847210.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140HFQH5 2050-04-01 3 N/A 1541684.00 622355.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMVT9 2065-04-20 6.5 N/A 117545.00 120354.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LFLZ5 2037-02-01 2.57 N/A 79249.00 62469.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHY9 2050-02-20 6 N/A 2000.00 445.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406N6K5 2035-03-01 6.902 N/A 11542723.00 40141.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUPM9 2055-04-01 6 N/A 77194897.00 78496763.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDXP9 2028-09-01 7.323 N/A 13659.00 0.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UQ96 2049-04-20 6 N/A 1000.00 141.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XD5R0 2058-04-15 4.35 N/A 1000.00 936.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384C7Y9 2053-10-20 6 N/A 1016080.00 1025249.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618N5EX3 2055-01-20 6.5 N/A 1000.00 1012.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GBN75 2065-04-20 7 N/A 2001.00 2056.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVP71 2049-08-01 3.5 N/A 255000.00 42809.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425W2R1 2055-01-01 5.5 N/A 8379636.00 8285045.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BRY6 2035-07-01 5 N/A 8740193.00 130676.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296SKX2 2044-07-15 5.425 N/A 1000.00 773.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3X8 2051-09-01 2 N/A 6959446.00 4299575.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401Y2F1 2033-08-01 6.101 N/A 13421.00 194.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1CY7 2054-04-01 5 N/A 25469312.00 24575146.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KKCG2 2055-03-20 6.5 N/A 440603.00 457830.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QGFJ6 2036-07-01 6.387 N/A 29498.00 293.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HHW92 2048-09-01 3.274 N/A 4000.00 365.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LMD5 2040-08-15 5 N/A 3032.00 75.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407GYE2 2035-06-01 6.328 N/A 2648.00 25.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKH8 2040-09-20 4.5 N/A 5803630.00 38193.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M2V1 2035-11-20 6 N/A 1029.00 54.53 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENGJ3 2041-12-09 2.9 N/A 2147000.00 1599590.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31426CHT4 2055-01-01 6 N/A 37475057.00 36266367.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ81 2048-06-20 5.5 N/A 1162.00 107.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176LTR6 2034-04-20 5.5 N/A 91139.00 998.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VSCL4 2049-07-20 5 N/A 2000.00 732.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A4P0 2028-11-01 4 N/A 89265.00 5361.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S5M5 2047-05-20 4 N/A 1000.00 92.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6JS1 2044-12-01 4 N/A 1030390.00 347153.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLNU6 2048-11-01 5 N/A 1344938.00 588323.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KQAN6 2055-04-20 6 N/A 657502.00 671057.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WNM6 2037-12-20 6 N/A 2000.00 716.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XSQ60 2052-01-20 3 N/A 1000.00 653.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406DAD8 2034-10-01 5.774 N/A 1000.00 16.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WXN3 2045-05-20 4.5 N/A 2000.00 1301.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMK7 2053-12-20 5.5 N/A 2848666.00 2449623.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AAL28 2045-12-15 4.5 N/A 1000.00 71.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KKNC9 2050-11-01 2.5 N/A 75443.00 34203.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179STB3 2046-12-20 4.625 N/A 1000000.00 36454.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31348UKA6 2028-08-01 4.582 N/A 1134.00 0.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376FL47 2026-09-01 7.325 N/A 2665.00 10.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NQTP8 2055-02-20 6 N/A 1004.00 1024.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RWT0 2052-05-20 4.5 N/A 1235878.00 905819.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H7ZB2 2032-06-25 2.92 N/A 3992521.00 3607682.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128MAFA2 2045-03-01 3.5 N/A 50000.00 6447.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCT8 2051-12-01 2 N/A 33264.00 21135.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31367W3V1 2029-09-01 5.625 N/A 137.00 0.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAR5 2053-07-20 5 N/A 1000.00 866.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EV7 2055-01-20 5.5 N/A 39432.00 38908.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381SPX4 2041-10-01 4.51 N/A 1000.00 761.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178EDM8 2043-05-15 3 N/A 1000.00 128.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHF96 2032-08-01 3.75 N/A 2002.00 1880.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFNJ6 2052-01-01 2.5 N/A 1000.00 687.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WLV8 2049-05-20 5.5 N/A 1000.00 526.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUF1 2041-06-20 4.5 N/A 1000.00 41.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31326HWQ3 2044-11-01 6.552 N/A 4000000.00 488229.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385DH66 2055-03-20 5 N/A 2129363.00 1978186.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HUZB0 2065-04-20 7 N/A 2000.00 2055.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V7E4 2051-02-20 2.5 N/A 2000.00 913.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AAG8 2054-09-20 6 N/A 2000.00 1920.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128NGEX9 2036-10-01 7.167 N/A 69358.00 745.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B16Y7 2055-02-01 5 N/A 1078274.00 1046279.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NHD26 2055-04-20 6.5 N/A 1000.00 1042.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L7FS6 2051-04-01 2.5 N/A 100000.00 43211.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACJW1 2053-04-15 6 N/A 2000.00 1981.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUYS0 2055-05-20 6 N/A 2000.00 2043.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BVGS1 2055-03-25 5.67197 N/A 11313401.00 10590111.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36178LMH3 2042-07-15 3.5 N/A 2508.00 116.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177PE27 2042-07-15 3.5 N/A 1011.00 148.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31326GDC7 2043-11-01 6.64 N/A 5001.00 92.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMFH9 2038-04-01 6.638 N/A 1010.00 7.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QWDA7 2055-02-01 6 N/A 2132120.00 2101762.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S5GH1 2037-02-01 6.754 N/A 1652.00 54.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XZB2 2054-11-20 5.37827 N/A 16557856.00 15774141.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179WP85 2051-10-20 1.5 N/A 801835.00 472240.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ5A2 2038-01-01 6.594 N/A 1037.00 32.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVA4 2045-12-20 3 N/A 1000.00 115.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AC3W8 2049-06-20 3.5 N/A 4489.00 3443.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQSW5 2065-02-20 6.5 N/A 204459.00 209350.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JQ35 2032-10-01 7.364 N/A 1021.00 1.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X5J1 2053-06-20 6 N/A 52016.00 35929.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288REY0 2050-06-01 6.653 N/A 22494.00 23250.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W7H5 2052-06-20 2 N/A 1000.00 659.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KDBG9 2055-04-20 6.5 N/A 3000.00 2356.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3G5 2051-08-01 2 N/A 66000.00 40282.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384V4S8 2030-10-01 8 N/A 2157.00 1.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381C6Y8 2027-05-01 6.695 N/A 12789.00 20.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJQ2 2051-07-20 2 N/A 1000.00 566.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAS80 2053-10-25 5.27197 N/A 1132.00 707.53 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618KUYP6 2055-05-20 6 N/A 117218.00 120309.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137FWJ27 2046-09-25 1.95596 N/A 1380800.00 1036323.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179X5H5 2053-06-20 5.5 N/A 43762.00 35637.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVC30 2051-12-25 5 N/A 7801320.00 7627745.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31407XWM9 2035-11-01 6.407 N/A 81272.00 430.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WVW44 2031-07-01 7 N/A 1400000.00 5987.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UXX5 2049-08-20 5.5 N/A 12000.00 1570.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VFT2 2049-08-20 5 N/A 202992.00 30563.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 5.38827 N/A 11764024.00 10577605.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128HDU98 2031-06-01 6.5 N/A 93663.00 30.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 254900C5LP6DN9OP9V83 3133CYS90 2054-11-01 5 N/A 98715.00 94688.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUT37 2055-05-02 6 N/A 5373.00 5460.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CLH5 2055-02-01 5.5 N/A 14866656.00 14348262.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWED0 2054-09-01 5.5 N/A 6000000.00 5902408.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B35Z9 2031-02-25 3.61 N/A 50000.00 42284.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LHU99 2029-11-01 4.53 N/A 50000.00 50472.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYM6 2053-12-01 5.5 N/A 1543595.00 1347524.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHMX1 2055-03-20 6.5 N/A 2110.00 2190.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409TVS4 2036-10-01 6.5 N/A 3000000.00 16877.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EVH2 2039-10-20 5.875 N/A 1831412.00 33451.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUPZ0 2055-04-01 6.5 N/A 5993219.00 6192024.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W7K8 2052-06-20 3 N/A 52007.00 36089.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHE6 2053-06-01 5 N/A 786000.00 669282.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TUE3 2048-03-20 5.5 N/A 1930.00 233.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BKWY3 2047-12-15 3.5 N/A 1000.00 64.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J85 2045-04-01 4 N/A 49000000.00 13045856.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TWA9 2048-04-20 6 N/A 1000.00 101.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECP4 2040-03-01 2.77 N/A 1000.00 755.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JQZ3 2044-03-01 4.5 N/A 9016446.00 517135.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHP42 2055-04-20 7 N/A 2118.00 2188.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VTQ3 2050-09-20 4.5 N/A 2000.00 742.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LPY9 2034-03-01 6.75 N/A 2362.00 47.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UNZ1 2049-02-20 4.5 N/A 25000.00 855.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAF25 2036-01-01 3 N/A 60000.00 12436.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AGC3 2030-11-01 5.45 N/A 3921.00 0.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3A59 2039-07-01 4.5 N/A 1162.00 28.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX43 2053-04-20 4.5 N/A 2000.00 1663.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FEXJ5 2041-08-20 4.5 N/A 3009.00 2368.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2L9 2053-05-20 5.5 N/A 2000.00 1617.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUY42 2054-08-01 6 N/A 1865225.00 1752593.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AF91 2029-06-01 4.254 N/A 2613692.00 1369.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288REZ7 2043-10-01 6.996 N/A 3890.00 4059.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AKC6 2053-05-20 5.32827 N/A 35981564.00 17505500.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWNW9 2055-02-01 5 N/A 1000.00 947.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MKE1 2037-07-01 7.878 N/A 1329.00 4.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VSCM2 2049-07-20 5.5 N/A 1000.00 207.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JSNM2 2055-01-20 6 N/A 2002.00 2058.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BPU6 2038-03-01 6.567 N/A 16626.00 76.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5GQ6 2046-02-01 4.5 N/A 1488178.00 282105.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CQ27 2055-02-20 5.43827 N/A 30902600.00 30217008.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131Y2AW8 2048-07-01 4.5 N/A 6718554.00 1197442.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384FAR3 2053-11-20 6 N/A 7692950.00 8471523.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179TES0 2047-07-20 4.5 N/A 1047.00 78.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389AZW6 2034-08-01 4.198 N/A 194691072.00 27959.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VMD9 2050-05-20 3 N/A 2000.00 492.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L02D3 2065-05-20 6.5 N/A 5120.00 5244.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPF28 2052-06-01 4 N/A 9493105.00 7169585.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YFM1 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Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHAY7 2054-11-25 5.52197 N/A 7927420.00 7508305.38 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179W7M4 2052-06-20 4 N/A 1000.00 737.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF47 2052-06-01 5 N/A 16145.00 11487.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 5.43827 N/A 2227537.00 1961548.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NWDK8 2033-01-01 4.68 N/A 9621727.00 9604013.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XDB77 2030-01-01 4.72 N/A 1100.00 1111.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KR7J7 2055-05-20 6.5 N/A 2000.00 2087.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413VS73 2037-12-01 6.5 N/A 1694352.00 5493.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A04C7 2029-12-01 6.5 N/A 1450000.00 8540.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A25 2054-11-20 4.5 N/A 3526096.00 3289174.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZF0 2047-01-01 3 N/A 376998.00 71171.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CC23 2053-08-20 5.50827 N/A 13042800.00 8703721.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179VTW0 2050-09-20 2.5 N/A 3000.00 1156.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BC7H7 2032-11-25 1.689884 N/A 395000.00 325803.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HD5S4 2031-08-01 7.263 N/A 3636.00 5.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617J6ER1 2049-09-15 3 N/A 1000.00 239.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4HB7 2039-09-01 6.5 N/A 684888.00 42461.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31358DJP0 2037-07-15 0 N/A 1000.00 549.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128S4FY8 2036-10-01 7.62 N/A 1877.00 14.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NHHW6 2065-04-20 7 N/A 187194.00 192316.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WN96 2042-10-15 3.5 N/A 1227688.00 49118.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERTY6 2046-06-01 3.5 N/A 1291000.00 281241.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BDTN5 2055-03-20 6.5 N/A 2000.00 2105.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VKS8 2038-10-20 6 N/A 2037.00 516.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHGH9 2026-12-01 3 N/A 18000000.00 187124.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189MTY4 2047-01-15 4 N/A 2018.00 205.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H9JN4 2048-12-01 4.5 N/A 1000.00 173.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381VKS8 2049-05-20 4.5 N/A 4098.00 843.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT S6XOOCT0IEG5ABCC6L87 31391MSW4 2033-02-01 6.163 N/A 7041862.00 46665.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0QN1 2055-03-01 6.5 N/A 365823.00 294878.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACYK0 2048-10-01 5 N/A 460000.00 44073.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT S6XOOCT0IEG5ABCC6L87 31379MD71 2038-07-01 7.308 N/A 419931.00 254.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VDR8 2050-01-20 4.5 N/A 2023.00 264.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLU7 2051-04-01 2 N/A 1000.00 554.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YAZ43 2041-12-20 4 N/A 25361.00 17366.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407X4W8 2035-11-01 6.237 N/A 1760000.00 11653.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LUQE9 2037-06-01 7.495 N/A 17402.00 236.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241L2R6 2041-09-20 4.5 N/A 2016.00 84.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WG93 2051-06-20 5.5 N/A 1000.00 484.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617B7HB9 2047-10-15 3.5 N/A 1000.00 82.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAWB4 2051-05-01 2.5 N/A 303404.00 166457.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WXK9 2052-02-20 3 N/A 2000.00 1319.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XH25 2052-10-20 5.5 N/A 14187.00 10404.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QTQ4 2039-05-01 3.5 N/A 2041719.00 218790.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDW21 2030-09-01 7.165 N/A 3865.00 1.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDW5 2048-01-20 5 N/A 2000.00 676.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UED0 2048-10-20 6 N/A 157000.00 21508.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLE91 2065-02-20 6.5 N/A 126408.00 129428.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ2L8 2052-11-01 5 N/A 350000.00 275438.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400JUZ0 2033-03-01 6.465 N/A 248921.00 1186.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMV40 2044-04-01 6.589 N/A 24372.00 1212.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAZZ0 2051-03-20 2 N/A 1000.00 589.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407PWL8 2035-10-01 6.433 N/A 50013319.00 85772.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VXX3 2050-11-20 2 N/A 2000.00 961.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EREA4 2046-02-01 4.5 N/A 725000.00 106255.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180DSZ1 2043-04-15 3.5 N/A 43966.00 1510.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHUR9 2029-10-01 4.43 N/A 90000.00 89813.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QFS4 2047-11-01 3.34 N/A 3150.00 675.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WT24 2051-12-20 3.5 N/A 2000.00 1316.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 5713935.00 5097082.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384V7L0 2040-10-01 5.974 N/A 4300.00 6.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YW59 2054-05-20 5.5 N/A 2000.00 1868.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404XJP0 2034-11-01 6.365 N/A 5000000.00 33963.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FWY7 2033-12-01 7 N/A 1750000.00 40956.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DXX5 2055-03-01 6 N/A 3417572.00 3466937.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TWB7 2048-04-20 6.5 N/A 2437.00 360.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQMZ9 2053-11-25 5.72197 N/A 320615.00 190311.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622ACUJ7 2052-04-20 2.5 N/A 1259440.00 907554.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WT57 2051-12-20 5 N/A 8952.00 4936.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SAC1 2039-10-20 6.5 N/A 284000.00 19327.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620E0CB0 2039-08-20 4.625 N/A 2399.00 65.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WB56 2051-03-20 5 N/A 2004.00 769.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132V8BG0 2029-10-01 5.05 N/A 1000.00 999.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VKM1 2050-04-20 3.5 N/A 1000.00 202.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMW50 2055-04-20 6 N/A 2000.00 2056.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKYJ3 2053-03-01 4.5 N/A 494000.00 401515.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBC93 2030-11-25 4.94 N/A 414803.00 425052.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31385HJE3 2036-12-01 4.896 N/A 7134.00 4.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4CS1 2055-05-20 6 N/A 1000.00 1022.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XDB28 2029-12-01 4.5 N/A 2149654.00 2150689.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287VDL1 2032-07-01 6.5 N/A 14867.00 249.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A92L3 2054-03-01 6.5 N/A 99000.00 93130.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHRE2 2032-10-01 4.12 N/A 1021.00 988.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 5.42827 N/A 19244413.00 17236018.11 Agency Collateralized Mortgage Obligation Y Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Fitch Short Rating F1+ Standard & Poor's Short Rating A-1 Moody's Long Rating Aa3 Fitch Long Rating AA- 2025-06-02 2025-06-06 2025-07-07 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Moody's Long Rating Aa3 Moody's Short Rating P-1 Fitch Short Rating F1+ Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0442 1000000000.00 1000000000.00 0.0034 N N Y N JPMORGAN TRUST II 2025-06-06 /s/Timothy J. Clemens Timothy J. Clemens Treasurer