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FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H2RK2 2051-10-25 2 N/A 3211000.00 1681543.26 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 4999900.00 5063791.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3137H5DN4 2052-01-25 2.5 N/A 3447000.00 2135712.31 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3MM9 2048-11-25 3.5 N/A 6702000.00 4532494.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426GER2 2055-04-01 6 N/A 4480685.00 4531709.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GYJV2 2048-02-01 4.5 N/A 59611090.00 16410314.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6PP9 2055-05-01 5.5 N/A 19440159.00 19567331.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AWHZ3 2047-05-25 3.5 N/A 8500000.00 2503166.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B36D5 2043-06-15 3.5 N/A 1922844.00 1245617.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3GN4 2048-10-25 3.5 N/A 3004007.00 1668319.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B3ZF2 2055-02-01 6 N/A 4053212.00 4134396.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394V4H0 2036-03-25 5.5 N/A 3716000.00 627760.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426P5B7 2055-06-01 6 N/A 3733833.00 3827714.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPGE5 2052-11-25 5 N/A 512811.00 548947.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3UL4 2051-08-25 2.5 N/A 1776000.00 1232297.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DSH88 2049-09-01 3.5 N/A 7201459.00 5797915.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAXR9 2053-03-01 5.5 N/A 22651145.00 18625160.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AU4D0 2047-02-25 3 N/A 2056000.00 1115679.78 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 100.00 89.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31426RFW6 2055-06-01 6 N/A 4057173.00 4153442.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNCT8 2052-04-01 3.5 N/A 34500000.00 24376769.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 100.00 100.90 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQEH8 2053-08-25 5.5 N/A 1500000.00 1549912.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HHXY2 2055-01-25 5.40517 N/A 50000000.00 48611291.22 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140H8Y33 2048-08-01 4 N/A 44666068.00 9215798.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSW57 2050-07-01 3.5 N/A 14238271.00 11887451.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5UY3 2042-03-01 3 N/A 20000000.00 4264370.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCZJ4 2055-06-01 6.5 N/A 4063557.00 4246450.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31396HMW6 2036-02-15 5.5 N/A 4155000.00 775266.92 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 4999900.00 5235656.87 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133BTME7 2053-01-01 6 N/A 3791587.00 3601171.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B84Z1 2055-05-01 6 N/A 6874508.00 7028352.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VXS7 2054-12-01 6 N/A 4786700.00 4892311.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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274777.56 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DMN4 2053-10-20 6 N/A 7667094.00 8573674.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KP6U7 2052-10-01 5 N/A 26600000.00 21327551.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUSY0 2055-05-01 5 N/A 29165624.00 28757993.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNN51 2052-08-25 4.5 N/A 3000000.00 3004737.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XNB60 2047-07-01 3.5 N/A 22007323.00 17540165.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUVS9 2054-11-01 5.5 N/A 25048186.00 24064124.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQAT0 2049-12-25 3 N/A 2000000.00 1889131.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AEQD2 2043-06-25 3 N/A 1856326.00 1501848.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132A35G1 2041-12-01 4 N/A 42877058.00 5034568.09 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 N/A 14999900.00 15475681.08 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138WJAR9 2046-10-01 3 N/A 59116460.00 13574240.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SKCQ2 2042-12-01 3 N/A 6811194.00 5231685.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HHKE0 2054-02-25 6 N/A 26900000.00 24313179.07 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140BC2R2 2055-05-01 6 N/A 4006963.00 4086430.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380KZQ1 2048-02-20 3 N/A 4000000.00 1713944.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140JCE91 2046-12-01 3.5 N/A 6820899.00 5409126.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0EF8 2039-01-01 6.5 N/A 43347890.00 38237159.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ADR35 2043-05-25 3 N/A 1673507.00 1345299.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EK4H5 2042-09-01 3.5 N/A 135396819.00 14146892.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BC3S9 2055-05-01 6 N/A 3770242.00 3850068.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACNJ5 2048-06-01 4.5 N/A 37587729.00 10034478.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379TFX2 2045-12-20 3 N/A 4000000.00 1223276.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140BAYJ9 2055-06-01 6 N/A 3696582.00 3789526.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APRF3 2054-10-01 5.5 N/A 5708475.00 5670135.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BGR59 2052-07-01 4.5 N/A 22489181.00 19425809.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LR7J5 2042-06-01 4 N/A 65160567.00 6419467.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MJA0 2054-09-01 5 N/A 30280582.00 28968649.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H27G3 2051-09-25 2 N/A 12169060.00 6656307.37 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A8SS0 2042-09-25 2 N/A 1301000.00 1054748.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVDU9 2055-03-25 5.60517 N/A 105000000.00 99314645.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ASA97 2046-07-25 3 N/A 5317338.00 2145860.34 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 187900.00 174598.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136BTN58 2054-12-25 6 N/A 50000000.00 46084518.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BTC68 2054-12-25 6 N/A 50000000.00 46161821.11 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.75 N/A 100.00 105.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31426PLC7 2055-06-01 6 N/A 4577216.00 4697250.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DDR5 2053-10-20 6.5 N/A 5000000.00 5884937.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HADG8 2053-08-25 6 N/A 4000000.00 4520910.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31329PDB6 2048-06-01 4 N/A 25900000.00 4358480.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPDN5 2052-05-01 3.5 N/A 35468315.00 27403884.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9UR0 2048-12-01 5.5 N/A 49743193.00 4330480.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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N/A 31426SFY0 2055-06-01 6.5 N/A 3430784.00 3567950.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AP4C0 2053-06-20 5.5 N/A 48182336.00 42156133.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L8G66 2055-06-20 6.5 N/A 3026664.00 3214735.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPPH4 2052-07-01 4 N/A 1379004.00 1051317.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AAD5 2053-05-20 4.5 N/A 50000000.00 46855412.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPUR7 2052-10-01 4.5 N/A 90387040.00 71990297.29 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 43.52 24.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DWMB6 2054-08-01 6 N/A 16470600.00 14686296.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426RJ51 2055-07-01 6 N/A 24946688.00 25464165.46 Agency Mortgage-Backed Securities GOVERNMENT 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Securities GOVERNMENT NATIONAL M N/A 3618NLWB6 2055-03-20 6.5 N/A 5014.00 5233.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACGT1 2037-12-20 2.5 N/A 174000.00 113044.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VAK6 2034-12-20 3 N/A 210000.00 30772.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L3SX5 2055-06-20 6 N/A 1000.00 1028.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WXL7 2052-02-20 3.5 N/A 114000.00 77940.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFQ26 2054-06-01 6.5 N/A 1092500.00 1128283.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AYAV7 2055-01-01 6.5 N/A 1615857.00 1521000.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUKN5 2054-09-01 6 N/A 1457508.00 1483683.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U6Y3 2049-10-20 5 N/A 2052566.00 282142.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NRYK1 2055-04-20 6.5 N/A 2538596.00 2654254.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CGF7 2028-05-20 4.875 N/A 95097861.00 43786.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V3Q1 2036-01-20 2.5 N/A 1000.00 398.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCSR0 2041-05-01 2 N/A 119127024.00 69828836.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K95R1 2060-03-15 5.77 N/A 1000.00 1053.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VS50 2035-09-20 2.5 N/A 1000.00 315.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AATW4 2050-10-20 4 N/A 1024.00 351.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L12Y5 2055-05-20 5.5 N/A 1002.00 1018.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K2Y0 2026-06-20 4.875 N/A 232713257.00 24109.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAZZ0 2051-03-20 2 N/A 1000.00 597.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WDN6 2042-10-15 3 N/A 2040.00 227.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NTC2 2043-11-20 3 N/A 1000.00 139.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5PG8 2055-05-20 4.5 N/A 106092.00 101736.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q3K5 2045-02-20 4 N/A 43568162.00 3635566.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CEJ1 2027-11-20 4.75 N/A 260648891.00 96443.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFJ2 2051-05-20 3.5 N/A 2817188.00 1337068.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W5F1 2052-05-20 4.5 N/A 1000.00 752.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RS91 2045-11-20 3.5 N/A 4930481.00 502056.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLJ31 2054-01-01 6 N/A 3097111.00 2604244.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617QG3N2 2050-09-20 2.5 N/A 1000.00 421.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425XW47 2055-01-01 5.5 N/A 1016169.00 940947.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UEB4 2048-10-20 5 N/A 1000.00 70.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K2XY0 2055-02-20 6.5 N/A 1315776.00 1273297.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397Y3S8 2038-08-15 5.41833 N/A 21250000.00 185290.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618NHFT5 2055-04-20 5.5 N/A 1008.00 1016.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HUQP9 2060-01-15 5.84 N/A 1000000.00 1056838.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2M7 2053-05-20 6 N/A 297799.00 199631.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FURS6 2062-08-20 5.5 N/A 1000.00 488.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WG44 2051-06-20 3 N/A 27280228.00 14039488.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAWH3 2050-12-20 4 N/A 1024.00 343.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K3W3 2026-07-20 4.625 N/A 150000000.00 13989.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVR4 2053-03-20 4.5 N/A 1000.00 818.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WQF8 2051-10-20 5 N/A 16165.00 6754.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2L9 2053-05-20 5.5 N/A 61310203.00 49480103.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NQ35 2043-10-20 3 N/A 2634776.00 367031.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MCZ1 2042-05-20 3.5 N/A 1000.00 73.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VV23 2050-10-20 3.5 N/A 3138174.00 1007396.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AM3B5 2054-08-01 5.5 N/A 1656254.00 1661345.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1UY3 2054-11-01 5.5 N/A 3247780.00 3266060.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NESB2 2053-03-01 5.5 N/A 1731950.00 1492149.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0L82 2054-11-01 4.5 N/A 3080870.00 2872351.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WLS5 2051-06-20 4 N/A 421730.00 213315.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MG61 2042-07-20 4 N/A 596999.00 36869.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CEG7 2027-11-20 4.75 N/A 16762014.00 7068.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B12R6 2055-02-01 6.5 N/A 2598547.00 2686028.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWUW1 2053-02-01 5.5 N/A 1469100.00 1108632.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HXF34 2067-01-15 5.5 N/A 986881.00 999772.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H7VG4 2054-04-20 5 N/A 1000.00 976.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WSZ2 2036-12-20 1.5 N/A 1000.00 553.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WR42 2051-11-20 3.5 N/A 435000.00 288369.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CB47 2027-04-20 4.875 N/A 58013355.00 22457.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NJ24 2038-05-15 5.5 N/A 1024.00 9.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Q6Q9 2045-03-20 4 N/A 19205176.00 1934915.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPNC8 2052-06-01 3.5 N/A 288000.00 207214.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXU83 2062-03-01 5 N/A 448813.00 342035.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLYA6 2055-04-20 6.5 N/A 1000.00 1045.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618LD5V2 2055-06-20 6 N/A 1056.00 1086.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NBC1 2043-04-20 4 N/A 582924.00 48934.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AWLH5 2053-03-20 5.5 N/A 393162.00 237804.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U5Q1 2034-12-20 3 N/A 1996000.00 293371.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWH30 2053-08-01 6 N/A 23391503.00 18879588.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KVWZ4 2055-06-20 6 N/A 1001.00 1031.91 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ER5L1 2025-11-28 4.125 N/A 3000000.00 3008117.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179WJT6 2051-07-20 3.5 N/A 41633254.00 22172718.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLRN6 2055-04-20 5.5 N/A 1000.00 1007.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUJ49 2054-09-01 5.5 N/A 1076739.00 1077376.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398GJS9 2039-11-25 5.11965 N/A 16895004.00 206836.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133D1CP2 2054-11-01 4.5 N/A 1161234.00 1112526.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0UK9 2052-10-01 5 N/A 3026258.00 2628139.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T7K5 2048-08-20 4 N/A 13949168.00 1332566.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BW36 2048-04-01 4.5 N/A 1000000.00 174789.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FSAD2 2067-03-15 5.58 N/A 1000.00 1032.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NQVH3 2055-03-20 5.5 N/A 1000.00 1008.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KR7L2 2055-05-20 6 N/A 1008.00 1039.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UCB6 2048-09-20 4 N/A 76029960.00 7276062.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375JHX6 2037-02-20 4.58206 N/A 30000000.00 350742.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140BAXX9 2055-05-01 6.5 N/A 738610.00 774034.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QWD9 2044-12-20 3 N/A 1005.00 83.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T7L3 2048-08-20 4.5 N/A 1000.00 81.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TXX8 2048-04-20 5 N/A 1000.00 77.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179KQ56 2043-02-15 3 N/A 1911244.00 292051.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4WE7 2053-12-01 6.5 N/A 2673700.00 2199359.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VYV6 2035-12-20 2.5 N/A 1000.00 363.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618B2CB3 2058-04-15 4.92 N/A 1000.00 984.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLP2 2045-08-20 3.5 N/A 341747.00 32452.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUXF8 2054-09-01 6.5 N/A 1117494.00 1077032.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JLEM7 2055-03-20 6.5 N/A 1000.00 1040.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQLB0 2052-11-01 4.5 N/A 2695341.00 2252387.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NKZZ2 2055-05-20 6 N/A 1000.00 1033.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVA7 2050-12-01 2 N/A 17850119.00 9572779.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5C8 2052-05-20 3 N/A 419655.00 291726.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SUV7 2047-01-20 3.5 N/A 11001000.00 1454935.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CER3 2027-12-20 4.75 N/A 271118632.00 127536.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUB69 2055-01-01 6.5 N/A 1176875.00 1224548.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPZP5 2035-06-01 4.5 N/A 6335073.00 6377220.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPMK2 2047-04-01 3.5 N/A 8000000.00 6562919.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UH39 2048-12-20 3.5 N/A 1472004.00 180099.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y1NZ7 2059-12-15 4.98 N/A 6000.00 5935.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313625FB6 2026-11-01 4.187 N/A 30000000.00 907.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFK73 2050-11-01 2 N/A 288298945.00 154770249.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178LQF3 2042-08-15 3.5 N/A 1753620.00 321916.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CALG3 2053-08-01 6.5 N/A 1791362.00 1644090.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KDLU7 2055-06-20 6 N/A 1000.00 1028.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WUV8 2037-01-20 1.5 N/A 1481638.00 867382.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7L1 2029-01-20 6 N/A 127564782.00 194140.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AYAW5 2055-01-01 6.5 N/A 1326192.00 1385678.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQBH4 2055-02-01 6.5 N/A 1210602.00 1256494.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MAX8 2042-04-20 3.5 N/A 1000.00 69.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RJE0 2045-07-20 3.5 N/A 27860275.00 2508031.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S5K9 2047-05-20 3 N/A 4811.00 700.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NKUP9 2055-04-20 5.5 N/A 1032748.00 1041816.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRRA3 2054-08-01 6.5 N/A 1120488.00 598377.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L7QW0 2055-06-20 5.5 N/A 1002.00 1011.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPL2 2053-12-20 7.5 N/A 3815729.00 1396551.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUUK1 2053-02-01 5.5 N/A 2624320.00 1719238.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HM6U8 2066-11-15 5.6 N/A 1175288.00 1212918.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QL66 2044-08-20 4 N/A 13734640.00 906827.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QWF4 2044-12-20 4 N/A 116049564.00 8800664.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NTQF7 2055-04-20 5.5 N/A 217376.00 218995.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KYZ93 2055-06-20 6 N/A 1000.00 1028.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WMM7 2036-09-20 3.5 N/A 2004.00 949.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XSQ60 2052-01-20 3 N/A 411000.00 271895.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFH6 2051-05-20 3 N/A 13303741.00 6615711.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U4A7 2049-10-20 2.5 N/A 1000.00 182.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QGD7 2044-06-20 4 N/A 300000000.00 18644702.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KS2D3 2055-04-20 5.5 N/A 1000.00 1015.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NHD91 2055-04-20 5.5 N/A 1000.00 988.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NHE33 2055-04-20 6 N/A 1000.00 1026.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4 N/A 326007.00 32354.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AVAP1 2058-04-15 4.67 N/A 1000.00 969.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KNTC7 2055-06-20 6 N/A 1000.00 1028.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUWT0 2055-05-20 6 N/A 664900.00 683156.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLTG1 2054-01-01 7 N/A 3013415.00 2438731.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NUKY1 2059-11-15 4.75 N/A 1000.00 974.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRRC9 2054-08-01 7 N/A 1103645.00 1136175.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AB2N1 2052-08-20 5 N/A 1062954.00 863760.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMTN4 2054-01-01 7 N/A 1306865.00 1368571.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4V9 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1000.00 292.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TCW3 2047-07-20 3 N/A 350000.00 47401.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374HWE6 2034-08-16 4.72624 N/A 2400.00 57.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418FL70 2035-05-01 5 N/A 4866543.00 4810137.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373Q2T7 2033-06-16 4.64624 N/A 50000000.00 235762.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140W1PJ6 2048-06-01 4 N/A 41000000.00 39355539.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VXX3 2050-11-20 2 N/A 61000.00 29574.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NPYV1 2055-04-20 5.5 N/A 1008.00 1015.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WVX3 2052-01-20 4 N/A 40000.00 26094.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AQVX2 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109451.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373SLL9 2033-02-20 4.73206 N/A 28720000.00 120574.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179WG69 2051-06-20 4 N/A 239810754.00 109133494.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RD71 2045-05-20 3.5 N/A 652862.00 52938.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4W7 2051-01-20 3 N/A 2017862.00 763558.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMMZ1 2054-08-01 6.5 N/A 1003950.00 1046193.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CB62 2027-04-20 4.875 N/A 100000000.00 28483.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QDX6 2039-05-20 3 N/A 1000.00 128.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4 N/A 1024.00 778.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S5L7 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Securities GOVERNMENT NATIONAL M N/A 3622ABHN5 2051-10-20 2.5 N/A 7657177.00 5355111.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AGD1 2030-11-01 5.348 N/A 27000000.00 23622.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CFL5 2028-02-20 5.625 N/A 24828703.00 17582.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYX37 2054-10-01 5.5 N/A 1220286.00 1073745.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QACB4 2048-11-01 5 N/A 10960886.00 856183.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UMN9 2049-01-20 5 N/A 4042890.00 271527.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374KKU6 2035-01-20 4.63206 N/A 22000000.00 289396.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618N5SB6 2055-06-20 5 N/A 5452844.00 5508330.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TCZ6 2047-07-20 4.5 N/A 144378241.00 13143550.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A3CN8 2047-07-20 4 N/A 391998.00 86458.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUTK3 2053-02-01 5.5 N/A 1080100.00 774458.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NQGW7 2055-06-20 6 N/A 6118808.00 6293863.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1JT7 2054-10-01 7 N/A 1337575.00 1261669.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CC61 2027-07-20 4.625 N/A 21028840.00 8148.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CF50 2028-04-20 4.875 N/A 11167003.00 5376.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4ET7 2055-05-20 5.5 N/A 1278156.00 1299444.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617JYLP6 2050-02-20 3.5 N/A 1000.00 233.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177WW48 2042-07-15 3.5 N/A 1000.00 123.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CEY8 2028-01-20 5.625 N/A 15131096.00 11634.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617H4KM2 2048-08-20 4 N/A 1284978.00 247690.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAA46 2031-07-20 6 N/A 1000.00 193.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KNNA7 2055-06-20 5.5 N/A 2631024.00 2659556.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MKK99 2050-04-20 4 N/A 99259.00 23360.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YW26 2054-04-20 4 N/A 7000.00 6277.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AS74 2055-02-01 7 N/A 1468090.00 1550736.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L6PV5 2060-06-15 5.84 N/A 1000.00 1060.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L5RW3 2055-06-20 6.5 N/A 1000.00 1044.97 Agency Mortgage-Backed Securities FEDERAL 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133649.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291E7L9 2034-03-15 5.5 N/A 6310500.00 30509.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8JH5 2055-04-01 5.5 N/A 2374728.00 2345470.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJU3 2051-07-20 4 N/A 1024.00 495.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202TB96 2034-03-15 5.5 N/A 25000.00 1241.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBCE4 2054-05-01 6.5 N/A 1119890.00 994149.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H6PY4 2054-04-20 5 N/A 2366146.00 2288547.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QR29 2044-10-20 4.5 N/A 3698.00 246.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UNH1 2034-03-20 4 N/A 1010989.00 115525.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLRP1 2055-04-20 5.5 N/A 1000.00 1015.77 Agency Mortgage-Backed 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GOVERNMENT NATIONAL M N/A 3618N5GL7 2055-02-20 4 N/A 2006704.00 1851323.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8SN2 2055-04-01 7 N/A 1922316.00 2036377.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CDJ2 2027-08-20 4.625 N/A 192217675.00 80927.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WNH7 2051-09-20 4 N/A 1120.00 629.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2LP5 2044-05-20 4.5 N/A 1000.00 12.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2CE0 2042-09-15 3 N/A 1000.00 122.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A25J7 2044-09-20 4.5 N/A 1000.00 174.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MX39 2043-01-20 3 N/A 104213.00 11425.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RFT0 2055-06-01 5.099 N/A 13969629.00 14105938.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425USZ9 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365912789.00 23518751.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NPT96 2055-06-20 6 N/A 1000.00 1016.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UMM1 2049-02-20 4.5 N/A 3234164.00 242944.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGK7 2046-07-20 3 N/A 1019.00 124.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KTE71 2060-06-15 5.51 N/A 7769888.00 8072817.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASW46 2054-11-01 5.5 N/A 1492579.00 1365389.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UT21 2054-11-01 4.5 N/A 1933660.00 1845444.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TQQ1 2047-12-20 4 N/A 1000.00 104.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABUF7 2051-11-20 3 N/A 1000.00 657.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UWZ1 2034-08-20 3 N/A 1000.00 128.46 Agency 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(REPO) WELLS FARGO BANK N.A. 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N/A 1276132.45 913279.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAQ4 2025-10-15 0.125 N/A 2666874.83 3284606.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 N/A 285210.60 575742.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 109172.19 36059.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 527572.85 542932.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 500.66 500.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LX6 2025-11-15 0 N/A 5354304.63 5273347.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286S4 2026-04-30 2.375 N/A 128433.77 127130.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MS3 2025-10-02 0 N/A 27.81 27.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 1297271.52 880415.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 55768.21 22837.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 218580.79 223354.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 12321.85 26132.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 18886.09 23683.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 20860.93 11731.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 1462656.95 1345854.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 309464.90 318731.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FS2 2026-01-15 2 N/A 1537394.70 2510360.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 1372064.90 1424559.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 4853.64 5334.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.5 N/A 5924.50 6006.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 837218.54 794484.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0 N/A 868370.86 265775.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 4506099.34 2416521.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 318796.69 325404.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 708019.87 306996.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 1959160.93 1937951.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 1102847.68 819319.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0 N/A 5698509.93 1509780.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0 N/A 41721.85 14747.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAB7 2025-07-31 0.25 N/A 601629.14 600076.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 3682649.01 1829532.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 1314558.28 1433079.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 1989993.38 1296960.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 367152.32 138640.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 N/A 13.91 13.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 46450.33 16842.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 3183933.77 2420127.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 1807.95 1695.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0 N/A 888814.57 213888.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 5326.49 5248.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FU2 2040-11-15 0 N/A 1668874.17 799472.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 3418410.60 1038940.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 12613.91 12958.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 984037.75 1606640.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TY4 2025-09-30 0 N/A 6258.28 6193.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821AQ8 2025-09-30 0 N/A 58410.60 57772.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821FL4 2025-10-31 0 N/A 8622.52 8497.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 842072.19 857559.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 12641.72 12755.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 277450.33 182324.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 4445602.65 2310006.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 4015728.48 2347952.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 N/A 50622.52 14364.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 100480.13 103555.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 N/A 85807.95 45329.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 1992913.91 1369935.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 111.26 95.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 49927.15 19556.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821FB6 2025-08-31 0 N/A 117099.34 116222.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 30039.74 17299.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 3115.23 2923.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 N/A 101523.18 37819.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 N/A 598110.60 877772.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 1221615.89 570422.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 4447410.60 1793934.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 1282251.66 728240.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 85947.02 39024.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 63973.51 25149.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 8219.21 5895.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DY6 2042-08-15 0 N/A 13907.28 6024.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 5958075.50 6085266.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 N/A 1570827.81 385364.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 N/A 117655.63 28106.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 762007.95 725537.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 1769423.84 1078881.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 1188933.77 1045221.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 468536.42 481980.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 3504635.76 1272852.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 700231.79 571513.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 222099.34 112028.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 N/A 740423.84 185690.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 17552245.03 16187136.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFW6 2025-11-15 4.5 N/A 6689.40 6730.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 64807.95 40044.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 N/A 1232741.72 1105435.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FL2 2049-11-15 0 N/A 97017.22 28696.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GA5 2051-08-15 0 N/A 710662.25 194362.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 4638357.61 3360211.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 8045503.31 3197524.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 1669291.39 713186.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 60774.83 23538.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GK3 2052-08-15 0 N/A 13907.28 3645.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 267576.16 86469.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 N/A 216119.21 57500.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284Z0 2025-08-31 2.75 N/A 80801.32 81282.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 138377.48 48258.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 4457562.91 2679490.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 N/A 6172748.34 1557933.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 936168.87 877907.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 5982441.06 4519616.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 5706854.30 1398013.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.5 N/A 11306.62 11598.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 1571008.61 1615562.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 1661266.89 1591796.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 1029139.07 439483.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 6967.55 9020.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 247132.45 84300.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834H84 2053-08-15 0 N/A 286490.07 71307.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 66282.12 68891.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.5 N/A 29400.00 46135.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 N/A 358668.87 115384.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834K56 2054-02-15 0 N/A 598152.32 144920.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 3274887.42 2821751.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 1769701.99 1049135.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875 N/A 1748743.71 1711937.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834C97 2025-07-15 0 N/A 8761.59 8747.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 594397.35 457270.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 4518615.89 2488514.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 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LLC (REPO) GOLDMAN SACHS & CO. 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LLC (REPO) 1.0000 7 N Moody's Long Rating NR Standard & Poor's Long Rating A+ Moody's Short Rating NR Standard & Poor's Short Rating A-1 Fitch Short Rating F1 Fitch Long Rating A+ N N 0.0446 500000000.00 500000000.00 0.0017 N N Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 4.35000000 N/A N/A 0SB005U78 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 254950100.00 255000070.22 U.S. Treasuries (including strips) Y Fitch Long Rating AA Moody's Long Rating NR Moody's Short Rating NR Fitch Short Rating F1+ Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2025-07-01 2025-07-01 2025-07-01 N N N 0.0435 250000000.00 250000000.00 0.0008 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 4.51000080 N/A 82VOJDD5PTRDMVVMGV31 0CTG15VL6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR N/A 3134HBHW4 2028-04-11 4.625 N/A 82840000.00 83645312.95 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36182AH53 2043-09-15 3.25 N/A 2988978.00 382529.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VFD72 2043-08-20 2.5 N/A 219393.00 122870.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178LSZ7 2042-08-15 4 N/A 367922.00 82341.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184XEQ8 2045-05-15 3 N/A 1405118.00 854962.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QYT2 2045-01-20 4 N/A 63685899.00 5040961.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36185BS64 2045-05-15 3 N/A 625678.00 59615.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617JNHB6 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2053-01-01 6.5 N/A 1301908.00 1166431.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BELW6 2055-06-01 6 N/A 12534757.00 12856114.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKSR0 2051-05-01 3 N/A 2100000.00 1250113.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6UL2 2055-06-01 6 N/A 90477696.00 93106766.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEJY9 2050-08-01 2.5 N/A 302240000.00 128910873.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEJ52 2050-08-01 2.5 N/A 279177358.00 106324712.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2PW8 2055-01-01 6.5 N/A 2008.00 2070.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BELT3 2055-06-01 6 N/A 11888129.00 12218551.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQTL3 2053-11-25 6.05517 N/A 3461794.00 2189270.61 Agency Collateralized Mortgage Obligation FEDERAL 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Securities FEDERAL NATIONAL MORT N/A 3140M4UV8 2051-10-01 2.5 N/A 519905.00 338142.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0ZZ4 2055-02-01 6.5 N/A 1940.00 2015.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLUL1 2053-07-01 5.5 N/A 5912023.00 5103558.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFK99 2050-11-01 2 N/A 22085926.00 11788608.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFSB6 2050-11-01 2 N/A 120673391.00 63256048.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FE29 2054-12-01 5 N/A 25302986.00 23968724.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFT4 2057-02-01 3 N/A 14100000.00 4830490.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HK4A9 2055-03-25 5.62517 N/A 37966587.00 36362842.98 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140LCVB4 2031-07-01 1.9 N/A 21179384.00 18313952.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJ5G9 2047-03-01 3.5 N/A 1000.00 205.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCD60 2049-11-01 3.5 N/A 5497458.00 1568463.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BFRV7 2030-11-25 1.517386 N/A 3000000.00 2599191.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BU5K2 2055-03-25 5.65517 N/A 1000.00 952.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384PTS9 2054-06-20 5.45185 N/A 1144.00 1106.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AX3A3 2055-01-01 6 N/A 5952038.00 6054868.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BQVT3 2053-11-25 5.80517 N/A 8055832.00 4696202.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DSXK3 2054-03-01 4.5 N/A 1024.00 943.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426QN74 2055-06-01 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FEDERAL NATIONAL MORT N/A 3140J5HH5 2047-04-01 4 N/A 105226368.00 20281682.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5 N/A 9399.00 7667.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXCP8 2052-06-01 4.5 N/A 1000.00 800.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLW22 2031-11-25 1.76414 N/A 300000.00 255260.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426RME8 2055-06-01 6 N/A 40934296.00 41783409.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFGN9 2054-09-25 5.20517 N/A 1024.00 973.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QFPR4 2050-11-01 2 N/A 14197986.00 7368603.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKC22 2051-04-01 2 N/A 181668943.00 105555593.01 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+ 2025-07-07 2025-07-07 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) 4.43000160 N/A N/A 0SB005P58 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 38376RYX8 2066-09-20 5.24602 N/A 900000.00 191263.66 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DQNN2 2052-06-01 3.5 N/A 987984.00 750133.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNNV1 2052-02-01 3 N/A 12500000.00 8135859.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLUS6 2053-07-01 5.5 N/A 7961080.00 6546045.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374CYN5 2033-10-20 5.5 N/A 17073000.00 4603837.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NK4E8 2053-06-01 5.5 N/A 182001.00 152298.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N82M9 2053-04-01 6.5 N/A 1791776.00 1860625.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYAE2 2052-08-01 5 N/A 463131.00 293214.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176HR89 2042-05-20 4 N/A 2334720.00 272058.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JMT36 2049-02-01 5.5 N/A 281487.00 4788.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZX3 2051-06-01 3 N/A 1884.00 963.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385ET87 2055-04-20 5 N/A 3574340.00 3199440.67 Agency Collateralized Mortgage Obligation FEDERAL 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NATIONAL M N/A 3618NPJB2 2055-02-20 4.5 N/A 10128180.00 9363549.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KYHU6 2055-06-20 6 N/A 1815036.00 1869747.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAR1 2037-01-01 1.5 N/A 1487714.00 920411.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6AR4 2055-06-01 6.5 N/A 19564032.00 20151926.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB69 2051-08-01 2.5 N/A 120362.00 72699.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38376RMP8 2065-12-20 5.19602 N/A 100000.00 23070.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36202EJY6 2036-07-20 6 N/A 24972.00 233.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L3NP7 2055-05-20 6 N/A 2806572.00 2884275.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5MP1 2055-05-20 5 N/A 595006464.00 585037748.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HAFK1 2048-02-01 4.5 N/A 63029.00 25185.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AK3L5 2044-10-25 3.5 N/A 952100.00 921235.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31415LCN5 2038-05-01 5 N/A 573865.00 6825.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31393WPZ6 2033-07-15 5 N/A 16000000.00 1033602.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426KQG4 2055-04-01 7 N/A 1045032.00 1111388.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5RC5 2031-03-01 4 N/A 13000.00 141.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV98 2053-09-01 6 N/A 174000.00 137987.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EBS8 2052-02-01 2.5 N/A 2026000.00 1346136.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YYX6 2054-06-20 6 N/A 45018.00 38406.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5PK9 2055-06-20 6 N/A 21351936.00 21769010.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BDXE1 2054-09-15 3.5 N/A 30220320.00 37206202.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618GYNR1 2060-03-15 5.72 N/A 1230534.00 1305788.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6F4 2036-11-01 1.5 N/A 1940000.00 1184559.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCK56 2051-08-01 2 N/A 4596576.00 3045226.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384BJ85 2053-07-20 5.35185 N/A 100000000.00 51123709.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KPQV3 2052-07-01 4 N/A 4365930.00 3389464.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPAY3 2052-05-01 4 N/A 460000.00 328304.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JBLF6 2064-08-20 7 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5G7 2053-06-20 5 N/A 2235000.00 1925080.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUF7 2050-11-01 1.5 N/A 248340.00 136015.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RXJ3 2038-12-20 6 N/A 72000.00 7299.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAL91 2047-09-01 3 N/A 239000.00 100713.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FVU9 2043-03-01 3.5 N/A 1050000.00 131149.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K0DG5 2055-01-20 5.5 N/A 3000.00 3004.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AW7F0 2055-01-01 4.5 N/A 1430619.00 1366475.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABDQ2 2051-08-20 2.5 N/A 1000.00 605.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA7E8 2051-06-20 2.5 N/A 3843.00 2126.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.75 N/A 95000000.00 97383639.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31381C6Y8 2027-05-01 6.695 N/A 12071.00 18.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K75Q2 2050-01-01 3.5 N/A 3998000.00 714457.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACQX1 2048-08-01 4.5 N/A 16368013.00 3245305.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618ABXC9 2058-07-15 5.35 N/A 3000.00 3040.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMK7 2053-12-20 5.5 N/A 7423724.00 6397111.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CG81 2055-01-01 5.5 N/A 1010.00 1019.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KRJY1 2055-03-20 7.5 N/A 89769.00 96234.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNGK4 2053-11-01 5.5 N/A 150000.00 130611.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFJ0 2052-09-20 5 N/A 98000.00 75867.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XHZ2 2052-10-20 5 N/A 6000.00 4680.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383DCN6 2051-11-20 2.5 N/A 13433606.00 8410695.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179WTZ1 2051-12-20 3 N/A 1906.00 1209.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383KUG5 2054-04-20 5.43185 N/A 1694749.00 1303456.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140J7MB8 2046-07-01 4.5 N/A 199000.00 54443.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDYX1 2030-11-01 5.68 N/A 2403762.00 16178.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KS5H1 2055-04-20 6 N/A 1131660.00 1165154.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BQCS6 2028-07-25 4.5 N/A 25000.00 22220.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A8US5 2041-04-15 4 N/A 6204136.00 2748391.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128S5HG2 2037-06-01 6.457 N/A 500000.00 25706.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQLR7 2054-05-01 6 N/A 412385.00 410533.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPR41 2052-07-01 3 N/A 2967290.00 2204467.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GMT0 2036-07-01 6.5 N/A 4000000.00 21159.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERMV9 2046-10-01 3 N/A 2959000.00 771043.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617ATW25 2047-07-15 4 N/A 213531.00 38805.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2 N/A 3999995.00 1988909.89 Agency Collateralized Mortgage Obligation FEDERAL 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2055-01-20 6.5 N/A 52877.00 55401.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2J4 2053-05-20 4.5 N/A 4000.00 3397.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BREB6 2052-11-01 5 N/A 400000.00 310000.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5FV6 2040-12-20 5 N/A 1000.00 971.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WX4Z7 2043-06-01 4 N/A 113000.00 27183.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BMYF8 2047-11-15 3.5 N/A 1000.00 108.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP6U3 2036-10-01 6.944 N/A 1800000.00 186937.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177PP66 2035-10-20 5.5 N/A 894953.00 80417.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BT2S8 2053-01-01 5 N/A 31614.00 25580.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQA3 2050-06-01 3 N/A 101999.00 27471.70 Agency 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WF86 2036-06-20 2 N/A 344834.00 170529.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136ANAM9 2045-04-25 3.5 N/A 634123.00 530269.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DQAM8 2049-08-01 4.5 N/A 312479.00 239914.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JXS25 2049-11-01 2.775 N/A 110000.00 24076.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLRF6 2051-04-01 2 N/A 2000000.00 1100391.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK6P5 2054-08-01 6 N/A 6329737.00 5615944.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 5.41185 N/A 4342976.00 4148569.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133C4WW0 2053-06-01 5.5 N/A 1041450.00 1026904.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5PH4 2055-04-01 5.5 N/A 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Securities GOVERNMENT NATIONAL M N/A 36179YYY4 2054-06-20 6.5 N/A 3000.00 2071.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WG44 2051-06-20 3 N/A 7000.00 3602.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KDGR0 2055-05-20 6 N/A 86840.00 89819.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP6Y0 2054-06-01 6.5 N/A 108111.00 94804.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM2Q7 2051-12-01 2 N/A 329000.00 209214.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WUHY2 2043-06-01 4 N/A 227000.00 42150.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M62S1 2054-12-01 4.5 N/A 1237164.00 1161267.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KRJ5 2036-11-01 6.614 N/A 1150.00 4.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAYA6 2050-06-20 3 N/A 3200.00 1390.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TXW0 2048-05-20 4.5 N/A 598000.00 46115.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EA67 2051-12-01 4 N/A 13000.00 5843.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJTV6 2053-05-01 6 N/A 250212.00 209048.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCZH4 2048-03-01 4.5 N/A 2176710.00 1034854.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402C3H3 2035-11-01 5.168 N/A 7036667.00 42773.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGXM6 2052-04-01 3 N/A 2249997.00 1568452.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHQB6 2052-06-01 5 N/A 200000.00 148178.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JMK48 2035-05-01 6.75 N/A 4484000.00 23986.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQSJ5 2052-10-01 5.5 N/A 19500965.00 15288545.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8FV9 2054-03-01 6 N/A 2753585.00 2277788.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABHP0 2051-11-20 3.5 N/A 3000.00 1988.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379FYH6 2045-10-20 3 N/A 906537.00 990570.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618KFB33 2055-01-20 6 N/A 1034640.00 1071394.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMC5 2035-06-01 3.5 N/A 67996.00 14982.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KWHP1 2055-05-20 6 N/A 2005.00 2065.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391XB65 2032-06-01 5.5 N/A 7983300.00 45638.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X3CN6 2050-03-01 3 N/A 47002.00 15098.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XECK8 2051-08-01 3 N/A 1000.00 633.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WNW59 2040-01-01 5 N/A 455000.00 23935.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EN98 2043-01-01 3.5 N/A 3019000.00 507749.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VFS4 2050-01-20 4.5 N/A 98000.00 13017.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QYU9 2045-01-20 4.5 N/A 1000.00 61.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENMJ5 2044-09-01 4 N/A 63000.00 8982.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFK9 2046-11-01 3 N/A 2000000.00 353934.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WRQY2 2057-08-15 3.94 N/A 1000.00 915.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPWM6 2053-02-01 6.5 N/A 300000.00 222574.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617GWA67 2048-05-20 4 N/A 1000.00 226.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHLP5 2046-07-01 3 N/A 7395672.00 1673512.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DP84 2053-11-20 6.20185 N/A 12681488.00 5632054.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XQW9 2053-01-20 5 N/A 3343000.00 2641881.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W7H5 2052-06-20 2 N/A 1000.00 661.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MS86 2055-05-01 6 N/A 6000.00 6136.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6P79 2055-05-01 6.5 N/A 39729157.00 41523208.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8W35 2048-04-01 4.5 N/A 10000.00 1165.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384KNT4 2054-03-20 5.5 N/A 21310282.00 21516492.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B2U85 2055-02-01 6.5 N/A 17676228.00 16609428.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV98 2053-09-01 6 N/A 408499.00 323952.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTEP0 2053-10-01 6 N/A 882162.00 725101.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV56 2053-09-01 4 N/A 1000.00 845.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K4EK7 2065-03-20 6.5 N/A 4329247.00 4491659.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J75S0 2047-09-01 4 N/A 125000.00 37485.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVE95 2055-05-25 5 N/A 33333333.00 32174517.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NYE98 2030-06-01 3.93 N/A 11600.00 11446.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NJR68 2055-03-20 5.5 N/A 2000.00 2028.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAR5 2053-07-20 5 N/A 1000.00 869.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HUZB0 2065-04-20 7 N/A 1000.00 1032.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36198PR93 2044-05-15 4 N/A 7001.00 894.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426RP39 2055-07-01 6 N/A 14560.00 14862.02 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EMR95 2036-07-14 2.31 N/A 953000.00 755791.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3136AT2C7 2046-10-25 4.81965 N/A 16500000.00 3111107.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3617JYLP6 2050-02-20 3.5 N/A 1000.00 233.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAT1 2053-07-20 6 N/A 400000.00 277689.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUPP2 2055-04-01 6 N/A 507485.00 519136.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABEY4 2051-09-20 2 N/A 8000.00 4257.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y1NZ7 2059-12-15 4.98 N/A 1000.00 989.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414CPE2 2037-12-01 5.575 N/A 6362317.00 50836.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUPY3 2055-04-01 6 N/A 1344958.00 1301611.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLTR9 2048-11-01 3.5 N/A 500000.00 383163.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BEAP8 2058-10-15 5.67 N/A 4003.00 4133.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BHJW7 2053-09-15 7 N/A 907278.00 943906.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 5.36185 N/A 4057311.00 3572320.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EGG9 2052-08-01 3 N/A 1000.00 741.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWG56 2053-02-01 3 N/A 50000.00 38522.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A6E86 2039-08-15 5 N/A 8245908.00 93594.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182XAY7 2044-08-20 4 N/A 25000.00 2876.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DKR2 2055-01-01 6.5 N/A 1394866.00 1445044.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LCDZ5 2025-11-01 3.06 N/A 183827.00 182967.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JHEV1 2048-10-01 5 N/A 654123.00 52152.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KVZY4 2055-05-20 6 N/A 2000.00 2053.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKS27 2053-04-01 5 N/A 758639.00 683405.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381RG57 2041-07-01 5.42 N/A 2003.00 1591.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVKA2 2046-11-01 3 N/A 100000.00 18830.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XAA4 2052-06-20 4.5 N/A 6512895.00 4962647.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6E25 2054-05-01 6.5 N/A 254344.00 255946.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQLW6 2054-05-01 5.5 N/A 63802.00 51382.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGM3 2046-07-20 4 N/A 698000.00 67292.59 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENGJ3 2041-12-09 2.9 N/A 2149000.00 1600449.84 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618KTE71 2060-06-15 5.51 N/A 1000.00 1038.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UTB1 2054-11-01 6 N/A 199417.00 183938.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQQE0 2052-05-01 3 N/A 16865500.00 13842306.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YW42 2054-05-20 5 N/A 9773890.00 9152369.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMP75 2050-04-01 4.5 N/A 9639256.00 7773564.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UQ39 2049-04-20 3 N/A 61994.00 8403.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEVJ2 2055-03-01 6 N/A 2301419.00 2344134.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQK37 2058-03-15 4.74 N/A 1028.00 1000.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LW5W3 2053-03-01 5.5 N/A 204175.00 197847.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225FDY2 2041-04-20 6.625 N/A 2500000.00 14260.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJL1 2040-08-20 4.5 N/A 554271.00 4057.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUX28 2055-05-20 6 N/A 1003.00 1030.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WRRN5 2044-03-01 3.83 N/A 388093.00 296443.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0SN9 2055-01-01 6 N/A 2140511.00 2197150.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUYR2 2055-05-20 6 N/A 1321.00 1357.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FSL2 2055-03-01 6.5 N/A 3186367.00 3303037.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E7GS3 2045-11-01 4 N/A 138811.00 7200.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1S46 2055-04-01 5 N/A 6034265.00 5922828.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KRR71 2055-05-20 6 N/A 2002.00 2057.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W5G9 2052-05-20 5 N/A 1000.00 691.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWUW4 2053-01-01 6.5 N/A 3627240.00 2289768.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJR0 2051-07-20 2.5 N/A 7877.00 4568.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSZW0 2052-01-01 2 N/A 7477537.00 4862103.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FKK8 2051-12-20 2.5 N/A 425873.00 259422.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618L13C2 2055-05-20 6 N/A 7063331.00 7256143.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TXZ3 2048-05-20 6 N/A 854205.00 120328.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7SF9 2051-12-01 2.5 N/A 54000.00 33194.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426PWM3 2055-05-01 4.5 N/A 24406.00 23385.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJU3 2051-07-20 4 N/A 7000.00 3384.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383W5Z5 2053-03-20 5 N/A 11347165.00 12051927.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36225CYX8 2033-08-20 4.625 N/A 3000000.00 17060.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYM6 2053-12-01 5.5 N/A 2892454.00 2529339.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNET9 2032-04-25 2.152863 N/A 573552.00 496949.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383UR85 2052-10-20 5.40185 N/A 7430687.00 5719451.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618KQKB1 2055-05-20 6 N/A 2001.00 2056.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X5H5 2053-06-20 5.5 N/A 11671.00 9465.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUYS0 2055-05-20 6 N/A 1000.00 1027.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386C2P6 2040-10-01 5.897 N/A 14682422.00 26079.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YHR8 2053-10-20 5 N/A 4023.00 3639.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AWGL2 2066-03-15 5.4 N/A 1285167.00 1295988.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNWJ8 2052-04-01 3.5 N/A 48171.00 34518.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189MTY4 2047-01-15 4 N/A 7000.00 720.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403QMU1 2033-10-01 6.175 N/A 4526849.00 84156.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4EB6 2055-05-20 5.5 N/A 1008.00 1016.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JWP20 2049-09-01 3.179 N/A 170000.00 31730.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FF36 2055-01-01 5 N/A 84089.00 79951.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181CQC5 2044-08-20 4 N/A 8000.00 1237.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XDH6 2052-08-20 6 N/A 1008.00 626.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NNAG0 2053-07-01 5.5 N/A 252818.00 224469.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405FQ54 2034-06-01 7.575 N/A 4694.00 11.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WZE1 2048-07-20 5 N/A 4000.00 2493.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y9VS9 2049-02-01 3.5 N/A 135318.00 28374.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180VWD5 2046-05-15 2.5 N/A 1001.00 653.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JF6U1 2055-03-15 5.75 N/A 3000.00 3145.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AX46 2042-01-01 3.5 N/A 410000.00 31247.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1CM3 2054-10-01 5 N/A 227753.00 220153.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426KAM8 2055-04-01 6 N/A 143537.00 147003.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BKVD8 2058-08-15 5.42 N/A 7000.00 7133.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEWM4 2055-04-01 6.5 N/A 264844.00 274940.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAS3 2053-07-20 5.5 N/A 1000.00 817.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JRAN6 2034-01-01 6.919 N/A 39489.00 70.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKCY4 2053-01-01 5 N/A 12000.00 9342.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K8SF4 2055-03-20 6.5 N/A 2000.00 2113.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385GF46 2055-06-20 5.85319 N/A 100000000.00 103588488.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HXGB5 2060-01-15 4.75 N/A 1000.00 982.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31342AZT9 2033-08-01 7.375 N/A 1620000.00 4186.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y2M5 2054-07-20 6 N/A 1000.00 853.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NTJS7 2065-02-20 7 N/A 1000.00 1032.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABFF4 2051-10-20 2.5 N/A 87726.00 53781.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403VJP5 2033-12-01 6.925 N/A 3000000.00 42200.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAM2 2052-01-01 2 N/A 78789.00 51101.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUZD2 2060-06-15 5.6 N/A 14947.00 15574.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WT24 2051-12-20 3.5 N/A 10106.00 6707.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UPU3 2054-12-01 6.5 N/A 1000.00 1041.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTAP5 2054-05-01 6 N/A 2943410.00 2859860.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CHT4 2055-01-01 6 N/A 1212128.00 1168453.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5EX3 2055-01-20 6.5 N/A 2099312.00 2122225.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AKNP4 2044-07-25 4.81965 N/A 19618405.00 3341515.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179QGD7 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36179XQ25 2053-01-20 7 N/A 6000000.00 2090804.32 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Standard & Poor's Long Rating A+ Moody's Short Rating NR Standard & Poor's Short Rating A-1 Moody's Long Rating NR 2025-07-01 2025-07-01 2025-07-01 N N N 0.0441 2000000000.00 2000000000.00 0.0067 N Y Y N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 4.50000000 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aa1 Fitch Short Rating F1+ Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Fitch Long Rating AA+ Standard & Poor's Short Rating A-1+ 2025-07-01 2026-05-07 2026-05-07 N N N 0.0454 790479308.80 790479308.80 0.0027 N N N N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLCJ1 2055-03-20 6 N/A 114562.00 117683.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383REY9 2050-10-20 3.5 N/A 500000.00 415444.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XAA4 2052-06-20 4.5 N/A 30738000.00 23421515.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133USHP9 2050-07-01 2 N/A 400000.00 275116.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426G3P8 2055-03-01 6 N/A 2745872.00 2820496.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KQS72 2055-04-20 6 N/A 2450730.00 2516371.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG41 2047-09-20 3.5 N/A 298484000.00 35547221.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UMM1 2049-02-20 4.5 N/A 120628352.00 9061390.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381H7N5 2055-09-16 3.25 N/A 35285568.00 30829319.85 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DPAC2 2052-09-01 5.5 N/A 400000.00 296991.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WPHP2 2043-04-01 3 N/A 68200.00 8540.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH3J4 2052-05-01 3 N/A 670000.00 480272.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YAAY4 2057-06-15 3.2 N/A 5224160.00 4544062.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617U86D4 2057-06-15 3.23 N/A 30145760.00 26242107.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLVB7 2055-03-20 6.5 N/A 1507848.00 1570967.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NQVC4 2055-03-20 6 N/A 2961668.00 3051440.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHK9 2050-03-20 4.5 N/A 1791200.00 280521.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NSAQ2 2055-04-20 6 N/A 1203270.00 1235516.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NSAS8 2055-04-20 6 N/A 1542604.00 1582257.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFX68 2045-11-01 3.5 N/A 2220000.00 370072.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQA22 2052-06-01 3.5 N/A 10168496.00 8141712.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.5 N/A 2021544.00 1196432.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38380R2G4 2061-04-16 1.5 N/A 108087.00 48486.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XFF8 2052-09-20 3.5 N/A 100000.00 73614.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YR5Y0 2045-07-01 3.5 N/A 375000.00 49484.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AMNE8 2040-10-15 4 N/A 2000000.00 120596.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSVA6 2054-08-01 6 N/A 1311786.00 1143646.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPAQ0 2052-05-01 4 N/A 1500000.00 1097863.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5GP8 2055-02-20 5.5 N/A 982284160.00 974762292.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVA5 2053-08-01 6 N/A 1731740.00 1380864.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X3EH1 2043-08-01 3 N/A 1598000.00 271285.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E7ZV9 2042-02-01 4 N/A 790415.00 96023.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKJW6 2033-01-01 2.5 N/A 138973.00 18654.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38374LF22 2035-08-20 5.5 N/A 200000.00 46215.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618K8FW1 2055-01-20 6.5 N/A 4314752.00 4499012.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4NR7 2055-02-01 6 N/A 340098.00 347878.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J7RX0 2054-11-20 6 N/A 128253.00 131024.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJ47 2031-05-01 6 N/A 26014208.00 32278.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XSCW8 2057-05-15 2.43 N/A 4421536.00 3656905.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BN4U6 2047-12-15 4 N/A 56009.00 7681.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A0WX8 2050-01-01 3.5 N/A 1895582.00 808492.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617X56N5 2062-06-15 3.18 N/A 11277700.00 9919246.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YAQJ7 2044-10-01 4 N/A 106377.00 14090.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K04W0 2054-12-20 5 N/A 1841008.00 1811025.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMZN9 2049-07-01 4 N/A 2121000.00 1696471.43 Agency Mortgage-Backed 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NATIONAL M N/A 3618KC3K1 2055-01-20 6 N/A 3040984.00 3128975.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NTXB8 2055-05-20 6 N/A 20748096.00 21318949.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UCB6 2048-09-20 4 N/A 127521280.00 12203778.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329PNL3 2038-11-01 4 N/A 500000.00 56991.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNK93 2043-07-01 4 N/A 127714.00 8992.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVJG8 2049-07-01 3.5 N/A 4353400.00 1477684.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38380AKK2 2046-09-20 3 N/A 384500.00 369553.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31402RSN0 2035-10-01 5 N/A 4331984.00 44432.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A1UG7 2037-05-01 6 N/A 3611000.00 16466.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181BUC2 2043-09-15 3.5 N/A 1075000.00 215923.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381HCN9 2064-02-16 2 N/A 200000.00 99891.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132A5EN1 2045-12-01 3 N/A 6577088.00 937557.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRWH2 2054-08-01 5.5 N/A 1539178.00 1533678.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NZU6 2053-11-01 5.5 N/A 17148128.00 17333371.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNNN8 2052-03-01 2.5 N/A 2560532.00 1670512.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DMJ8 2055-02-01 6 N/A 2685388.00 1665434.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJLA4 2041-02-01 4 N/A 515000.00 31495.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381BZQ0 2048-07-20 3.5 N/A 8000000.00 1259963.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QP3N5 2052-08-01 5 N/A 4978000.00 3731392.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNGC1 2043-07-01 4 N/A 751477.00 61420.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KTJP6 2055-05-20 6 N/A 3715432.00 3817808.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7KG7 2055-06-01 6 N/A 2825996.00 2908021.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H0RY5 2054-04-20 5 N/A 2625216.00 2547469.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WTRJ0 2060-12-15 3.12 N/A 150000.00 131438.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36186SLE6 2045-06-15 4 N/A 1380000.00 224704.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAEJ5 2053-08-01 5.5 N/A 1052572.00 892045.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMUS2 2051-05-01 3 N/A 75000.00 41339.06 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L1VS6 2055-05-20 6 N/A 1555578.00 1600986.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ML4S6 2052-04-01 4.5 N/A 14030.00 9444.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVAG9 2054-08-01 6 N/A 151192480.00 146090155.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPHC1 2035-03-01 3.5 N/A 2000000.00 292310.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181CK80 2044-06-15 4 N/A 3000000.00 180052.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FHAJ1 2055-03-20 6 N/A 154145.00 158106.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YNZ42 2045-11-01 4 N/A 480000.00 63515.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNGL1 2052-04-01 4 N/A 9528592.00 6816121.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNQA5 2037-05-01 3.5 N/A 5837352.00 4368337.32 Agency 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JTCV2 2055-03-20 6.5 N/A 939004.00 795617.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHLC8 2055-03-20 6 N/A 148541.00 154133.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230UHD4 2041-02-15 4 N/A 24450000.00 854598.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307H3R6 2029-08-01 3.5 N/A 319250.00 8972.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SUU9 2047-01-20 3 N/A 316994.00 45201.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y9FC0 2057-06-15 2.88 N/A 2393764.00 2035540.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KTUL2 2055-05-20 6 N/A 1913666.00 1969371.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426C3F9 2055-02-01 6 N/A 2161300.00 1579618.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K04Y6 2054-12-20 5 N/A 2279756.00 2236806.51 Agency Mortgage-Backed 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32668.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KECF8 2055-03-20 6 N/A 216030.00 221162.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3ZF7 2052-02-01 2.5 N/A 200000.00 135495.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSXG1 2033-08-01 5.5 N/A 1963694.00 996559.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YP3D5 2057-10-15 3.8 N/A 5183250.00 4703612.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426PD85 2055-05-01 6 N/A 4087280.00 4186970.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4W7 2051-01-20 3 N/A 284348928.00 107597614.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NQVS9 2055-03-20 6.5 N/A 3225680.00 3362144.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NH2Q5 2055-03-20 6.5 N/A 959901.00 1005572.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288EAS6 2033-01-01 6 N/A 6687640.00 16138.11 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STATES TREASUR 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 12691028.88 10114369.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 97058.94 84533.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 41.72 42.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 459836.73 185482.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 223295.36 225504.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 134427.81 135239.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 44068.71 32318.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 4352.98 4375.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 167109.93 169245.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 316279.47 325671.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.75 N/A 4057728.48 4149599.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 6956535.10 1768747.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 5008586.92 2721741.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 1361036.42 494316.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 491052.32 370980.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 80022.52 73565.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 2491351.80 990137.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 2896052.98 2470457.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 6658112.58 6184266.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 13.91 14.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 N/A 117.73 84.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 461624.50 174314.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875 N/A 6522.52 6615.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 472221.85 338723.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 94513.91 92056.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 249955.63 70769.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 615383.44 632835.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 5445469.78 2658124.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797QX8 2026-06-11 0 N/A 22784888.74 21948911.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBH3 2026-01-31 0.375 N/A 43056.95 42166.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 618248.34 531216.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 29725913.50 19630725.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 864754.97 737864.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 4553015.97 1892133.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 2369139.37 1106248.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 11445.70 10535.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 655450.33 444832.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LW8 2025-08-15 0 N/A 79692.77 79297.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 7.09 4.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 1.08 0.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 977101.77 328893.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 13323.18 13021.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 1307.28 1214.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 480274.17 492834.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 47293086.37 23451411.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 940215.89 1179035.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 75822.52 76647.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0 N/A 98481.01 28888.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 40762.25 20063.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 17.38 5.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 40066.89 37258.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 5755964.40 5110381.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 27.81 28.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 N/A 649678.81 549122.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 N/A 389.40 397.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 801198.68 653920.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 3216802.42 1622580.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 1988468.83 1195290.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 8973717.22 8994116.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 133148.34 147983.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 113372.19 113601.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 18.95 11.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 5141467.55 4895390.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 3726456.95 3800925.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 1267537.75 1298699.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 1950.68 592.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 4903593.76 3727251.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFK2 2025-09-15 3.5 N/A 10138.41 10224.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0 N/A 0.50 0.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 N/A 111258.28 159658.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 583132.63 497062.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 1457733.77 1486643.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 10855525.83 14227367.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 13.91 12.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 353954.30 199048.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBC4 2025-12-31 0.375 N/A 179654.30 176216.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 500648.34 433621.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 76211.92 29126.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 254608.22 175018.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 978752.98 1034213.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 62975.66 45622.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 2843247.02 2916096.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 3081576.16 3293649.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 489397.35 457160.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 210013.91 169789.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 193050.50 184822.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 115569.54 48648.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 8066.58 2417.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797QH3 2025-08-05 0 N/A 18316311.26 18238192.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 447939.74 455248.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 42472.85 43167.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 20726541.61 14447518.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 1258358.94 1280040.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 92594.70 94571.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 2119317.22 1350954.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0 N/A 27.81 7.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 7604837.09 4200210.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 837941.72 861889.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 37.80 11.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 89823633.77 92438695.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHB0 2026-05-15 3.625 N/A 20624.50 20637.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 411335.76 400611.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 81496.69 69909.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 7758596.03 3050059.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 152980.13 145779.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 90133.11 93014.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 219596.03 223699.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 23016.56 24429.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 1195566.86 489603.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.5 N/A 33822.52 34290.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHS3 2025-07-31 4.364960661 N/A 93665.56 94364.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 44068.71 17261.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 2600.66 2657.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 87644.90 65112.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 55531.79 39772.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 N/A 17.38 9.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 3920311.33 2037056.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 79869.54 77260.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJV4 2026-01-31 4.25 N/A 556694.70 566455.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 3109668.87 1327953.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 388430.46 394145.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 2044578.46 741349.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 2536942.43 1791971.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y79 2025-07-31 2.875 N/A 108935.76 110078.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 13740.40 13335.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 2889298.26 947187.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 965318.54 783868.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 5428555.63 1557501.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 701608.61 677059.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 119894.70 85630.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 40776.16 32423.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 55045.03 31783.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EW9 2047-02-15 0 N/A 1807.95 613.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 973.51 904.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 85933.11 80253.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 467882.78 347856.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 4041790.73 4606258.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 116821.19 82652.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 625827.81 581977.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 5441433.77 5438509.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 75447.02 76660.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 13.91 9.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 46088.74 43978.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 2086954.97 1978919.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 303971.52 333471.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 1600895.36 1609520.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 2206835.76 2172541.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FS7 2040-08-15 0 N/A 569642.38 276824.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 72206.62 69348.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 32063982.12 32984005.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 4589.40 1536.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 823589.40 541215.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 169654.97 169176.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 22001.32 19994.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 139.07 131.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 960681.09 553239.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 1395554.30 1406241.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 339045.70 233428.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 3704066.22 3408274.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 599515.23 617866.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 N/A 44068.71 39517.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 4855742.38 4897738.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625 N/A 57145742.38 76887271.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 2253341.72 1634884.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 192880.13 191181.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 129.08 46.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 366303.97 598065.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 13.91 14.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 504723.18 1070411.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 72749.01 17821.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 N/A 39218.54 36349.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 55.63 54.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 33794.70 31621.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 242723.84 253624.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 4447861.17 2600615.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 N/A 1243839.73 1825428.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 N/A 192702.81 150079.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 7.37 2.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797QM2 2025-09-02 0 N/A 13.91 13.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 4063611.26 4004796.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 355157.18 225489.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HF3 2054-11-15 0 N/A 4311.26 1037.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 710133.77 695272.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 458467.55 361115.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 704904.64 683967.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 539894.70 491385.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 14495618.54 14283204.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 12238.41 12651.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 368167.55 303620.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 703917.22 578433.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286A3 2026-01-31 2.625 N/A 55517.88 55605.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LX6 2025-11-15 0 N/A 12.42 12.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 1474.17 1452.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 129198.68 130243.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286F2 2026-02-28 2.5 N/A 519756.95 518274.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 242349.02 186439.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 440276.82 409474.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 805259.60 821465.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 6953642.38 6997702.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 273027.81 273361.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 112829.80 113810.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 55.63 56.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 1335099.34 1279268.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 13.91 9.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 1769451.66 1851806.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285N6 2025-11-30 2.875 N/A 13.91 13.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 41.72 42.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 50664.24 51535.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 N/A 884569.80 275415.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 N/A 55.63 14.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 588764.90 690820.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJL6 2025-11-30 4.875 N/A 879691.39 885098.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 97.35 97.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828XL9 2025-07-15 0.375 N/A 665505.30 900681.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FS2 2026-01-15 2 N/A 75196.69 122786.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAZ4 2025-11-30 0.375 N/A 71566.89 70423.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 1390.73 1402.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 104.30 44.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 758692.21 449777.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 977793.38 749893.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 13.91 13.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 55406.62 56554.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 21055.63 16693.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 48.35 18.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 3419578.81 4427108.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 16306291.39 16363020.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 1228750.33 1212030.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 1571.52 1595.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 6828.48 6846.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJB8 2025-09-30 5 N/A 25909.27 26272.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 45476.82 43976.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 N/A 215562.91 461872.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 180613.91 217359.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 1857477.81 640974.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 N/A 17.38 8.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 300692.88 94853.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 9123.18 6387.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 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UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 510814.57 349394.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 83374.17 43577.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 4742.38 4681.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 67060.93 67662.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 13.91 11.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 33377.48 44265.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.75 N/A 52110.60 47025.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 29163.58 29330.62 U.S. Treasuries (including 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(REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 4.36000000 N/A 82VOJDD5PTRDMVVMGV31 0CTG15VW2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F3AS3 2038-02-15 4 N/A 400000.00 225700.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2CL4 2045-12-25 4 N/A 2000000.00 165410.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4JY9 2048-04-15 4 N/A 600000.00 482107.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31397YTL5 2049-01-15 5.5 N/A 19732994.00 332706.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137BWP99 2028-06-15 3.5 N/A 5000000.00 422944.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BYJ92 2033-08-15 4.81449 N/A 1000000.00 132108.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384Y3M1 2065-07-16 3 N/A 301626.00 172228.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPKR1 2043-12-25 5 N/A 330000.00 223461.04 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 20 N/A 35563PFB0 2057-11-26 3 N/A 933840.00 259820.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AMTT4 2042-01-15 3 N/A 2500000.00 79816.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A6PF3 2041-02-15 4.5 N/A 5000000.00 182151.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BERC0 2054-09-15 4 N/A 7000000.00 9631149.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4UN0 2048-02-15 3.5 N/A 2179551.00 1885103.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137FLE59 2047-08-15 4 N/A 139272115.00 16240148.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1Z56 2048-06-25 4 N/A 500000.00 451659.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FESA9 2047-08-15 4 N/A 1800000.00 1197360.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396XC69 2036-06-27 4.541013 N/A 5500000.00 59934.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385G6A2 2055-06-20 5.25 N/A 12192282.00 12087381.64 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BCDV7 2041-06-15 4.125 N/A 7330469.00 4367441.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398JUK7 2038-06-15 5 N/A 3069000.00 578540.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 549300GEP5N0IMB2D553 30293GAH0 2045-01-25 14.23981 N/A 19276270.00 2739720.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395TLN2 2035-03-15 5 N/A 2109000.00 483310.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BFYN5 2045-01-15 3 N/A 815000.00 987759.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398JR96 2032-09-15 6 N/A 7138000.00 108715.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AXV77 2047-09-25 2.5 N/A 1856125.00 1670022.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38376RRZ1 2066-02-20 5.39602 N/A 7700000.00 2241345.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31393UNR0 2043-08-25 5.807 N/A 1700000.00 415960.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AEG58 2031-08-15 4 N/A 1383000.00 480139.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUSM3 2055-01-25 5.75517 N/A 113000000.00 100232943.23 Agency Collateralized Mortgage Obligation GOVERNMENT 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FEDERAL NATIONAL MORT N/A 31418E6Y1 2054-06-01 4.5 N/A 3000.00 2749.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417F2C1 2028-04-01 2.5 N/A 25000.00 1065.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FHJ9 2040-02-01 6 N/A 5000.00 4438.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3L7 2049-07-01 4 N/A 25000.00 2585.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KJ5X6 2075-02-20 6.893 N/A 2749079.00 2837389.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUWM4 2054-06-01 4.5 N/A 5000.00 4495.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CT95 2048-01-01 3 N/A 22000.00 3470.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPZB6 2052-08-01 4.5 N/A 13000.00 9985.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134A2HG6 2025-12-11 0 N/A 2500.00 2451.30 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140MEAY2 2052-06-01 3 N/A 7000.00 4583.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4B3 2048-06-01 4 N/A 1000.00 82.51 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7P3 2058-09-15 0 N/A 85000.00 12846.90 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH N/A 88059E6N9 2046-03-15 0 N/A 85000.00 26626.25 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618KLJV0 2075-04-20 5.804 N/A 23371066.00 25148854.11 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EPA96 2025-11-03 4.56 N/A 22000.00 22168.95 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31371JW83 2031-01-01 8.5 N/A 2121024.00 3395.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128CUPC4 2028-11-01 5 N/A 825600.00 2871.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J6H2 2031-05-01 8.5 N/A 394158.00 158.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6E97 2038-10-01 5 N/A 2000.00 1389.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KJLL4 2075-02-20 6.925 N/A 2608009.00 2761052.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3W34 2050-10-01 2 N/A 53000.00 24927.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGD27 2036-06-01 7.023 N/A 1100000.00 49221.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DMF6 2035-03-01 3.5 N/A 32000.00 4826.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQA5 2047-10-01 3.5 N/A 20000.00 2436.70 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6U3 2049-03-15 0 N/A 85000.00 22389.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138WFYM2 2030-11-01 2.5 N/A 175000.00 19987.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ7B8 2027-02-01 4 N/A 138984.00 429.28 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0 N/A 49658000.00 11702751.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DNG31 2052-06-01 3.5 N/A 26500.00 19273.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5H9 2048-11-01 4 N/A 24000.00 1757.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CG65 2047-03-01 3 N/A 95000.00 21255.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JS94 2035-08-01 5 N/A 330181.00 2079.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MFGR3 2032-08-01 3.5 N/A 5000.00 655.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7LW5 2048-11-01 4 N/A 109000.00 18562.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CND4 2038-06-01 5 N/A 861059.00 14782.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FF93 2040-01-01 5.5 N/A 25000.00 22149.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L65V9 2045-05-01 4 N/A 186998.00 21226.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMYK3 2033-11-01 3.5 N/A 42000.00 4062.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8HN4 2055-04-01 6.5 N/A 1000.00 1043.51 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 1.72 1.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132XECZ2 2037-11-01 2.4 N/A 7239078.00 5596765.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9A39 2049-06-01 3.5 N/A 47000.00 13257.23 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7A6 2052-03-15 0 N/A 85000.00 18354.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128MJ6N5 2049-05-01 3.5 N/A 65000.00 5190.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H2U9 2026-07-01 6.5 N/A 224118.00 241.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y1HK7 2048-07-01 4 N/A 3000.00 265.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y1HC5 2048-07-01 4.5 N/A 19000.00 1523.67 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 100.00 38.73 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH N/A 88059GBF5 2064-03-15 0 N/A 85000.00 10087.80 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140X9V93 2050-06-01 3.5 N/A 48000.00 15930.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHFF4 2046-06-01 3 N/A 10875.00 2988.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGP6 2055-01-01 3.5 N/A 1000.00 883.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDZD4 2029-02-01 6.501 N/A 5617552.00 24.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FG43 2040-02-01 5.5 N/A 12000.00 11024.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESC5 2038-05-01 5 N/A 40000.00 24810.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJE5 2047-04-01 4 N/A 3000.00 293.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ARGZ2 2051-09-01 2.5 N/A 32023.00 22260.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PG70 2039-04-01 4.5 N/A 23000.00 581.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X93K9 2049-09-01 4 N/A 20000.00 4731.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JGLW3 2048-12-01 4.5 N/A 53000.00 4303.02 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6W9 2050-03-15 0 N/A 85000.00 20957.60 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138E1DH7 2042-01-01 4.5 N/A 1000.00 99.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ENB2 2052-11-01 3 N/A 28000.00 20859.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CVZ4 2048-04-01 3 N/A 116176.00 17186.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7RF8 2050-01-01 3.5 N/A 40000.00 9650.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NE39 2055-04-01 5.5 N/A 1920.00 1891.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQW1 2052-01-01 3 N/A 22000.00 15758.42 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6V1 2049-09-15 0 N/A 85000.00 21784.65 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138WFAD8 2030-07-01 2.5 N/A 57000.00 6316.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GFMW4 2041-07-01 4.5 N/A 1000.00 49.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZQ6 2039-01-01 5.5 N/A 2000.00 1338.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMNQ0 2027-01-01 4.5 N/A 12315887.00 19419.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW63 2038-10-01 5 N/A 13000.00 9445.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XFWK0 2030-03-01 4.29 N/A 17557157.00 17607086.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXY1 2046-02-01 4 N/A 7000.00 685.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWB85 2051-08-01 3.5 N/A 2000.00 838.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQRJ3 2030-11-01 3.5 N/A 185000.00 15149.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6GS3 2039-06-01 5.5 N/A 1000.00 731.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425SAE0 2029-09-01 4 N/A 23393780.00 23235456.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFXD8 2052-02-01 3 N/A 8000.00 5091.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDSL4 2031-10-01 1.91 N/A 11900601.00 9879593.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKZL7 2052-04-01 3.5 N/A 3000.00 2228.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4ZP4 2030-07-01 3 N/A 13000.00 2061.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJ6C7 2047-03-01 4 N/A 100000.00 6371.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPS70 2029-02-01 4 N/A 16000.00 61.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQFD3 2052-03-01 3 N/A 9000.00 6495.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31300LQS7 2037-12-01 7.104 N/A 3369.00 76.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292SCG3 2045-02-01 4 N/A 117998.00 5388.78 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 1.42 0.59 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138EPJ62 2030-04-01 3 N/A 217340.00 22583.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVX2 2034-09-01 3.5 N/A 6110.00 3467.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPKG9 2049-05-01 4 N/A 11000.00 1511.97 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6T6 2048-09-15 0 N/A 85000.00 22878.60 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XJR62 2052-05-01 2 N/A 3000.00 2084.79 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7R9 2059-09-15 0 N/A 85000.00 12679.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DWNU3 2055-02-01 4 N/A 2000.00 1823.04 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6C3 2041-03-15 0 N/A 83000.00 34970.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128MEB26 2027-05-01 4 N/A 89000.00 350.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313637UY4 2030-10-01 3.595 N/A 9211419.00 8281958.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A5TZ5 2041-01-01 4 N/A 125000.00 5887.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JB5N2 2030-03-01 4.373963 N/A 27000000.00 27123793.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AD7C0 2027-12-10 2.75 N/A 50000.00 48820.89 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138WD7A3 2030-02-01 2.5 N/A 5000.00 400.18 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E5H3 2031-09-15 0 N/A 13000.00 9967.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132D6JS0 2040-03-01 6 N/A 2000.00 1752.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4R3 2049-12-01 4 N/A 12000.00 1787.32 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7D0 2053-09-15 0 N/A 85000.00 16934.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140B5WG8 2055-04-01 5 N/A 1000.00 987.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFAJ0 2036-12-01 2 N/A 34237.00 22171.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GPJS8 2047-05-01 4.5 N/A 15000.00 2845.28 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7B4 2052-09-15 0 N/A 85000.00 17867.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418EEB2 2037-06-01 3 N/A 13000.00 8441.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMS20 2030-01-01 2.5 N/A 1000.00 75.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMUH2 2029-02-01 4 N/A 6000.00 45.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WF64 2040-06-01 4.5 N/A 572973.00 17210.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KFL0 2030-12-01 8 N/A 2000000.00 3106.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M96X5 2044-08-01 4 N/A 50000.00 8192.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMDB4 2044-01-01 4 N/A 80000.00 14951.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KLJS7 2075-03-20 6.853 N/A 4260307.00 4450963.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9VA6 2033-02-01 3 N/A 12000.00 2075.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128UNDB5 2037-10-01 6.5 N/A 284955.00 639.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FG35 2040-02-01 5 N/A 9000.00 8370.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KQ87 2032-07-01 7 N/A 7255565.00 18188.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DN81 2035-05-01 3 N/A 8000.00 1841.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJS8 2049-07-01 3.5 N/A 63000.00 6304.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N9CK0 2053-08-01 3 N/A 7000.00 5715.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECE8 2037-03-01 2.5 N/A 39505.00 24593.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WJF48 2046-12-01 4.5 N/A 1000.00 520.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEJ80 2049-06-01 4 N/A 64000.00 6327.25 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 509.00 405.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 0.97 0.67 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31416RRB1 2039-06-01 4.5 N/A 4000.00 49.55 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EPH24 2025-11-28 4.555 N/A 41000.00 41194.41 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31390HYH2 2032-06-01 7 N/A 8331.00 46.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AJZA3 2041-06-01 5 N/A 100000.00 6033.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGF3 2034-10-01 2.5 N/A 39000.00 5945.10 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 0.11 0.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31283HN43 2031-09-01 7 N/A 60000.00 34.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7Q40 2032-05-01 3.5 N/A 1000.00 109.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307YSE1 2034-04-01 3.5 N/A 22000.00 3062.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YYXB4 2045-11-01 4 N/A 4000.00 269.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BHP59 2052-08-01 3.5 N/A 28537.00 21024.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FFXM8 2046-09-01 3.5 N/A 1000.00 152.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31306XQQ9 2027-09-01 2.5 N/A 852754.00 22792.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FE94 2039-12-01 5.5 N/A 3000.00 2633.51 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821QX6 2034-11-15 0 N/A 3079000.00 2059001.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132CWWF7 2037-03-01 2.5 N/A 27000.00 17330.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMR75 2052-04-01 3 N/A 18000.00 13045.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5J22 2048-07-01 4.5 N/A 5000.00 456.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQDC6 2052-09-01 3.5 N/A 5000.00 3648.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5DG7 2045-02-01 3.5 N/A 61000.00 5616.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPQ60 2053-07-01 5.5 N/A 30989.00 22302.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWN58 2055-03-01 4 N/A 6000.00 5455.04 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 500.51 461.58 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138YRCW6 2030-06-01 3.5 N/A 7000.00 429.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANC84 2041-08-01 4.5 N/A 168113.00 5382.50 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FK4 2049-08-15 0 N/A 100.00 29.96 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138W5HR2 2043-08-01 3.5 N/A 237706.00 24677.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBF6 2037-02-01 2.5 N/A 34000.00 19990.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D54W9 2035-03-01 3.5 N/A 31000.00 6788.81 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EKJF4 2034-04-24 3.12 N/A 1000.00 909.48 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418FFN2 2054-11-01 3.5 N/A 3000.00 2620.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNCZ4 2051-12-01 2.5 N/A 3000.00 1868.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJU22 2047-01-01 4.5 N/A 5000.00 521.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 1.72 1.57 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31417BR25 2027-04-01 3.5 N/A 13000.00 223.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5P1 2048-12-01 4.5 N/A 12000.00 872.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H8Q32 2048-05-01 6.553 N/A 400000.00 50049.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4MM5 2049-07-01 4.5 N/A 110000.00 17521.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPVE4 2052-07-01 4.5 N/A 26300.00 20920.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFNC6 2030-09-01 2.5 N/A 149300.00 20112.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5HX6 2047-12-01 3 N/A 143865.00 21620.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUM0 2038-07-01 5.5 N/A 1000.00 684.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWQ9 2045-07-01 3.5 N/A 19000.00 1981.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J4LG2 2037-07-01 4 N/A 8000.00 1428.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCX8 2049-06-01 3 N/A 12000.00 1199.75 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 0.81 0.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DV6A8 2050-05-01 4.5 N/A 4000.00 952.74 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7N8 2058-03-15 0 N/A 85000.00 13189.45 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 1619.00 745.58 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31419JSV1 2040-11-01 4.5 N/A 45000.00 1620.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7TP0 2032-11-01 3.5 N/A 15000.00 3995.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJQ2 2049-07-01 4 N/A 138000.00 15791.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KNTR4 2075-05-20 5.779 N/A 2539252.00 2708984.00 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FL2 2049-11-15 0 N/A 61200.00 18102.35 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138A2CF4 2025-12-01 3.5 N/A 18000.00 31.95 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 2.00 0.90 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3618L4RB2 2075-05-20 5.857 N/A 13686175.00 14537429.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGAS8 2052-03-01 3 N/A 30000.00 20820.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CW42 2028-05-01 3.5 N/A 2000.00 132.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KHA2 2031-10-01 8 N/A 365400.00 341.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JWB6 2031-02-01 7 N/A 3301991.00 3392.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFWM1 2052-06-01 3 N/A 2000.00 1517.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ATH1 2028-05-01 3 N/A 5000.00 183.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDKY8 2027-09-01 4 N/A 11000.00 77.64 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 0.98 0.32 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140Q9SR5 2048-09-01 4 N/A 19000.00 4993.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4XG6 2034-09-01 3.5 N/A 2000.00 445.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4YY6 2048-11-01 4 N/A 94000.00 9443.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKMC0 2042-10-01 3.5 N/A 10152.00 595.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEBJ2 2040-03-01 3 N/A 12000.00 6727.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV7C3 2050-09-01 2.5 N/A 40000.00 16409.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JQJ9 2043-02-01 3.5 N/A 6000.00 809.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AEL7 2040-03-01 4.5 N/A 380000.00 9532.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJY1 2038-05-01 6 N/A 29000.00 186.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWBD4 2026-11-01 3 N/A 1786870.00 23768.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7FG6 2038-12-01 5.5 N/A 1000.00 6.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KBT7 2031-08-01 7 N/A 2286920.00 2192.23 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HF3 2054-11-15 0 N/A 326489600.00 78531522.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 N/A 753000.00 178314.92 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140X4ZB5 2049-05-01 4.5 N/A 50000.00 8524.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLU4 2050-02-01 4 N/A 5000.00 695.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ2X0 2037-01-01 2 N/A 7000.00 4662.69 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EPRW7 2025-08-04 4.56 N/A 31000.00 31223.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DV3Z6 2049-10-01 3 N/A 100218.00 15113.92 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 1.00 0.37 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XFU74 2052-02-01 2.5 N/A 22000.00 14279.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140METP1 2055-04-01 5.5 N/A 2000.00 1880.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCL5 2051-10-01 3.5 N/A 4000.00 2109.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PU82 2039-06-01 4.5 N/A 97519.00 3593.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLC43 2047-07-01 4.5 N/A 6000.00 768.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419LZY2 2040-12-01 4 N/A 151224.00 8004.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GUX2 2043-06-01 4 N/A 100000.00 16857.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MGF8 2035-09-01 5 N/A 13000.00 117.78 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 1.89 1.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133BPPG7 2052-10-01 4 N/A 30414.00 22580.00 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7T5 2060-09-15 0 N/A 85000.00 12165.20 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XBUD0 2036-06-01 2 N/A 43915.00 24572.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPN2 2050-06-01 3.5 N/A 9000.00 6914.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J4H4 2031-04-01 7 N/A 60000.00 0.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7NT1 2026-02-01 3.5 N/A 141000.00 371.75 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LY4 2026-02-15 0 N/A 0.73 0.71 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140X6WL1 2040-04-01 3.5 N/A 7530.00 2663.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9GM7 2048-02-01 3.5 N/A 73000.00 9894.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKH60 2052-05-01 3 N/A 7000.00 5134.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ98 2048-09-01 4 N/A 8000.00 586.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMZB7 2052-08-01 4 N/A 31000.00 23451.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X8XC0 2028-10-01 3 N/A 164000.00 13330.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPU49 2037-03-01 2.5 N/A 4962.00 4086.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGLH5 2046-02-01 4.5 N/A 7000.00 634.45 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EJV22 2033-11-21 4.07 N/A 5000.00 4771.60 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HG1 2044-11-15 0 N/A 1800.00 691.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821QH1 2034-08-15 0 N/A 100.00 68.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138WWKG3 2043-06-01 4 N/A 100000.00 18330.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XHZ6 2026-01-01 3 N/A 100000.00 300.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPW83 2035-07-01 3.5 N/A 20000.00 1257.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNVT8 2051-12-01 2.5 N/A 10000.00 7582.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AP3Z5 2055-04-01 6 N/A 2000.00 2050.13 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7J7 2056-03-15 0 N/A 85000.00 14855.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128MJW71 2045-09-01 4 N/A 16000.00 1334.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMQG3 2075-02-20 7.069 N/A 807090.00 861411.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XXGE0 2027-01-01 3.5 N/A 56000.00 374.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRB5 2052-07-01 3.5 N/A 12000.00 8827.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB43 2034-05-01 3.5 N/A 11000.00 1130.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX62 2046-03-01 4.5 N/A 4000.00 352.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETEL6 2030-08-01 3.5 N/A 7000.00 538.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEF6 2052-08-01 2.5 N/A 1000.00 720.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6EH9 2038-04-01 3.5 N/A 5000.00 2843.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CMG6 2047-07-01 4 N/A 9000.00 911.15 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ERDZ1 2026-05-08 4.75 N/A 4000.00 4049.34 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618KMNS0 2075-05-20 5.744 N/A 24691299.00 26512136.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128K7MY1 2035-08-01 4.5 N/A 55619.00 255.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PS6W2 2025-11-01 3.5 N/A 3435386.00 4402.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MDGL0 2027-09-01 3.5 N/A 72000.00 3201.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BNAU7 2052-09-01 4.5 N/A 14000.00 11243.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CN8 2037-09-01 3.5 N/A 4000.00 2606.49 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6X7 2050-09-15 0 N/A 85000.00 20395.75 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418DKT8 2050-01-01 3 N/A 56000.00 9943.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9X59 2051-02-01 2 N/A 7000.00 3915.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287TPP4 2032-06-01 7 N/A 14000.00 15.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZF0 2047-01-01 3 N/A 34776.00 6637.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335PGT6 2027-08-20 8 N/A 2251745.00 6345.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXX35 2027-02-01 3.5 N/A 25994.00 152.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BC20 2046-12-01 3 N/A 19000.00 4521.41 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7G3 2055-03-15 0 N/A 85000.00 15650.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132AD7L6 2034-03-01 3.5 N/A 40000.00 3559.69 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 2.00 1.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DV5D3 2050-02-01 3 N/A 24000.00 4457.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KWT7 2037-05-01 3.5 N/A 16000.00 2205.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWM35 2034-04-01 3.5 N/A 16000.00 3690.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NEV7 2055-05-01 6 N/A 1024.00 1033.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418SUT4 2025-10-01 3.5 N/A 20000.00 19.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMWC3 2032-04-01 3.5 N/A 4000.00 430.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5CY7 2049-06-01 3.5 N/A 29000.00 3311.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVS6 2045-01-01 4 N/A 47000.00 3705.52 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834H84 2053-08-15 0 N/A 1.00 0.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HNYG1 2048-08-01 4 N/A 4000.00 271.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFZ1 2053-01-01 3 N/A 13000.00 9890.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KN56 2032-04-01 7 N/A 6000.00 13.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945SX7 2041-02-01 4.5 N/A 2000.00 32.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2LS8 2055-06-01 5 N/A 4557.00 4488.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGNJ8 2043-12-01 4.5 N/A 11000.00 145.15 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 1.00 0.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31329LKG6 2029-05-01 2.5 N/A 2057520.00 10623.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMJ0 2035-07-01 3 N/A 58000.00 17275.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FD87 2054-10-01 3.5 N/A 1000.00 868.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4BK4 2029-10-01 3.5 N/A 101470.00 8154.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYK0 2046-06-01 4.5 N/A 5000.00 392.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YD4N6 2030-05-01 2.5 N/A 85378.00 6865.44 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 2.00 0.81 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QSBS9 2053-05-01 4.5 N/A 2000.00 1686.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAK92 2036-03-01 2 N/A 12000.00 5551.45 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7F5 2054-09-15 0 N/A 85000.00 16064.15 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138WJUH9 2047-01-01 3.5 N/A 68000.00 14711.92 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 21843275.00 6107270.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31307NXU3 2030-07-01 2.5 N/A 13146.00 1219.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2UH5 2055-04-01 6 N/A 1000.00 1019.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ECUR2 2042-03-01 4.5 N/A 672178.00 19647.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCN5 2039-09-01 5.5 N/A 15000.00 11815.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFKJ4 2045-08-01 3.5 N/A 30000.00 2743.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUJ8 2031-11-01 7 N/A 500000.00 540.49 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 N/A 1.00 0.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138WJM96 2046-12-01 3 N/A 1000.00 196.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NMR7 2055-02-01 4.5 N/A 1000.00 958.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5FT7 2046-09-01 3.5 N/A 54000.00 6622.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6C32 2037-11-01 4.5 N/A 3000.00 1858.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMRJ6 2075-04-20 6.948 N/A 326900.00 349946.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN3E1 2052-04-01 3.5 N/A 12000.00 8436.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7BN2 2026-01-01 5 N/A 620000.00 326.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NEH8 2054-07-01 4 N/A 7000.00 6476.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.5 N/A 159000.00 19412.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN5R1 2051-12-01 3 N/A 9000.00 7080.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FE78 2039-12-01 4.5 N/A 6000.00 5500.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6FA3 2038-10-01 5.5 N/A 8000.00 5371.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LT2S2 2051-12-01 3 N/A 61217.00 23933.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X3XM9 2043-09-01 3.5 N/A 106304.00 17252.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSPR6 2053-07-01 5 N/A 3000.00 2608.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUFM3 2054-04-01 5 N/A 25000.00 21658.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CM84 2047-07-01 3 N/A 9000.00 1563.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNRJ4 2052-07-01 3 N/A 6000.00 4245.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WML58 2043-05-01 3.5 N/A 125000.00 22797.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QMYB1 2045-02-01 4 N/A 5000.00 441.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4Q0 2039-04-01 5.5 N/A 7000.00 5037.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HD5 2039-09-01 5.5 N/A 3000.00 2245.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FE4 2030-11-01 3.5 N/A 8000.00 575.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERM49 2031-09-01 3 N/A 106000.00 17344.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B9UP7 2052-04-01 3 N/A 29310.00 23797.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCSH0 2050-01-01 3 N/A 25000.00 5476.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB93 2051-07-01 3.5 N/A 37795.00 13932.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKU7 2052-10-01 2 N/A 7000.00 5070.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDW98 2045-01-01 4.5 N/A 72476.00 11802.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9F88 2028-08-01 2.5 N/A 61000.00 3433.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGED2 2031-01-01 2.5 N/A 10000.00 1206.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C6L3 2049-01-01 3.5 N/A 2000.00 207.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CJ7 2037-08-01 4 N/A 10000.00 6251.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERPS3 2046-10-01 3 N/A 2000.00 527.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNZ49 2052-06-01 3 N/A 1000.00 798.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNV1 2055-02-01 4.5 N/A 2000.00 1881.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A74R6 2041-03-01 4.5 N/A 3000.00 115.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373UBT3 2025-08-01 7 N/A 10302.00 0.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CHG2 2047-03-01 4 N/A 4000.00 384.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHYC5 2037-07-01 4 N/A 37000.00 23873.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDZS1 2051-10-01 2.435 N/A 3632137.00 1956798.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4W51 2049-08-01 3.5 N/A 15000.00 1961.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9SF2 2044-04-01 6 N/A 5000.00 2992.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPJU2 2047-06-01 3 N/A 3000.00 2066.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD3L0 2049-01-01 4 N/A 30000.00 5490.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBTH2 2052-05-01 2.5 N/A 14000.00 9653.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM5S1 2052-08-01 3.5 N/A 1000.00 808.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6DV9 2038-03-01 4.5 N/A 15000.00 9835.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5E6 2039-04-01 4.5 N/A 28000.00 21849.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E0YN9 2026-04-01 3.5 N/A 6000.00 32.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HJ2 2039-10-01 4.5 N/A 8653.00 7576.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9AN0 2028-07-01 3.5 N/A 3000.00 120.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNVA8 2052-03-01 3.5 N/A 12289.00 8929.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K3AY8 2050-01-01 4 N/A 59000.00 11437.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137EAEX3 2025-09-23 0.375 N/A 34000.00 33719.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31336CMM2 2035-01-01 6.99 N/A 65685.00 540.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GPLT3 2047-04-01 4 N/A 391100.00 23646.76 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ERGL9 2028-06-07 4.5 N/A 15000.00 15312.83 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 2879.34 2709.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132AEE28 2049-05-01 4.5 N/A 10000.00 973.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AJ4B2 2027-03-12 1.625 N/A 8155000.00 7897041.04 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QASP6 2049-03-01 4.5 N/A 72000.00 7063.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HYA0 2029-10-01 7 N/A 2223974.00 946.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JNL4 2030-06-01 8.5 N/A 1653912.00 1556.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMPL3 2052-09-01 2 N/A 25886.00 17232.98 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128205Y9 2026-11-15 0 N/A 5000.00 4739.51 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH N/A 88059E7Q1 2059-03-15 0 N/A 85000.00 12517.95 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418DJL7 2034-12-01 3.5 N/A 8000.00 1091.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NV77 2028-06-01 5 N/A 2605739.00 7432.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7JU8 2028-05-01 5 N/A 4509915.00 12791.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDZM6 2045-01-01 4 N/A 100000.00 14264.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WTV37 2028-05-01 3 N/A 103000.00 5686.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEDP4 2050-07-01 2.5 N/A 13000.00 7697.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMH4 2035-04-01 3.5 N/A 18000.00 5926.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128X74S0 2038-11-15 0 N/A 8000.00 4131.04 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 48000.00 3852.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128UNCF7 2037-09-01 6.5 N/A 181770.00 482.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5M8 2048-12-01 3.5 N/A 2442.00 218.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUL6 2028-02-01 3 N/A 113000.00 7788.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BMV7 2038-08-01 5.5 N/A 491391.00 8559.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQDG7 2052-09-01 3.5 N/A 31363.00 24250.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKM8 2055-05-01 5 N/A 19948.00 19469.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEG4 2052-08-01 3 N/A 20000.00 14831.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LCQD0 2033-12-01 3.63 N/A 3600000.00 3033511.22 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BG7 2026-02-15 0 N/A 100.00 97.46 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138XMK66 2044-03-01 4.5 N/A 3000.00 37.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FJV5 2026-06-01 7 N/A 10000.00 1.39 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E5Y6 2039-03-15 0 N/A 85000.00 42415.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132XGVJ2 2030-05-01 4.19 N/A 2500000.00 2465535.69 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7C2 2053-03-15 0 N/A 85000.00 17209.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3134A4NM2 2028-07-15 0 N/A 5000.00 4441.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31427NE21 2055-01-01 6 N/A 1024.00 1047.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6KH3 2027-01-01 4.5 N/A 75000.00 111.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6D2 2050-06-01 3 N/A 6000.00 1513.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF4Y4 2052-01-01 3.5 N/A 6000.00 4023.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5BV6 2044-02-01 3.5 N/A 14000.00 1133.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAW61 2044-03-01 7.186 N/A 500000.00 50232.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBQ43 2049-08-01 3.5 N/A 13000.00 1883.13 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 0.13 0.05 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3128MJZN3 2047-02-01 3.5 N/A 12000.00 1673.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312936NA1 2039-10-01 4.5 N/A 27000.00 653.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFV1 2047-01-01 4 N/A 61075.00 8168.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXT71 2027-01-01 3 N/A 41000.00 477.91 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EPWB7 2025-09-15 4.555 N/A 28000.00 28061.33 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31371JSE5 2030-10-01 8.5 N/A 702839.00 653.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339SX42 2049-10-01 4 N/A 3000.00 577.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MFGL6 2028-10-01 4.5 N/A 160859.00 1286.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BEVD2 2052-07-01 3.5 N/A 30667.00 23952.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDNK5 2026-06-01 4.5 N/A 352139.00 62.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L8QB4 2075-05-20 5.785 N/A 12902685.00 13814235.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FML8 2055-06-01 6.5 N/A 2852.00 2959.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407PW20 2035-11-01 5 N/A 278016.00 3012.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRRT2 2053-03-01 5 N/A 8420.00 7246.28 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7S7 2060-03-15 0 N/A 85000.00 12486.50 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418CRD8 2047-11-01 4 N/A 87000.00 10414.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDXK7 2051-08-01 4 N/A 52000.00 23969.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLQ4 2054-06-01 4 N/A 10000.00 8845.21 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ERYC9 2026-06-18 4.51 N/A 33000.00 33086.90 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0 N/A 65515300.00 19171021.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 0.83 0.68 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138XJCE5 2029-01-01 3.5 N/A 747519.00 18300.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NBG9 2027-02-01 5 N/A 1806000.00 4039.37 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059GAZ2 2061-03-15 0 N/A 85000.00 11857.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131X6MN7 2026-03-01 5 N/A 791077.00 1117.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EH3F7 2041-10-01 4 N/A 100000.00 6084.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WK4Q5 2047-06-01 4 N/A 25000.00 1835.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2E9 2047-07-01 4.5 N/A 5000.00 591.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134A3U46 2029-09-15 6.75 N/A 1000.00 1131.16 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.5 N/A 4000.00 2485.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZV7 2051-06-01 2 N/A 11000.00 6645.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KVHD0 2075-05-20 6.667 N/A 697917.00 724456.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGZ7 2051-09-01 3.5 N/A 7000.00 5248.42 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 0.89 0.45 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133KL2T3 2051-05-01 2.5 N/A 16000.00 9435.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CL2 2037-09-01 2.5 N/A 12000.00 8309.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAWG3 2034-07-01 3 N/A 8000.00 2456.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LJWD8 2037-07-01 3.29 N/A 4792659.00 4242899.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JQ91 2044-11-01 3.5 N/A 4050.00 392.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EFH8 2037-07-01 3.5 N/A 19000.00 12075.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVN7 2044-12-01 3.5 N/A 10000.00 845.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CMX9 2047-07-01 4.5 N/A 4000.00 388.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCSE3 2055-06-01 6 N/A 1000.00 1027.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7M44 2059-06-20 5.5 N/A 500000.00 0.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132KFAC6 2030-09-01 2.5 N/A 202543.00 24836.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ6Y1 2049-05-01 3 N/A 19000.00 1791.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FK30 2040-05-01 6 N/A 2000.00 1976.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQPF3 2028-04-01 3 N/A 82000.00 4704.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AYV55 2026-11-01 3.5 N/A 2500000.00 21161.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XQ91 2033-11-01 5.5 N/A 80000.00 478.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2CE0 2051-11-01 2 N/A 23000.00 15635.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5S20 2050-01-01 4 N/A 111000.00 23346.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ABYE3 2041-04-01 4.5 N/A 7999.00 1131.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132VML45 2049-01-01 3 N/A 3000.00 350.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JACX4 2049-02-01 3.5 N/A 7000.00 615.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419BBT1 2041-02-01 4 N/A 56000.00 2860.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC84 2052-02-01 3 N/A 34000.00 22524.72 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 167127.52 144002.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132A9R74 2031-05-01 2.5 N/A 2000.00 244.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WZTZ5 2043-08-01 3.5 N/A 93523.00 22648.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXL9 2045-12-01 4 N/A 12000.00 1226.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVC26 2049-07-01 3.5 N/A 16000.00 2032.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A7QY0 2026-12-01 3.5 N/A 2018000.00 20223.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMKN5 2042-07-01 4 N/A 6000.00 4479.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYZ9 2051-05-01 3 N/A 5000.00 2320.86 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E5Z3 2039-09-15 0 N/A 85000.00 41247.95 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418DTS1 2050-10-01 3 N/A 25000.00 8259.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL2S5 2051-05-01 2.5 N/A 13370.00 7404.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MTN74 2052-06-01 3 N/A 34260.00 24581.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391LH73 2033-01-01 6 N/A 47000.00 712.78 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834K56 2054-02-15 0 N/A 1.00 0.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31371KGQ8 2031-10-01 7 N/A 2336141.00 1130.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YMN21 2045-04-01 2.5 N/A 50000.00 10271.79 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 1.71 1.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3128P7JH7 2028-03-01 5 N/A 3585598.00 10591.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHLC9 2052-03-01 3 N/A 35000.00 24108.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KME84 2051-07-01 2.5 N/A 31000.00 20769.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417JNH9 2039-07-01 4.5 N/A 4000.00 59.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KWKK8 2075-05-20 5.822 N/A 273788.00 290772.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPP9 2040-08-01 4.5 N/A 35000.00 898.89 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6R0 2047-09-15 0 N/A 85000.00 24653.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140Q9H89 2048-07-01 4.5 N/A 4000.00 358.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A6G8 2044-01-01 4.5 N/A 3000.00 288.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A4AW5 2026-01-01 4 N/A 9250962.00 21532.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED98 2037-06-01 2 N/A 21000.00 14190.89 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059GBA6 2061-09-15 0 N/A 85000.00 11547.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128MJXC9 2045-10-01 4.5 N/A 6000.00 869.29 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6A7 2040-03-15 0 N/A 85000.00 39076.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DWHP1 2053-06-01 4 N/A 7000.00 5680.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 6.00 4.84 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QNHY1 2036-12-01 1.5 N/A 31787.00 22165.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J3D4 2031-04-01 7.5 N/A 200000.00 24.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B0TY5 2027-04-09 4.75 N/A 185000.00 189800.29 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XEC77 2051-07-01 3.5 N/A 13900.00 7214.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMJY1 2051-11-01 3 N/A 6000.00 3918.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJLA4 2041-02-01 4 N/A 75000.00 4586.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNQX3 2052-03-01 3 N/A 6250.00 4324.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKG74 2042-08-01 3.5 N/A 130000.00 20609.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPQZ4 2052-07-01 4.5 N/A 18000.00 14349.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6FN5 2038-12-01 5.5 N/A 3000.00 1856.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4V1 2051-09-01 4 N/A 4000.00 2002.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYE4 2046-05-01 4.5 N/A 1000.00 113.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CB4 2037-06-01 3.5 N/A 19000.00 11640.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XPZJ5 2044-03-01 4.5 N/A 8000.00 276.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134A4NV2 2032-07-15 0 N/A 44000.00 32466.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128MAD63 2045-02-01 4 N/A 101000.00 17936.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEC85 2051-10-01 4 N/A 10599.00 5403.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L7L49 2045-12-01 4.5 N/A 92728.00 9422.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KB42 2031-07-01 8.5 N/A 198161.00 412.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CB45 2036-09-01 3.5 N/A 3000.00 505.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7T97 2039-11-01 4 N/A 426000.00 24455.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A1QX5 2037-03-01 6 N/A 110586.00 1050.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQA93 2045-08-01 3.5 N/A 73000.00 12804.04 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 152115600.00 37495278.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3128P7JL8 2028-04-01 5 N/A 5678267.00 16947.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KDN8 2031-09-01 7.5 N/A 195912.00 138.02 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059GBD0 2063-03-15 0 N/A 85000.00 10661.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138EQAG7 2045-08-01 4 N/A 70000.00 6635.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXAW2 2038-07-01 3.5 N/A 5000.00 3800.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GAM5 2037-04-01 7 N/A 350000.00 716.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSN3 2035-09-01 2.5 N/A 3000.00 1041.07 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7M0 2057-09-15 0 N/A 85000.00 13536.25 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138EJK80 2042-05-01 4 N/A 75000.00 4598.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLJY3 2048-08-01 4.5 N/A 8000.00 429.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 2.00 1.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3128P7AM5 2025-08-01 5 N/A 6307307.00 813.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CNY6 2047-08-01 3 N/A 1000.00 174.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E7GR5 2045-11-01 4 N/A 175000.00 18957.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KX33 2038-03-01 3.5 N/A 32332.00 5382.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WJUH2 2046-12-01 3 N/A 54374.00 14335.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ96 2050-07-01 3 N/A 22000.00 6349.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PVM56 2026-06-01 4 N/A 10000.00 64.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A53R1 2026-01-01 3.5 N/A 1000.00 2.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENZL6 2030-01-01 3.5 N/A 2000.00 142.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385G6L8 2055-06-20 5.5 N/A 10000000.00 9627805.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XNQ98 2053-12-01 6.5 N/A 1000.00 804.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5U0 2049-01-01 4.5 N/A 18000.00 1128.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXN9 2048-06-01 4 N/A 2000.00 173.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415YKQ1 2039-06-01 4.5 N/A 225000.00 10429.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413GRK8 2037-08-01 5.85 N/A 3380111.00 23992.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBU6 2051-06-01 2.5 N/A 8000.00 4670.42 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 1.00 0.25 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH N/A 88059E5U4 2037-03-15 0 N/A 85000.00 48066.65 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 2029.00 754.30 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140X6G96 2048-08-01 3 N/A 14000.00 5253.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WPJG0 2028-04-01 2.5 N/A 1000.00 47.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CP57 2047-09-01 3 N/A 1000.00 174.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWM52 2053-04-01 3 N/A 12000.00 9349.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMQT5 2075-03-20 4.196 N/A 621117.00 606590.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHL9 2049-11-01 3 N/A 14000.00 2192.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3135G06G3 2025-11-07 0.5 N/A 3000.00 2962.07 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138Y9SW9 2045-03-01 3.5 N/A 10000.00 897.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CW5X8 2037-12-01 5 N/A 5000.00 3416.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAUD4 2045-12-01 3.5 N/A 67000.00 12487.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQGM2 2052-12-01 5.5 N/A 6000.00 4691.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2NH3 2055-04-01 6.5 N/A 1977.00 2064.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GSM9 2027-06-01 7.5 N/A 41226.00 4.77 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E5X8 2038-09-15 0 N/A 85000.00 43648.35 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140X6NK3 2048-11-01 4 N/A 44000.00 6435.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JXYS6 2062-01-15 5.82 N/A 75000.00 79234.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9BG4 2043-07-01 3 N/A 1000.00 152.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3129304R8 2039-02-01 4.5 N/A 2241109.00 24974.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VBD5 2039-04-01 4.5 N/A 7000.00 148.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7X91 2030-02-01 2.5 N/A 10000.00 994.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWA8 2033-04-01 3.5 N/A 8000.00 921.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRBD8 2052-07-01 4.5 N/A 19000.00 12205.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZH0 2048-08-01 4 N/A 45000.00 3422.18 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 N/A 409900.00 99460.60 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418B6H4 2046-07-01 3.5 N/A 5000.00 616.94 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059GBC2 2062-09-15 0 N/A 85000.00 10950.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138WLCJ0 2047-07-01 4 N/A 25000.00 1961.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E2MD4 2027-01-01 3 N/A 1000.00 12.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FK22 2040-05-01 5.5 N/A 3000.00 2939.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415P3Y2 2034-04-01 5.5 N/A 4000.00 24.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CQC3 2044-09-01 5.5 N/A 4000.00 411.38 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128205B9 2028-05-15 0 N/A 45300.00 40704.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DPPX0 2053-02-01 4 N/A 4000.00 3255.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRT1 2050-08-01 3 N/A 2000.00 595.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDN1 2046-01-01 3.5 N/A 4000.00 441.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGQ44 2052-03-01 3 N/A 9000.00 6389.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSM5 2035-09-01 2 N/A 65000.00 24148.88 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6M1 2045-09-15 0 N/A 85000.00 27403.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128MJ2T6 2047-09-01 4 N/A 1000.00 123.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XYDZ7 2048-04-01 4 N/A 7000.00 1151.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMY54 2042-09-01 4.5 N/A 36565.00 2679.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJ6Y6 2052-04-01 3 N/A 6000.00 4315.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDM34 2026-12-01 4 N/A 80381.00 165.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6FF2 2038-11-01 5.5 N/A 9000.00 5802.97 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 1.00 0.45 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418EN89 2038-02-01 4.5 N/A 6000.00 4049.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6E71 2038-10-01 4 N/A 27657.00 21854.79 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 0.04 0.04 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140B7AW3 2055-04-01 6 N/A 4000.00 4104.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2LG4 2055-06-01 5 N/A 3032.00 2992.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417MJN4 2039-09-01 4.5 N/A 284075.00 17718.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5FM2 2046-08-01 3.5 N/A 204284.00 24658.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCH7 2039-04-01 4.5 N/A 7000.00 96.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADXP8 2048-01-01 3.5 N/A 105000.00 20077.39 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 47.09 35.79 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140X8SZ1 2050-07-01 4 N/A 1000.00 233.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNUS9 2052-04-01 2.5 N/A 2000.00 1270.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L23B7 2051-03-01 2 N/A 18000.00 10311.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0B76 2053-08-01 5.5 N/A 28000.00 23202.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335GLY9 2025-09-01 7 N/A 620000.00 4.45 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 N/A 0.07 0.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138XC3U4 2043-11-01 4.5 N/A 6000.00 1100.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAET0 2027-03-01 3.5 N/A 4000.00 90.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXW9 2033-06-01 3.5 N/A 5000.00 482.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412N6H4 2039-03-01 4.5 N/A 61153.00 1672.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KWKM4 2075-05-20 5.64 N/A 740016.00 787201.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX54 2046-03-01 4 N/A 11000.00 1186.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RCX7 2040-05-01 4.5 N/A 57651.00 4519.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7M48 2050-07-01 4 N/A 52861.00 14060.23 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6Y5 2051-03-15 0 N/A 85000.00 19855.15 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618L4Q49 2075-05-20 6.741 N/A 2480788.00 2616889.61 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6J8 2044-03-15 0 N/A 85000.00 29913.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31426PLS2 2055-06-01 5.5 N/A 8347.00 8395.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRR64 2054-03-01 4.5 N/A 1000.00 919.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDT27 2044-12-01 4 N/A 65000.00 7905.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A8YD2 2041-03-01 4 N/A 125000.00 6990.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7NG4 2030-03-01 4.5 N/A 125748.00 1692.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHLU4 2046-07-01 3 N/A 2000.00 240.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GSUC1 2042-04-01 3.5 N/A 82964.00 10191.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DND7 2034-07-01 6.579 N/A 2605.00 16.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPKL7 2030-04-01 3.5 N/A 18000.00 1415.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVC4 2037-11-01 4.5 N/A 40000.00 24636.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y23P9 2048-10-01 4 N/A 7000.00 501.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31336CLR2 2034-01-01 6.43 N/A 9975.00 67.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XC3V8 2051-02-01 3.5 N/A 35000.00 15488.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WA5S2 2029-02-01 3.5 N/A 3000.00 123.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8SM6 2030-03-01 3 N/A 60000.00 7689.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMK3 2038-01-01 3.5 N/A 16000.00 11034.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JMC5 2030-07-01 7.5 N/A 150215.00 82.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9L86 2050-08-01 4 N/A 14004.00 3446.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6FW5 2039-02-01 5 N/A 27000.00 18777.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXK39 2026-12-01 4 N/A 27988.00 271.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZ37 2047-05-01 3.5 N/A 21000.00 2215.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128CUX35 2031-07-01 5 N/A 514346.00 3830.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A26H8 2050-02-01 3 N/A 38500.00 20907.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERA91 2046-08-01 3 N/A 16737.00 3751.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4UD7 2052-11-01 5 N/A 30892.00 23152.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDM6 2039-10-01 5 N/A 18000.00 15547.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNV1 2040-05-01 4.5 N/A 51000.00 1451.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2H2 2047-08-01 4 N/A 7000.00 796.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFK47 2030-09-01 3 N/A 157008.00 21075.24 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EPH73 2025-12-01 4.555 N/A 27000.00 27115.11 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31371J5X8 2031-04-01 6.5 N/A 500000.00 16.44 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 N/A 1.00 0.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418CUB8 2048-01-01 4 N/A 68000.00 8374.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMX24 2033-07-01 3.5 N/A 21000.00 1902.71 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 67.24 44.40 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418E3J7 2039-03-01 5.5 N/A 5000.00 3409.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFM1 2032-01-01 3 N/A 43000.00 5224.89 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6F6 2042-09-15 0 N/A 85000.00 32704.60 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618KWKA0 2075-04-20 6.721 N/A 616406.00 650607.31 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821JN6 2032-08-15 0 N/A 393000.00 294368.40 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132D6C99 2037-12-01 3.5 N/A 18000.00 11921.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CND2 2047-08-01 3.5 N/A 4000.00 459.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELN8 2037-12-01 3.5 N/A 27000.00 18137.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NYW3 2055-04-01 6 N/A 1000.00 1028.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRER2 2052-01-01 2.5 N/A 10000.00 7748.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F12H4 2031-07-01 2.5 N/A 15000.00 1844.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPJL3 2052-08-01 4 N/A 14000.00 10860.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKQM0 2047-04-01 4.5 N/A 8000.00 874.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KJLS9 2075-03-20 6.879 N/A 2473305.00 2616189.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUD4 2038-02-01 3 N/A 11000.00 1775.62 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EP5N1 2026-03-18 4.505 N/A 15000.00 15032.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132A5F67 2046-11-01 3.5 N/A 124844.00 16924.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JMBL5 2049-02-01 4.5 N/A 39188.00 9434.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR97 2047-12-01 4 N/A 6000.00 769.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HFZ6 2029-01-01 6.5 N/A 270000.00 529.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJCT5 2035-09-01 6 N/A 40000.00 621.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FC96 2054-10-01 4.5 N/A 1000.00 922.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M8RR7 2041-06-01 5 N/A 200000.00 11310.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FNS7 2026-10-01 7.5 N/A 150000.00 8.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9GC3 2033-01-01 2.5 N/A 5000.00 1541.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AGFP5 2026-06-12 2.5 N/A 20000.00 19736.80 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140J5FG9 2047-02-01 4 N/A 18000.00 2380.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CNV4 2037-08-01 5.5 N/A 32000.00 1153.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J9P67 2061-11-15 5.62 N/A 594091.00 616668.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417C3C7 2027-09-01 2.5 N/A 47000.00 1360.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETFN1 2031-03-01 3.5 N/A 3000.00 362.44 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 3.00 1.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN N/A 3130AWBZ2 2027-06-11 4.125 N/A 44275000.00 44648994.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132E0A85 2052-07-01 3 N/A 1000.00 756.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB28 2051-07-01 3 N/A 1000.00 530.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQF69 2052-03-01 2 N/A 29000.00 21434.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTRM4 2052-02-01 2 N/A 21000.00 15757.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AXS74 2025-11-14 4.555 N/A 30000.00 30192.19 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31419KWJ0 2040-12-01 4 N/A 65000.00 6196.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AUQ92 2051-10-01 4 N/A 34000.00 22981.46 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059GBJ7 2065-09-15 0 N/A 85000.00 9512.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128MJ6Z8 2049-06-01 3 N/A 2000.00 210.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DBA9 2034-04-01 3.5 N/A 8000.00 635.65 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 31331VLB0 2026-04-21 5.22 N/A 25000.00 25456.38 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138XTAS4 2044-06-01 4 N/A 3000.00 398.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGFZ6 2049-07-01 4.5 N/A 40000.00 7269.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176JS27 2063-04-20 4.015 N/A 590000.00 17647.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J2TH9 2030-12-01 1.32 N/A 27882812.00 24054009.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUS7 2038-07-01 4.5 N/A 23000.00 15804.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJJA7 2046-11-01 3 N/A 115000.00 14797.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XPFE3 2043-11-01 3.5 N/A 100000.00 11388.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335PNP6 2039-02-20 7 N/A 202033.00 21528.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LWA85 2051-09-01 2 N/A 45000.00 24725.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D7G1 2051-12-01 3 N/A 23000.00 14106.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJCN0 2042-03-01 3.5 N/A 320000.00 22963.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHUZ0 2052-03-01 3 N/A 28738.00 20093.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZ43 2052-10-01 4.5 N/A 4100.00 3288.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQLJ3 2047-04-01 4 N/A 31111.00 23855.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6K6 2050-07-01 3 N/A 4000.00 1110.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXHP0 2041-06-01 4 N/A 100000.00 24285.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MNY9 2025-12-01 6.5 N/A 1348154.00 1129.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B83M1 2055-04-01 6.5 N/A 1000.00 1038.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BZD1 2046-02-01 4 N/A 2000.00 214.05 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6S8 2048-03-15 0 N/A 85000.00 22878.60 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31371K6B2 2033-06-01 5 N/A 11000.00 75.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GF2H9 2041-08-01 4.5 N/A 8000.00 238.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2BM0 2040-12-01 4 N/A 209000.00 21139.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189EWS1 2065-09-20 4.557 N/A 1420000.00 177954.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128ME4Z1 2030-07-01 3.5 N/A 2000.00 150.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4Y3 2048-09-01 5 N/A 75000.00 7956.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BXB7 2035-11-01 3.5 N/A 3000.00 341.69 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059GBE8 2063-09-15 0 N/A 85000.00 10369.15 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QMZW7 2052-01-01 3 N/A 20000.00 14241.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GZQ9 2038-01-01 6.5 N/A 63875.00 449.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JEN5 2055-04-01 6 N/A 1000.00 1018.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AP3K8 2055-04-01 6.5 N/A 2000.00 2083.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGN6 2049-10-01 4 N/A 13000.00 1831.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 0.88 0.65 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31346Y6S7 2049-12-01 3 N/A 17000.00 3424.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134HBRP8 2027-05-14 4.6 N/A 1728000.00 1737818.11 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XD3X2 2051-11-01 2 N/A 10000.00 6336.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AU7D3 2041-10-01 4 N/A 1000.00 39.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418UEE0 2040-06-01 4.5 N/A 18000.00 399.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEH6 2039-11-01 5 N/A 13000.00 11628.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CDH4 2031-11-01 2.5 N/A 2000.00 300.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4KW8 2044-10-01 4 N/A 5000.00 445.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A8GJ9 2026-03-01 3.5 N/A 14384.00 61.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGMZ4 2046-02-01 4 N/A 2000.00 194.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JKKX3 2048-11-01 4 N/A 5000.00 615.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWN82 2055-03-01 5.5 N/A 9129.00 8903.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A8RD0 2041-03-01 4 N/A 300000.00 17349.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CP99 2047-10-01 3 N/A 3000.00 475.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAL6 2034-03-01 3.5 N/A 5000.00 403.97 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 0.02 0.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418CS54 2048-01-01 4 N/A 77000.00 10073.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HMRT3 2048-10-01 4.5 N/A 21000.00 5194.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335PKF1 2027-10-20 6.2 N/A 4991605.00 11353.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335APZ5 2046-03-01 3.5 N/A 68000.00 13392.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q75V5 2047-12-01 3.5 N/A 17000.00 2516.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4X43 2049-02-01 4 N/A 71000.00 6337.33 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0 N/A 1.00 0.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418EZ94 2039-02-01 5.5 N/A 15000.00 10164.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGEJ3 2049-07-01 4 N/A 35000.00 6624.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXJZ6 2039-05-01 6 N/A 1000.00 812.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMQ0 2053-01-01 4 N/A 10000.00 7989.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMC4 2054-08-01 6.5 N/A 30000000.00 24426132.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FL47 2040-06-01 5.5 N/A 5000.00 5052.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JTJ3 2030-10-01 8 N/A 275000.00 2140.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XLPA4 2029-03-01 3.5 N/A 5000.00 221.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A1B34 2041-02-01 4.5 N/A 40000.00 1558.54 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EPZV0 2025-10-27 4.56 N/A 11000.00 11090.46 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH N/A 88059E6L3 2045-03-15 0 N/A 85000.00 28210.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128MJ4R8 2048-08-01 4 N/A 62000.00 4656.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CF5 2037-08-01 3.5 N/A 2000.00 1290.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335AGJ1 2044-12-01 4.5 N/A 8000.00 617.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HSKB6 2034-02-01 3.96 N/A 3562190.00 3407448.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJNA6 2052-08-01 2 N/A 31304.00 21141.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134HBWA5 2030-06-17 4.86 N/A 22000.00 22038.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132WPRL3 2047-07-01 3.5 N/A 1000.00 121.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ARK7 2026-12-01 3 N/A 1674000.00 20159.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130B27M1 2026-02-02 4.49 N/A 10000.00 10076.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140J5EJ4 2032-02-01 2.5 N/A 9000.00 1613.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BTJ5 2045-08-01 3.5 N/A 1000.00 116.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQAF9 2029-12-01 3.5 N/A 55000.00 3345.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHBW1 2046-05-01 4.5 N/A 1000.00 38.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELE74 2027-03-01 5 N/A 16034511.00 6215.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRRT4 2044-10-01 5.5 N/A 1000.00 935.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GJ6 2042-05-15 0 N/A 16000.00 7039.63 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31410LUP5 2032-08-01 3 N/A 145000.00 24293.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M5SV5 2044-03-01 4.5 N/A 19000.00 1301.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5E43 2046-03-01 3.5 N/A 28000.00 2994.53 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059GBB4 2062-03-15 0 N/A 85000.00 11250.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.5 N/A 17000.00 6127.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6PV1 2043-10-01 3 N/A 1000.00 188.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134HBDH1 2028-03-13 4.7 N/A 759000.00 769587.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DWB51 2051-08-01 2 N/A 4000.00 2480.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJS84 2043-08-01 4 N/A 1000.00 69.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AXQ43 2025-09-02 4.55 N/A 10000.00 10036.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31335PMU6 2039-01-15 7 N/A 1128123.00 16784.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERB90 2031-02-01 3.5 N/A 83000.00 9973.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3135G0Q22 2026-09-24 1.875 N/A 15000.00 14690.25 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140X4F84 2049-05-01 4 N/A 7000.00 1168.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEV0 2049-08-01 4.5 N/A 36000.00 3561.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMF26 2049-12-01 3 N/A 50000.00 17681.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMRK3 2075-04-20 7.566 N/A 521167.00 527141.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MEA43 2029-12-01 3.5 N/A 3000.00 183.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZY1 2051-06-01 3.5 N/A 35000.00 13885.78 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HH9 2055-02-15 0 N/A 52320600.00 12482596.43 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140GQC79 2047-11-01 3.5 N/A 50000.00 17246.03 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128203W5 2027-11-15 0 N/A 29000.00 26541.18 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138Y3ND9 2029-11-01 3.5 N/A 4000.00 369.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6G6 2046-06-01 3 N/A 4000.00 607.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L5ST1 2043-10-01 4.5 N/A 3000.00 465.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EW4R3 2031-11-01 2.5 N/A 52936.00 10134.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKK79 2032-03-01 2.5 N/A 83605.00 17682.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CRC0 2047-11-01 3.5 N/A 114000.00 15129.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5WH6 2055-04-01 5 N/A 2000.00 1971.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JRB2 2030-09-01 8.5 N/A 4042756.00 2300.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AKYH3 2027-02-10 0.83 N/A 120000.00 114603.81 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138WGHT4 2046-01-01 3.5 N/A 100000.00 21560.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334XJS9 2049-07-01 4 N/A 9000.00 1143.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2S8 2047-10-01 3.5 N/A 12000.00 1515.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZB9 2046-12-01 3 N/A 31000.00 5602.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHTC3 2052-03-01 3 N/A 34000.00 20839.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132JPQR6 2043-10-01 3.5 N/A 48146.00 12602.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297K4B4 2059-07-20 5.46 N/A 400000.00 837.61 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EMNM0 2036-01-25 1.84 N/A 3000.00 2249.11 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418BLH7 2044-11-01 4 N/A 25000.00 3091.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FL39 2040-06-01 5 N/A 1000.00 998.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JFY5 2030-03-01 7.5 N/A 88000.00 64.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YUFX4 2030-08-01 3.5 N/A 2000.00 232.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PWJH2 2026-09-01 3.5 N/A 6000.00 23.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335PHC2 2030-11-15 8 N/A 2800000.00 7961.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMUS0 2031-03-01 3 N/A 15000.00 1593.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3C6 2048-10-01 3.5 N/A 2000.00 173.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WD6X4 2030-02-01 2.5 N/A 4000.00 345.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEAT3 2048-11-01 4.5 N/A 31000.00 4066.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AXU63 2026-11-17 4.625 N/A 10000.00 10140.44 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140Q7H59 2032-08-01 3.5 N/A 9000.00 1040.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNWP3 2052-04-01 2.5 N/A 3000.00 2141.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHUW0 2046-08-01 3 N/A 9000.00 1388.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AUP43 2041-10-01 4.5 N/A 10000.00 361.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QED58 2050-07-01 3 N/A 67000.00 18566.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3135G07M9 2027-11-05 4.66 N/A 652373000.00 658612404.10 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138WFG83 2030-08-01 3 N/A 233268.00 20392.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2LH2 2055-06-01 5.5 N/A 2168.00 2174.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HT32 2029-06-01 7 N/A 155737.00 258.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3K9 2049-07-01 4.5 N/A 10000.00 1113.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HDVG6 2050-01-01 3 N/A 43000.00 8782.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.5 N/A 40000.00 4104.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCN1 2051-11-01 2 N/A 1000.00 637.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6DG2 2038-01-01 3.5 N/A 17000.00 11759.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D53P5 2034-09-01 3 N/A 30000.00 4067.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFZG4 2030-11-01 2.5 N/A 150335.00 17336.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLH5 2047-06-01 4 N/A 11000.00 1168.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDN26 2053-09-01 5.5 N/A 27968.00 21373.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0SK9 2053-10-01 3 N/A 1000.00 794.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6BA7 2036-12-01 2.5 N/A 1000.00 581.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAPT9 2047-05-01 3.5 N/A 14000.00 5346.58 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 3225629.00 923236.31 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138WDT35 2044-12-01 4 N/A 1000.00 95.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LK3U5 2031-03-01 4.99 N/A 8000000.00 8067042.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MAFA2 2045-03-01 3.5 N/A 50000.00 6524.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEJ59 2045-04-01 3.5 N/A 12000.00 2446.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERCJ7 2044-07-01 5 N/A 91715.00 17772.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DEU2 2049-08-01 4 N/A 25000.00 2704.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQQS5 2049-07-01 4 N/A 7000.00 1163.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5V2 2034-01-01 3.5 N/A 21000.00 1720.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN3Q0 2028-06-01 3.5 N/A 65000.00 1089.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBR69 2051-06-01 3.5 N/A 31621.00 14915.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CEF7 2046-12-01 3 N/A 1000.00 189.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCWF1 2051-09-01 2.5 N/A 4000.00 2626.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCZ3 2049-06-01 4 N/A 64000.00 6013.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENQ69 2042-01-01 4.5 N/A 15000.00 1111.69 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7K4 2056-09-15 0 N/A 85000.00 14263.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618L3T97 2075-04-20 7.749 N/A 591318.00 602792.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417CGZ2 2042-07-01 3.5 N/A 45000.00 4064.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9EB7 2033-03-01 3 N/A 20000.00 6480.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4TF3 2049-09-01 3.5 N/A 1000.00 150.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ6T4 2031-02-01 3.5 N/A 9000.00 155.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NT33 2052-08-01 4.5 N/A 43570.00 42348.36 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ENPF1 2042-02-24 3.44 N/A 1000.00 786.11 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418DHM7 2049-11-01 3.5 N/A 10000.00 1281.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJC3 2049-07-01 3.5 N/A 100000.00 20788.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9T86 2048-09-01 4 N/A 159000.00 11203.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNZZ0 2052-07-01 3 N/A 3000.00 2344.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FF85 2040-01-01 5 N/A 20000.00 18341.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP6D1 2041-01-01 4 N/A 155386.00 10663.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132KFAE2 2030-07-01 2.5 N/A 17989.00 1692.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J7C2 2031-07-01 7.5 N/A 250000.00 396.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MLCK8 2042-12-01 4 N/A 26099.00 5601.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312933AP9 2039-05-01 4 N/A 32000.00 313.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JU85 2030-11-01 7.5 N/A 150000.00 51.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134HBTK7 2028-05-23 4.62 N/A 26536000.00 26677267.34 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140MGXX4 2052-03-01 3 N/A 29070.00 21944.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMQZ1 2075-03-20 6.872 N/A 546697.00 577034.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDL5 2045-12-01 4 N/A 4000.00 347.74 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EJCJ6 2027-02-09 3.05 N/A 20000.00 19958.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132D6B90 2037-07-01 3.5 N/A 13000.00 8276.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AX60 2043-09-01 3.5 N/A 38000.00 4100.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVJY4 2031-06-01 5.81 N/A 79400000.00 82625250.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YZV2 2041-05-01 4.5 N/A 5027.00 145.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSXZ0 2052-06-01 3.5 N/A 7100.00 5709.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2LD1 2055-04-01 4.5 N/A 20401.00 19588.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PNA7 2048-10-01 4.5 N/A 51000.00 4548.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403G5H1 2037-06-01 7.395 N/A 9476.00 115.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5X9 2050-05-01 3 N/A 19000.00 4795.75 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 880591DM1 2030-05-01 7.125 N/A 2000.00 2305.28 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XNZ56 2053-10-01 3 N/A 4000.00 3231.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEM0 2034-08-01 3.5 N/A 227000.00 24163.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CGE8 2047-02-01 3.5 N/A 45000.00 6449.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMV3 2033-01-01 4 N/A 80637.00 21026.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHB47 2049-12-01 3 N/A 49000.00 9385.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VZE5 2030-03-01 8 N/A 15372.00 0.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31348S2X1 2027-07-01 7.482 N/A 1593594.00 137.63 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LW8 2025-08-15 0 N/A 0.16 0.16 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138MKRA6 2043-06-01 4 N/A 100000.00 12423.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENSV2 2028-09-01 3.5 N/A 78000.00 481.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5Z3 2049-01-01 4 N/A 53000.00 3620.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294MF97 2026-05-01 3.5 N/A 10000.00 39.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1JJ7 2042-01-01 4 N/A 215000.00 11088.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDMD0 2044-12-01 4 N/A 7000.00 471.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMEZ5 2047-07-01 5 N/A 5000.00 4004.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKQ2 2052-11-01 3 N/A 15000.00 11883.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGK34 2052-02-01 2 N/A 30000.00 19551.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGU98 2052-02-01 3 N/A 3000.00 2141.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y5DV5 2027-06-01 3.5 N/A 65000.00 1130.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4RR2 2044-09-01 4 N/A 3000.00 149.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUV2 2050-10-01 4.5 N/A 1000.00 254.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132JASY2 2043-06-01 4 N/A 100000.00 10087.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3M5 2049-08-01 3 N/A 7000.00 766.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L8RH0 2075-05-20 6.985 N/A 796666.00 831069.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4H5 2049-11-01 3 N/A 10000.00 1632.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX88 2046-04-01 3.5 N/A 3000.00 320.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L8QH3 2047-04-01 4.5 N/A 1000.00 108.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NM3S9 2075-02-20 6.852 N/A 901112.00 953395.86 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7E8 2054-03-15 0 N/A 85000.00 16494.25 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138EQU26 2030-11-01 2.5 N/A 6000.00 692.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HF29 2028-12-01 7 N/A 3750000.00 4054.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132KFAJ1 2030-08-01 3 N/A 61722.00 7154.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJJM6 2052-09-01 5 N/A 30000.00 22999.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EL6A6 2028-06-01 2.5 N/A 463477.00 20314.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EXEX7 2046-09-01 3 N/A 128000.00 23043.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133USKT7 2051-05-25 2.5 N/A 13000.00 10056.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXBT8 2037-02-01 2 N/A 11000.00 7964.91 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6H2 2043-09-15 0 N/A 85000.00 30809.95 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418FA31 2039-07-01 5.5 N/A 1000.00 719.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHD7 2034-11-01 2.5 N/A 133000.00 22424.33 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7L2 2057-03-15 0 N/A 73000.00 11934.77 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CDL5 2046-11-01 3 N/A 3000.00 531.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7MD6 2048-11-01 4.5 N/A 28000.00 2435.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGNL7 2051-01-01 2 N/A 37000.00 20514.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HSB67 2031-01-01 3.98 N/A 10000000.00 9866411.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426LQB3 2055-04-01 6.5 N/A 13038.00 13509.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0XR2 2032-09-01 7 N/A 9000000.00 17069.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WA7E1 2044-02-01 4.5 N/A 1000.00 36.18 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0 N/A 76115900.00 22345116.42 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31371JFX7 2030-03-01 7 N/A 12000.00 2.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XPFD5 2043-11-01 3.5 N/A 100000.00 7196.65 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 26922000.00 7724164.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138XY7E8 2044-07-01 4.5 N/A 9000.00 1257.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EM6F3 2044-05-01 4.5 N/A 6000.00 239.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJC97 2031-10-01 2.5 N/A 132040.00 19530.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJY61 2046-11-01 3 N/A 5000.00 838.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AHY7 2042-07-01 4 N/A 155000.00 15195.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CV27 2048-04-01 3.5 N/A 7000.00 913.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CA6 2037-05-01 3.5 N/A 30000.00 18202.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJY20 2046-10-01 4 N/A 185000.00 24831.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4C6 2049-10-01 4.5 N/A 30000.00 3954.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419CAG8 2025-10-01 3.5 N/A 15051000.00 13720.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HXG53 2030-01-01 5.106 N/A 29228489.00 27994446.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVR8 2045-01-01 3.5 N/A 34000.00 2990.69 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0 N/A 0.34 0.32 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31307YPC8 2034-03-01 3.5 N/A 19000.00 1795.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5QF7 2055-04-01 6 N/A 3000.00 3070.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335A5Q7 2045-12-01 4.5 N/A 2000.00 304.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPD4 2053-05-01 2.5 N/A 30156.00 22088.68 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059GBG3 2064-09-15 0 N/A 85000.00 9916.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3134GXR63 2025-08-28 4.05 N/A 40000.00 40515.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418CCH5 2046-10-01 3 N/A 89000.00 14857.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NSB5 2047-06-01 3.5 N/A 151020.00 12962.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WRJU5 2043-06-01 4 N/A 100000.00 13784.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBF8 2049-04-01 3.5 N/A 172000.00 13273.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5JW6 2048-07-01 3.5 N/A 20000.00 1472.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4X5 2048-09-01 4.5 N/A 21000.00 1792.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7FZ6 2041-02-01 4.5 N/A 153000.00 5217.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXW5 2046-02-01 3 N/A 5000.00 720.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5T3 2049-01-01 4 N/A 4000.00 262.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KLJ73 2075-04-20 7.427 N/A 1553709.00 1628221.42 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6K5 2044-09-15 0 N/A 85000.00 29045.35 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XBTB6 2034-10-01 3.5 N/A 33000.00 12264.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDUY5 2029-12-01 3.5 N/A 2000.00 160.46 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EPL45 2025-08-13 4.53 N/A 29000.00 29175.64 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138ERJD3 2031-08-01 3.5 N/A 9000.00 936.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FPA90 2047-05-01 4.5 N/A 9000.00 1290.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2R0 2054-02-01 4 N/A 8000.00 7060.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AHXV3 2041-06-01 4.5 N/A 16000.00 1041.99 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E5T7 2036-09-15 0 N/A 85000.00 49465.75 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QGEZ6 2050-12-01 2.5 N/A 35602.00 20822.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SUX95 2029-06-01 4 N/A 1000.00 318.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6AK9 2055-04-01 6 N/A 2859.00 2700.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLT7 2050-02-01 3 N/A 14000.00 2463.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5SM2 2032-05-01 2.5 N/A 1000.00 180.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AUDY1 2051-10-01 3 N/A 34468.00 21965.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFAK7 2051-11-01 3.5 N/A 35000.00 21566.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEB96 2049-04-01 4 N/A 17000.00 1272.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBR3 2051-05-01 3 N/A 8999.00 4188.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9Z38 2048-01-01 4 N/A 125000.00 18533.86 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 0.55 0.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821MX0 2031-08-15 0 N/A 42000.00 32964.12 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH N/A 88059E5W0 2038-03-15 0 N/A 85000.00 45186.85 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138EMYK1 2044-04-01 4.5 N/A 83000.00 6190.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y6ND2 2044-12-01 4 N/A 3000.00 368.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945CB2 2041-01-01 4.5 N/A 15000.00 883.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MV87 2036-06-01 5.5 N/A 395000.00 238.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JSLE2 2074-12-20 4.549 N/A 450578.00 453526.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426QUR2 2055-06-01 4.5 N/A 21991.00 21071.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AMUJ2 2041-07-01 4.5 N/A 3000.00 94.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E7F70 2045-11-01 4 N/A 10000.00 581.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMV26 2032-02-01 3 N/A 16000.00 1999.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307W3Y8 2033-11-01 3.5 N/A 9000.00 2186.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JPX6 2030-08-01 8.5 N/A 790739.00 197.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6BS8 2037-04-01 2.5 N/A 9000.00 5611.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ84 2052-10-01 5.5 N/A 13000.00 9525.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDMR1 2026-12-01 4 N/A 146000.00 13.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404RXU6 2034-04-01 5 N/A 1243.00 1.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGQ64 2040-11-01 5 N/A 208709.00 12376.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WALR7 2054-04-01 6 N/A 25092.00 24844.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132KE2B0 2030-03-01 2.5 N/A 172189.00 18182.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4 N/A 60000.00 4545.49 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 25.42 22.57 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138WA5U7 2029-02-01 3.5 N/A 3000.00 126.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7FL8 2035-07-01 3 N/A 75000.00 24900.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEJ2 2039-11-01 5.5 N/A 1000.00 865.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXP4 2048-06-01 4.5 N/A 4000.00 384.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMYG2 2033-10-01 3.5 N/A 5000.00 423.32 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 218.77 140.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 312945ZL5 2041-02-01 4.5 N/A 80000.00 2929.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416NCW0 2039-04-01 4.5 N/A 19000.00 747.33 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059GBH1 2065-03-15 0 N/A 85000.00 9644.10 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138WCAA1 2044-06-01 4 N/A 190000.00 21956.97 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EP5S0 2028-03-20 4.25 N/A 30000.00 30676.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 312945ZD3 2041-02-01 4 N/A 86000.00 3872.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3135G05Q2 2030-08-05 0.875 N/A 3000.00 2595.97 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NDT9 2027-05-01 5.5 N/A 7750000.00 17283.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MNF5 2035-01-01 6.58 N/A 220000.00 8305.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWU4 2048-05-01 4.5 N/A 13000.00 1217.57 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E7H1 2055-09-15 0 N/A 85000.00 15244.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131XXDN8 2047-07-01 3.5 N/A 18000.00 2142.73 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6D1 2041-09-15 0 N/A 83000.00 33921.27 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138A2JF7 2041-01-01 4.5 N/A 169000.00 14560.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376PMW2 2026-07-01 7.265 N/A 7517.00 0.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425U3X1 2054-12-01 4 N/A 4000.00 3679.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLV2 2050-02-01 3.5 N/A 32000.00 4505.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKDV4 2035-05-01 6.736 N/A 304806.00 27432.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUA0 2048-02-01 3.5 N/A 105000.00 13700.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJJ4 2032-04-01 3 N/A 130000.00 16412.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YVG0 2041-07-01 4.5 N/A 33000.00 759.25 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ERCP4 2026-04-24 4.875 N/A 25000.00 25363.69 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132JBDV2 2043-07-01 4 N/A 100000.00 16111.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2X1 2033-10-01 3.5 N/A 59000.00 4634.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVC1 2038-08-01 5 N/A 34000.00 24052.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LKWD1 2030-06-01 4.68 N/A 6887808.00 6975551.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2A1 2048-09-01 4.5 N/A 50000.00 3884.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2B34 2055-06-01 6.5 N/A 1000.00 1043.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3CQ1 2031-08-01 8.5 N/A 1100000.00 49758.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7MA8 2028-10-01 3.5 N/A 4000.00 81.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QWF4 2049-05-01 4 N/A 49000.00 4203.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408HLR4 2035-12-01 7.239 N/A 3700000.00 33866.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRE4 2050-07-01 4 N/A 3000.00 736.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFS80 2045-10-01 4 N/A 10000.00 946.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHFL1 2046-06-01 3 N/A 50709.00 14612.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389MPZ4 2026-12-01 5.105 N/A 30832.00 99.14 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6G4 2043-03-15 0 N/A 85000.00 31742.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN N/A 3130AYPN0 2027-01-15 4.125 N/A 65000.00 66532.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DV4P7 2049-12-01 3 N/A 43000.00 7597.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDFM1 2050-04-01 4 N/A 104000.00 24590.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6V2 2050-08-01 3 N/A 1000.00 294.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AFC24 2041-05-01 4.5 N/A 100000.00 3661.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7E8 2049-02-01 4 N/A 97000.00 5663.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGFA7 2041-05-01 4.5 N/A 47000.00 1895.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335PGM1 2027-10-20 8.5 N/A 1211.00 0.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J6DA2 2031-11-01 2.5 N/A 5000.00 870.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9WZ4 2051-02-01 3 N/A 26000.00 14107.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSY0 2029-12-01 3 N/A 120000.00 7919.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y6LF4 2032-10-01 3.5 N/A 150000.00 10513.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31369YSA4 2031-02-01 5.498 N/A 48951000.00 48213.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB92 2049-05-01 3.5 N/A 12000.00 906.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZM5 2047-02-01 3 N/A 9000.00 1884.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAQ5 2049-03-01 3.5 N/A 233000.00 17502.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XDSQ4 2028-12-01 3.5 N/A 29000.00 1353.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MTCY2 2037-06-01 5.5 N/A 180000.00 326.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKGS8 2027-08-01 3 N/A 1437881.00 20386.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENY60 2029-03-01 4.5 N/A 100000.00 235.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPN6 2035-05-01 3.5 N/A 3000.00 664.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9CM5 2050-03-01 4.5 N/A 60000.00 16584.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAK3 2043-11-01 4.5 N/A 1000.00 72.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335GMB8 2025-10-01 6.5 N/A 8000.00 0.12 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6P4 2046-09-15 0 N/A 85000.00 26110.30 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140X9FP5 2036-01-01 2 N/A 25000.00 13192.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJW55 2045-09-01 3.5 N/A 30000.00 2835.51 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 2.00 1.34 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B N/A 3133ERDR9 2027-05-03 4.595 N/A 68702000.00 69306310.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138WKRL1 2047-04-01 4.5 N/A 5000.00 480.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNN36 2052-05-01 3 N/A 2000.00 1426.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417MVL4 2039-10-01 5 N/A 240000.00 17091.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EW4N2 2031-11-01 2.5 N/A 26060.00 5217.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFEW2 2030-08-01 2.5 N/A 124581.00 14628.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2Z2 2047-12-01 3 N/A 26000.00 3912.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLPT8 2051-03-01 3 N/A 29000.00 16830.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1AB9 2052-10-01 2 N/A 2000.00 1554.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L8U57 2051-05-01 2.5 N/A 9000.00 5364.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HKW7 2029-03-01 6.5 N/A 341419.00 833.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGN34 2036-02-01 3.5 N/A 7000.00 740.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJLQ9 2027-07-01 4 N/A 1520524.00 24886.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPET0 2052-03-01 3 N/A 1000.00 735.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGZA0 2052-04-01 4 N/A 25000.00 18579.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NEU9 2054-11-01 5.5 N/A 1024.00 1014.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEEZ5 2049-05-01 4 N/A 14000.00 1179.26 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH N/A 88059E6B5 2040-09-15 0 N/A 85000.00 38057.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133BFXB1 2052-07-01 4 N/A 19000.00 15159.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5V61 2055-04-01 5.5 N/A 3000.00 3028.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5C45 2044-11-01 3.5 N/A 24000.00 1851.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQG67 2053-05-01 4.5 N/A 9000.00 7761.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMNR2 2075-04-20 5.839 N/A 11407274.00 12313638.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPYT9 2052-09-01 4 N/A 27000.00 21480.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7N74 2055-04-01 6.5 N/A 1000.00 1045.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFHF6 2045-08-01 3.5 N/A 34000.00 4419.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7Y80 2055-04-01 5.5 N/A 2000.00 2021.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPR74 2052-07-01 3 N/A 6000.00 4464.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B1H82 2055-02-01 5 N/A 3000.00 2953.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CHQ0 2047-03-01 4.5 N/A 2000.00 217.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMY49 2034-04-01 3.5 N/A 17000.00 1482.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE33 2052-10-01 3 N/A 19000.00 14257.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329H6J5 2032-11-01 7 N/A 8337979.00 10609.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WXWT0 2043-07-01 4 N/A 100000.00 14720.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134GV6J2 2040-07-13 2.15 N/A 2000.00 1383.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 312945AM0 2041-01-01 4 N/A 40000.00 2274.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEK9 2039-11-01 6 N/A 16000.00 13525.91 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0 N/A 101.46 98.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DQK54 2052-06-01 3 N/A 31000.00 22179.90 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 N/A 1230.00 355.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3128MJYT1 2046-09-01 3 N/A 2000.00 315.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WWA93 2052-05-01 4.1 N/A 2329579.00 1957917.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAYY7 2044-02-01 4.5 N/A 56000.00 3765.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBFK9 2048-05-01 4 N/A 3000.00 309.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3T0 2049-09-01 3 N/A 50000.00 6817.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQF2 2035-06-01 2.5 N/A 9000.00 2680.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KVHC2 2075-05-20 6.552 N/A 495639.00 514517.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMW74 2032-12-01 2.5 N/A 22000.00 3446.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3R9 2048-04-01 3 N/A 2000.00 310.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXK43 2039-07-01 6 N/A 13000.00 9403.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6D31 2038-04-01 4.5 N/A 6000.00 4002.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPP73 2044-08-01 4 N/A 10000.00 1240.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419EZG7 2040-10-01 4.5 N/A 83000.00 3223.40 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 N/A 17146606.00 4865486.63 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31419CJY0 2040-08-01 4.5 N/A 55828.00 4345.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416NEC2 2039-05-01 4.5 N/A 393119.00 20508.15 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 Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.55000040 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Short Rating A-1+ Fitch Long Rating AA+ Moody's Short Rating P-1 Moody's Long Rating Aa1 Fitch Short Rating F1+ Standard & Poor's Long Rating AA+ 2025-07-01 2025-10-27 2025-10-27 N N N 0.0459 140082577.60 140082577.60 0.0005 N N N N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 4.40000000 N/A FOR8UP27PHTHYVLBNG30 0GOL25PT0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR N/A 3133CTNN5 2054-08-01 5.5 N/A 1072156.00 1074648.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XRVV3 2044-12-01 4 N/A 1500000.00 229014.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7HH9 2055-05-01 6 N/A 3381524.00 3464298.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J6RR5 2054-10-20 5 N/A 1724354.00 1426733.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY5F2 2045-05-01 4.5 N/A 841840.00 820818.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L94W0 2040-07-01 5.5 N/A 21796704.00 22461777.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411YUW1 2037-06-01 6 N/A 22878112.00 458795.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUTT4 2055-04-20 6.5 N/A 1464776.00 1527724.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRVH4 2053-08-01 5 N/A 609000.00 548985.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHZJ9 2052-01-01 3.5 N/A 1228880.00 780031.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJSB1 2053-06-01 5 N/A 1011740.00 966696.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y9E98 2064-04-15 2.98 N/A 842472.00 722793.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339U5C0 2049-11-01 3.5 N/A 7549800.00 2806016.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVQ0 2045-01-01 3 N/A 1275000.00 149859.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WVBF0 2033-11-01 4.48 N/A 16966688.00 16578332.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDZ53 2045-02-01 4.5 N/A 8225344.00 1856768.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDML5 2050-05-01 4.5 N/A 9933392.00 3083120.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRPX5 2053-03-01 5 N/A 10000000.00 8517203.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KFCV5 2050-07-01 2.5 N/A 17253664.00 7190481.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CC3F1 2053-08-01 5.5 N/A 2215072.00 1984976.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLR6 2055-06-01 5.5 N/A 336477.00 336013.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FFY8 2055-03-01 6.5 N/A 1740538.00 1816162.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSFL1 2053-09-01 5 N/A 100000.00 90338.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQYZ2 2054-08-01 5.5 N/A 1265350.00 1269324.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLL4 2035-02-01 2.5 N/A 4350000.00 833466.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFKJ4 2045-08-01 3.5 N/A 4201000.00 384186.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXHQ8 2041-08-01 4.5 N/A 1245000.00 354294.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BQ41 2035-04-01 2.5 N/A 3000000.00 444653.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWPS6 2055-05-01 5.5 N/A 150684416.00 149208067.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6U23 2053-07-01 5.5 N/A 6064128.00 5690384.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVF90 2054-09-01 6.5 N/A 12176976.00 11907544.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVA87 2054-08-01 6.5 N/A 20395616.00 19715094.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMT9 2054-05-01 6 N/A 187734272.00 170713203.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ANTU8 2051-07-01 2 N/A 2010910.00 1222308.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNRE5 2051-11-01 2.5 N/A 1096000.00 737474.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHNG3 2046-07-01 3.5 N/A 1500000.00 281114.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381LR38 2065-03-16 3 N/A 102208256.00 86435561.15 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140GUKN6 2032-10-01 3 N/A 2950000.00 510873.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AXY9 2055-02-01 6.5 N/A 18281344.00 17516023.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNBZ4 2052-02-01 3 N/A 810000.00 549042.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4W9 2051-10-01 1.5 N/A 5986232.00 3707108.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2E67 2055-02-01 6 N/A 6780960.00 6954598.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUP59 2054-05-01 6 N/A 1366170.00 1280020.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NES4 2055-03-01 6 N/A 31324704.00 31949594.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9FS5 2048-10-01 4 N/A 1515000.00 371925.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HXUJ2 2054-10-20 5 N/A 2125020.00 2073884.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BLAX5 2052-09-01 5 N/A 2497076.00 1931448.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMHK4 2043-04-01 4 N/A 14734864.00 2802831.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AGQ28 2057-11-15 4.08 N/A 11185400.00 10359441.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLMX1 2051-08-01 2 N/A 500000.00 309920.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNXP3 2052-08-01 3.5 N/A 3300000.00 2275035.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVL78 2052-02-01 3 N/A 229266176.00 147349464.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3J7 2048-02-01 3.5 N/A 5258000.00 635196.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8Z40 2048-05-01 4 N/A 3988248.00 1364336.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVRS5 2054-09-01 6.5 N/A 3293388.00 1950500.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA3J9 2050-06-01 3.5 N/A 1800000.00 810608.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425W2U4 2055-01-01 5.5 N/A 26291840.00 25216211.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WBFK6 2043-07-01 3 N/A 1000000.00 113729.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ARR1 2033-03-01 2.5 N/A 2500000.00 310955.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426G7A7 2055-04-01 5.5 N/A 17120992.00 17145136.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FQH3 2055-03-01 6.5 N/A 15209312.00 15434194.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVA88 2053-02-01 6 N/A 815626.00 811862.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR6Z1 2043-05-01 5.5 N/A 1867932.00 1496546.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C37A8 2053-05-01 5 N/A 1072330.00 1024515.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLVQ9 2053-06-01 5 N/A 7933880.00 6447933.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A33 2054-11-20 5 N/A 966056960.00 933709058.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381MBJ8 2066-06-16 4.5 N/A 6377168.00 5201843.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWBA0 2051-03-01 1.5 N/A 1223678.00 697963.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQU29 2054-06-01 6 N/A 1157702.00 1056308.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VZV5 2050-11-20 4.5 N/A 244426.00 63919.74 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353668.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DDJ8 2049-06-01 3.5 N/A 7278128.00 331414.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNDT7 2049-08-01 4.5 N/A 5178470.00 3281404.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402C5N8 2031-11-01 7.5 N/A 8736448.00 50913.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7CR6 2047-07-01 4 N/A 2565296.00 815482.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQW40 2054-01-01 6 N/A 8513264.00 8094539.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410G3U5 2037-08-01 6 N/A 12314784.00 205897.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QM57 2049-04-01 4 N/A 2900000.00 523057.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ5Y8 2053-08-01 4.5 N/A 738000.00 613246.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPQD4 2054-04-01 6.5 N/A 14853280.00 11978387.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GPW9 2055-04-01 6 N/A 3214636.00 3238829.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQL46 2053-01-01 6 N/A 52703000.00 48675464.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MY62 2050-08-01 3.5 N/A 42369088.00 38619783.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XG4A1 2031-08-01 4.05 N/A 29648000.00 29181118.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUHB6 2045-02-01 4 N/A 13625632.00 12077327.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GT3A2 2055-02-01 6 N/A 40035584.00 40028005.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALAJ2 2054-08-01 5.5 N/A 6313570.00 6215312.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQCC8 2053-05-01 5 N/A 430000.00 358225.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BNZY2 2052-10-01 5 N/A 2499800.00 1812530.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y2B31 2048-07-01 4.5 N/A 4458480.00 255755.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAKK7 2041-03-01 2 N/A 810000.00 494136.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYA2 2043-11-01 5.5 N/A 18500000.00 14985563.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRGK6 2053-08-01 5 N/A 88913.00 81826.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMXN8 2033-04-01 3 N/A 16259000.00 1980538.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHYU6 2053-06-01 5 N/A 4220024.00 2837535.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6PH8 2038-03-01 2.5 N/A 2000000.00 521952.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAH3 2037-02-01 2.5 N/A 73000.00 52257.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRXC6 2052-06-01 3.5 N/A 1025498.00 767643.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNFH1 2051-01-01 3.5 N/A 141631.00 96050.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XREA9 2049-06-01 3.5 N/A 116703040.00 100454064.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNB36 2052-04-01 3.5 N/A 600000.00 405429.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMMP6 2051-11-01 3 N/A 13283776.00 8387951.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAS9 2037-01-01 2 N/A 21209728.00 12879135.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFMJ7 2052-01-01 2.5 N/A 2045000.00 1318273.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426G6J9 2055-03-01 6.5 N/A 1003402.00 1058137.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED72 2052-06-01 3.5 N/A 5244000.00 3908824.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NNYQ2 2053-09-01 5.5 N/A 500000.00 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNG7 2052-12-20 5.5 N/A 5721200.00 4207152.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNSC8 2052-02-01 2.5 N/A 47000.00 29850.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEZY4 2053-04-01 5 N/A 18525664.00 14890412.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHUX4 2053-05-01 5 N/A 632207.00 588593.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D7G1 2051-12-01 3 N/A 3600000.00 2208039.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTJW7 2054-09-01 5.5 N/A 33387120.00 31403930.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CC5R3 2053-09-01 6 N/A 116047.00 101822.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADJC3 2044-02-01 3.5 N/A 3200000.00 539703.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KGQR2 2055-02-20 6 N/A 2156732.00 2099938.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJG81 2053-05-01 5 N/A 8083184.00 6428630.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7CJ0 2055-03-01 5.5 N/A 1049250.00 991511.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGT6 2039-10-01 3.5 N/A 14016544.00 11692844.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM2W4 2051-12-01 2 N/A 84000.00 52147.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUE51 2054-01-01 5.5 N/A 14222560.00 12745731.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38378KYP8 2047-11-16 2.78678 N/A 1000000.00 139523.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NGB58 2053-04-01 5 N/A 7187872.00 5941818.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0SL3 2055-02-01 6.5 N/A 1933276.00 2014901.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425YJQ1 2055-01-01 6 N/A 5174264.00 5347952.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KJR20 2050-08-01 2 N/A 916000.00 460893.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AQ35 2043-03-01 3.5 N/A 7665416.00 1272145.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JLA38 2049-01-01 4 N/A 5045000.00 809379.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B0Y64 2051-12-01 2 N/A 2134220.00 1363733.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP5W3 2042-08-01 5 N/A 1313278.00 1211207.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CLB8 2055-02-01 6.5 N/A 8612752.00 8952594.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXU83 2062-03-01 5 N/A 194256.00 148040.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHYK7 2052-07-01 4 N/A 1845000.00 1407849.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCXQ4 2050-01-01 4.5 N/A 345000.00 55134.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F5RA3 2046-07-01 3 N/A 61440.00 16710.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H5J36 2048-01-01 3.5 N/A 1703036.00 412917.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WKLT3 2047-01-01 3 N/A 1500000.00 432813.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD4Z1 2054-08-01 5.5 N/A 649451.00 632657.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMLG9 2052-08-01 3.5 N/A 4480656.00 3414470.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9A37 2033-05-01 3.5 N/A 1858000.00 221585.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHY58 2053-11-01 6 N/A 1004240.00 645545.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8P82 2036-09-01 2 N/A 480000.00 275224.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JNZE8 2054-11-20 6 N/A 4022712.00 4126842.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC7B6 2050-03-01 5 N/A 2317796.00 1007115.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKXU4 2054-07-01 6 N/A 3607380.00 3188342.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LFA7 2036-06-15 6 N/A 7500000.00 48990.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XFE55 2035-12-01 3.5 N/A 10435008.00 3836003.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ABW7 2032-01-01 4 N/A 25298240.00 1313549.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.5 N/A 21603200.00 17389793.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZD9 2033-08-01 4 N/A 80000000.00 6429329.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSFR4 2054-07-01 6 N/A 863514.00 848277.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTCE7 2053-10-01 6 N/A 35000000.00 30864777.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38376CR92 2039-10-16 5.12624 N/A 100000000.00 1608574.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140MMR75 2052-04-01 3 N/A 3700000.00 2681603.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUG35 2053-11-01 5.5 N/A 27548000.00 24816773.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AAJ7 2031-11-01 4 N/A 24692864.00 1278225.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCQ8 2039-09-01 6.5 N/A 435751.00 302153.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQQD1 2052-02-01 3 N/A 8540528.00 6268935.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUB30 2049-04-01 3.5 N/A 113209472.00 96574081.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMMY8 2052-09-01 5 N/A 7143872.00 6481798.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FZR1 2055-03-01 6.5 N/A 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N/A 100000.00 92511.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307DEW2 2028-07-01 2.5 N/A 25000240.00 1131842.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B7F7 2031-06-01 3 N/A 344601.00 41889.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNAC8 2043-11-01 5 N/A 4594000.00 3611489.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUFS1 2053-01-01 5.5 N/A 1814830.00 1127475.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F7QA0 2046-06-01 4 N/A 1600000.00 139821.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NE4M4 2053-05-01 5 N/A 3170000.00 2648609.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMJ69 2054-08-01 5.5 N/A 1287280.00 1283410.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV3B8 2055-01-01 5.5 N/A 1200000.00 1178537.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NG7B0 2053-04-01 5 N/A 9476450.00 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617GRC41 2048-08-15 4 N/A 5000944.00 3036783.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BCN86 2052-06-01 4.5 N/A 2784250.00 2554192.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XDCC5 2029-12-01 4 N/A 16272800.00 16105019.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNSA3 2053-10-01 5 N/A 41766848.00 38656726.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381LRJ3 2065-03-16 3.5 N/A 3650188.00 2517014.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31334YEE3 2049-08-01 4.5 N/A 2096848.00 691081.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CT4Y2 2054-09-01 5.5 N/A 43660.00 42385.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQFR1 2052-09-01 4.5 N/A 157700.00 123975.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCLM8 2051-08-01 2 N/A 181000.00 112857.55 Agency 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRXG3 2053-04-01 5.5 N/A 28200000.00 23789704.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6U32 2055-06-01 6.5 N/A 31647468.00 32279109.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN6N4 2054-10-01 5.5 N/A 2516270.00 2507398.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRBF3 2054-03-25 5.65517 N/A 1192696.00 837096.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140KQVB4 2050-11-01 2 N/A 10849905.00 6013019.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDFQ5 2053-03-01 5.5 N/A 4483288.00 4373730.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANY52 2054-08-01 7 N/A 1061635.00 1120276.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGVU8 2051-01-01 2 N/A 142856549.00 74131339.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJEY9 2055-02-25 5.55517 N/A 5469752.00 5333577.76 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QPAQ0 2052-05-01 4 N/A 300000.00 219572.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YT99 2041-07-01 4.5 N/A 30226763.00 3550025.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YP93 2041-06-01 4.5 N/A 41188913.00 3970032.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKU3 2052-11-01 5 N/A 27741336.00 22319671.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCF58 2054-05-01 5.5 N/A 4738697.00 4669294.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4Q34 2052-10-01 5 N/A 2087840.00 1762011.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAQK7 2049-04-01 4 N/A 54646823.00 15284597.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFK99 2050-11-01 2 N/A 6088465.00 3249785.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKMD7 2051-05-01 2.5 N/A 114999076.00 66499844.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBSL3 2049-09-01 3.5 N/A 156687.00 31799.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP5N5 2054-05-01 6 N/A 3520.00 3095.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYZB1 2052-09-01 5 N/A 2073924.00 1575181.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9TW3 2048-09-01 4.5 N/A 1000000.00 222674.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2KP5 2052-09-01 5 N/A 3766564.00 3340085.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACM56 2048-06-01 4.5 N/A 8443159.00 1856229.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B56S9 2031-09-25 2.577 N/A 3000000.00 2414317.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QSZ38 2053-09-01 6.5 N/A 10502134.00 9022522.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9S61 2048-09-01 4.5 N/A 19650000.00 3439019.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFEJ4 2050-10-01 2 N/A 27362618.00 14421266.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4Q26 2052-10-01 5 N/A 2440650.00 2317213.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XULP8 2047-11-01 4 N/A 3928096.00 1650671.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGEH3 2054-05-01 6 N/A 287111.00 290202.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCD60 2049-11-01 3.5 N/A 1774534.00 506287.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUZN9 2054-07-01 6 N/A 40215861.00 37270966.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FEZ98 2047-03-01 4.5 N/A 14204049.00 2478747.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JKK47 2048-11-01 4.5 N/A 5484628.00 1314065.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGKK5 2053-05-01 6.5 N/A 1229179.00 939661.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AFS47 2043-08-25 3.5 N/A 105713.00 12106.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHVQ1 2055-01-25 5.60517 N/A 41988713.00 38044748.03 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QFCB3 2050-10-01 2 N/A 1995556.00 1042829.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8F78 2053-02-01 7.5 N/A 2895054.00 1990751.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFSG5 2050-11-01 2 N/A 6440744.00 3912379.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPW98 2052-06-01 3 N/A 5895412.00 4328486.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CT2J7 2054-09-01 6.5 N/A 1534134.00 1431100.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X45Y8 2049-09-01 3.5 N/A 4000000.00 542818.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4PE1 2052-11-01 5.5 N/A 3132770.00 2160451.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGYC5 2051-02-01 2 N/A 3659426.00 2069369.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXE48 2054-09-01 6.5 N/A 1565951.00 1618284.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQCA1 2052-09-01 5 N/A 6237322.00 4611325.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEJT0 2050-08-01 2.5 N/A 9112207.00 4192362.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTM71 2054-09-01 6.5 N/A 1694851.00 1724696.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4ME4 2052-10-01 5 N/A 4931232.00 3670338.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWVE9 2054-10-01 6 N/A 3476979.00 3527330.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0MQ2 2053-09-01 6 N/A 13533518.00 12404919.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9CH6 2035-12-01 2.5 N/A 2025000.00 996177.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AG4A9 2054-06-01 7 N/A 1145376.00 968032.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4CF6 2053-10-01 7 N/A 1139896.00 603175.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPJ85 2052-07-01 5 N/A 4190250.00 3013322.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1YH0 2052-09-01 5 N/A 1394380.00 1147432.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JASZ2 2049-03-01 4.5 N/A 1057.00 284.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPYV4 2052-09-01 4.5 N/A 17540990.00 13219164.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPY51 2052-09-01 5 N/A 1177641.00 928239.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRT6 2052-07-01 4.5 N/A 144479763.00 109474456.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407Y2V0 2035-12-01 5.5 N/A 1001.00 9.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BDC53 2044-08-15 3 N/A 624981.00 778818.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ARE55 2054-08-01 5.5 N/A 1915632.00 1916968.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3C50 2053-09-01 6.5 N/A 1112965.00 1144508.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N6QC9 2052-12-01 7 N/A 1005097.00 830169.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGQR1 2051-01-01 1.5 N/A 122334720.00 67290809.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGVJ3 2051-01-01 2 N/A 13550393.00 7753838.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUCG9 2054-03-01 6.5 N/A 1000.00 931.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5E62 2047-04-01 4 N/A 23304000.00 4407960.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M5LD9 2042-08-01 3 N/A 1071650.00 133774.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JG6R1 2048-11-01 4.5 N/A 19944688.00 3566194.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A7LF4 2050-07-01 2.5 N/A 222999.00 87253.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WA6R4 2054-03-01 6 N/A 1339913.00 1298670.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N25G2 2052-09-01 5 N/A 313684.00 210998.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQTL3 2053-11-25 6.05517 N/A 6189121.00 3914057.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NECU7 2053-05-01 6 N/A 4106099.00 3828809.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.5 N/A 2000000.00 205226.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KP6K4 2041-02-01 2 N/A 112628.00 65946.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMB59 2054-09-01 5.5 N/A 6014048.00 5961837.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHBA2 2051-02-01 2 N/A 3964485.00 2287431.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMZ5 2055-01-01 5.5 N/A 9958366.00 9784676.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BG3C3 2031-01-25 1.28633 N/A 2997700.00 2565983.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WG5W0 2046-05-01 3.5 N/A 136035961.00 33660572.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QELZ3 2050-08-01 2.5 N/A 30139975.00 13193638.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMCV1 2054-09-01 5.5 N/A 5031717.00 4748917.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQNT5 2054-09-01 5.5 N/A 1265228.00 1260232.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR2G7 2053-05-01 5 N/A 8898912.00 7342120.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMCJ8 2054-09-01 5.5 N/A 1834699.00 1824317.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPYQ2 2049-05-01 4.5 N/A 10161955.00 3347630.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTP31 2054-12-25 5.80517 N/A 76412.00 59683.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3J50 2028-11-25 3.742888 N/A 4055000.00 3495522.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYD58 2052-08-01 5 N/A 2049820.00 1699511.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ECLD9 2046-07-01 3.5 N/A 4575111.00 1395951.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DMK5 2050-03-01 3.5 N/A 2500000.00 369416.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7RD1 2047-10-01 3.5 N/A 799996.00 182556.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y3U53 2048-10-01 4 N/A 9920654.00 1994662.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4W51 2049-08-01 3.5 N/A 1900000.00 248431.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APMA9 2054-09-01 5.5 N/A 1556021.00 1552051.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFV52 2045-10-01 3.5 N/A 4059641.00 1194804.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0GK5 2052-08-01 5 N/A 1395030.00 1317679.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKV40 2053-06-01 4.5 N/A 1241344.00 871834.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B75M9 2029-10-25 2.444 N/A 543048.00 510018.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LXJ97 2052-09-01 4.5 N/A 5050119.00 3874811.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMRF3 2051-12-01 2.5 N/A 44590047.00 27478197.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJT65 2054-07-01 5 N/A 1001543.00 773375.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9HU0 2048-06-01 4 N/A 7831158.00 3412966.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRR0 2052-07-01 4.5 N/A 145416364.00 108412603.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XG2U2 2052-05-01 4 N/A 375000.00 247224.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTBE8 2053-10-01 5.5 N/A 11551600.00 10568933.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9B67 2048-10-01 4.5 N/A 9811000.00 3080263.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1B44 2052-10-01 5 N/A 1397927.00 748592.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVJH6 2049-07-01 3.5 N/A 4879651.00 1736270.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9V57 2048-07-01 4 N/A 20857060.00 6204580.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFH36 2050-10-01 2 N/A 27062404.00 14472008.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQ62 2053-11-01 5 N/A 3508379.00 3155523.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE3T4 2054-06-01 6.5 N/A 733385.00 760103.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346YGE7 2049-11-01 5 N/A 2989837.00 1455702.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWMW3 2053-04-01 5 N/A 4784053.00 3951164.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVN83 2054-08-01 5.5 N/A 1426357.00 1423414.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCPY9 2053-05-01 5.5 N/A 1283758.00 697682.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHM69 2051-03-01 2 N/A 90974.00 52686.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWNB8 2053-04-01 5.5 N/A 4801773.00 4634584.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BQVU0 2053-11-25 5.85517 N/A 20845400.00 12162608.30 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CUUE4 2054-08-01 6 N/A 3429036.00 3460465.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXMD0 2054-02-01 7 N/A 1230145.00 1022782.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381NUP6 2027-07-01 5.939 N/A 3837054.00 2829812.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AWSR6 2051-11-01 3 N/A 1289721.00 733162.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGQ42 2051-01-01 2 N/A 6087552.00 3419401.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGS53 2044-02-01 4 N/A 24417324.00 3866902.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPGD4 2052-05-01 4.5 N/A 5811935.00 4416134.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQGM2 2052-12-01 5.5 N/A 1798405.00 1406099.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BD4D4 2052-06-01 4.5 N/A 996999.00 822546.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF4T3 2050-12-01 2 N/A 9482115.00 5307292.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASS82 2054-10-01 5.5 N/A 1458364.00 1453936.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKC22 2051-04-01 2 N/A 19391449.00 11267065.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2E49 2052-11-01 4.5 N/A 7415507.00 7116713.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ANH7 2042-12-01 4 N/A 11338633.00 1496669.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H62C8 2048-05-25 3 N/A 3697136.00 2384307.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133CLDE3 2054-01-01 7 N/A 6028744.00 3680273.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFTC3 2050-11-01 3 N/A 100550523.00 57321388.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXD25 2056-07-01 4 N/A 70400000.00 23278739.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTT58 2054-01-01 4.5 N/A 3664000.00 3175760.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404VXW3 2034-06-01 6.205 N/A 22319758.00 110656.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J6GR2 2048-09-01 4 N/A 2800000.00 250908.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E6PS5 2045-10-01 4 N/A 4631568.00 1037230.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARE63 2054-08-01 5.5 N/A 1432707.00 1427458.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQQW5 2054-10-01 6 N/A 3563873.00 3631635.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LY6M0 2051-10-01 2 N/A 122905.00 73756.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8P84 2048-09-01 5 N/A 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3140XPBD0 2052-04-01 2 N/A 275000.00 193720.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEH6 2039-11-01 5 N/A 40000.00 35781.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7C43 2055-04-01 6 N/A 2424506.00 2439631.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEMK1 2055-06-01 6 N/A 12358616.00 12736398.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BZ41 2036-03-01 4 N/A 2260000.00 287389.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DBY4 2036-03-01 5 N/A 654250.00 6821.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4VE7 2055-02-01 6 N/A 4805914.00 4636542.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MZM2 2026-10-01 6 N/A 2300000.00 2983.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MG30 2037-08-01 6 N/A 495053.00 12102.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H5GJ4 2038-01-01 3.5 N/A 2490896.00 759155.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCR3 2026-10-01 2 N/A 481135.00 14673.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417LS97 2047-06-01 5 N/A 1963931.00 112860.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSE56 2053-06-01 4 N/A 2000.00 1676.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5PQ4 2055-04-01 5.5 N/A 3999600.00 4001841.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 15000.00 11852.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YYBT5 2054-02-01 5 N/A 2652278.00 2560816.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQSR9 2054-07-01 6.5 N/A 30000000.00 26351688.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9PD9 2048-08-01 5 N/A 230000.00 24848.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416KEG9 2039-01-01 5.5 N/A 33026.00 1035.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HHVR3 2048-07-01 4.5 N/A 486000.00 108294.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRBR1 2042-12-01 3.5 N/A 5502400.00 826006.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDZK5 2036-11-01 2.5 N/A 391289.00 226711.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJYB3 2052-12-01 5.5 N/A 51000.00 37464.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJF8 2052-09-01 5 N/A 486000.00 375377.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6B3 2051-11-01 2 N/A 25000.00 15971.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMUT1 2051-02-01 3 N/A 7126000.00 5475083.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LNPB7 2051-06-01 2.5 N/A 1386000.00 797142.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFMC2 2051-12-01 2 N/A 2792683.00 1944181.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8FF5 2048-04-01 4 N/A 84144.00 16516.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9WC5 2051-01-01 2.5 N/A 3045000.00 1570637.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKFT7 2028-01-01 3.5 N/A 1165000.00 33671.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMM60 2053-08-01 5.5 N/A 1540398.00 1222090.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFAM8 2054-06-01 5.5 N/A 1216227.00 1093446.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVA0 2052-11-01 5.5 N/A 4200000.00 3447218.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KYYH1 2036-01-01 2 N/A 1895000.00 1027160.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ANM5 2040-10-01 4.5 N/A 175000.00 5053.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANRH4 2054-08-01 6 N/A 1553364.00 1524811.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMJY8 2032-10-01 4 N/A 2061527.00 119302.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YRR0 2040-07-01 4.5 N/A 1595288.00 103273.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBZA1 2036-07-01 2 N/A 56947.00 34259.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9DX4 2040-04-01 5 N/A 1786610.00 1792515.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFPJ4 2052-01-01 2.5 N/A 4650000.00 2958188.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFBS7 2050-10-01 2.5 N/A 2959576.00 1602891.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0AD7 2054-09-01 6 N/A 14498567.00 14007334.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFMH5 2055-07-01 6 N/A 1601782.00 1652720.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYHW0 2042-09-01 3.5 N/A 1299056.00 365874.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLV39 2051-09-01 3 N/A 1000.00 768.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YZ92 2035-02-01 4.5 N/A 1000000.00 22444.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPJA6 2052-06-01 4 N/A 29000.00 22428.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ETL4 2053-06-01 4 N/A 7000.00 5842.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVKL7 2044-10-01 6 N/A 5247765.00 5084665.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7DS5 2049-09-01 5.5 N/A 2092774.00 316348.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRLY7 2038-02-01 4.5 N/A 1694000.00 1319170.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QED58 2050-07-01 3 N/A 4000.00 1108.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MDR0 2039-08-01 6.5 N/A 2003334.00 10235.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4Z2 2051-10-01 3 N/A 2000.00 1176.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419CQT3 2040-03-01 4.5 N/A 57990.00 2350.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPN1 2052-06-01 4 N/A 33091476.00 29102492.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BT71 2030-08-01 2.5 N/A 25000.00 1391.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLFV5 2053-05-01 6 N/A 585000.00 471929.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXPH2 2036-09-01 2 N/A 1765985.00 1052988.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBUK2 2049-09-01 4.5 N/A 1780000.00 244166.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUTN6 2054-06-01 4.5 N/A 23000.00 20712.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AB7F6 2039-04-01 6 N/A 510121.00 444087.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSJV8 2037-09-01 3 N/A 3111478.00 2226418.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5F8 2051-11-01 3 N/A 71114241.00 59322878.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCTC6 2040-05-01 5.5 N/A 1496178.00 1523923.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN5R1 2051-12-01 3 N/A 106000.00 83393.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH5W3 2052-02-01 2.5 N/A 350000.00 243526.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAS9 2037-01-01 2 N/A 189924.00 115327.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQZB1 2054-09-01 5.5 N/A 9658000.00 8534970.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6VY8 2040-04-01 6 N/A 1554057.00 1589445.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3N0 2036-08-01 2.5 N/A 32151012.00 18246249.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJPY3 2052-10-01 4.5 N/A 1366000.00 1040204.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJS53 2050-08-01 3.5 N/A 750000.00 529228.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EWR7 2053-09-01 3.5 N/A 4923135.00 4245166.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXDY5 2056-06-01 4.5 N/A 344000.00 75679.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDCD6 2051-10-01 2.5 N/A 235000.00 157409.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AAYW5 2041-03-01 4 N/A 75000.00 3471.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRP58 2054-02-01 4.5 N/A 90000.00 82460.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZ39 2036-06-01 2.5 N/A 4697938.00 2386299.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYG9 2038-11-01 3.5 N/A 3032369.00 2521754.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMSH8 2051-12-01 2.5 N/A 7181000.00 4661812.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCY97 2055-06-01 5.5 N/A 1085351.00 1103560.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8JJ1 2055-04-01 6 N/A 1335732.00 1374306.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3H5 2038-09-01 5 N/A 103000.00 11662.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWYR4 2054-12-01 4.5 N/A 5059949.00 4823377.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0ZB7 2055-02-01 6 N/A 3667940.00 3766297.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBMS2 2050-12-01 4 N/A 2740027.00 618035.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7DN8 2055-02-01 4.5 N/A 3367455.00 3204525.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKH2 2037-11-01 3 N/A 5858419.00 4267852.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388NNV4 2031-09-01 6.5 N/A 1072907.00 43150.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KNLD8 2050-10-01 2 N/A 2500000.00 1386092.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVL8 2052-07-01 3.5 N/A 189000.00 140669.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDM24 2044-12-01 4 N/A 550000.00 39833.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUVF7 2054-11-01 5 N/A 20174906.00 19246898.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARH52 2054-11-01 5.5 N/A 3916542.00 3919791.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLUU0 2037-06-01 2.5 N/A 17494681.00 12447443.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTJD2 2053-11-01 5 N/A 15000.00 13304.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3VV2 2053-10-01 6 N/A 1541317.00 1271821.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVC8 2052-07-01 5.5 N/A 1500000.00 984219.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFKM0 2035-10-01 2.5 N/A 17590000.00 8771082.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2A79 2055-02-01 5.5 N/A 3138496.00 3137852.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8K71 2049-06-01 5 N/A 3368000.00 792064.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KMD3 2038-06-01 6 N/A 2250000.00 121254.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUG34 2054-04-01 5 N/A 1000000.00 895382.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9KZ3 2048-10-01 4.5 N/A 1067000.00 314917.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHEN3 2047-12-01 2.5 N/A 818000.00 537961.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MN6X9 2037-04-01 2 N/A 50000.00 31895.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT5K1 2054-02-01 7.5 N/A 9889366.00 8883809.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEV0 2049-08-01 4.5 N/A 162138.00 16042.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MKAD4 2052-04-01 4 N/A 2600000.00 1687706.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K5N86 2053-06-01 6 N/A 468285.00 432539.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3Q2 2053-09-01 5.5 N/A 1513000.00 1349237.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDCP7 2035-03-01 3.5 N/A 750701.00 173280.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.5 N/A 243000.00 159113.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFQJ7 2055-06-01 6.5 N/A 1358248.00 1415934.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYUE0 2052-09-01 4.5 N/A 36163.00 25619.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6BP4 2040-02-01 5 N/A 2857488.00 2796670.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMXA9 2036-12-01 2.5 N/A 1306047.00 942917.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y9MQ8 2045-01-01 3.5 N/A 925000.00 141655.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWWF2 2040-01-01 5 N/A 1151354.00 1126428.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNC36 2038-11-01 5.5 N/A 41793680.00 31624955.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BFZ4 2034-08-01 4 N/A 25000.00 2627.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKDS6 2053-01-01 5.5 N/A 2550000.00 2041392.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXLW5 2054-12-01 4.5 N/A 5709218.00 5227368.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQLZ6 2052-10-01 5.5 N/A 231546.00 192045.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5T78 2049-12-01 5 N/A 760000.00 114922.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESQ4 2053-04-01 3.5 N/A 16284705.00 13075832.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN4R2 2054-02-01 5 N/A 160000.00 143283.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKQE3 2036-10-01 2 N/A 2250000.00 1585395.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGX9 2055-02-01 5 N/A 73000.00 70326.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CNE0 2047-08-01 4 N/A 323547.00 34881.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMLP0 2053-06-01 6 N/A 600000.00 463704.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BAQ90 2055-05-01 6 N/A 1210277.00 1248763.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBS68 2051-06-01 2.5 N/A 544000.00 360264.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJP51 2042-03-01 4 N/A 200000.00 12428.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMS3 2045-06-01 6 N/A 34727795.00 35631493.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MX4Q4 2052-09-01 4 N/A 2000.00 1562.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKH37 2027-03-01 5 N/A 971822.00 25933.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2VQ4 2055-02-01 5.5 N/A 4159475.00 4199793.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXGC0 2040-07-01 4.5 N/A 270000.00 52007.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LVU3 2037-12-01 3.5 N/A 400000.00 114535.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B62C8 2055-04-01 6 N/A 15161450.00 15195344.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0H84 2055-01-01 5 N/A 3561980.00 3495180.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XABZ4 2050-08-01 4.5 N/A 90000.00 26528.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXP35 2055-02-01 5 N/A 1042478.00 1024874.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3WK4 2040-02-01 5.5 N/A 1050050.00 901755.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCZV4 2053-03-01 5.5 N/A 3272092.00 3179935.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7WZ2 2055-04-01 5 N/A 1235654.00 1213959.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN5W0 2054-02-01 6.5 N/A 1000.00 854.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMM37 2053-08-01 5.5 N/A 17837422.00 15073961.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLH92 2037-06-01 2.5 N/A 1434442.00 1033656.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJS41 2054-07-01 7 N/A 145000.00 117553.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGQ7 2052-07-01 2.5 N/A 1038018.00 746460.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEKB4 2045-04-01 3 N/A 28000.00 3784.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4YC8 2055-03-01 5.5 N/A 1505486.00 1506042.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6XA8 2055-05-01 6 N/A 4435476.00 4562048.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDH7 2044-10-01 5.5 N/A 1550000.00 1363033.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPFJ8 2026-07-01 5 N/A 27655621.00 790.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFM9 2057-01-01 4 N/A 10000000.00 2744688.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSEH0 2053-06-01 6 N/A 3048000.00 2603901.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJKJ1 2047-07-01 5 N/A 211000.00 152791.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4H29 2055-03-01 5.5 N/A 17739905.00 17335759.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419GCH5 2040-10-01 4.5 N/A 90000.00 3451.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9JZ5 2048-06-01 4 N/A 282338.00 75715.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAQH6 2034-02-01 4 N/A 10000.00 1567.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGZ7 2051-09-01 3.5 N/A 6900.00 5173.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413DQQ3 2037-08-01 6.5 N/A 598437.00 1957.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9F95 2055-04-01 6.5 N/A 1966300.00 2044606.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9RY3 2050-05-01 5 N/A 3477118.00 527941.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8S46 2048-06-01 4 N/A 84144.00 14816.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8KT9 2031-08-01 5 N/A 145000.00 528.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KL53 2035-04-01 5.5 N/A 90000.00 1122.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGGP3 2039-07-01 5 N/A 2293379.00 1982285.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7CU3 2040-02-01 4.5 N/A 971944.00 944127.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNAT3 2052-04-01 3 N/A 35928.00 26377.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHBG6 2046-05-01 3 N/A 75328.00 8394.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D5B4 2036-10-01 1.5 N/A 12318343.00 7434279.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPPS0 2052-07-01 4.5 N/A 144450.00 115745.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNGK4 2053-11-01 5.5 N/A 500000.00 435371.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA4W9 2050-01-01 3.5 N/A 5000.00 2051.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1YL1 2055-03-01 5 N/A 89077686.00 88023952.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8F55 2055-04-01 5 N/A 1021822.00 1002535.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGFQ2 2046-01-01 3.5 N/A 486000.00 120956.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MDVZ2 2032-10-01 3.5 N/A 425000.00 55076.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXGS8 2052-08-01 4.5 N/A 60000.00 47711.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMVS0 2051-12-01 3 N/A 280000.00 182715.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7PM9 2055-04-01 6.5 N/A 1455376.00 1531003.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N47L5 2052-10-01 4.5 N/A 912538.00 769579.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XME44 2052-11-01 4.5 N/A 17000.00 14563.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9WT6 2048-10-01 4 N/A 140000.00 24976.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8VK4 2055-05-01 5.5 N/A 8594170.00 8606620.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVV2 2037-02-01 2.5 N/A 890042.00 591169.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPYW1 2052-08-01 3.5 N/A 34000.00 24852.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJE87 2054-11-01 7 N/A 5229440.00 4039782.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPD8 2050-05-01 2.5 N/A 156000.00 47938.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLS4 2055-06-01 6 N/A 1431291.00 1453926.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BLC0 2037-08-01 5.5 N/A 555000.00 7581.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTA74 2053-10-01 5.5 N/A 29699424.00 26021719.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ5K5 2052-01-01 2.5 N/A 582156.00 421193.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJF73 2051-07-01 3.5 N/A 42000.00 28636.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NWC5 2038-05-01 7 N/A 3329000.00 20712.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGP4 2054-09-01 6.5 N/A 182835288.00 156894248.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FML8 2055-06-01 6.5 N/A 10972797.00 11386176.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ5Y5 2038-04-01 3 N/A 1269838.00 932545.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AM6S5 2055-03-01 6 N/A 2292607.00 2365513.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FH75 2035-02-01 4.5 N/A 2292700.00 2187211.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6LP7 2036-03-01 2 N/A 1000000.00 570685.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDR99 2046-11-01 2 N/A 90000.00 58914.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKQX1 2035-05-01 4 N/A 75000.00 46300.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLGU6 2052-06-01 2.5 N/A 56904.00 42707.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6R2 2050-03-01 4.5 N/A 100000.00 33652.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNN26 2051-07-01 4 N/A 590000.00 461539.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEZ41 2055-05-01 5.5 N/A 6843805.00 6902318.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASNW4 2054-10-01 5.5 N/A 143780.00 142660.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3W81 2040-02-01 5.5 N/A 1005320.00 987329.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHY27 2051-01-01 1.5 N/A 2800000.00 1831942.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFM1 2032-01-01 3 N/A 115000.00 13973.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVS6 2038-07-01 3.5 N/A 3473512.00 2769064.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDEK8 2048-06-01 4 N/A 11000.00 5600.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKQK9 2037-01-01 2.5 N/A 210000.00 149443.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAY3 2054-07-01 6.5 N/A 100000.00 81440.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNCM2 2052-02-01 2.5 N/A 1600000.00 1041713.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYY1 2035-02-01 5.5 N/A 248000.00 2279.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3GA4 2055-02-01 5.5 N/A 2220259.00 2219226.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KYEH3 2051-05-01 2 N/A 650259.00 401912.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUSA2 2054-12-01 5 N/A 2027420.00 1821385.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ED64 2052-06-01 3 N/A 2594000.00 1906362.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTXX2 2039-01-01 6.5 N/A 4250841.00 2694729.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B15L6 2055-02-01 5.5 N/A 1596968.00 1527986.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXW78 2039-12-01 5.5 N/A 1898663.00 1843600.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XSC50 2054-10-01 6.5 N/A 68148348.00 66079934.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLE38 2053-05-01 5.5 N/A 200000.00 163601.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EUE21 2046-01-01 3.5 N/A 340000.00 53186.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3DY5 2055-06-01 6 N/A 1208436.00 1242862.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVZ0 2053-07-01 3.5 N/A 4020706.00 3339492.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8PB1 2055-05-01 5.5 N/A 2075041.00 2083466.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJBW2 2037-07-01 2.5 N/A 3000000.00 1869291.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4JG6 2055-03-01 6.5 N/A 1606475.00 1677601.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUNX0 2054-05-01 6.5 N/A 1550316.00 1416140.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7MF3 2050-03-01 5 N/A 2200000.00 395254.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386JCP0 2030-12-01 7.5 N/A 20000000.00 24892.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPP6 2053-02-01 5.5 N/A 164136006.00 149784744.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA2R2 2051-04-01 2 N/A 3731626.00 2390698.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QF4F3 2050-12-01 2.5 N/A 2140000.00 1125926.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2TC8 2055-03-01 6 N/A 2434062.00 2507836.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEL2 2034-08-01 3 N/A 117000.00 12087.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MF4H3 2052-07-01 4.5 N/A 325596.00 245607.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATDU7 2054-11-01 5 N/A 2004438.00 1957135.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KUCJ9 2036-10-01 2 N/A 17057548.00 10878343.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2EZ3 2055-02-01 6 N/A 1374000.00 1414441.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EL5N9 2043-11-01 4 N/A 549000.00 71154.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BA5M4 2055-06-01 5.5 N/A 3396366.00 3407154.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6TD3 2045-10-01 4.5 N/A 1183000.00 390718.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DT82 2036-09-01 6.5 N/A 7465000.00 49112.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDQG8 2055-06-01 6 N/A 2194435.00 2253874.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQAT9 2043-05-01 2.5 N/A 170000.00 33054.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL5P9 2050-07-01 4.5 N/A 1077637.00 790070.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCZ47 2055-06-01 6 N/A 1665403.00 1725802.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFEP2 2052-01-01 2.5 N/A 1470000.00 936113.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLA99 2052-11-01 5.5 N/A 24000.00 18270.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKV51 2054-08-01 6 N/A 1522210.00 1548459.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LWN23 2042-06-01 4 N/A 409001.00 86497.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZ21 2036-06-01 2 N/A 26683000.00 14758862.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403AQX6 2033-10-01 5.5 N/A 1563643.00 51442.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQA93 2054-12-01 5.5 N/A 1105000.00 726539.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE2F5 2054-06-01 5.5 N/A 564506.00 504163.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4F96 2055-03-01 5.5 N/A 1123295.00 1129111.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4XJ4 2055-03-01 5.5 N/A 1792618.00 1775573.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MF4D6 2042-12-01 3.5 N/A 2743591.00 351093.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKUU2 2052-01-01 2.5 N/A 50000.00 36838.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKU5 2050-01-01 3.5 N/A 11000.00 1538.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BE5U8 2055-06-01 6 N/A 4331835.00 4451568.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9JZ9 2050-04-01 5.5 N/A 1243000.00 311766.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVT38 2039-11-01 6 N/A 2717275.00 2409575.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ARZ31 2041-09-01 4.5 N/A 659250.00 47199.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU99 2053-08-01 5.5 N/A 6320476.00 5318795.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPE86 2037-05-01 2 N/A 7024524.00 4552154.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGRK2 2054-07-01 6 N/A 1275281.00 1088046.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJSM1 2054-07-01 6.5 N/A 5779157.00 4839328.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYM6 2053-12-01 5.5 N/A 77688517.00 67935605.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARG53 2054-11-01 4.5 N/A 15214747.00 14149440.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNRP1 2053-06-01 4 N/A 280488.00 245940.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BAMP8 2055-06-01 6 N/A 5995522.00 6182854.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMP59 2052-10-01 4 N/A 565000.00 452079.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLTW6 2036-08-01 1.5 N/A 10000000.00 6142909.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6LX7 2049-08-01 5.5 N/A 2923000.00 770966.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5XU6 2055-05-01 5.5 N/A 4177180.00 4227752.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGGT1 2038-04-01 5.5 N/A 1069491.00 757190.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7LK7 2055-06-01 6.5 N/A 1501547.00 1572965.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET26 2038-06-01 3.5 N/A 1018221.00 795147.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRZU2 2050-04-01 3.5 N/A 9279240.00 8101479.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHGB7 2037-06-01 3 N/A 300000.00 183275.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMQX7 2053-04-01 4.5 N/A 15000.00 12605.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKXC9 2037-05-01 3 N/A 34000.00 23725.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFRG0 2037-02-01 2 N/A 138776.00 96094.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWDA4 2055-04-01 6 N/A 1091262.00 1113084.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EWV8 2038-08-01 3.5 N/A 3931770.00 2935430.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKL7 2052-08-01 3.5 N/A 12059049.00 9618134.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKRQ5 2052-11-01 5 N/A 1300000.00 1030925.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W13B7 2051-08-01 4 N/A 20040057.00 18798242.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HQX9 2029-07-01 6.5 N/A 1673570.00 1437.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSLB5 2053-06-01 4.5 N/A 51000.00 45239.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2S70 2055-03-01 5.5 N/A 3415055.00 3432715.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQTY3 2034-07-01 6 N/A 44781143.00 30050250.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8B69 2046-11-01 4 N/A 3000.00 723.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E6T2 2044-05-01 6.5 N/A 399286.00 250828.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405G3C2 2033-01-01 6.5 N/A 150000.00 589.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BGU4 2044-07-01 4 N/A 350000.00 69179.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSAW4 2053-07-01 6.5 N/A 200000.00 162934.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPC80 2044-05-01 5.5 N/A 400000.00 343687.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9VH5 2039-08-01 3.5 N/A 200000.00 76047.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRBW7 2036-08-01 2 N/A 135000.00 65415.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMRF5 2053-09-01 5.5 N/A 3071520.00 2950129.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391HTS3 2032-10-01 7.5 N/A 1766000.00 19664.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQTF2 2052-11-01 6 N/A 1000000.00 854386.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X16C5 2043-10-01 3 N/A 250000.00 73180.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KXQQ2 2051-04-01 2.5 N/A 252000.00 134206.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ35 2052-10-01 3 N/A 1000.00 765.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9PM5 2055-05-01 5.5 N/A 1758631.00 1765049.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6NG2 2035-04-01 3.5 N/A 3800000.00 829207.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8QG3 2048-03-01 3.5 N/A 396000.00 97784.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ6A6 2038-07-01 3.5 N/A 2173663.00 1636342.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBME7 2051-05-01 3.5 N/A 8000.00 3023.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRQQ1 2052-11-01 5 N/A 51682256.00 48508439.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXP4 2048-06-01 4.5 N/A 70000.00 6720.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRZ2 2052-07-01 5 N/A 2000000.00 1535025.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQSV5 2054-09-01 5 N/A 943279.00 860099.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJYD4 2054-08-01 6 N/A 1697213.00 1302389.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAUJ5 2049-05-01 5 N/A 115000.00 16644.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMQ56 2051-12-01 2.5 N/A 110000.00 72944.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEUH7 2055-04-01 6 N/A 2613831.00 2689251.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL6Z6 2052-05-01 2.5 N/A 59000.00 44396.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPKA4 2052-02-01 2.5 N/A 4258028.00 2919922.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEMU9 2055-06-01 6.5 N/A 1060225.00 1122105.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B22U7 2055-02-01 6 N/A 1233654.00 1272838.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W5HM3 2043-07-01 3.5 N/A 10000000.00 1211618.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGD1 2052-02-01 3.5 N/A 18344063.00 15525935.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUZ1 2038-07-01 4 N/A 945000.00 697086.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFKQ1 2035-10-01 3 N/A 142000.00 64788.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8DH1 2055-06-01 5.5 N/A 22763017.00 22835325.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5AN3 2034-10-01 4 N/A 250000.00 56847.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLVT2 2051-10-01 2.5 N/A 356037.00 258806.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9X71 2048-12-01 5.5 N/A 1870000.00 319776.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDCY0 2051-10-01 2.5 N/A 30000.00 19516.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSPR6 2053-07-01 5 N/A 102000.00 88684.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JNDR8 2049-01-01 4 N/A 315093.00 36017.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKM49 2053-01-01 5 N/A 100000.00 81896.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFU60 2055-07-01 6.5 N/A 1109250.00 1160844.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B83Q2 2055-05-01 6.5 N/A 9192991.00 9146432.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBK25 2051-04-01 2 N/A 477928.00 297841.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B84J7 2055-05-01 5.5 N/A 1375348.00 1381329.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CPE8 2047-09-01 3.5 N/A 140000.00 17575.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411JCL8 2038-04-01 5.5 N/A 85254.00 6777.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMR26 2042-04-01 2 N/A 1000000.00 665684.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N06W0 2037-08-01 3 N/A 1306690.00 787675.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF7M5 2050-12-01 2 N/A 1659000.00 945134.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMYK1 2044-04-01 4.5 N/A 40000.00 2983.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EK7L3 2039-07-01 6 N/A 225000.00 17444.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3NE8 2055-02-01 5.5 N/A 8145189.00 8103745.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XECV4 2036-12-01 2.5 N/A 828965.00 501479.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJXX1 2047-02-01 3 N/A 109000.00 32495.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B26K5 2055-04-01 6 N/A 1022699.00 1058699.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EUZT9 2046-03-01 3 N/A 185000.00 19364.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKQ6 2049-09-01 5 N/A 6000.00 4972.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HFG94 2048-04-01 5 N/A 154953.00 12532.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCH7 2039-04-01 4.5 N/A 158000.00 2175.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NSLH5 2053-11-01 6 N/A 935000.00 939054.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDVG6 2050-06-01 3 N/A 19000.00 6863.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGFH7 2037-04-01 2.5 N/A 500000.00 333779.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EMT4 2053-01-01 5.5 N/A 187735.00 148724.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5NV5 2055-03-01 5.5 N/A 554475.00 554339.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMB0 2055-05-01 7.5 N/A 158993.00 166355.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMQ90 2051-11-01 3.5 N/A 3408382.00 2579959.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMZB7 2052-08-01 4 N/A 680000.00 514425.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VQN7 2037-02-01 5.5 N/A 74000.00 2756.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLZ4 2052-10-01 4.5 N/A 31500.00 24593.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5DK0 2055-03-01 6 N/A 1180209.00 1216765.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JRSJ1 2034-07-01 3 N/A 320000.00 47011.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6V78 2054-05-01 5.5 N/A 28745.00 28378.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QG3D7 2051-02-01 2.5 N/A 38571.00 22193.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANES4 2054-09-01 5.5 N/A 1534975.00 1424919.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF2R1 2037-03-01 2.5 N/A 1044166.00 709094.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EFH8 2037-07-01 3.5 N/A 2076652.00 1319797.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVVC5 2054-12-01 5 N/A 48000.00 46519.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FK97 2035-04-01 6 N/A 6669159.00 6629342.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBHS0 2049-07-01 4.5 N/A 11000.00 2480.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECU2 2037-04-01 2 N/A 10769924.00 6923228.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ3F8 2052-08-01 3.5 N/A 11000.00 8555.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DD74 2049-07-01 3.5 N/A 50000.00 1860.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRBB0 2039-09-01 6 N/A 11938349.00 10962719.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBWY2 2036-05-01 2 N/A 1000000.00 499330.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412FS61 2037-05-01 6 N/A 12575729.00 83692.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B72D4 2055-05-01 5.5 N/A 10179768.00 10202650.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5WZ6 2055-03-01 6 N/A 2240049.00 2309559.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4R8 2054-04-01 5.5 N/A 10793163.00 9573525.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDM9 2042-05-01 2.5 N/A 700000.00 487260.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBZF8 2048-03-01 3 N/A 184411.00 43937.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HPDE4 2049-02-01 3.5 N/A 1536426.00 623329.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCPY8 2036-08-01 2 N/A 50000.00 27872.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWW0 2038-05-01 3.5 N/A 1500000.00 213210.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MLRY8 2053-04-01 4.5 N/A 494909.00 458881.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1D46 2053-09-01 5.5 N/A 1470.00 1399.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVTT1 2039-11-01 5.5 N/A 6654041.00 6279495.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEAV8 2052-05-01 3 N/A 31173.00 22692.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEAF2 2053-03-01 6 N/A 46000.00 32323.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAWG3 2034-07-01 3 N/A 690000.00 211845.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402M4S6 2033-08-01 4.5 N/A 1225000.00 10642.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AP50 2039-10-01 6.5 N/A 2122000.00 35220.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZV7 2051-06-01 2 N/A 8094162.00 4890328.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRSA5 2053-09-01 5.5 N/A 3791.00 3103.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF4Y4 2052-01-01 3.5 N/A 2000.00 1341.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5 N/A 3839000.00 3131650.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGRK2 2046-03-01 3.5 N/A 82000.00 11248.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7M89 2050-05-01 3.5 N/A 81000.00 17924.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFUG4 2052-02-01 2.5 N/A 16136593.00 10375415.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLX45 2053-07-01 5.5 N/A 160000.00 132120.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8L21 2035-12-01 2 N/A 240000.00 117458.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NJ63 2027-09-01 6 N/A 3136193.00 8633.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBXF2 2036-03-01 3.5 N/A 21000.00 8447.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNM1 2039-06-01 4.5 N/A 32000.00 658.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJEJ8 2027-01-01 4 N/A 545205.00 32724.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X83T2 2050-11-01 2.5 N/A 47231.00 29720.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFHD6 2047-07-01 5 N/A 354000.00 204875.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUD86 2054-03-01 6.5 N/A 100000.00 79680.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9UG4 2048-11-01 4.5 N/A 184000.00 51799.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BBC9 2034-02-01 4.5 N/A 115000.00 12173.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN2J7 2040-03-01 5.5 N/A 3583400.00 361422.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AGP6 2030-03-01 5 N/A 447600.00 3747.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X92S3 2051-03-01 2 N/A 200000.00 102443.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YMB0 2030-03-01 4.5 N/A 3000000.00 49586.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVW59 2054-12-01 5.5 N/A 22279319.00 21292152.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4EX4 2055-02-01 4.5 N/A 2901038.00 2769969.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2A1 2048-09-01 4.5 N/A 13000.00 1010.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2DZ4 2055-02-01 5.5 N/A 9066721.00 8537709.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFFW6 2036-12-01 2 N/A 204982.00 134820.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATLH7 2054-11-01 5 N/A 7454399.00 7271437.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407UM46 2035-09-01 4.5 N/A 4025844.00 22636.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A3KB2 2025-12-01 3.5 N/A 3976458.00 18164.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A12P1 2053-10-01 6.5 N/A 180000.00 133576.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLXS2 2052-07-01 3.5 N/A 4900967.00 3420020.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GVRB3 2047-09-01 4 N/A 1283000.00 214631.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6NB7 2055-04-01 6 N/A 1793247.00 1848891.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8J57 2050-12-01 2 N/A 6000000.00 3685330.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCPF9 2036-09-01 2 N/A 119845.00 67886.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2L5 2051-07-01 2 N/A 3025000.00 1852894.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AURW5 2054-12-01 5.5 N/A 1101415.00 1084924.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQG63 2039-09-01 4.5 N/A 1039508.00 989862.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDJD7 2050-05-01 2.5 N/A 380536.00 226482.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGPU7 2051-11-01 2 N/A 2210787.00 1393135.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEBV9 2055-06-01 5.5 N/A 4016170.00 4058101.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0AF2 2054-11-01 6 N/A 34672800.00 33348183.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCM7 2039-09-01 5 N/A 2760274.00 2208100.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XAZ0 2033-05-01 5.5 N/A 15575000.00 67212.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A94A5 2054-04-01 5.5 N/A 1973445.00 1832762.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JB43 2026-09-01 6 N/A 1100000.00 1647.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7D97 2050-07-01 3 N/A 145000.00 50218.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N9N44 2053-01-01 5 N/A 100000.00 70877.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMBK1 2053-08-01 6 N/A 200000.00 170623.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ECK5 2042-12-01 3 N/A 17000.00 3129.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0ZH1 2040-03-01 6 N/A 436687.00 401810.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUSD6 2054-11-01 5 N/A 1777682.00 1731326.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4XH4 2034-10-01 3.5 N/A 372279.00 65079.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRDB6 2053-01-01 6.5 N/A 2300000.00 1704032.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATZ82 2055-05-01 6.5 N/A 11695639.00 12153622.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7W21 2050-09-01 2.5 N/A 2958500.00 1438536.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31421AGZ0 2039-12-01 4.5 N/A 7023185.00 324127.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X83J4 2050-12-01 1.5 N/A 250000.00 141037.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NZJ7 2048-07-01 5 N/A 569797.00 6293.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EBS8 2052-02-01 2.5 N/A 63000.00 41859.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138APHA9 2041-08-01 4.5 N/A 73404.00 10094.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418V2W1 2040-07-01 4.5 N/A 3927863.00 59975.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWX1 2051-12-01 3 N/A 1445000.00 958818.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WPHJ6 2043-04-01 3.5 N/A 56663.00 7881.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1XG3 2055-04-01 5.5 N/A 52962.00 53070.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CP24 2047-09-01 4 N/A 1840000.00 175559.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRMY6 2053-02-01 5.5 N/A 203956.00 181297.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRJR7 2050-04-01 4.5 N/A 1298000.00 1185710.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFKR9 2035-10-01 3 N/A 1000000.00 465129.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9LB9 2040-12-01 3 N/A 136000.00 72676.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLCK2 2053-05-01 6 N/A 340000.00 287132.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCB6 2049-05-01 4.5 N/A 53000.00 6346.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAH3 2037-02-01 2.5 N/A 81985.00 58689.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LNV0 2044-10-01 4.5 N/A 1800000.00 235999.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0J33 2055-01-01 5.5 N/A 511494.00 493736.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL7J1 2053-07-01 5 N/A 1700000.00 1437780.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKP38 2053-03-01 5.5 N/A 225000.00 187454.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFFR1 2055-06-01 6 N/A 4995475.00 5144331.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEZE9 2055-05-01 5.5 N/A 2585390.00 2627364.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSBY0 2052-07-01 4.5 N/A 295000.00 229557.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEUJ3 2055-04-01 5.5 N/A 2529794.00 2369885.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAV2 2052-05-01 2.5 N/A 21000.00 15180.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUXA6 2039-11-01 5 N/A 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NXBP1 2028-01-01 2.5 N/A 100000.00 4548.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGWV2 2041-07-01 4.5 N/A 15081966.00 616787.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418QJK0 2040-04-01 4.5 N/A 28535.00 1380.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLTL2 2052-12-01 5.5 N/A 35000.00 29421.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKR85 2052-03-01 2.5 N/A 4865608.00 3406347.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8WW1 2048-04-01 4.5 N/A 52000.00 8164.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B1H90 2055-02-01 5.5 N/A 1195202.00 1208910.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAH5 2049-02-01 5 N/A 506986.00 23902.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9L73 2054-03-01 7 N/A 1063650.00 1118178.60 Agency Mortgage-Backed Securities 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203.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YHU3 2033-11-15 6 N/A 86000.00 335.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MRS4 2033-07-15 5 N/A 25000.00 286.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DPX1 2036-08-01 6.5 N/A 32000.00 175.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLF7 2031-12-15 6 N/A 25000.00 99.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DGB8 2031-11-15 6.5 N/A 310310.00 669.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXRW2 2036-07-01 5 N/A 1950.00 16.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJEV8 2036-08-01 6.5 N/A 10000.00 83.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGE3 2035-12-20 6 N/A 22000.00 408.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QV75 2032-09-15 6.5 N/A 25000.00 167.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KKS4 2035-02-01 5.5 N/A 32000.00 370.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PQC4 2028-11-15 6 N/A 80000.00 587.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288HEK2 2033-04-01 5.5 N/A 8000.00 17.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389VKJ5 2032-05-01 6 N/A 73000.00 171.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MYH0 2033-10-15 5 N/A 50000.00 600.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLT6 2032-03-01 6 N/A 35399.00 92.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BDN3 2044-04-01 4.5 N/A 4000.00 367.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRE3 2034-04-15 5.5 N/A 25000.00 219.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CPE8 2047-09-01 3.5 N/A 5000.00 627.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JFD6 2032-04-15 7 N/A 125000.00 353.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWW6 2045-08-01 4 N/A 4500.00 400.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945SX7 2041-02-01 4.5 N/A 17000.00 276.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HNB6 2032-01-01 6 N/A 25000.00 48.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410TAH8 2036-08-01 6.5 N/A 20000.00 123.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297GHT0 2034-06-15 4.5 N/A 20000.00 914.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TFM7 2031-09-15 6.5 N/A 50000.00 228.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388WTU0 2031-12-01 7 N/A 51667.00 72.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210CVN0 2029-05-15 6 N/A 52000.00 348.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU24 2044-08-01 4.5 N/A 9500.00 553.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KN31 2032-05-01 6 N/A 35000.00 97.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TP35 2033-03-15 5.5 N/A 60000.00 711.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETFN1 2031-03-01 3.5 N/A 45000.00 5436.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BM88 2026-12-15 7.5 N/A 25000.00 4.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWD9 2033-02-20 4.5 N/A 63000.00 900.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUB5 2032-10-01 6 N/A 72000.00 160.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RP70 2040-04-01 5 N/A 2000.00 66.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4P3 2034-03-20 5.5 N/A 33000.00 468.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SQ26 2046-11-20 5.5 N/A 9000.00 1318.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YYB5 2029-03-15 6 N/A 39000.00 19.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KVJ89 2037-08-01 6 N/A 3334.00 64.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200K3U9 2035-10-15 5 N/A 400000.00 5008.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP86 2037-11-20 5 N/A 49000.00 187.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JLM5 2032-03-15 6.5 N/A 120000.00 80.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FBL1 2037-07-15 6.5 N/A 50000.00 255.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4Y91 2049-09-01 3.5 N/A 2000.00 307.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3C6 2048-10-01 3.5 N/A 4500.00 391.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FAD5 2032-08-15 6.5 N/A 75000.00 135.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NWX9 2038-06-01 5.5 N/A 6000.00 56.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389SU28 2032-02-01 6 N/A 50000.00 80.97 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 1236700.00 1452995.80 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36202C2K8 2028-04-20 7 N/A 45000.00 39.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MK25 2042-07-20 4 N/A 45629.00 1419.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HKA8 2029-09-15 7.5 N/A 77000.00 24.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM57 2031-05-20 6.5 N/A 256500.00 481.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDMD0 2044-12-01 4 N/A 18000.00 1211.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPD5 2037-08-20 7.5 N/A 55000.00 661.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288EWB9 2033-01-01 6 N/A 60000.00 130.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AXR37 2041-11-01 4.5 N/A 1000.00 67.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SRT6 2037-07-15 5.5 N/A 100268.00 252.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RQZ9 2033-07-15 4.5 N/A 25035.00 777.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGNJ8 2043-12-01 4.5 N/A 2000.00 26.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JA53 2027-09-15 7 N/A 25000.00 8.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPW4 2040-08-01 5 N/A 2000.00 55.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FVW2 2037-02-01 5.5 N/A 30762.00 208.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH69 2036-05-20 6.5 N/A 50000.00 800.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WCA7 2032-01-15 6.5 N/A 25000.00 72.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GGU8 2028-01-01 8 N/A 37000.00 18.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXMR8 2036-04-01 6 N/A 15000.00 105.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WKP4 2031-05-01 6 N/A 30000.00 20.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED30 2035-06-20 4.5 N/A 90000.00 2381.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K5J9 2038-10-01 6.5 N/A 9000.00 100.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4GD9 2037-01-01 6 N/A 18000.00 115.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298NAQ8 2031-05-01 5.5 N/A 10000.00 72.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHW4 2030-07-20 7.5 N/A 365000.00 55.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M8CW2 2038-09-01 6.5 N/A 61000.00 904.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FHP4 2040-07-20 5 N/A 125000.00 1922.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379WLZ8 2028-06-01 6 N/A 8000.00 1.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UD78 2037-07-15 6 N/A 50000.00 356.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307EV27 2028-10-01 3.5 N/A 3000.00 256.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178AU96 2042-05-15 4 N/A 20803.00 1469.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJD4 2030-08-20 9 N/A 65000.00 8.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HBL8 2028-07-01 6 N/A 25000.00 10.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MYQ2 2027-10-15 7 N/A 57000.00 41.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MDX3 2037-12-01 6 N/A 42000.00 32.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201F5L7 2032-10-15 6.5 N/A 163000.00 344.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVG0 2029-08-01 6.5 N/A 5000.00 4.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HVQ4 2033-03-01 5 N/A 10000.00 61.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EB99 2035-01-20 5 N/A 182950.00 3069.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400FBV8 2032-09-01 6.5 N/A 55000.00 146.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKT4 2036-07-15 6.5 N/A 59768.00 449.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPB6 2041-01-20 4 N/A 25000.00 347.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291Y2D8 2035-07-15 5.5 N/A 25524.00 182.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W3QL0 2043-02-01 3 N/A 1000.00 213.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTR2 2032-07-20 6 N/A 440600.00 1443.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPM4 2031-09-15 7 N/A 115000.00 168.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZH5 2039-01-20 6 N/A 67000.00 859.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMY2 2037-04-20 5.5 N/A 35000.00 330.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2E9 2028-04-15 7 N/A 97000.00 53.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407MZ40 2035-08-01 5.5 N/A 1219.00 4.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJR3 2030-09-20 7.5 N/A 346000.00 196.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWY1 2042-05-01 3 N/A 3000.00 2132.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VQC1 2029-02-15 6.5 N/A 125000.00 311.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DY21 2033-08-20 5.5 N/A 194000.00 2451.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVT7 2027-05-20 6.5 N/A 125000.00 51.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213YQC9 2032-04-15 6.5 N/A 35000.00 147.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206DP27 2026-03-15 7 N/A 69000.00 27.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2V9 2052-04-20 3 N/A 1000.00 683.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407PU22 2035-10-01 5 N/A 9000.00 71.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DLV9 2036-06-01 6 N/A 8000.00 74.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMU35 2031-05-01 3 N/A 1000.00 106.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312943ZX4 2040-11-01 4 N/A 1034.00 38.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FTF3 2026-05-20 4 N/A 375000.00 1315.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPC1 2026-05-20 8 N/A 290000.00 54.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QJD8 2033-06-15 5.5 N/A 75000.00 583.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DML3 2050-03-01 4 N/A 3000.00 453.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4X9 2048-12-01 4.5 N/A 2000.00 150.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212HFP0 2032-05-15 6.5 N/A 35000.00 59.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VM53 2026-04-15 6.5 N/A 34000.00 7.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411S2T2 2037-03-01 5 N/A 1000.00 18.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXT3 2033-05-20 5.5 N/A 185000.00 1624.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GY34 2034-05-15 5.5 N/A 60110.00 2051.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKZ3 2030-12-20 8 N/A 40000.00 34.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380XCL4 2028-12-01 6 N/A 65000.00 150.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FJJ3 2032-12-15 5 N/A 40044.00 730.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405AU68 2034-06-01 5 N/A 10000.00 48.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJW7 2033-04-15 5 N/A 25000.00 619.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQX4 2026-08-20 8 N/A 489020.00 58.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENN5 2037-06-20 5.5 N/A 25000.00 315.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXQ1 2027-09-20 8.5 N/A 34000.00 4.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MY84 2026-06-20 8 N/A 70000.00 130.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JPV4 2032-09-01 6.5 N/A 100000.00 138.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DXC1 2037-12-15 5 N/A 35249.00 259.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KTZ1 2038-07-15 6 N/A 30000.00 204.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390CPD2 2032-05-01 6.5 N/A 2800.00 32.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206NKL8 2026-04-15 7.5 N/A 25000.00 15.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LCD9 2033-09-01 5 N/A 7334.00 61.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YRC2 2033-11-15 6 N/A 25000.00 285.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FCQ7 2039-11-20 5.5 N/A 20000.00 792.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297KWD0 2029-07-01 8 N/A 100000.00 1219.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408C4D5 2035-12-01 5.5 N/A 13000.00 157.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A93A7 2033-11-20 6.5 N/A 119000.00 5374.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UZX2 2031-04-15 6.5 N/A 150000.00 100.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BM96 2037-08-01 5.5 N/A 15000.00 268.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXK4 2027-09-20 6.5 N/A 100000.00 45.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FXN3 2034-04-15 5 N/A 55003.00 324.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UKJ9 2031-03-15 6.5 N/A 117226.00 243.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QDL0 2039-08-01 4.5 N/A 15000.00 696.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287LR53 2031-12-01 5.5 N/A 34000.00 57.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GYM2 2029-02-01 6 N/A 25000.00 22.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LXN2 2028-04-15 6.5 N/A 35000.00 44.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206SYK4 2026-07-15 8 N/A 25000.00 72.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXB4 2027-08-20 8 N/A 565000.00 254.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASVB2 2041-09-15 4 N/A 305165.00 10661.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RUS4 2026-03-15 7 N/A 60000.00 3.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385H3Q3 2032-01-01 5.5 N/A 40000.00 92.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410F2R5 2037-04-01 5.5 N/A 30000.00 174.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210DJW2 2029-04-15 7 N/A 28000.00 30.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211GZN6 2029-07-15 7 N/A 46666.00 58.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412DLU0 2037-02-01 5.5 N/A 1000.00 3.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGR4 2036-01-20 6 N/A 25000.00 353.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BZB7 2028-07-15 6.5 N/A 25000.00 34.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHLU4 2046-07-01 3 N/A 1000.00 120.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENC9 2037-05-20 6.5 N/A 20000.00 318.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AUT2 2028-11-15 6 N/A 131690.00 49.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UQW9 2040-05-15 4.5 N/A 75000.00 710.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX89 2033-06-20 5.5 N/A 116300.00 1056.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SYQ2 2039-01-15 7 N/A 50000.00 2348.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297NLQ7 2035-01-01 5 N/A 10000.00 65.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PUG6 2036-09-01 6.5 N/A 8000.00 28.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M46Z0 2027-08-01 3 N/A 1000.00 38.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E8QD7 2027-02-01 3 N/A 1000.00 29.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945AM0 2041-01-01 4 N/A 2000.00 113.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTD3 2032-06-20 5.5 N/A 57500.00 357.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KHS9 2032-12-15 6 N/A 34000.00 118.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHN24 2039-05-01 6.5 N/A 51000.00 852.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LQRE6 2027-09-01 3 N/A 1000.00 16.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ASD2 2041-12-01 4 N/A 14999.00 637.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NMQ8 2028-09-20 4 N/A 40000.00 1585.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KFE2 2034-05-15 5 N/A 125150.00 1435.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403BX65 2033-09-01 5.5 N/A 10000.00 133.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EN96 2037-08-20 5.5 N/A 116999.00 1312.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRE4 2050-07-01 4 N/A 1000.00 245.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPT2 2031-09-20 7 N/A 75000.00 125.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WT43 2036-04-01 5.5 N/A 370000.00 2351.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213U3Y4 2037-08-15 6.5 N/A 32085.00 711.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9U62 2033-07-01 3.5 N/A 9000.00 814.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZG9 2033-09-20 5.5 N/A 120328.00 1509.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCB5 2029-06-20 6 N/A 343500.00 815.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.5 N/A 13000.00 7658.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHUW0 2046-08-01 3 N/A 1000.00 154.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291YHE0 2036-06-15 6 N/A 50000.00 632.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WKL9 2033-10-15 5 N/A 31000.00 824.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JMT2 2025-11-01 3.5 N/A 5000.00 4.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XEC0 2028-09-15 6.5 N/A 26000.00 27.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWE7 2033-02-20 5 N/A 406090.00 3171.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5SH4 2038-01-01 6.5 N/A 22000.00 193.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYR8 2027-12-20 6 N/A 55000.00 143.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP80 2026-07-20 7 N/A 352500.00 38.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375BKF3 2026-02-01 7 N/A 3000.00 0.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN3Q0 2028-06-01 3.5 N/A 12000.00 201.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LXP7 2028-04-15 7 N/A 60000.00 88.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5C1 2034-04-20 5 N/A 187918.00 2337.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUW9 2032-10-20 6.5 N/A 25449.00 79.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFS3 2035-10-20 7 N/A 50000.00 3193.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390KRR1 2032-06-01 7.5 N/A 1074.00 2.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJH3 2036-06-20 5.5 N/A 182800.00 1923.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FKX9 2026-07-01 7.5 N/A 12000.00 0.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRH3 2032-01-20 6.5 N/A 30000.00 55.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NZ70 2033-05-15 5.5 N/A 70000.00 1339.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1DH7 2042-01-01 4.5 N/A 2000.00 198.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XXGE0 2027-01-01 3.5 N/A 6000.00 40.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRH6 2032-01-20 6.5 N/A 120000.00 299.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371M6N2 2037-01-01 6 N/A 107000.00 294.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380M6R2 2028-09-01 6.5 N/A 51000.00 80.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZ30 2028-03-20 6 N/A 65000.00 48.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938SY0 2040-01-01 4 N/A 1129.00 43.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ77 2030-10-20 7 N/A 331787.00 285.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388W7A8 2031-12-01 6.5 N/A 36740.00 346.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411AMA0 2036-11-01 6 N/A 25000.00 79.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307GEL9 2029-02-01 3.5 N/A 5000.00 273.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M66H6 2039-01-01 5.5 N/A 5000.00 33.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404BQG0 2034-02-01 6.5 N/A 40000.00 273.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EHV4 2031-08-15 7.5 N/A 261160.00 3780.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406MJA5 2035-05-01 6 N/A 4991.00 10.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JBF0 2030-01-01 8 N/A 7000.00 7.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WLF5 2031-05-01 6.5 N/A 247000.00 135.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391RJ94 2033-01-01 6 N/A 15000.00 157.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403C6L0 2036-02-01 5 N/A 28220.00 285.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MDGL0 2027-09-01 3.5 N/A 5000.00 222.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4H5 2028-03-15 6 N/A 40000.00 85.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KHA2 2031-10-01 8 N/A 170000.00 159.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414C6Y9 2038-04-01 5 N/A 7650.00 74.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VC62 2026-03-15 7 N/A 25025.00 5.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RU84 2033-08-15 5 N/A 55000.00 968.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387FXQ2 2026-10-01 6 N/A 25000.00 48.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HQMW9 2042-12-01 3 N/A 1000.00 197.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUK5 2032-09-20 6.5 N/A 75103.00 257.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BME5 2031-03-15 6 N/A 31000.00 51.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B2E6 2032-10-15 6 N/A 27000.00 43.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADK0 2038-02-01 5.5 N/A 4000.00 75.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGVB7 2036-03-01 5 N/A 3000.00 78.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRJ2 2034-04-15 5 N/A 75101.00 788.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJ70 2031-06-01 6 N/A 36668.00 31.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQQS5 2049-07-01 4 N/A 4000.00 665.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELV9 2037-01-20 5.5 N/A 132336.00 1488.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CW42 2028-05-01 3.5 N/A 5000.00 331.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292JBH2 2034-05-01 5.5 N/A 7000.00 82.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEW5 2035-08-20 6 N/A 78000.00 1566.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QGY5 2033-07-15 5.25 N/A 50000.00 2273.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294YPC2 2037-02-15 6 N/A 50000.00 343.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CSJ6 2031-06-20 4.875 N/A 1000000.00 1555.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GPR2 2026-01-01 8 N/A 320000.00 3.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JLU6 2026-07-15 7.5 N/A 25000.00 3.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SBJ8 2032-01-15 6.5 N/A 38000.00 180.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TBB7 2037-09-01 6 N/A 3000.00 21.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKZ1 2036-10-20 7 N/A 25000.00 270.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXA6 2027-08-20 7.5 N/A 175000.00 40.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294V4Y3 2036-12-15 5.5 N/A 50111.00 208.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3E2 2048-10-01 4.5 N/A 6000.00 513.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLB7 2025-11-20 8 N/A 185000.00 9.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZW4 2033-10-20 4.5 N/A 25000.00 383.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GLDQ4 2041-12-01 3.5 N/A 1000.00 139.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WW87 2037-11-01 5.5 N/A 4500.00 31.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMS7 2031-04-20 7 N/A 36000.00 44.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDP3 2029-09-20 7.5 N/A 227000.00 246.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294ULJ9 2036-09-15 7.5 N/A 48000.00 500.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EG29 2036-02-20 5 N/A 20000.00 271.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403NJH1 2033-12-01 5.5 N/A 15000.00 102.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VQC4 2026-04-15 7 N/A 76389.00 7.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQA2 2031-10-20 6 N/A 811666.00 2303.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKB3 2036-05-15 6.5 N/A 176138.00 1800.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209N2T8 2029-03-15 6 N/A 84000.00 420.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GHK5 2036-07-01 6.5 N/A 49943.00 140.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJLY2 2038-09-01 6.5 N/A 1000.00 47.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288FSS4 2033-01-01 6 N/A 6000.00 22.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207UR26 2027-04-15 7.5 N/A 175000.00 49.80 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 31388KDA7 2031-10-01 6.5 N/A 52000.00 120.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CT94 2027-02-20 7 N/A 453451.00 130.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KV7K5 2037-09-01 6 N/A 70000.00 205.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFN1 2040-04-20 4.5 N/A 7500.00 123.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PBT3 2028-07-15 7 N/A 50000.00 147.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKJ9 2030-11-20 6.5 N/A 30000.00 19.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFX4 2030-02-20 7 N/A 152706.00 114.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BB61 2029-03-15 6 N/A 175000.00 41.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WMU2 2034-04-15 5 N/A 25226.00 164.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QQ74 2028-07-15 6.5 N/A 29000.00 33.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4P7 2049-12-01 3 N/A 3000.00 530.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414TL33 2038-07-01 5.5 N/A 5000.00 12.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201Q4T7 2032-09-15 6.5 N/A 25000.00 433.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5C3 2028-09-20 6 N/A 141000.00 228.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3A6 2028-05-15 6.5 N/A 70000.00 46.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QVT5 2034-12-01 6.5 N/A 10000.00 100.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HPA7 2031-10-01 7 N/A 3000.00 1.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2H47 2041-03-15 6 N/A 5000.00 359.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMQ9 2037-03-20 6.5 N/A 25000.00 409.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ADVN2 2041-05-01 4.5 N/A 6500.00 409.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAQ5 2049-03-01 3.5 N/A 4000.00 300.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLF3 2030-12-15 6.5 N/A 110000.00 170.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMR7 2037-03-20 7 N/A 26000.00 248.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPC4 2041-01-20 4.5 N/A 25000.00 564.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJCE8 2035-07-01 5.5 N/A 20750.00 259.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NLX7 2034-06-15 5.5 N/A 90000.00 1550.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECA5 2035-01-20 5.5 N/A 40000.00 697.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HMU5 2031-12-01 6.5 N/A 5000.00 6.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4ZX4 2037-08-01 6 N/A 13040.00 47.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK64 2032-08-01 6.5 N/A 255000.00 389.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6U0 2034-07-20 5.5 N/A 105000.00 1345.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RG48 2032-07-15 6.5 N/A 50000.00 90.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZ33 2041-12-20 3.5 N/A 15000.00 489.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210F7C4 2029-07-15 7 N/A 330000.00 295.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVJ5 2033-01-15 5.5 N/A 25000.00 249.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297GRL6 2026-09-15 4 N/A 50000.00 993.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSRX2 2047-10-01 3.5 N/A 2000.00 304.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5U3 2028-10-20 7 N/A 773319.00 754.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BEL8 2029-02-15 6 N/A 30000.00 22.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ESD2 2029-07-15 7.5 N/A 25487.00 47.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JMM0 2029-05-15 7 N/A 50000.00 141.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AMZ7 2025-07-25 4 N/A 45000.00 0.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201Q6N8 2032-09-15 6 N/A 200000.00 286.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPB9 2037-08-20 6.5 N/A 25000.00 289.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WKW9 2031-05-01 6 N/A 40000.00 24.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N4H1 2034-10-15 6 N/A 43196.00 375.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BEB7 2029-04-15 6 N/A 85000.00 172.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407UEQ6 2035-12-01 5.5 N/A 7000.00 58.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJS9 2034-01-01 5.5 N/A 22422.00 174.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RZL2 2027-02-15 7.25 N/A 25000.00 14.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RZ34 2026-05-15 7 N/A 50000.00 35.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CR39 2026-10-20 8.5 N/A 25000.00 1.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWX3 2038-10-20 7 N/A 98000.00 418.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBU2 2034-12-20 5 N/A 104000.00 1653.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5H9 2048-11-01 4 N/A 1000.00 73.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385W2S7 2033-03-01 6 N/A 65000.00 174.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRU7 2032-02-20 5.5 N/A 265287.00 1355.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKL1 2030-07-15 7.5 N/A 645609.00 114.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVS6 2045-01-01 4 N/A 17000.00 1340.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X14D5 2028-08-01 2.5 N/A 9000.00 483.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380LG28 2029-02-01 6.5 N/A 14000.00 29.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KDL2 2031-10-01 6.5 N/A 30000.00 27.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HL93 2031-11-01 6.5 N/A 75000.00 70.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FCM6 2039-11-20 4 N/A 10000.00 448.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MEAF7 2042-10-01 3.5 N/A 1000.00 118.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENYB9 2029-12-01 4 N/A 2000.00 40.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208TZY9 2028-02-15 6.5 N/A 38000.00 13.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y3L9 2041-06-01 4 N/A 1000.00 29.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELW7 2037-01-20 6 N/A 90000.00 1046.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413KYS4 2037-11-01 5.5 N/A 1000.00 3.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DGZ5 2031-08-15 7 N/A 241000.00 763.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VPK2 2028-12-01 6 N/A 77500.00 57.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQV8 2026-08-20 7.5 N/A 655136.00 41.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXP9 2038-11-20 6.5 N/A 1142000.00 2984.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDR7 2035-05-20 6 N/A 33900.00 558.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERC5 2038-02-20 5 N/A 179688.00 2303.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3Z6 2049-10-01 3 N/A 23000.00 3468.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416NYW6 2039-03-01 4.5 N/A 3000.00 119.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6S2 2042-11-01 3.5 N/A 1000.00 84.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECN7 2035-02-20 5 N/A 114000.00 1851.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GUKM5 2042-06-01 3.5 N/A 1000.00 79.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MEV8 2042-06-20 3.5 N/A 23000.00 698.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETQJ8 2044-08-01 4.5 N/A 7100.00 846.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296MGU7 2033-09-01 5 N/A 65977.00 449.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQJ0 2038-01-20 4.5 N/A 75000.00 1920.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212RL22 2031-04-15 6 N/A 35000.00 24.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A6P0 2027-12-15 8 N/A 700000.00 206.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407Y7E3 2035-11-01 6 N/A 38000.00 363.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYZ8 2033-08-20 5 N/A 236250.00 3162.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212CZM6 2030-06-15 8 N/A 175562.00 71.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5D9 2034-04-20 5.5 N/A 205000.00 2901.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CE97 2031-07-15 6 N/A 26720.00 67.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F5K5 2031-12-15 7 N/A 52500.00 411.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GZ86 2028-09-01 6.5 N/A 1362641.00 796.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ASL2 2028-10-15 7 N/A 25000.00 18.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2B5 2028-04-15 6 N/A 407668.00 508.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFY2 2030-02-20 7.5 N/A 73218.00 54.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNG4 2038-09-01 6 N/A 135000.00 817.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KHK7 2036-01-15 6 N/A 47000.00 909.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PE23 2039-04-01 4.5 N/A 1000.00 60.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BP69 2031-10-15 6 N/A 437168.00 1357.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ51 2039-02-20 6 N/A 572000.00 1871.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNK3 2031-06-20 6 N/A 386750.00 953.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED48 2035-06-20 5 N/A 61667.00 874.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX62 2046-03-01 4.5 N/A 6000.00 528.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y1YY5 2044-09-01 4 N/A 1000.00 58.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTAS4 2044-06-01 4 N/A 4500.00 597.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ANR7 2025-12-15 7 N/A 195043.00 11.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GRW8 2027-01-01 6.5 N/A 35000.00 9.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405XC27 2034-11-01 5.5 N/A 24791.00 167.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QKX7 2051-05-01 6.472 N/A 50000.00 9206.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ECTY9 2027-03-01 2.5 N/A 1000.00 16.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHS1 2036-04-20 5.5 N/A 68924.00 835.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371PBA7 2038-12-01 5.5 N/A 23000.00 116.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JDK5 2036-10-01 6.5 N/A 29000.00 116.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417TP51 2039-12-01 5 N/A 1000.00 38.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC84 2052-02-01 3 N/A 2000.00 1324.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PGG2 2036-10-01 6 N/A 29000.00 220.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJJB7 2038-03-01 6 N/A 15000.00 125.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VLG5 2029-11-01 6 N/A 15000.00 16.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X4V6 2033-07-15 5.5 N/A 50000.00 750.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294UAR3 2036-10-15 6 N/A 50000.00 835.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BB31 2029-01-15 6 N/A 125000.00 209.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401CPL1 2033-05-01 5.5 N/A 42667.00 105.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FXL6 2031-12-15 6 N/A 25366.00 160.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENK1 2037-06-20 5 N/A 32183.00 428.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375B3E5 2025-11-01 7 N/A 5000.00 0.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391PNB8 2032-09-01 6.5 N/A 31000.00 41.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418UEE0 2040-06-01 4.5 N/A 4000.00 88.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MC73 2037-03-20 6.5 N/A 12684.00 619.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312946C79 2041-02-01 4 N/A 4071.00 207.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KWHY2 2037-09-01 5.5 N/A 100000.00 181.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Q7B9 2034-07-20 6.5 N/A 90000.00 2005.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WJL4 2033-04-15 6 N/A 41000.00 297.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294YPG3 2037-02-15 6 N/A 50054.00 927.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WK4P7 2047-06-01 3.5 N/A 7750.00 823.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE55 2052-07-01 4 N/A 1000.00 770.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KVF5 2032-11-01 5.5 N/A 20000.00 67.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFKJ4 2045-08-01 3.5 N/A 12000.00 1097.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6M0 2028-11-20 7.5 N/A 125000.00 24.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406ARX2 2034-11-01 5 N/A 10000.00 27.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQZ4 2038-02-15 5.5 N/A 60289.00 684.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408DQK3 2035-12-01 5.5 N/A 1000.00 8.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390NTS1 2032-07-01 7 N/A 50000.00 81.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AST5 2028-10-15 6.5 N/A 51476.00 48.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDXK7 2051-08-01 4 N/A 2000.00 921.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210U2H5 2029-04-15 6 N/A 50000.00 168.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411VHU6 2037-06-01 6.5 N/A 8000.00 353.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SFU5 2031-01-15 8 N/A 157000.00 497.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UW63 2032-01-15 6 N/A 60335.00 119.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T2C2 2028-08-15 6.5 N/A 182000.00 265.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QTM8 2028-12-15 6 N/A 77220.00 81.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201V5Y4 2032-09-15 7 N/A 63454.00 96.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410AAE6 2036-07-01 6.5 N/A 10000.00 59.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CS47 2048-01-01 3.5 N/A 1000.00 140.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5Z37 2038-03-01 6 N/A 31000.00 278.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206L6A2 2026-01-15 7.5 N/A 25092.00 0.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTEL4 2045-03-01 3.5 N/A 7000.00 790.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HVS9 2032-04-15 6 N/A 30000.00 636.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RGS4 2040-04-01 4.5 N/A 4000.00 87.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUR5 2040-11-20 4 N/A 38000.00 421.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CW26 2033-05-01 3.5 N/A 3500.00 334.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KL37 2029-04-15 6.5 N/A 35000.00 59.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4H8 2029-12-01 7 N/A 14000.00 9.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AGV6 2025-08-15 8 N/A 49940.00 0.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS44 2032-05-20 6.5 N/A 93077.00 228.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419DMQ1 2025-09-01 3.5 N/A 7000.00 3.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400CX82 2033-01-01 6 N/A 11233.00 35.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DJ68 2034-06-01 4.5 N/A 7000.00 88.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DTC7 2033-06-15 5.5 N/A 25862.00 587.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AVQC2 2041-10-01 4 N/A 1667.00 73.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207SET6 2027-04-15 7.25 N/A 25000.00 33.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET25 2038-06-20 5.5 N/A 90500.00 1201.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SA73 2033-01-15 5.5 N/A 240000.00 602.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292J4R7 2036-01-15 6 N/A 75293.00 2381.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KMD7 2037-05-20 5 N/A 25000.00 238.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419HC42 2041-02-01 4 N/A 3000.00 293.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L8QH3 2047-04-01 4.5 N/A 2000.00 217.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410CXA5 2036-07-01 6.5 N/A 24000.00 168.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7MV5 2039-06-01 4.5 N/A 5000.00 62.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTCG7 2045-06-01 4 N/A 4000.00 774.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XQWD9 2029-03-01 3.5 N/A 4500.00 154.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QWF4 2049-05-01 4 N/A 6000.00 514.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERZL7 2027-01-01 4.5 N/A 2000.00 1.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECR8 2035-02-20 6.5 N/A 50000.00 686.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K6A0 2040-12-01 4 N/A 4000.00 91.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383B3T2 2029-05-01 6 N/A 15000.00 23.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GZ66 2029-05-01 7 N/A 5000.00 2.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UT93 2049-06-20 3.5 N/A 35000.00 803.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCC3 2029-06-20 6.5 N/A 278417.00 331.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TVH3 2031-07-15 6.5 N/A 60000.00 213.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JPV0 2030-08-01 7.5 N/A 100000.00 27.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QMYB1 2045-02-01 4 N/A 6000.00 530.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLU5 2025-12-20 7.5 N/A 323940.00 18.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7F42 2039-08-15 5 N/A 25000.00 823.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FG9 2047-02-01 4 N/A 9500.00 1256.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 3104.00 1617.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHE2 2036-03-20 5 N/A 5000.00 68.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417TXW3 2039-12-01 5 N/A 1000.00 31.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138L6D47 2029-02-01 4.17 N/A 20000.00 17272.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXDP2 2035-10-01 5 N/A 38000.00 280.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GN63 2028-04-01 6.5 N/A 5000.00 1.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HLU0 2029-04-01 6.5 N/A 2500.00 2.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKD0 2036-08-20 7 N/A 200000.00 2691.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296CDQ0 2038-06-15 5.5 N/A 12500.00 83.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31281BRQ5 2037-05-01 4.5 N/A 165000.00 129.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELB3 2036-11-20 7 N/A 82500.00 1494.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNZ0 2031-07-20 7 N/A 77667.00 168.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKA6 2036-08-20 5.5 N/A 125305.00 910.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291XBP3 2035-05-15 5 N/A 33000.00 614.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201BNC6 2032-06-15 6.5 N/A 90000.00 300.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413FJR4 2037-07-01 6.5 N/A 2000.00 15.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3F5 2027-12-15 7.5 N/A 95000.00 35.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T6M6 2028-10-15 6 N/A 66333.00 64.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CLT9 2032-01-15 6 N/A 47000.00 160.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MM58 2032-09-15 6.5 N/A 25839.00 9.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405BFZ9 2034-06-01 5.5 N/A 37000.00 249.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTMH8 2042-06-01 4 N/A 3000.00 260.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKC2 2031-12-15 6 N/A 60000.00 95.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376PNV3 2026-10-01 7.5 N/A 7333.00 1.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQM6 2031-11-20 6 N/A 397000.00 1317.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NNE4 2043-09-20 5.5 N/A 10000.00 559.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SYK1 2034-05-15 5 N/A 25000.00 617.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y23P9 2048-10-01 4 N/A 6000.00 430.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5MF3 2037-04-01 2.5 N/A 1000.00 199.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KE5E9 2036-09-01 6 N/A 100000.00 347.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGN2 2028-12-15 6 N/A 15000.00 25.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EM31 2032-02-15 5.5 N/A 218842.00 1386.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295RRC4 2038-12-15 6.5 N/A 229297.00 2213.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CFL3 2035-10-15 5.5 N/A 30000.00 212.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FL82 2028-04-15 6.5 N/A 25219.00 0.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296KSD5 2038-07-15 5 N/A 60000.00 251.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FY34 2041-11-20 4 N/A 50000.00 864.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402XXW1 2033-09-01 5.5 N/A 5000.00 9.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F6S7 2031-11-15 7 N/A 121500.00 117.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.5 N/A 6000.00 615.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNN4 2037-10-01 6.5 N/A 3000.00 51.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1SW8 2043-02-01 3 N/A 1000.00 210.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WXH3 2026-05-15 7 N/A 25114.00 2.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MQK1 2032-10-15 6 N/A 30000.00 100.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2CF4 2025-12-01 3.5 N/A 13000.00 23.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2E0 2033-11-20 5.5 N/A 266990.00 3323.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410VJJ0 2036-10-01 6.5 N/A 240500.00 1523.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DL34 2050-02-01 4.5 N/A 2000.00 272.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6BM2 2034-02-01 3 N/A 4000.00 776.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMPZ0 2027-07-01 2.5 N/A 1000.00 24.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q3R3 2032-02-15 6.5 N/A 106000.00 108.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKSG1 2032-03-01 3.5 N/A 3000.00 396.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYG2 2027-11-20 7.5 N/A 80000.00 37.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296JVY9 2032-11-01 7 N/A 2250.00 1.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CWQ9 2035-09-15 4.5 N/A 94759.00 1487.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJY2 2047-10-20 4 N/A 6000.00 665.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G5D4 2029-08-01 7 N/A 5000.00 2.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382SE64 2029-03-01 6 N/A 15000.00 16.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCY0 2039-04-01 5 N/A 1000.00 28.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.5 N/A 24500.00 2991.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400DNR9 2032-12-01 5.5 N/A 80333.00 841.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QLR9 2050-05-01 5.928 N/A 50000.00 12490.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6Y3 2052-05-01 3 N/A 1000.00 733.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293PG41 2029-04-01 7 N/A 46000.00 13.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY80 2028-01-20 7 N/A 923999.00 479.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BG34 2044-08-01 4 N/A 1118.00 111.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJFJ4 2036-12-01 6 N/A 5000.00 44.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388K2H4 2031-11-01 6.5 N/A 40600.00 69.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENX3 2037-07-20 6 N/A 25000.00 273.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GPJS8 2047-05-01 4.5 N/A 4000.00 758.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQE1 2038-01-15 6 N/A 40000.00 464.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411DS75 2037-02-01 5.5 N/A 14500.00 70.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419J5J3 2025-11-01 3.5 N/A 2000.00 3.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAP2 2032-02-15 7 N/A 37000.00 52.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297DPH4 2039-05-15 5 N/A 25000.00 162.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCR0 2029-07-20 6 N/A 100000.00 134.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9P48 2040-08-01 5.5 N/A 3000.00 141.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGC9 2030-03-20 7 N/A 85000.00 220.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDC1 2052-05-01 2.5 N/A 16000.00 11203.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KEA2 2035-06-15 6 N/A 25000.00 432.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AFC7 2027-05-01 3 N/A 4000.00 65.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2E8 2039-02-20 7 N/A 143000.00 4242.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SB59 2028-08-15 5.5 N/A 114500.00 1272.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380FQ38 2028-08-01 6 N/A 60688.00 233.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDR6 2051-04-20 2.5 N/A 11000.00 5700.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411SLJ3 2037-02-01 6.5 N/A 36435.00 325.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2Y8 2028-05-20 7 N/A 413319.00 252.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388D4K1 2031-09-01 6 N/A 15000.00 0.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERF8 2038-02-20 6.5 N/A 25000.00 290.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXS3 2038-11-20 5 N/A 50000.00 599.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209N2G6 2029-02-15 6 N/A 132812.00 257.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDW3 2040-01-20 4.5 N/A 10000.00 388.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TB36 2032-04-15 6 N/A 45507.00 192.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GW90 2037-12-01 6.5 N/A 6000.00 43.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEG7 2040-02-20 4 N/A 19000.00 826.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP94 2037-11-20 5.5 N/A 87000.00 850.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6H9 2034-06-20 7 N/A 25000.00 76.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGMZ4 2046-02-01 4 N/A 4750.00 461.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KFF2 2028-11-15 6.5 N/A 42651.00 73.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD73 2029-10-20 8 N/A 60136.00 32.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LTV1 2034-09-01 6 N/A 10000.00 64.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9VH7 2033-09-01 3.5 N/A 4000.00 351.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBJ6 2028-12-15 6 N/A 100000.00 165.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJ26 2036-07-20 7 N/A 44000.00 601.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208UJF5 2028-02-15 7.5 N/A 75000.00 536.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YF38 2028-07-15 6.5 N/A 130218.00 24.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TQ77 2036-05-15 6 N/A 125000.00 551.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGQ8 2030-04-20 7 N/A 170526.00 35.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209W6M9 2028-09-15 6.5 N/A 85000.00 41.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PSU5 2026-03-15 7.5 N/A 25000.00 2.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEV4 2040-03-20 4 N/A 25000.00 779.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWD1 2027-06-20 7.5 N/A 100000.00 19.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GA70 2032-11-15 6 N/A 75000.00 541.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZZ7 2033-10-20 6 N/A 91000.00 938.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400EA83 2034-01-01 5.5 N/A 1600.00 15.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XLZG0 2044-09-01 4 N/A 1000.00 76.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HKP7 2029-06-01 6 N/A 10000.00 8.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WW2F5 2043-06-01 4 N/A 1000.00 103.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388XZC1 2031-12-01 6 N/A 20000.00 25.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6T3 2034-07-20 5 N/A 81000.00 1249.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207VL46 2027-12-15 7 N/A 25046.00 32.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FYN3 2029-07-15 6.5 N/A 54000.00 219.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212XTZ8 2031-10-15 6.5 N/A 201554.00 299.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VUP5 2030-05-01 8 N/A 16831.00 7.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLX8 2031-12-15 6 N/A 346500.00 1274.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3X7 2034-02-20 5.25 N/A 97000.00 3704.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUJ8 2032-09-20 6 N/A 169500.00 736.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417UW84 2040-02-01 4.5 N/A 10000.00 269.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HFT6 2030-10-01 7 N/A 6000.00 3.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKA8 2030-10-20 8.5 N/A 200000.00 72.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KZB0 2032-12-01 6 N/A 14000.00 63.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DC67 2049-07-01 3.5 N/A 4000.00 369.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DEU2 2049-08-01 4 N/A 2000.00 216.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE93 2040-03-20 6 N/A 2000.00 46.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294V6H8 2036-12-15 6 N/A 26000.00 398.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAZ2 2034-10-20 5.5 N/A 79000.00 1106.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4 N/A 2000.00 1574.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MFTC1 2042-11-01 3.5 N/A 10000.00 1015.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2F7 2033-11-20 6 N/A 83000.00 785.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405SBM5 2035-04-01 6 N/A 1468.00 25.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDQ8 2034-10-15 7 N/A 43431.00 530.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JKD2 2028-12-15 6.5 N/A 25000.00 207.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMD8 2037-02-20 7 N/A 95000.00 845.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BD54 2029-02-15 7.5 N/A 50000.00 20.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAA49 2042-03-01 3.5 N/A 2015.00 179.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389MCQ8 2032-02-01 6.5 N/A 40000.00 4.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YDU2 2033-11-15 5.5 N/A 72500.00 734.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SHX2 2033-09-15 5 N/A 55000.00 306.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HSL8 2032-04-15 6 N/A 35121.00 118.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VM27 2037-01-15 5 N/A 14000.00 188.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LKE0 2033-08-01 5 N/A 5000.00 19.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XXL7 2033-06-15 5.5 N/A 35000.00 983.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211BVH4 2030-02-15 8 N/A 36265.00 10.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418APD4 2027-12-01 3 N/A 7000.00 246.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210T5E2 2029-02-15 7 N/A 32000.00 85.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVN6 2038-08-20 5.5 N/A 14000.00 169.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414QXE2 2038-04-01 5 N/A 10000.00 197.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL95 2040-11-20 3.5 N/A 12500.00 716.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCS8 2029-07-20 6.5 N/A 45000.00 47.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388BJW3 2031-08-01 7.5 N/A 25000.00 121.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UZ45 2033-10-15 5 N/A 31000.00 834.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401G3N2 2033-06-01 4.5 N/A 25000.00 1362.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411YER0 2037-05-01 5 N/A 33208.00 353.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DCX4 2031-10-15 6.5 N/A 33000.00 57.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UH29 2031-06-15 6.5 N/A 100000.00 145.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385AT72 2030-06-01 9 N/A 10000.00 23.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BNS3 2031-06-20 6 N/A 30000.00 62.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJAD2 2034-07-01 6 N/A 10000.00 85.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NJQ0 2038-10-01 6 N/A 3000.00 10.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DG62 2030-05-20 7.5 N/A 275055.00 154.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH44 2036-05-20 5.5 N/A 45626.00 524.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAK3 2043-11-01 4.5 N/A 1000.00 72.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382G3W5 2029-02-01 6 N/A 15000.00 11.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SM81 2033-11-15 5 N/A 47000.00 574.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKX8 2030-12-20 7 N/A 75000.00 69.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRW0 2032-02-15 7.5 N/A 234353.00 314.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDY9 2040-01-20 5.5 N/A 10000.00 389.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335GN27 2026-05-01 8 N/A 6000.00 0.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMXT5 2033-05-01 3.5 N/A 1000.00 102.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KXY2 2033-01-01 6 N/A 20000.00 78.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4L1 2028-07-15 6.5 N/A 7500.00 8.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FET3 2035-10-01 5 N/A 5000.00 42.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQA93 2045-08-01 3.5 N/A 35000.00 6138.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7G28 2026-02-01 3.5 N/A 5000.00 14.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9N97 2043-09-01 4 N/A 2334.00 272.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209G2D8 2028-08-15 6.5 N/A 42000.00 27.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DH95 2030-08-20 7 N/A 152547.00 132.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G6T8 2029-11-01 7.5 N/A 15000.00 12.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CPL0 2033-11-01 5 N/A 46000.00 428.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ3F8 2052-08-01 3.5 N/A 2000.00 1555.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JKA2 2032-01-15 6.5 N/A 111000.00 31.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GU46 2034-03-15 5 N/A 96000.00 693.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETZ2 2038-06-20 5 N/A 15031.00 217.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207MTV8 2028-03-15 7 N/A 25000.00 19.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LKH2 2037-05-01 5.5 N/A 26000.00 197.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DN65 2035-09-15 5.5 N/A 50170.00 993.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XY43 2029-07-15 7 N/A 36300.00 30.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7K9 2039-07-20 6 N/A 5000.00 161.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPH5 2031-07-15 7 N/A 24140.00 28.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CW74 2027-08-20 6.5 N/A 48750.00 15.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374F4J5 2026-12-01 8 N/A 6000.00 0.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMX24 2033-07-01 3.5 N/A 1000.00 90.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WDM0 2032-02-15 6 N/A 25000.00 106.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WZQ8 2034-05-15 5.5 N/A 67000.00 621.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GL86 2033-05-15 6 N/A 251881.00 4622.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNN9 2039-09-01 5 N/A 3000.00 53.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y5DV5 2027-06-01 3.5 N/A 6000.00 104.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MW63 2027-11-20 2.5 N/A 10000.00 591.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HZK3 2033-09-01 6 N/A 10000.00 73.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KLF3 2036-11-15 6 N/A 15000.00 210.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6F5 2028-11-20 5.5 N/A 65000.00 226.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SD44 2038-11-15 6.5 N/A 9616.00 310.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CAK2 2026-11-20 4.75 N/A 503419.00 182.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WLM0 2031-05-01 6 N/A 234000.00 180.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC31 2035-03-20 5 N/A 208300.00 3696.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402LN24 2033-09-01 5.5 N/A 10000.00 123.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7C1 2028-12-20 7.5 N/A 50000.00 25.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208JDC3 2027-11-15 8 N/A 45000.00 231.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QPP8 2039-01-15 5.5 N/A 80327.00 686.60 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 41000000.00 46725975.65 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36209GY27 2028-09-15 7.5 N/A 48540.00 284.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YNH59 2045-05-01 4 N/A 7000.00 188.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAS5 2039-07-20 3.5 N/A 10000.00 562.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391N6V8 2032-12-01 6 N/A 55455.00 96.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RYE7 2033-08-15 4.5 N/A 25000.00 311.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PBM4 2036-08-01 6.5 N/A 42000.00 327.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382YH35 2029-04-01 6.5 N/A 10000.00 7.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPB3 2026-05-20 7.5 N/A 692666.00 106.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YL23 2028-09-15 7.5 N/A 50000.00 40.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945ZL5 2041-02-01 4.5 N/A 14000.00 512.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410SNL7 2036-07-01 6.5 N/A 2000.00 15.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q3U6 2035-09-15 4.5 N/A 45000.00 433.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207END2 2033-12-15 6 N/A 85000.00 80.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6G3 2028-11-20 6 N/A 867308.00 1202.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AUN8 2027-06-15 7 N/A 56000.00 8.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XEC7 2033-06-01 5.5 N/A 6000.00 27.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295WCY1 2038-07-15 6 N/A 25028.00 1788.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VMK1 2031-10-15 6.5 N/A 75150.00 194.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDC2 2029-08-20 8 N/A 25000.00 2.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BQ68 2029-09-15 6 N/A 1000.00 2.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BND6 2031-05-15 6.5 N/A 109000.00 175.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FRY4 2029-01-15 6 N/A 133000.00 272.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA68 2029-03-20 6.5 N/A 713684.00 773.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6A8 2050-05-01 4.5 N/A 3000.00 714.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJT4 2040-08-20 6 N/A 8765.00 256.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PSUZ8 2025-10-01 3.5 N/A 2000.00 1.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7ZE8 2025-08-15 4 N/A 45000.00 23.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ARP4 2039-10-01 6.5 N/A 3000.00 37.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNJ7 2050-04-01 3.5 N/A 1000.00 164.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SWX1 2047-02-20 3.5 N/A 5000.00 622.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JHU1 2026-01-15 7 N/A 105703.00 0.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295MK99 2037-10-15 6 N/A 55000.00 1020.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QLH0 2039-03-15 3.5 N/A 20000.00 1206.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKP7 2025-10-20 8 N/A 95821.00 1.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY98 2028-01-20 7.5 N/A 1155000.00 405.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HAA2 2029-12-01 8 N/A 270000.00 129.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HNYG1 2048-08-01 4 N/A 3000.00 203.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJ72 2033-07-15 5.5 N/A 68000.00 537.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC56 2035-03-20 6 N/A 28000.00 468.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HUV8 2029-07-01 7 N/A 10000.00 22.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA84 2029-03-20 7.5 N/A 80331.00 65.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VVQ5 2027-12-15 8 N/A 100000.00 11.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y9SW9 2045-03-01 3.5 N/A 11000.00 987.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6A91 2036-12-01 2 N/A 1200.00 716.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CM91 2026-03-20 7 N/A 1208028.00 122.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5E5 2039-05-20 4 N/A 36000.00 1367.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPN2 2031-09-15 6 N/A 305000.00 808.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410V7B0 2037-02-01 5 N/A 3000.00 13.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211TPF6 2029-11-20 8 N/A 120000.00 2275.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHL9 2049-11-01 3 N/A 1000.00 156.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KKK6 2032-01-01 6 N/A 22000.00 39.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBT4 2028-12-15 7 N/A 37000.00 17.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MQX3 2032-10-15 6 N/A 100000.00 418.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KEK0 2035-06-15 6 N/A 55000.00 806.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211B2P8 2031-05-15 6.5 N/A 51000.00 86.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292ESD3 2035-07-15 4.5 N/A 83395.00 3652.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MC6N0 2026-10-01 3.5 N/A 16168.00 118.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QTB2 2028-12-15 6 N/A 25000.00 23.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KEC68 2036-06-01 6 N/A 50000.00 653.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAH0 2028-11-01 3.5 N/A 34500.00 1406.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HKW7 2029-03-01 6.5 N/A 155000.00 378.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KW61 2038-11-15 6 N/A 25000.00 241.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NCS5 2028-05-20 2.5 N/A 20000.00 895.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380HQ42 2028-10-01 6 N/A 30137.00 6.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEE2 2040-02-20 5.5 N/A 28333.00 719.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411JLH7 2037-02-01 5 N/A 8032.00 60.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287RFP9 2032-04-01 7 N/A 36000.00 178.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS39 2048-01-01 3 N/A 1000.00 160.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZH7 2033-09-20 6 N/A 125108.00 1446.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RRY5 2031-08-15 7 N/A 75000.00 89.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMY49 2034-04-01 3.5 N/A 1000.00 87.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290Y6E3 2034-02-15 6 N/A 40000.00 515.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JUT5 2033-03-15 5.5 N/A 107500.00 596.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TW21 2029-07-01 6.5 N/A 35000.00 32.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CYY0 2035-11-15 5 N/A 10000.00 150.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6XE3 2038-10-01 6 N/A 10000.00 197.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291RZB1 2035-03-15 5 N/A 25000.00 489.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VAK8 2033-09-15 5 N/A 25000.00 315.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FC53 2039-12-20 4.5 N/A 85000.00 949.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEJ59 2045-04-01 3.5 N/A 9500.00 1936.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCX8 2049-06-01 3 N/A 4000.00 399.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XQW9 2053-01-20 5 N/A 25000.00 19756.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV32 2033-01-20 6 N/A 68000.00 438.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HY25 2033-10-01 6 N/A 30000.00 163.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7L9 2034-08-20 6.5 N/A 78000.00 965.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2D2 2033-11-20 5 N/A 225000.00 3274.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXE97 2035-12-01 5 N/A 5000.00 38.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TBC5 2037-04-01 6.5 N/A 90000.00 1586.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPN91 2045-02-01 4 N/A 4000.00 294.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBX6 2034-12-20 6.5 N/A 45250.00 531.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K6D8 2033-05-01 6 N/A 20363.00 88.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391MJD6 2032-12-01 6.5 N/A 39000.00 96.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FP67 2041-02-20 4 N/A 25000.00 1328.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209KYN2 2028-05-15 6.75 N/A 203000.00 141.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411GBD3 2037-03-01 5.5 N/A 2000.00 31.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X3E32 2043-08-01 4 N/A 1000.00 63.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUW1 2027-03-20 8 N/A 117157.00 23.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVH0 2044-11-01 3.5 N/A 4314.00 333.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VLH3 2029-11-01 6.5 N/A 68000.00 29.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MQY2 2033-07-15 5.5 N/A 50350.00 331.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DGR1 2026-04-15 7 N/A 67500.00 33.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VVX7 2033-09-15 4.5 N/A 171363.00 4921.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FM59 2033-02-15 5.5 N/A 120004.00 1515.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YD24 2033-11-15 6 N/A 35000.00 204.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD65 2029-10-20 7.5 N/A 367187.00 206.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QVG3 2034-12-01 6 N/A 33710.00 261.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AWR7 2027-10-15 6.5 N/A 354300.00 71.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294RW47 2037-09-15 6 N/A 25000.00 313.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRF4 2032-03-01 5.5 N/A 52000.00 111.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KEZ3 2038-05-01 5.5 N/A 12000.00 89.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELL1 2036-12-20 6 N/A 50000.00 637.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213MZE1 2031-08-15 6.5 N/A 27241.00 31.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407YRW1 2035-10-01 5 N/A 7080.00 46.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LCN0 2039-09-01 6 N/A 1000.00 16.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J82U3 2043-04-01 3.5 N/A 20000.00 1761.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS54 2048-01-01 4 N/A 8750.00 1144.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GRK3 2033-04-15 5.25 N/A 50882.00 2329.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YFP2 2036-09-01 5.5 N/A 1000.00 18.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y4J8 2031-09-15 6.5 N/A 35000.00 357.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKL6 2025-10-20 7.5 N/A 188500.00 3.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JAL4 2033-03-15 5.5 N/A 50000.00 393.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412TZG1 2038-11-01 5 N/A 3108.00 11.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NBD8 2038-02-15 6 N/A 30000.00 408.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400DYE6 2033-04-01 5.5 N/A 25000.00 132.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381DX26 2029-01-01 6.5 N/A 45000.00 46.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU74 2032-11-20 5.5 N/A 329645.00 1734.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KZA2 2033-02-01 5.5 N/A 11000.00 39.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GUG9 2027-12-01 6 N/A 4000.00 1.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JG63 2036-11-01 5.5 N/A 25070.00 217.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4J4 2029-11-01 7.5 N/A 19000.00 9.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LDA38 2038-07-01 6 N/A 80667.00 526.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHT9 2036-04-20 6 N/A 10000.00 139.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7NR3 2039-05-01 5 N/A 10000.00 154.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CKH6 2047-05-01 4 N/A 2000.00 203.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W2Z73 2043-02-01 3 N/A 1000.00 136.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MJW3 2032-07-15 7 N/A 49000.00 251.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KXC4 2029-08-15 7.5 N/A 40650.00 61.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWBD4 2026-11-01 3 N/A 1000.00 13.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LLZ8 2028-04-15 7 N/A 25069.00 24.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B2V9 2033-12-15 6 N/A 355829.00 3562.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSR3 2032-04-20 6.5 N/A 319000.00 653.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BW77 2041-06-01 5.5 N/A 3000.00 828.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZC1 2033-08-01 3.5 N/A 3000.00 238.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291YE78 2036-03-15 6 N/A 25000.00 423.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBD9 2028-12-15 7.5 N/A 1919000.00 623.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWC3 2027-06-20 7 N/A 353000.00 159.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPM2 2038-12-20 6 N/A 10000.00 206.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CJV9 2038-11-01 6 N/A 58000.00 628.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA76 2029-03-20 7 N/A 312252.00 325.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLH7 2040-10-20 4.5 N/A 90000.00 2355.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A74R6 2041-03-01 4.5 N/A 4000.00 154.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419GCH5 2040-10-01 4.5 N/A 5000.00 191.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JZK7 2029-08-15 7 N/A 32000.00 31.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ4P0 2039-06-01 5 N/A 2000.00 75.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DUK9 2028-06-15 7 N/A 36000.00 24.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294R6X2 2036-10-15 6.5 N/A 25000.00 194.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413UHB8 2037-11-01 6.5 N/A 3000.00 30.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KYT9 2038-12-15 7 N/A 26250.00 543.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4RR2 2044-09-01 4 N/A 11000.00 549.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X3E5 2033-07-15 4.5 N/A 41000.00 1061.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJV2 2036-07-20 5 N/A 35000.00 334.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AZL7 2028-03-15 6.5 N/A 25000.00 16.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GTE1 2031-10-15 7.5 N/A 70000.00 902.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQAG7 2045-08-01 4 N/A 11000.00 1042.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QYB4 2036-06-15 6 N/A 25321.00 133.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BGJ8 2029-05-15 7 N/A 97000.00 65.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBZ7 2052-09-01 4.5 N/A 9600.00 7856.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HKS0 2029-02-15 6.5 N/A 45000.00 122.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179N2N7 2043-12-20 5.5 N/A 2000.00 128.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BEH3 2033-06-01 5.5 N/A 16667.00 45.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DJF1 2033-06-15 5 N/A 29000.00 432.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291K5B9 2034-06-15 5 N/A 25000.00 507.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXH8 2027-11-15 6.5 N/A 70000.00 19.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UK66 2038-12-15 7 N/A 10000.00 75.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRG8 2032-01-20 6 N/A 507853.00 1531.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B6Z6 2033-08-15 7.5 N/A 23000.00 212.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A7K0 2028-11-15 7 N/A 400000.00 409.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXA9 2041-09-20 4.5 N/A 20000.00 96.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FG62 2026-04-15 7.5 N/A 50538.00 7.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HLK6 2029-05-15 6.5 N/A 50284.00 70.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206B3W9 2026-03-15 7 N/A 25000.00 8.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409UGA7 2036-02-01 6.5 N/A 9000.00 176.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CVZ4 2048-04-01 3 N/A 4000.00 591.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KT92 2032-09-01 5.5 N/A 23000.00 67.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413DKD8 2037-08-01 6.5 N/A 66032.00 293.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLG7 2047-06-01 3.5 N/A 26500.00 2869.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AEG9 2027-04-01 3.5 N/A 5000.00 82.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CS95 2026-12-20 8 N/A 49000.00 4.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPR6 2031-09-20 6 N/A 268267.00 560.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YYR4 2029-03-15 7 N/A 150000.00 192.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6UT3 2036-01-01 5.5 N/A 19000.00 183.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UST8 2039-03-15 4.5 N/A 11000.00 657.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3Z4 2028-07-20 7 N/A 289630.00 188.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDV2 2028-06-15 7 N/A 148705.00 62.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TFF9 2032-12-15 5.5 N/A 30000.00 83.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLU8 2038-12-20 7 N/A 10000.00 172.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJW4 2025-09-20 7 N/A 225082.00 3.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYK0 2046-06-01 4.5 N/A 3000.00 235.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DL86 2027-07-15 7 N/A 55000.00 135.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288GY97 2033-02-01 5.5 N/A 10000.00 108.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NP66 2038-01-01 6.5 N/A 15000.00 55.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KSC6 2032-07-01 5.5 N/A 54000.00 514.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ECK5 2042-12-01 3 N/A 1000.00 184.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402NWF1 2033-06-01 6 N/A 44707.00 1214.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PNM5 2028-10-15 6 N/A 420000.00 637.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEZ5 2040-03-20 4.5 N/A 75000.00 1170.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209V6S8 2029-05-15 6.5 N/A 65000.00 14.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209STH4 2028-07-15 7 N/A 129000.00 91.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG90 2047-09-20 6 N/A 1000.00 124.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRE8 2041-01-20 4.5 N/A 35000.00 440.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DHV8 2032-11-15 6 N/A 112000.00 688.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBF2 2039-07-20 3.5 N/A 25000.00 637.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHDT6 2037-01-01 5.5 N/A 4000.00 134.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291WHA2 2035-04-15 5.5 N/A 139000.00 6038.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KUS73 2037-08-01 6 N/A 25000.00 396.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PYYP3 2027-04-01 2.5 N/A 5000.00 95.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVP1 2038-08-20 6 N/A 92291.00 845.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QYG0 2045-01-20 3.5 N/A 30000.00 718.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGT2 2030-04-20 8.5 N/A 25107.00 4.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291LGN9 2035-03-15 5 N/A 35091.00 205.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404US27 2034-06-01 6 N/A 5000.00 59.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SYJ4 2034-05-15 5 N/A 243629.00 4947.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQT3 2026-08-20 7 N/A 363100.00 177.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMK3 2038-01-01 3.5 N/A 2000.00 1379.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KCG4 2031-06-01 6.5 N/A 175000.00 190.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYJ4 2033-07-20 4.5 N/A 74500.00 729.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VQJ4 2030-02-01 6.5 N/A 5000.00 4.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LWK3 2033-08-01 6 N/A 17000.00 86.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXN9 2048-06-01 4 N/A 3000.00 259.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 3000.00 2340.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPU1 2026-06-20 8.5 N/A 158000.00 14.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2W0 2033-12-20 6 N/A 109119.00 1168.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CWS8 2027-07-20 7.5 N/A 810960.00 335.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG93 2029-12-15 7 N/A 30000.00 48.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390W4A7 2032-08-01 6.5 N/A 182000.00 293.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206Y6G1 2026-07-15 7 N/A 50000.00 178.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KAN4 2037-10-01 6.5 N/A 52000.00 493.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GFMW4 2041-07-01 4.5 N/A 2000.00 99.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXTY6 2036-09-01 6.5 N/A 19000.00 107.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335ATA6 2042-02-01 5 N/A 20000.00 2370.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NX94 2044-01-20 5.5 N/A 5000.00 275.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUT4 2038-07-20 5.5 N/A 27000.00 338.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRC9 2026-09-20 7 N/A 323730.00 34.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDB4 2029-08-20 7.5 N/A 1010000.00 1088.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XQU7 2041-02-01 4 N/A 1334.00 111.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QQL1 2032-04-15 6 N/A 30343.00 94.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDT35 2044-12-01 4 N/A 3000.00 285.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294N6F0 2036-10-15 6 N/A 55000.00 536.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP98 2026-07-20 7.5 N/A 1452397.00 101.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2E54 2025-12-01 3.5 N/A 1000.00 3.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAP3 2028-11-15 6 N/A 541500.00 823.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F3K0 2042-02-20 3.5 N/A 43000.00 1270.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QJN6 2033-07-15 5 N/A 60000.00 646.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415LCN5 2038-05-01 5 N/A 1000.00 11.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVN7 2044-12-01 3.5 N/A 1000.00 84.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413AJM6 2037-07-01 6.5 N/A 100000.00 366.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TQQ5 2036-04-15 6.5 N/A 30000.00 132.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YZV2 2041-05-01 4.5 N/A 6032.00 174.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWH8 2038-09-20 7.5 N/A 60000.00 1654.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WJE2 2034-04-15 5 N/A 50000.00 363.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390RK36 2032-12-01 8 N/A 65000.00 14.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382FYX1 2029-01-01 6 N/A 12334.00 4.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJUN8 2044-05-01 4 N/A 1000.00 60.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AN55 2026-08-15 7.5 N/A 25736.00 4.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411HN71 2037-02-01 5 N/A 1000.00 5.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NY62 2034-08-15 5.5 N/A 57715.00 1959.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEG9 2029-05-15 6.5 N/A 25000.00 25.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LUK0 2040-12-20 6 N/A 149000.00 3341.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQB0 2031-10-20 6.5 N/A 281566.00 467.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JXB5 2031-03-01 8 N/A 100000.00 76.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BEE2 2041-05-01 5 N/A 3000.00 633.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200T7E2 2032-01-15 6 N/A 25000.00 182.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDT27 2044-12-01 4 N/A 5000.00 608.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EK81 2036-11-20 5.5 N/A 18000.00 199.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AX38 2042-01-01 3.5 N/A 2000.00 124.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KML2 2032-04-01 6.5 N/A 56558.00 99.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A5V5 2029-02-15 6 N/A 74265.00 13.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ART6 2028-10-15 6.5 N/A 99000.00 103.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WP34 2031-11-15 6.5 N/A 50000.00 285.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVF7 2027-04-20 8 N/A 297000.00 82.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388ED45 2031-09-01 7 N/A 25000.00 143.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HWP9 2029-07-01 7 N/A 12000.00 9.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF53 2035-11-20 6.5 N/A 25000.00 467.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY72 2028-01-20 6.5 N/A 377274.00 277.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QW67 2032-01-15 6 N/A 772579.00 2094.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HHK7 2029-02-01 6.5 N/A 199231.00 451.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5Q9 2048-12-01 5 N/A 2666.00 219.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A9MW1 2041-03-01 4 N/A 3000.00 382.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RJV2 2035-07-01 5 N/A 7000.00 73.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JLKD0 2033-11-01 6.782 N/A 85000.00 601.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283H5V3 2034-12-01 4.5 N/A 5000.00 79.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRE3 2032-01-20 5.5 N/A 125000.00 588.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BSK3 2035-07-01 3.5 N/A 7500.00 1048.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BDT2 2029-04-15 6 N/A 155000.00 349.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAM3 2029-02-20 5.5 N/A 45000.00 37.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201KK47 2032-05-15 7 N/A 100000.00 329.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 2550.00 204.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JZP2 2031-03-01 6 N/A 109000.00 170.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLH5 2047-06-01 4 N/A 7000.00 743.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KRH2 2033-04-15 5.5 N/A 34000.00 126.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDKE2 2027-05-01 4 N/A 20000.00 39.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NJB4 2035-11-15 5 N/A 25000.00 187.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296R2B2 2038-09-15 6 N/A 25028.00 1953.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDE0 2028-06-15 6.5 N/A 100000.00 84.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KXQ8 2029-11-15 7.5 N/A 53000.00 89.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJL4 2036-06-20 7 N/A 52000.00 1152.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKY6 2030-12-20 7.5 N/A 590000.00 398.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402J4A2 2033-08-01 5 N/A 15018.00 67.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413RUD6 2037-11-01 5.5 N/A 15000.00 20.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3F6 2034-01-20 4.5 N/A 25000.00 197.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UKX7 2031-07-15 6 N/A 25000.00 201.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J7ZJ4 2043-03-01 3.5 N/A 2167.00 374.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XJR2 2033-08-15 4.5 N/A 25281.00 842.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211LUW0 2029-12-15 7.5 N/A 25000.00 109.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9SN2 2048-11-01 3 N/A 2750.00 482.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED63 2035-06-20 6 N/A 126050.00 2099.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BHT8 2029-02-15 6.5 N/A 785000.00 347.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BFL3 2033-07-01 5.5 N/A 5000.00 27.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3W34 2050-10-01 2 N/A 23000.00 10817.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSQ5 2032-04-20 6 N/A 246500.00 764.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAB7 2029-01-20 7 N/A 128000.00 145.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZB9 2046-12-01 3 N/A 9423.00 1702.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381B2J7 2028-12-01 6.5 N/A 30000.00 23.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRV5 2032-02-20 6 N/A 902319.00 3327.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FX68 2041-10-20 4 N/A 18000.00 213.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5P2 2034-05-20 4.5 N/A 49000.00 877.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPT7 2031-12-15 6 N/A 56000.00 55.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387C4P3 2031-05-01 6.5 N/A 15000.00 147.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QXP9 2031-06-15 6.5 N/A 42993.00 191.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375KGX9 2026-02-01 7 N/A 1000.00 0.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LBU4 2033-08-01 5.5 N/A 50000.00 258.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVZ9 2029-07-01 7.5 N/A 65000.00 29.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YET2 2029-03-15 6 N/A 25000.00 70.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QXN4 2031-06-15 6.5 N/A 165825.00 314.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUV1 2032-10-20 6 N/A 296000.00 1317.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381BUB3 2028-12-01 6 N/A 90100.00 51.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RE90 2033-10-15 5 N/A 50000.00 606.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKC2 2036-08-20 6.5 N/A 92000.00 869.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCU3 2029-07-20 7 N/A 1132344.00 874.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386GBW2 2031-01-01 7.5 N/A 15000.00 7.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MND8 2042-09-20 4 N/A 25000.00 783.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GYB6 2034-05-15 5.5 N/A 75000.00 2670.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VLT2 2026-04-15 6.5 N/A 200000.00 101.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHSF5 2052-04-01 2.5 N/A 5000.00 3392.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4R8 2048-08-01 4 N/A 1000.00 75.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386CS52 2030-12-01 7 N/A 60000.00 49.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J7A6 2031-07-01 6.5 N/A 5000.00 4.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292L7E8 2036-06-15 6.5 N/A 29000.00 221.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LWR3 2041-06-20 6 N/A 33000.00 1388.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADWF1 2048-12-01 4.5 N/A 17376.00 1262.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NTR2 2034-06-15 4.5 N/A 45000.00 887.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TPX8 2029-04-15 6 N/A 45000.00 396.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTT8 2032-07-20 7 N/A 25000.00 43.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YHRS1 2045-02-01 3 N/A 1003.00 200.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJF6 2032-07-01 6.5 N/A 26058.00 34.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZK8 2039-01-20 7 N/A 80000.00 1426.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6X6 2028-12-20 5.5 N/A 25000.00 26.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETK96 2046-05-01 4.5 N/A 3000.00 254.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XAS6 2033-05-01 6 N/A 135000.00 429.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XWQ7 2033-04-15 5.5 N/A 25000.00 436.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT76 2032-08-20 6.5 N/A 173884.00 487.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUV3 2027-03-20 7.5 N/A 265000.00 91.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RX80 2031-12-15 6.5 N/A 177000.00 295.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ADH9 2033-09-15 4.5 N/A 26179.00 411.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ESX0 2043-01-01 3 N/A 15000.00 2375.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DBY4 2036-03-01 5 N/A 14079.00 146.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211D2R0 2029-08-15 7 N/A 25000.00 16.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387NM95 2031-09-01 6.5 N/A 7000.00 5.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418U4W1 2040-07-01 5 N/A 4000.00 102.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCM6 2039-05-01 4.5 N/A 6000.00 229.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5U0 2049-01-01 4.5 N/A 5000.00 313.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLT6 2031-02-20 6 N/A 413466.00 366.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAYY7 2044-02-01 4.5 N/A 5000.00 336.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WRQ4 2033-04-20 5.5 N/A 108000.00 231.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFT8 2040-04-20 4.5 N/A 10000.00 361.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207E7F5 2027-10-15 7 N/A 25811.00 24.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2D0 2039-02-20 6.5 N/A 50000.00 798.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZJ1 2039-01-20 6.5 N/A 87000.00 1280.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AUB1 2028-11-15 6 N/A 130460.00 176.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEL8 2029-05-15 6.5 N/A 25000.00 29.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DDB3 2034-07-01 5.5 N/A 1112.00 10.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291AVB2 2033-10-15 5 N/A 45000.00 483.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJZ3 2036-07-20 6.5 N/A 90000.00 1111.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBF8 2049-04-01 3.5 N/A 2000.00 154.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYL9 2033-07-20 5.5 N/A 176500.00 1927.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJP5 2033-12-01 6 N/A 20000.00 147.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KYM4 2038-12-15 6 N/A 60000.00 1442.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388LC81 2031-11-01 6.5 N/A 25000.00 25.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210WL80 2029-07-15 7 N/A 34753.00 76.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AVG2 2027-08-15 6.5 N/A 110000.00 20.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386DTN0 2030-12-01 7.5 N/A 50000.00 14.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WJ43 2029-09-01 6 N/A 15000.00 8.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7DH3 2043-08-01 4 N/A 1667.00 288.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QV40 2044-12-20 3.5 N/A 10000.00 224.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403V3D9 2034-02-01 5.5 N/A 6000.00 8.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GWC0 2026-06-20 7.5 N/A 30000.00 77.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390YE87 2032-09-01 6 N/A 1000.00 2.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BB20 2029-03-15 6.5 N/A 29000.00 17.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPQ0 2026-06-20 7 N/A 205931.00 28.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412V4G0 2037-07-01 5.5 N/A 7000.00 42.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5D1 2028-09-20 6.5 N/A 266113.00 207.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXP4 2048-06-01 4.5 N/A 1000.00 96.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9AN0 2028-07-01 3.5 N/A 6000.00 240.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413AJF1 2037-07-01 6 N/A 8000.00 68.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M74W3 2040-08-01 4.5 N/A 4000.00 94.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B5X1 2032-12-15 5.5 N/A 85000.00 318.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201A4M7 2032-05-15 6.75 N/A 50000.00 324.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBF5 2034-11-20 6 N/A 106300.00 1832.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDZ8 2035-05-15 5.5 N/A 20000.00 253.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEK3 2029-11-20 7 N/A 337000.00 237.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ADL5 2033-02-15 5.5 N/A 25000.00 88.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HS88 2033-01-01 5.5 N/A 12500.00 50.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJK1 2031-04-01 6 N/A 119000.00 131.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEK0 2029-05-15 6.5 N/A 200000.00 240.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLS8 2032-03-01 5.5 N/A 50000.00 139.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LFX2 2033-11-01 5 N/A 24000.00 270.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210SFH6 2029-10-15 6 N/A 67545.00 7536.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208EAR4 2031-04-15 6.5 N/A 227500.00 191.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176UZT5 2042-08-15 4 N/A 28000.00 2297.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEV6 2029-06-15 6.5 N/A 3866.00 5.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKU5 2050-01-01 3.5 N/A 4000.00 559.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JRF3 2032-10-15 6 N/A 25000.00 108.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4J5 2039-04-20 5.5 N/A 1000.00 21.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NGZ4 2038-04-15 5.5 N/A 6000.00 22.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AY79 2028-03-15 6.5 N/A 225000.00 170.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EVJC2 2046-02-01 3.5 N/A 1000.00 116.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFG1 2030-01-20 7.5 N/A 593661.00 377.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUB8 2048-01-01 4 N/A 4000.00 492.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298WMD4 2031-10-01 6 N/A 80000.00 161.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGW0 2040-06-20 4.5 N/A 8667.00 326.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GAA3 2032-11-15 6 N/A 80702.00 436.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGG65 2046-01-01 3.5 N/A 4000.00 482.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANDY6 2041-08-01 4 N/A 3000.00 125.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JKKX3 2048-11-01 4 N/A 1000.00 123.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNX5 2031-07-20 6 N/A 107500.00 215.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2U4 2033-12-20 5 N/A 273051.00 3378.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400KP67 2033-04-01 5.5 N/A 6000.00 24.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415XER8 2038-10-01 6 N/A 29500.00 41.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225APD6 2026-08-15 7.5 N/A 102771.00 13.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AEK58 2040-02-20 4 N/A 42000.00 7446.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206V5Q6 2027-06-15 7.5 N/A 247500.00 35.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QFZ8 2047-08-01 6.741 N/A 90000.00 10503.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GXX0 2027-03-01 8 N/A 285000.00 15.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV40 2033-01-20 6.5 N/A 65000.00 328.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QW27 2033-07-15 5 N/A 265000.00 1945.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH51 2036-05-20 6 N/A 159000.00 2067.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389EFY6 2031-12-01 6 N/A 83000.00 562.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VNR7 2050-06-20 3 N/A 10000.00 1575.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ASW0 2033-10-15 6 N/A 40000.00 365.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC55 2028-12-15 8 N/A 30000.00 7.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VR69 2050-08-20 2.5 N/A 15000.00 4757.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNV1 2026-04-20 7.5 N/A 190041.00 40.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EET2 2035-08-20 4.5 N/A 50000.00 466.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVC26 2049-07-01 3.5 N/A 3000.00 381.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVF3 2045-12-20 5.5 N/A 10000.00 1022.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FM45 2040-12-20 4 N/A 213729.00 3616.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SD88 2033-03-15 5.5 N/A 55980.00 41.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HWT5 2028-11-15 6 N/A 34000.00 238.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPC6 2031-07-15 7 N/A 207901.00 234.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RZ34 2038-09-15 6 N/A 32000.00 222.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJF54 2037-03-01 6 N/A 2000.00 17.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPY9 2037-10-20 6 N/A 50000.00 463.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298SLV4 2030-01-01 7 N/A 28750.00 60.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382RNZ2 2029-03-01 6.5 N/A 2896.00 1.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJZ7 2025-09-20 7.5 N/A 165329.00 1.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN7G8 2044-11-01 4.5 N/A 3000.00 284.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292HR96 2035-10-15 5 N/A 37365.00 532.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3YF2 2029-10-01 3 N/A 1000.00 67.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQP7 2037-12-20 7 N/A 38000.00 558.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FXD7 2035-08-01 5.5 N/A 5000.00 132.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402UQW5 2025-12-01 8 N/A 20000.00 10.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292LEQ4 2042-02-01 3.5 N/A 4000.00 189.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418TJF5 2040-05-01 5 N/A 2000.00 80.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PUP3 2026-05-15 7 N/A 185000.00 6.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENP0 2037-06-20 6 N/A 50000.00 566.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NX6H5 2043-02-01 3 N/A 1000.00 312.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207EM76 2033-12-15 5.5 N/A 42000.00 219.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208X3B5 2028-12-15 6.75 N/A 25000.00 102.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAK4 2028-11-15 8 N/A 32531.00 21.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KNG56 2037-04-01 5 N/A 5000.00 44.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJ98 2052-05-01 3.5 N/A 18000.00 13759.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX39 2046-03-01 3 N/A 4246.00 565.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A8RD0 2041-03-01 4 N/A 4030.00 233.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHL8 2030-06-20 8 N/A 79000.00 59.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3129353D9 2039-09-01 5.5 N/A 2000.00 55.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210CLN1 2029-04-15 6 N/A 119282.00 314.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6NQ0 2030-08-01 3.5 N/A 4000.00 103.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXR7 2033-05-20 4.5 N/A 180508.00 2389.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2U7 2032-02-15 7.5 N/A 34500.00 132.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385E6C8 2030-06-01 8 N/A 50000.00 121.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJM9 2040-08-20 5 N/A 175000.00 918.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292JAL4 2034-04-01 5 N/A 10000.00 110.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUL1 2038-07-20 5.5 N/A 10000.00 29.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292ERU6 2035-07-15 4.5 N/A 60874.00 1060.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8VV6 2050-09-01 3.5 N/A 1000.00 239.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2R4 2032-02-15 6 N/A 43000.00 218.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E3J6 2039-03-20 6.5 N/A 145000.00 3689.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP29 2037-10-20 7 N/A 171000.00 1697.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MYU1 2033-10-15 6 N/A 431250.00 1622.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NQT1 2034-09-15 5.5 N/A 25000.00 95.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VV58 2030-02-01 7 N/A 11000.00 7.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJQ5 2030-09-20 7 N/A 258000.00 335.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKL2 2036-09-20 6 N/A 90914.00 790.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CM84 2047-07-01 3 N/A 1000.00 173.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XWF1 2033-03-15 5.5 N/A 33000.00 296.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FFXM8 2046-09-01 3.5 N/A 2500.00 381.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MLBY9 2042-12-01 4 N/A 2000.00 227.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YY28 2031-06-15 6.5 N/A 110000.00 665.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405G3E8 2034-03-01 5.5 N/A 20000.00 161.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHZ4 2029-07-15 6 N/A 11448.00 21.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSK0 2026-11-20 7.5 N/A 330500.00 71.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDW5 2043-04-20 6 N/A 15000.00 745.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201J2R9 2032-02-15 7.5 N/A 75000.00 1629.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410ATY2 2036-05-01 6 N/A 16000.00 58.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403Q2R0 2034-01-01 5.5 N/A 34000.00 212.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VPW6 2029-11-01 6.5 N/A 58668.00 54.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CU61 2032-05-20 4.875 N/A 500050.00 1097.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJQ2 2049-07-01 4 N/A 2000.00 228.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NLX6 2032-12-15 6 N/A 27997.00 103.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPL0 2050-05-01 4 N/A 1000.00 200.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200X4G1 2032-04-15 6 N/A 54618.00 83.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF38 2035-11-20 5.5 N/A 67242.00 1058.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211EKS6 2029-11-15 7.5 N/A 500000.00 123.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297VY69 2035-11-01 5 N/A 12000.00 59.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QYV2 2029-02-15 6 N/A 40000.00 129.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406VC20 2035-04-01 5.5 N/A 15000.00 257.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EXS6 2028-11-15 6 N/A 116000.00 77.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202UCP6 2033-09-15 5 N/A 54000.00 298.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294TLB9 2036-10-15 6 N/A 25000.00 224.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QC86 2028-06-15 6.75 N/A 175000.00 124.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB27 2029-05-01 3.5 N/A 3000.00 219.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206BL58 2025-08-15 7 N/A 38000.00 3.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDE6 2035-04-20 5 N/A 207000.00 2897.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4P5 2028-08-20 6.5 N/A 205488.00 157.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMM3 2053-11-20 6.5 N/A 15000.00 7968.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M87G3 2041-11-01 4.5 N/A 2000.00 131.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290THL6 2035-01-15 5.5 N/A 25000.00 177.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GXS0 2034-03-15 5.5 N/A 83000.00 773.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYV7 2035-02-01 5.5 N/A 3000.00 25.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R4H9 2046-03-20 5 N/A 26600.00 2427.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312941U88 2040-08-01 4.5 N/A 2000.00 18.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTM5 2027-01-20 6.5 N/A 40000.00 37.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JM70 2032-05-01 7 N/A 48000.00 81.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTR4 2027-01-20 7.5 N/A 382750.00 53.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412X2W3 2037-07-01 5.5 N/A 13000.00 57.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJX8 2036-07-20 5.5 N/A 20000.00 237.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SUK4 2031-11-15 6 N/A 25000.00 83.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPP8 2037-09-20 7 N/A 92000.00 1080.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M6E4 2031-11-15 6 N/A 100000.00 116.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVR7 2033-02-15 5.5 N/A 75000.00 222.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JUG7 2031-01-01 7 N/A 10000.00 4.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPD7 2031-08-20 6.5 N/A 1118173.00 1635.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FB21 2039-10-20 4 N/A 69250.00 2983.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETDV5 2026-06-01 5 N/A 25000.00 10.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT68 2032-08-20 6 N/A 624673.00 2206.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFQ7 2035-10-20 6 N/A 49000.00 981.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B3S3 2046-05-01 3 N/A 6000.00 786.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEEZ5 2049-05-01 4 N/A 7000.00 589.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJUZ1 2044-08-01 3.5 N/A 2021.00 159.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6G6 2046-06-01 3 N/A 1000.00 151.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5H8 2039-05-20 5.5 N/A 11000.00 289.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2Z2 2047-12-01 3 N/A 3000.00 451.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPA5 2026-05-20 7 N/A 388976.00 38.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNY3 2031-07-20 6.5 N/A 393000.00 643.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206KHS3 2025-10-15 7 N/A 37000.00 5.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206LV55 2025-11-15 7.5 N/A 25000.00 0.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYD9 2027-11-20 6.5 N/A 175000.00 117.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BV27 2033-08-01 5 N/A 5000.00 68.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VQ31 2033-08-15 5.5 N/A 51053.00 405.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJF7 2033-11-01 7 N/A 90500.00 582.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211PHU0 2030-01-15 8 N/A 35098.00 621.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NQD3 2028-10-20 4 N/A 150000.00 4036.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LQ42 2028-06-15 7 N/A 100000.00 96.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WNF1 2051-09-20 3 N/A 1000.00 581.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KRN0 2038-03-15 4.5 N/A 31500.00 713.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SDX6 2033-11-20 6 N/A 45000.00 814.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XD95 2033-04-01 6 N/A 38000.00 107.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBG5 2029-04-20 5.5 N/A 80000.00 11.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FYP2 2038-06-15 6 N/A 12500.00 409.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJE8 2026-03-15 8 N/A 100000.00 38.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387VPV5 2031-08-01 6.5 N/A 18000.00 29.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGLH5 2046-02-01 4.5 N/A 3000.00 271.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212C6X4 2030-11-15 9 N/A 77000.00 154.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMR1 2026-02-20 7 N/A 618178.00 26.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3H1 2048-02-01 3 N/A 2000.00 280.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXV7 2027-12-20 7 N/A 15000.00 6.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCKF9 2029-08-01 3.5 N/A 8000.00 437.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MXW5 2043-01-20 3.5 N/A 15000.00 483.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JJ89 2032-01-15 6.5 N/A 81464.00 282.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MC35 2033-03-15 6 N/A 100000.00 179.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387WTT4 2031-08-01 6.5 N/A 13000.00 3.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204RDH8 2026-10-15 8 N/A 35000.00 4.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ESB6 2038-04-20 5.5 N/A 33334.00 437.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTA1 2026-12-20 8.5 N/A 170000.00 72.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201M4J8 2032-08-15 6.5 N/A 36962.00 24.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410MRV4 2036-06-01 6 N/A 42000.00 114.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296N2W5 2038-08-15 5.5 N/A 5000.00 113.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQ20 2031-12-20 6.5 N/A 81000.00 179.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEF2 2035-07-20 4.5 N/A 32000.00 540.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PSW1 2026-03-15 7 N/A 25320.00 2.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF46 2035-11-20 6 N/A 25000.00 500.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36219CTR5 2027-11-20 7 N/A 49000.00 274.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBX3 2039-10-20 5 N/A 298000.00 1528.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210PQ23 2031-06-15 6.5 N/A 40000.00 467.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295PUC4 2032-08-20 7 N/A 27000.00 1085.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209TQL6 2028-12-15 6 N/A 105000.00 223.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H6G6 2036-07-01 6 N/A 8000.00 5.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GYC4 2034-05-15 5 N/A 50000.00 453.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WND6 2037-06-01 5.5 N/A 10000.00 43.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMZ9 2037-04-20 6 N/A 51500.00 542.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEV0 2049-08-01 4.5 N/A 5000.00 494.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386TQM0 2031-05-01 6 N/A 34440.00 27.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213LLB4 2031-07-15 7 N/A 127232.00 200.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV71 2038-09-20 5.5 N/A 130050.00 199.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292LHQ1 2042-04-01 3.5 N/A 2000.00 262.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3J8 2034-01-20 6 N/A 77500.00 974.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NPT2 2034-08-15 5 N/A 50070.00 659.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AVA3 2043-07-01 3.5 N/A 8000.00 1371.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRE5 2026-09-20 8 N/A 348364.00 58.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WF56 2033-08-15 5 N/A 30039.00 402.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KF45 2035-10-15 5.5 N/A 112450.00 1953.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLC3 2030-01-20 5.5 N/A 25000.00 339.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KSU3 2038-04-15 6 N/A 26890.00 186.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DY54 2033-08-20 6.5 N/A 110000.00 1460.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQA0 2037-11-20 6 N/A 80000.00 896.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XRS5 2037-05-01 5 N/A 6000.00 218.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LUR5 2040-12-15 6 N/A 100000.00 2694.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVQ9 2038-08-20 6.5 N/A 19200.00 266.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUG1 2032-08-15 6 N/A 140000.00 660.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SKR1 2033-10-15 5.5 N/A 200440.00 2929.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KNN2 2035-06-01 5.5 N/A 6000.00 54.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJE1 2051-03-01 4 N/A 2000.00 673.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYC8 2046-05-01 3.5 N/A 27874.00 2979.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZM8 2028-02-20 7 N/A 566000.00 319.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRM7 2037-11-01 7.5 N/A 25000.00 121.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M2G4 2043-02-20 3 N/A 13000.00 859.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YJJ7 2029-12-01 4.5 N/A 30000.00 480.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CLW1 2025-12-20 8 N/A 105000.00 1.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZA0 2039-01-20 6 N/A 51000.00 139.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CYK2 2034-04-01 5 N/A 20835.00 180.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BP28 2031-10-15 6 N/A 11000.00 33.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209Q3Y9 2029-10-15 8.5 N/A 37498.00 21.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HYA2 2037-06-15 5 N/A 61541.00 390.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208HLF1 2027-07-15 8 N/A 116118.00 42.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291K5U7 2034-07-15 5.5 N/A 25000.00 94.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQK8 2037-12-20 5 N/A 56000.00 496.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENQ69 2042-01-01 4.5 N/A 1000.00 74.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HDU9 2028-11-01 6 N/A 127001.00 66.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205F7K3 2033-01-15 6 N/A 108000.00 390.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMS9 2026-02-20 7.5 N/A 484717.00 11.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRN3 2034-04-15 5 N/A 43000.00 517.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJC1 2025-08-20 4 N/A 300000.00 68.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386F6B6 2031-02-01 6 N/A 367336.00 97.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXA7 2033-05-01 4 N/A 3000.00 274.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SK42 2033-10-15 5 N/A 170000.00 3471.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.5 N/A 1000.00 654.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2A6 2039-02-20 5 N/A 11748.00 180.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKRL1 2047-04-01 4.5 N/A 4500.00 432.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4A5 2028-06-15 7.5 N/A 75000.00 52.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TLS4 2033-03-15 6 N/A 75000.00 449.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GVB9 2036-12-01 5 N/A 12000.00 106.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K2L0 2040-06-01 5 N/A 25000.00 717.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2X1 2033-10-01 3.5 N/A 4000.00 314.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JER5 2029-04-01 7.5 N/A 185000.00 38.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3L5 2028-06-20 6.5 N/A 412156.00 302.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294PY56 2036-06-15 6 N/A 25000.00 468.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA50 2029-03-20 6 N/A 265000.00 381.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MTC1 2026-05-01 6 N/A 45000.00 43.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210DJN2 2029-03-15 7 N/A 85000.00 264.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NA57 2043-04-20 4 N/A 50000.00 2036.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H4F0 2036-07-01 7 N/A 30000.00 603.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295SXN1 2038-05-15 5.5 N/A 55000.00 1200.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211RRB7 2035-03-15 5 N/A 26854.00 314.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYG9 2046-06-01 3 N/A 2000.00 298.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AD96 2042-03-01 3.5 N/A 1000.00 80.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BE61 2029-06-15 5.5 N/A 45359.00 53.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXS5 2033-05-20 5 N/A 500840.00 4938.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GRA3 2037-12-01 6.5 N/A 45054.00 308.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZF9 2039-01-20 5 N/A 10000.00 123.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGN6 2049-10-01 4 N/A 3000.00 422.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NAN2 2033-07-15 5 N/A 35000.00 199.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MFGR3 2032-08-01 3.5 N/A 1000.00 131.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298ACN1 2030-05-01 6.5 N/A 155000.00 352.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3M3 2028-06-20 7 N/A 368000.00 207.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBW0 2029-05-20 6 N/A 389152.00 529.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211D3K4 2029-08-15 7 N/A 25000.00 16.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SSM3 2031-10-15 6.25 N/A 151000.00 95.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7F0 2039-07-20 4 N/A 67000.00 2701.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PPG2 2036-08-01 6 N/A 44205.00 411.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VBH4 2033-10-15 5 N/A 107000.00 1254.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4F9 2028-03-15 6.5 N/A 80000.00 48.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5D8 2048-10-01 4.5 N/A 2000.00 187.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CPU2 2035-07-15 6 N/A 28571.00 531.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKK4 2036-09-20 5.5 N/A 13000.00 108.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TP60 2029-04-01 7.5 N/A 30000.00 7.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BUK1 2032-05-01 3.5 N/A 1000.00 55.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLG4 2031-01-20 7.5 N/A 500484.00 454.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AHXV3 2041-06-01 4.5 N/A 4000.00 260.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389N2E4 2030-09-01 8 N/A 100000.00 35.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411CPR6 2036-11-01 5 N/A 7000.00 110.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ET97 2032-02-15 5.5 N/A 100896.00 405.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNK0 2035-11-01 4.5 N/A 2000.00 27.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRA8 2031-12-15 7 N/A 205000.00 274.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBA5 2028-12-15 7 N/A 60000.00 56.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385W2D0 2033-03-01 6 N/A 12093.00 32.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQC8 2031-10-20 7 N/A 40000.00 80.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LDX4 2033-09-01 4.5 N/A 2000.00 25.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2AN2 2042-01-15 4.5 N/A 29000.00 795.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411UKQ3 2037-04-01 5.5 N/A 10000.00 26.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ98 2048-09-01 4 N/A 7750.00 567.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYT4 2027-12-20 7 N/A 147500.00 68.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTN8 2028-11-20 7.5 N/A 75000.00 43.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NA31 2032-03-15 6 N/A 25000.00 142.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3G4 2034-01-20 5 N/A 198000.00 2048.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYF0 2038-12-20 6 N/A 1672740.00 3109.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGR6 2030-04-20 7.5 N/A 25000.00 13.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296KSE3 2038-07-15 6.5 N/A 26884.00 203.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.5 N/A 1000.00 682.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200ECQ2 2033-05-15 5.5 N/A 25000.00 404.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHZ21 2041-12-01 4 N/A 3000.00 178.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313614D22 2027-06-01 4.507 N/A 350000.00 78.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201V3E0 2032-09-15 6 N/A 214000.00 617.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBE8 2034-11-20 5.5 N/A 67500.00 1024.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DTP7 2036-08-15 6.5 N/A 75000.00 521.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7A86 2025-11-01 5 N/A 100000.00 33.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QBW4 2034-01-15 5.5 N/A 77520.00 1103.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUC5 2027-02-20 8 N/A 60000.00 12.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHAY8 2038-05-01 5 N/A 2000.00 59.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FWD4 2041-08-20 3.5 N/A 25000.00 1295.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSP9 2029-09-01 3.5 N/A 4000.00 231.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AC6V1 2039-10-15 5 N/A 40000.00 1810.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MDS3 2035-08-01 5 N/A 9000.00 61.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414R5B7 2038-03-01 6.5 N/A 23000.00 268.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2T6 2047-09-01 4 N/A 1000.00 123.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9XS6 2043-12-01 5.5 N/A 2000.00 136.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XEB6 2037-06-01 5 N/A 8000.00 104.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGD5 2035-12-20 5.5 N/A 54554.00 856.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200YPL5 2032-02-15 7 N/A 55324.00 1646.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A46Y6 2041-01-01 4 N/A 40000.00 2384.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291PBY1 2034-10-15 6 N/A 33983.00 471.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MPEK7 2027-11-01 2.5 N/A 1000.00 31.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DL90 2031-03-20 6 N/A 698377.00 1257.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5S0 2050-04-01 3.5 N/A 32000.00 6484.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5J4 2039-05-20 6 N/A 25000.00 452.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KXM1 2038-10-01 6.5 N/A 120000.00 928.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNT6 2026-04-20 7 N/A 304950.00 38.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NTE8 2043-11-20 4 N/A 65361.00 3775.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210NYA1 2029-02-15 6 N/A 50125.00 192.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201J5U9 2032-12-15 6 N/A 201000.00 208.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AVWX9 2026-10-01 3.5 N/A 4000.00 35.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPS70 2029-02-01 4 N/A 5000.00 19.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETV1 2038-06-20 6 N/A 230000.00 510.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DNP7 2026-12-15 7 N/A 25000.00 11.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5U9 2039-06-20 5 N/A 10000.00 539.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HTE5 2032-08-01 7 N/A 31000.00 28.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416QS97 2039-05-01 5 N/A 2000.00 63.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJE5 2038-06-01 5.5 N/A 1000.00 8.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZM5 2047-02-01 3 N/A 1000.00 209.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212YGV9 2031-04-15 6.5 N/A 25000.00 89.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZE9 2038-12-20 6.5 N/A 27333.00 1138.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C6L3 2049-01-01 3.5 N/A 2750.00 285.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLU3 2031-02-20 6.5 N/A 289750.00 199.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406B6P0 2034-11-01 5.5 N/A 30000.00 231.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213AAC8 2032-02-15 6.5 N/A 105000.00 898.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296QCQ1 2033-11-01 5.5 N/A 15000.00 108.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LBW3 2036-03-15 5.5 N/A 68750.00 418.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296P2W0 2038-09-15 6 N/A 25050.00 456.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TFS7 2032-11-15 6 N/A 139972.00 496.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZK2 2028-02-20 6 N/A 42711.00 38.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5ED8 2037-11-01 5.5 N/A 78000.00 455.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M5SV5 2044-03-01 4.5 N/A 5000.00 342.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECM9 2035-02-20 4.5 N/A 50000.00 530.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5Z3 2049-01-01 4 N/A 3000.00 204.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QJT9 2044-07-20 4 N/A 185000.00 11936.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HXB5 2033-06-01 5 N/A 14667.00 92.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JMM3 2026-09-15 7.5 N/A 25000.00 7.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JACX4 2049-02-01 3.5 N/A 1000.00 87.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4QV1 2049-08-01 3.5 N/A 8000.00 711.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ABBZ1 2041-04-01 4.5 N/A 3072.00 124.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EE96 2035-09-20 5.5 N/A 259167.00 5087.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ART9 2027-01-15 7.5 N/A 29195.00 4.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD40 2029-10-20 6.5 N/A 50000.00 44.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HBB9 2030-03-01 8 N/A 10000.00 4.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YAA3 2029-06-15 7 N/A 45000.00 542.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y6A5 2031-12-15 6 N/A 45000.00 175.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KTE7 2033-04-15 5.5 N/A 27000.00 363.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N5V9 2034-11-15 5 N/A 30000.00 1152.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GPL4 2025-10-01 8 N/A 20000.00 0.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWT2 2038-10-20 5 N/A 89000.00 1409.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUB7 2027-02-20 7.5 N/A 680000.00 103.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QWJ6 2038-11-20 5.5 N/A 10000.00 638.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBA3 2039-09-20 5 N/A 1000.00 8.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411XXL4 2037-05-01 5.5 N/A 18000.00 85.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M62Y3 2038-11-01 5 N/A 6000.00 16.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWQ9 2045-07-01 3.5 N/A 3000.00 312.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETA7 2038-05-20 6 N/A 50000.00 700.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C4S0 2032-02-15 6 N/A 30000.00 58.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A97C2 2041-06-01 4.5 N/A 6000.00 361.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A55R6 2039-06-15 4.5 N/A 35141.00 714.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EX49 2028-11-15 7 N/A 40000.00 42.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCQG1 2044-08-01 4 N/A 3220.00 191.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400M3R1 2033-02-01 6 N/A 40000.00 361.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QASP6 2049-03-01 4.5 N/A 4000.00 392.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQB3 2047-10-01 4 N/A 8000.00 970.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQY8 2038-01-20 5 N/A 18750.00 200.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382KWU8 2029-06-01 7 N/A 23000.00 14.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TRX9 2029-05-01 6 N/A 44000.00 36.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FH39 2026-05-01 6.5 N/A 44500.00 5.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CPT4 2026-06-20 8 N/A 108334.00 14.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBJ9 2029-04-20 6.5 N/A 1771000.00 1925.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZX2 2033-10-20 5 N/A 601460.00 8154.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HQ54 2031-07-01 7.5 N/A 45000.00 39.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWL8 2033-01-15 6 N/A 9000.00 31.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZY0 2033-10-20 5.5 N/A 113406.00 1418.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211AD78 2029-06-15 7 N/A 25012.00 112.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291F5P9 2034-06-15 5 N/A 70091.00 1096.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP64 2026-07-20 6.5 N/A 125000.00 31.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409TRZ3 2036-04-01 5.5 N/A 18000.00 166.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MAN3 2033-02-15 5.5 N/A 74000.00 155.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CV27 2048-04-01 3.5 N/A 3000.00 391.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128K8F50 2035-10-01 5 N/A 13000.00 42.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DT82 2036-09-01 6.5 N/A 1000.00 6.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CN82 2026-05-20 6.5 N/A 164000.00 23.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPA1 2037-08-20 6 N/A 45000.00 493.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SB22 2036-08-15 5.5 N/A 26402.00 181.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK49 2032-07-01 7 N/A 500000.00 670.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YGJ29 2045-06-01 3.5 N/A 2000.00 161.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210LXD0 2028-12-15 6 N/A 70000.00 92.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K4L2 2033-04-01 6 N/A 15000.00 82.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6J3 2038-11-20 7 N/A 50000.00 4620.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DE23 2029-12-20 7.5 N/A 593000.00 389.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GPS4 2031-12-15 6.5 N/A 25114.00 682.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPF7 2041-01-20 4 N/A 26000.00 1355.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5X3 2039-06-20 5 N/A 25000.00 445.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402TWC5 2033-09-01 5.5 N/A 3667.00 34.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9D25 2039-09-01 5 N/A 3000.00 79.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296J2J4 2033-07-01 5.5 N/A 34400.00 109.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XDSQ4 2028-12-01 3.5 N/A 3000.00 140.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY48 2036-05-01 2.5 N/A 1000.00 497.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411CM40 2036-11-01 5 N/A 30000.00 144.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTS0 2034-11-01 6 N/A 5641.00 30.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JJK1 2030-05-01 8 N/A 63000.00 35.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGE5 2030-03-20 8 N/A 50171.00 32.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938JX2 2039-12-01 4.5 N/A 5333.00 118.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403AJT3 2033-10-01 5.5 N/A 10000.00 111.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ERZ4 2040-09-01 4.5 N/A 21500.00 1000.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ3K6 2031-02-01 3.5 N/A 1000.00 107.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU81 2044-09-01 4 N/A 3500.00 238.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN84 2031-09-01 7 N/A 5000.00 2.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZG2 2048-08-01 3.5 N/A 4000.00 389.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV24 2033-01-20 5.5 N/A 188000.00 1341.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QY98 2032-07-15 6.5 N/A 28500.00 122.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403NF69 2033-11-01 6.5 N/A 87004.00 399.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MG2Y0 2027-11-01 3 N/A 1000.00 29.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295M6H7 2038-01-15 5 N/A 25000.00 26.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSH6 2050-09-01 2 N/A 5000.00 2428.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRLL3 2043-01-01 3.5 N/A 1000.00 95.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UPE6 2049-03-20 6 N/A 18000.00 1962.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWU1 2033-03-20 5 N/A 275464.00 2423.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RYA4 2031-12-15 6.5 N/A 96000.00 130.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385H2P6 2028-11-01 8 N/A 120000.00 97.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MVM2 2033-09-15 4.5 N/A 55860.00 806.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XV4Q0 2044-06-01 4 N/A 2192.00 88.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNNW8 2052-03-01 2.5 N/A 2000.00 1317.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GSX8 2026-12-15 8 N/A 25038.00 15.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NN29 2035-05-15 5 N/A 25000.00 236.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391A6S3 2032-10-01 6 N/A 28000.00 27.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FPB9 2029-05-15 7 N/A 564000.00 399.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYT1 2046-09-01 3 N/A 3000.00 472.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRX1 2032-02-20 7 N/A 25000.00 56.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WBE2 2028-05-15 6.5 N/A 125000.00 104.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209Q4A0 2029-10-15 8.5 N/A 25000.00 43.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QY60 2039-05-15 3.5 N/A 11000.00 558.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SDZ5 2038-10-15 7 N/A 71250.00 2237.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BY93 2033-07-15 5.5 N/A 32000.00 254.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WHN3 2031-04-01 6 N/A 71626.00 70.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HR93 2037-08-15 6.5 N/A 41339.00 147.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288LBS9 2029-08-01 6.5 N/A 370000.00 277.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209HQE8 2030-03-15 8 N/A 93179.00 314.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KP51 2037-12-15 6 N/A 30000.00 228.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7E8 2049-02-01 4 N/A 10500.00 613.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4R3 2049-12-01 4 N/A 3000.00 446.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BW38 2033-02-15 6 N/A 60651.00 270.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DPX5 2042-10-01 3 N/A 6000.00 1014.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJC3 2032-07-01 6.5 N/A 217319.00 336.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NJF6 2038-10-20 6 N/A 1000.00 53.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLV2 2050-02-01 3.5 N/A 1000.00 140.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2H2 2028-04-15 6.5 N/A 37000.00 32.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201U5N0 2033-07-15 5.5 N/A 84826.00 449.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMB4 2031-03-20 7 N/A 405000.00 472.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYM5 2038-12-20 6 N/A 50000.00 642.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YDH2 2037-05-01 5.5 N/A 15000.00 24.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HS89 2032-08-01 6.5 N/A 57000.00 66.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRK4 2041-03-20 4 N/A 133000.00 1455.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375B3D7 2025-11-01 6 N/A 90000.00 15.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5Q0 2034-05-20 5 N/A 92000.00 1513.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390FC72 2032-05-01 6.5 N/A 27000.00 125.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ93 2030-10-20 8 N/A 33120.00 19.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VZG3 2028-02-15 7 N/A 63853.00 53.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FDT6 2025-12-01 7 N/A 170000.00 3.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GRZ1 2027-03-01 7 N/A 10000.00 1.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAG8 2050-11-01 2.5 N/A 6000.00 2624.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5Z8 2039-06-20 6 N/A 160000.00 1060.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T6S3 2028-10-15 7 N/A 25000.00 47.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201LUC6 2032-05-15 6.5 N/A 105333.00 275.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MNC0 2042-09-20 3.5 N/A 33000.00 1183.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KAT5 2033-09-15 7.5 N/A 25000.00 412.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JU24 2033-03-15 5.5 N/A 25000.00 56.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NZ88 2033-05-15 5.5 N/A 58000.00 378.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XXV4 2029-06-15 7 N/A 40064.00 95.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385WZT9 2033-01-01 6.5 N/A 42000.00 55.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZL0 2028-02-20 6.5 N/A 152525.00 102.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DXR8 2036-12-15 5 N/A 100643.00 287.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5T3 2049-01-01 4 N/A 4750.00 312.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMN6 2037-03-20 5.5 N/A 40680.00 418.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945ZK7 2041-02-01 4.5 N/A 1096.00 32.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JCH9 2028-12-15 6 N/A 100000.00 119.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7K1 2034-08-20 6 N/A 105000.00 1169.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RXS6 2031-12-15 6 N/A 60000.00 212.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXW4 2038-11-20 7 N/A 119000.00 2264.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407NJW4 2025-09-01 6 N/A 6000.00 2.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206URD3 2026-03-15 7 N/A 30000.00 2.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QXZ3 2033-07-15 5 N/A 244000.00 1650.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ANDM9 2040-07-15 4.5 N/A 42621.00 1173.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFR8 2049-09-01 3.5 N/A 5000.00 581.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEYJ5 2050-09-01 2 N/A 1900.00 990.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JJ97 2032-01-15 6 N/A 86000.00 97.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXT8 2032-08-20 6.5 N/A 15000.00 396.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UM97 2026-02-15 7 N/A 87000.00 10.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED55 2035-06-20 5.5 N/A 46000.00 723.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBY6 2029-05-20 7 N/A 388500.00 489.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WMH2 2040-07-01 5 N/A 6000.00 99.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400CEY6 2033-02-01 5.5 N/A 15000.00 45.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202VXE6 2034-05-15 5 N/A 25000.00 685.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FYH3 2041-10-20 3.5 N/A 14000.00 288.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BXE3 2033-03-15 6.5 N/A 25000.00 56.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KAU4 2028-08-15 7 N/A 60000.00 30.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MFGY7 2042-11-01 3.5 N/A 1000.00 229.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391PE93 2032-12-01 6 N/A 25000.00 153.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAM0 2028-11-15 6.5 N/A 62500.00 60.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EENK1 2042-04-01 3.5 N/A 1000.00 79.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AT25 2032-01-01 3.5 N/A 13000.00 732.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418XXX1 2040-08-01 5 N/A 8000.00 97.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYPN1 2027-06-01 3 N/A 4000.00 107.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQC6 2037-11-20 7 N/A 73000.00 823.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376J2G3 2032-05-01 6.5 N/A 11273.00 0.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DW84 2028-04-15 7.25 N/A 75000.00 51.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4S3 2029-02-15 6 N/A 77500.00 137.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389SFD1 2032-03-01 6.5 N/A 50000.00 225.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294QA27 2036-08-15 6 N/A 122000.00 2477.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AYW96 2026-11-01 3.5 N/A 2000.00 27.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKL4 2030-11-20 7.5 N/A 40294.00 23.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KT49 2033-05-15 5 N/A 115100.00 1587.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371M6M4 2037-01-01 5.5 N/A 53000.00 139.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RW32 2031-11-15 6.5 N/A 50000.00 161.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1SQ1 2043-02-01 3 N/A 1000.00 275.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4N0 2028-08-20 6 N/A 438000.00 557.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4A8 2028-07-20 7.5 N/A 100000.00 32.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LH25 2040-05-15 5 N/A 15000.00 282.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRL1 2032-04-01 7 N/A 768000.00 676.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200K2B2 2033-01-15 6.5 N/A 72000.00 567.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407HTA4 2036-02-01 6 N/A 30000.00 246.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YJD1 2040-07-01 4.5 N/A 12000.00 911.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4F3 2039-04-20 4 N/A 36000.00 1206.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEAT3 2048-11-01 4.5 N/A 1000.00 131.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HE46 2029-02-01 6.5 N/A 2933.00 2.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6Y4 2028-12-20 6 N/A 746000.00 1162.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414USX7 2038-03-01 5 N/A 1000.00 8.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UNR6 2026-03-15 6.5 N/A 205000.00 79.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201M5L2 2032-09-15 6 N/A 50000.00 148.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XZD2 2033-06-15 5.5 N/A 25027.00 104.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MCE5 2035-06-01 5 N/A 6577.00 57.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FB70 2039-10-20 6.5 N/A 25891.00 448.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESE7 2032-01-15 6 N/A 50060.00 231.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31306XQY2 2027-09-01 3 N/A 1000.00 21.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XYDZ7 2048-04-01 4 N/A 8693.00 1429.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLQ4 2025-12-20 6.5 N/A 65000.00 6.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407KJN0 2035-09-01 5 N/A 20000.00 161.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTT8 2033-08-01 5.5 N/A 8000.00 99.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182NCD3 2044-09-15 4 N/A 16000.00 1436.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390CVL7 2032-05-01 6 N/A 20715.00 32.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417JNJ5 2039-07-01 5 N/A 7000.00 83.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J5A8 2031-06-01 6.5 N/A 75000.00 50.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287MQ60 2031-12-01 6.5 N/A 18000.00 29.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UBD1 2031-10-15 6.5 N/A 30000.00 56.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3L7 2049-07-01 4 N/A 5000.00 517.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CRD8 2047-11-01 4 N/A 1000.00 119.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJW71 2045-09-01 4 N/A 6500.00 542.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YTJ2 2038-03-15 4.5 N/A 50000.00 136.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CX40 2027-10-20 8 N/A 125000.00 51.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXL2 2027-09-20 7 N/A 1130643.00 361.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KAL1 2034-06-15 6 N/A 75000.00 71.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3Y7 2028-07-20 6.5 N/A 676836.00 534.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BZZ4 2033-06-15 6.5 N/A 150001.00 719.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409CV85 2036-05-01 5 N/A 19000.00 76.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MEQ2 2033-03-15 5 N/A 40000.00 345.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUC0 2032-08-15 6 N/A 50000.00 212.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNV1 2040-05-01 4.5 N/A 6000.00 170.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391AAB5 2032-12-01 5.5 N/A 51000.00 120.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292GT54 2036-01-15 5 N/A 5000.00 230.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412V4C9 2037-06-01 6.5 N/A 13000.00 24.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205K6N7 2027-02-15 7 N/A 25020.00 5.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MPGS8 2027-11-01 2.5 N/A 1000.00 40.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294BRL1 2029-12-01 7 N/A 5000.00 1.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LPP8 2034-05-01 5 N/A 19686.00 203.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTF8 2032-06-20 6.5 N/A 57000.00 171.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7K3 2029-01-20 5.5 N/A 188666.00 457.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CG65 2047-03-01 3 N/A 1000.00 223.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ABP59 2039-11-15 4 N/A 9506.00 730.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC49 2035-03-20 5.5 N/A 35000.00 584.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2E99 2042-02-15 5 N/A 50000.00 3962.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NBC8 2037-02-01 5 N/A 1000.00 7.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HQ31 2032-06-01 6 N/A 30000.00 84.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JRN0 2032-11-01 6 N/A 127040.00 306.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VLJ4 2026-04-15 6 N/A 130000.00 89.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HXL3 2033-06-01 6 N/A 48000.00 280.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMM8 2037-03-20 5 N/A 58750.00 628.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDA1 2039-12-20 4 N/A 18750.00 979.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MGX2 2042-07-20 3.5 N/A 28000.00 1227.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DAV0 2038-07-15 5.5 N/A 66057.00 683.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7BN2 2026-01-01 5 N/A 100000.00 52.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B3T1 2046-05-01 3.5 N/A 1000.00 128.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM65 2031-05-20 7 N/A 25000.00 41.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y6ND2 2044-12-01 4 N/A 9000.00 1104.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVE0 2027-04-20 7.5 N/A 625000.00 128.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUW7 2038-07-20 7 N/A 65000.00 656.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRW4 2050-08-01 2 N/A 5000.00 2286.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV89 2038-09-20 6 N/A 1646232.00 1157.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUV2 2050-10-01 4.5 N/A 1000.00 254.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB92 2049-05-01 3.5 N/A 2000.00 151.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGE0 2040-05-20 5 N/A 13667.00 484.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MZD0 2027-11-15 7 N/A 80000.00 22.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KKB2 2033-01-15 5.5 N/A 25000.00 223.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXZ1 2027-10-20 7 N/A 121500.00 76.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBZ3 2029-05-20 7.5 N/A 25000.00 11.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411EYE1 2037-01-01 5 N/A 2000.00 50.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291X5S4 2035-06-15 5.5 N/A 50000.00 557.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MTF0 2033-08-15 5 N/A 26000.00 281.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VXY6 2028-01-15 7 N/A 29499.00 10.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MYR2 2026-04-15 7.5 N/A 25000.00 24.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVZ3 2027-05-20 7.5 N/A 157500.00 36.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G2K1 2029-06-01 7 N/A 5000.00 2.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYF4 2027-11-20 7 N/A 70115.00 41.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E5YJ1 2027-01-01 3 N/A 1000.00 19.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5P1 2048-12-01 4.5 N/A 4000.00 290.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUF4 2038-07-20 5.5 N/A 217000.00 1665.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296B5C2 2038-05-20 5.5 N/A 34000.00 282.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVX8 2027-05-20 7 N/A 533490.00 296.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7A97 2038-12-01 5 N/A 20000.00 176.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379J2Y1 2028-04-01 7 N/A 6000.00 4.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YRCW6 2030-06-01 3.5 N/A 2000.00 122.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RXS1 2029-06-15 7 N/A 50000.00 130.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUU1 2038-07-20 6 N/A 25000.00 309.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200A4E6 2035-08-15 6 N/A 50000.00 663.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y1HC5 2048-07-01 4.5 N/A 5750.00 461.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ER6D7 2032-02-01 3 N/A 3000.00 414.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAN6 2039-08-20 5 N/A 157353.00 2475.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BDX3 2028-09-15 7.5 N/A 25000.00 10.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAL6 2034-03-01 3.5 N/A 4000.00 323.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391SH29 2033-01-01 6 N/A 134000.00 167.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371G2S8 2028-10-01 6.5 N/A 5000.00 2.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC83 2049-07-01 4.5 N/A 1500.00 164.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4Y5 2051-10-01 2.5 N/A 7000.00 4338.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHGK2 2026-09-01 4.5 N/A 60000.00 261.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415TFV7 2038-08-01 6 N/A 22000.00 194.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWA3 2038-09-20 7 N/A 656412.00 2272.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200EB59 2033-05-15 5.5 N/A 40000.00 264.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGS20 2044-02-01 3.5 N/A 1000.00 171.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FVZ7 2032-05-15 7 N/A 25026.00 130.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWV7 2038-10-20 6 N/A 930000.00 836.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4G1 2039-04-20 4.5 N/A 12000.00 276.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6Z7 2039-07-20 4.5 N/A 15000.00 21.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RFV6 2035-06-01 5 N/A 51000.00 515.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SEM5 2046-06-20 5.5 N/A 6650.00 740.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4F84 2049-05-01 4 N/A 2000.00 333.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESH0 2032-01-15 6 N/A 25000.00 91.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CH71 2025-08-20 7 N/A 523929.00 3.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382RNY5 2029-03-01 6.5 N/A 25000.00 7.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KL71 2037-04-15 5.5 N/A 83807.00 1265.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXU8 2038-11-20 6 N/A 26000.00 292.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291PAA4 2033-09-15 5 N/A 110000.00 1649.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7B3 2028-12-20 7 N/A 159725.00 54.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VL32 2050-05-20 3 N/A 10000.00 1758.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWA8 2033-04-01 3.5 N/A 1000.00 115.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7EL3 2027-05-01 5 N/A 10000.00 24.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411X2D6 2037-05-01 5.5 N/A 6000.00 65.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HNM6 2029-05-01 6 N/A 15000.00 15.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4F8 2048-11-01 4 N/A 21000.00 1678.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVR8 2045-01-01 3.5 N/A 12000.00 1055.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTM4 2035-10-01 2 N/A 2000.00 818.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B5G8 2032-12-15 6 N/A 28275.00 83.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LDF3 2033-08-01 6 N/A 10000.00 55.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296NWR3 2038-08-15 5.5 N/A 25000.00 194.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPAH7 2045-02-01 4.5 N/A 2000.00 134.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU66 2032-11-20 5 N/A 179667.00 1654.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346Y6S7 2049-12-01 3 N/A 2000.00 402.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379JVK9 2026-10-01 9 N/A 95000.00 36.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307NNU4 2030-07-01 3.5 N/A 3000.00 224.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU77 2048-03-01 3.5 N/A 7750.00 1025.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9WL2 2043-10-01 3 N/A 1000.00 169.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBX8 2029-05-20 6.5 N/A 570000.00 650.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQA4 2026-07-20 8 N/A 1007334.00 59.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179N5Y0 2044-02-20 5 N/A 40000.00 2125.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LFE7 2041-07-01 5.5 N/A 31000.00 478.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PVT4 2026-05-15 7.5 N/A 146000.00 16.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382YAY4 2029-04-01 6 N/A 5000.00 4.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KQT7 2033-04-15 5.5 N/A 30000.00 305.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPP73 2044-08-01 4 N/A 5000.00 620.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YYXB4 2045-11-01 4 N/A 11250.00 758.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY64 2028-01-20 6 N/A 165619.00 106.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HUP7 2033-02-01 5.5 N/A 20000.00 101.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AAF0 2054-09-20 5.5 N/A 1000.00 961.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSG8 2050-08-01 4.5 N/A 1000.00 157.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ6M0 2052-09-01 4.5 N/A 29000.00 22467.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETEL6 2030-08-01 3.5 N/A 7000.00 538.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287XG83 2032-08-01 6 N/A 20000.00 41.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KNZ9 2029-04-15 7 N/A 25614.00 22.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHX2 2030-07-20 8 N/A 25000.00 15.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JXA1 2029-06-15 6.5 N/A 85000.00 136.33 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 GOVERNMENT NATIONAL M N/A 36202C2J1 2028-04-20 6.5 N/A 225500.00 153.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFVY4 2052-02-01 3 N/A 1000.00 675.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4T1 2029-02-15 6 N/A 154000.00 276.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMYK1 2044-04-01 4.5 N/A 6000.00 447.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW88 2038-10-20 7.5 N/A 25000.00 436.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4U8 2029-02-15 6.5 N/A 37216.00 12.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3K4 2028-05-15 6.5 N/A 48312.00 30.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4C6 2028-03-15 7 N/A 180000.00 58.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HSN6 2032-05-01 7.5 N/A 64000.00 238.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUH2 2032-09-20 5.5 N/A 348000.00 1318.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307AVU3 2028-02-01 3 N/A 3000.00 112.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AN94 2028-09-15 6.5 N/A 250000.00 123.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380HSG3 2028-11-01 6 N/A 14667.00 3.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETJ56 2045-10-01 4.5 N/A 12500.00 1702.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJY1 2038-05-01 6 N/A 79830.00 513.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMR9 2031-04-20 6.5 N/A 219000.00 248.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AR69 2027-02-15 6.5 N/A 155000.00 26.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3J2 2049-07-01 3.5 N/A 27000.00 2488.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKB4 2036-08-20 6 N/A 51000.00 430.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLC84 2047-04-01 4.5 N/A 3000.00 378.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPK9 2037-09-20 5 N/A 13000.00 206.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206LR27 2025-09-15 8 N/A 118295.00 5.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRP3 2041-03-20 3.5 N/A 10000.00 1661.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BST6 2039-01-01 6.5 N/A 19000.00 171.58 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 3138A7FZ6 2041-02-01 4.5 N/A 23500.00 801.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C4Q4 2032-02-15 6 N/A 204000.00 632.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKW8 2036-10-20 5.5 N/A 29043.00 280.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FML4 2033-02-15 5 N/A 140285.00 952.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQCT8 2043-01-01 3.5 N/A 20000.00 1012.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFLC8 2045-09-01 3.5 N/A 1001.00 98.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DF70 2034-08-01 6 N/A 64611.00 500.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HAS7 2028-09-01 7 N/A 201290.00 186.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291L4M4 2034-06-15 5.5 N/A 25000.00 789.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KMG6 2036-12-01 5 N/A 3000.00 38.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2 N/A 1000.00 675.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QHR3 2039-02-15 4.5 N/A 35000.00 1025.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJA0 2030-08-20 7.5 N/A 115000.00 65.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BSF6 2032-02-15 7.5 N/A 109696.00 150.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HRH9 2032-08-01 6 N/A 99990.00 241.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5S8 2028-10-20 6 N/A 669000.00 642.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBQ43 2049-08-01 3.5 N/A 1000.00 144.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJBJ8 2035-02-01 5 N/A 10000.00 103.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJS84 2043-08-01 4 N/A 5000.00 345.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMWC3 2032-04-01 3.5 N/A 1000.00 107.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NH27 2043-07-20 3 N/A 32000.00 2393.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUU8 2041-06-20 4.5 N/A 85000.00 979.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RDC3 2032-06-15 6.5 N/A 84000.00 108.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413YRR4 2037-11-01 6 N/A 3334.00 12.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YEE5 2029-03-15 6.5 N/A 145000.00 182.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212EDJ3 2030-06-15 8 N/A 25000.00 94.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BKL1 2038-11-01 5 N/A 1031.00 8.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERS0 2038-03-20 5 N/A 20000.00 254.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYG8 2038-12-20 6.5 N/A 763000.00 410.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412WG67 2037-06-01 6 N/A 15000.00 231.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NFQ9 2034-03-15 5 N/A 25000.00 574.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EA25 2034-10-20 6 N/A 105000.00 1681.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213BQW5 2031-06-15 6.5 N/A 126972.00 455.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHR3 2036-04-20 5 N/A 180282.00 2350.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSA0 2032-03-20 5.5 N/A 103000.00 390.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297AVC5 2034-06-01 6 N/A 5000.00 181.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLW9 2031-02-20 7.5 N/A 160431.00 104.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJY0 2053-10-01 4 N/A 1000.00 850.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2H5 2028-04-20 6 N/A 335538.00 477.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7A6 2034-02-01 3.5 N/A 1000.00 75.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYW7 2027-12-20 8 N/A 115000.00 75.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374GSR9 2027-10-01 7 N/A 73296.00 20.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVM0 2032-12-20 5.5 N/A 382650.00 2700.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CY92 2027-06-15 7.5 N/A 40000.00 24.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVX3 2032-12-15 6.5 N/A 695268.00 1784.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MED0 2032-04-15 6.5 N/A 75000.00 201.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUL6 2028-02-01 3 N/A 4000.00 275.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212W2M8 2033-02-15 5.5 N/A 68000.00 221.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTWN1 2044-08-01 4 N/A 1004.00 193.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LBX1 2036-03-15 6 N/A 90746.00 795.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJCE5 2029-01-01 3.5 N/A 21000.00 514.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4W51 2049-08-01 3.5 N/A 1000.00 130.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388UC99 2031-12-01 6.5 N/A 18000.00 34.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418SUT4 2025-10-01 3.5 N/A 3000.00 2.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291WWU1 2035-03-15 5 N/A 50000.00 5303.39 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 5787500.00 6185794.34 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31412BFU1 2036-12-01 6 N/A 35000.00 111.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6F3 2034-06-20 6 N/A 132600.00 1807.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSS1 2032-04-20 7 N/A 290000.00 544.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NTR6 2038-04-01 5 N/A 5098.00 29.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M0XQ8 2042-08-01 4.5 N/A 3249.00 389.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JBM0 2032-04-15 6 N/A 25034.00 211.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWW5 2038-10-20 6.5 N/A 1612667.00 531.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMB2 2037-02-20 6 N/A 133479.00 1877.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JK87 2032-02-15 6.5 N/A 25000.00 19.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413B5R8 2037-08-01 6 N/A 78000.00 393.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287MUA6 2032-01-01 6 N/A 75000.00 38.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLS6 2045-08-20 5 N/A 25000.00 2122.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKK6 2030-11-20 7 N/A 383500.00 264.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLF6 2031-01-20 7 N/A 961000.00 937.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YS80 2034-04-15 6 N/A 60000.00 516.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414PZM4 2038-03-01 6 N/A 16907.00 83.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAN7 2032-02-15 6.5 N/A 51054.00 150.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XGQ4 2036-09-15 6 N/A 45000.00 435.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDQ9 2035-05-20 5.5 N/A 30000.00 454.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409XGH6 2036-05-01 6.5 N/A 57000.00 326.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388K5X6 2031-10-01 6.5 N/A 15000.00 10.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7CA5 2049-03-01 4 N/A 8500.00 1325.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCH5 2046-10-01 3 N/A 3000.00 500.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXL9 2045-12-01 4 N/A 7000.00 715.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGD4 2028-12-15 6.5 N/A 452189.00 487.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7G0 2034-08-20 5 N/A 179605.00 2082.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6NJ3 2037-01-01 5.5 N/A 10000.00 136.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WGV7 2036-08-01 6 N/A 18667.00 158.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XES9 2037-06-01 6 N/A 11000.00 122.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELY3 2037-01-20 7 N/A 75000.00 896.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCH7 2039-04-01 4.5 N/A 19500.00 268.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211C2U5 2029-07-15 7 N/A 65000.00 29.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LEX8 2036-06-15 6 N/A 37000.00 574.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDE7 2052-05-01 3.5 N/A 4000.00 2905.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NBQ3 2034-01-15 6 N/A 75625.00 1003.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9T31 2032-09-01 3.5 N/A 2000.00 267.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS53 2026-12-20 7 N/A 170000.00 55.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1N46 2039-09-15 5 N/A 25000.00 880.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206W7M1 2026-09-15 7.5 N/A 80000.00 15.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELA5 2036-11-20 6.5 N/A 25000.00 308.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KWH0 2032-12-01 5.5 N/A 30734.00 100.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CJ50 2031-08-15 7 N/A 250000.00 343.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAN3 2050-12-01 2 N/A 1770.00 956.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415LJ57 2038-05-01 5.5 N/A 9000.00 54.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU32 2044-08-01 4 N/A 2000.00 142.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210PWH3 2029-03-15 6 N/A 50000.00 68.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ER92 2038-04-20 4.5 N/A 44670.00 1069.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FSH7 2038-10-15 6.5 N/A 25000.00 145.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381C5S2 2028-11-01 7.5 N/A 26000.00 3.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FVQ6 2029-03-15 7 N/A 50000.00 58.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQ44 2038-01-20 7 N/A 79000.00 588.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBL4 2029-04-20 7.5 N/A 47000.00 20.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SDJ3 2036-09-15 6.5 N/A 30000.00 154.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CFR0 2035-10-15 5 N/A 113000.00 2197.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297EE68 2039-03-15 5.5 N/A 45000.00 978.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210RHD5 2032-01-15 6 N/A 30041.00 59.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GXH4 2028-11-01 6 N/A 65000.00 37.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JL58 2029-05-15 6.5 N/A 25000.00 35.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206RJR8 2027-05-15 7 N/A 115000.00 77.05 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 549300M8ZYFG0OCMTT87 36202DAP6 2029-02-20 6.5 N/A 154000.00 173.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BMZ8 2031-04-15 6.5 N/A 302000.00 485.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7A5 2028-12-20 6.5 N/A 1172071.00 1302.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200TQM3 2033-08-15 5 N/A 35000.00 1793.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307YPC8 2034-03-01 3.5 N/A 3000.00 283.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288FB37 2033-02-01 5 N/A 25000.00 133.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJE5 2031-04-01 7 N/A 7000.00 4.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ER81 2032-01-15 6 N/A 95000.00 370.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413MPN1 2037-08-01 6.5 N/A 2000.00 15.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211CTJ1 2029-06-15 7 N/A 45000.00 172.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FE96 2029-02-15 7 N/A 70000.00 33.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FFS0 2040-04-20 4 N/A 8500.00 410.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q6T3 2038-11-20 5.5 N/A 12000.00 851.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1R25 2027-02-01 3 N/A 3000.00 37.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMA8 2026-01-20 7 N/A 543496.00 20.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMTP8 2030-06-01 3 N/A 4000.00 372.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYV9 2027-12-20 7.5 N/A 690000.00 396.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVD8 2029-07-01 6 N/A 156000.00 127.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY30 2036-05-01 2 N/A 4000.00 2149.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UY79 2033-05-15 5 N/A 25000.00 382.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210ASU2 2028-10-15 6.5 N/A 32000.00 19.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KK31 2036-09-15 5 N/A 81874.00 1701.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLQ3 2040-02-01 3 N/A 6000.00 1161.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212DGX1 2031-04-15 6.5 N/A 30000.00 160.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5C0 2048-10-01 4 N/A 2000.00 146.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290R5V1 2033-10-15 5.5 N/A 117831.00 1539.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ85 2030-10-20 7.5 N/A 25000.00 16.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FAG8 2032-08-15 6.5 N/A 405000.00 426.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389L2Y4 2032-04-01 6.5 N/A 14001.00 141.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQ51 2045-10-20 5 N/A 20000.00 1661.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F8DG9 2046-03-01 3.5 N/A 1000.00 78.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KRA7 2033-04-15 5.5 N/A 25000.00 540.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401CV26 2033-05-01 5.5 N/A 15188.00 46.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292MYH9 2036-05-15 6 N/A 25000.00 279.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZG5 2029-01-15 6 N/A 129000.00 252.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AUL2 2027-06-15 7 N/A 100000.00 23.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EPD5 2029-01-15 6 N/A 100000.00 129.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MF93 2025-09-01 5 N/A 28000.00 3.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QK94 2034-11-15 6 N/A 201000.00 2058.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMT5 2031-04-20 7.5 N/A 50000.00 91.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XNQ3 2037-06-01 6 N/A 1000.00 7.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGSR6 2038-02-01 5 N/A 99000.00 2288.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375PBZ8 2026-03-01 6.5 N/A 10000.00 0.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJL3 2049-07-01 3.5 N/A 6100.00 720.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QYE5 2049-05-01 4.5 N/A 1000.00 107.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JHW1 2031-03-15 6 N/A 25002.00 114.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412APN8 2038-05-01 6.5 N/A 51000.00 657.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYE3 2038-12-20 5.5 N/A 404000.00 267.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F4A1 2042-02-20 5.5 N/A 10000.00 432.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CND2 2047-08-01 3.5 N/A 3000.00 344.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213SZB4 2031-09-15 6.5 N/A 100100.00 134.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZN5 2032-03-15 7 N/A 132893.00 2175.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DWU9 2036-11-01 5.5 N/A 2000.00 15.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J3B8 2031-04-01 6.5 N/A 5000.00 2.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPEQ3 2039-10-01 6 N/A 1000.00 106.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTE1 2032-06-20 6 N/A 369366.00 1373.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V6R1 2028-04-15 7 N/A 50000.00 24.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418PS71 2040-03-01 4.5 N/A 11500.00 336.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSC6 2032-03-20 6.5 N/A 353050.00 688.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295UF55 2038-01-15 6.5 N/A 25000.00 50.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CW82 2027-08-20 7 N/A 231000.00 139.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGW2 2029-11-15 7 N/A 305000.00 385.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBFK9 2048-05-01 4 N/A 8000.00 825.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VDJ4 2031-11-15 5.5 N/A 25332.00 1022.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373UF28 2025-10-01 7 N/A 5000.00 0.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HT40 2029-07-01 7.5 N/A 16000.00 29.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FQT3 2033-04-15 5.5 N/A 25000.00 74.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XHR1 2033-07-01 6 N/A 1815.00 6.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERPF1 2031-03-01 4 N/A 15000.00 465.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390MHU1 2032-08-01 6.5 N/A 50000.00 75.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PTH6 2036-09-01 6 N/A 8000.00 43.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BT55 2045-08-01 4 N/A 6000.00 654.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQF8 2052-07-01 3.5 N/A 4000.00 3067.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXN8 2027-09-20 7.5 N/A 25000.00 8.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K6B2 2033-06-01 5 N/A 10000.00 68.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QK33 2049-06-01 6.827 N/A 80000.00 16068.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFU7 2029-08-15 7.5 N/A 42000.00 15.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202W4A4 2033-08-15 5.5 N/A 50910.00 180.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QK58 2046-05-01 6.745 N/A 50000.00 16199.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN4H9 2044-08-01 4.5 N/A 1000.00 106.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMH4 2035-04-01 3.5 N/A 2000.00 658.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WARA7 2043-12-01 4.5 N/A 2000.00 67.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291Q5U4 2036-03-15 6 N/A 110000.00 2338.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G5W2 2029-09-01 7.5 N/A 10000.00 7.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VV39 2032-01-15 6 N/A 37500.00 232.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AQQ6 2026-11-15 7 N/A 170000.00 15.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287PC84 2032-02-01 6 N/A 7000.00 59.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AJD2 2032-12-15 5.5 N/A 36916.00 232.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YXZ1 2038-04-15 5 N/A 14000.00 145.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5DM9 2036-12-01 5 N/A 13000.00 122.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBD0 2034-11-20 5 N/A 149250.00 1883.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201ECV0 2034-05-15 5 N/A 29000.00 174.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6T65 2038-09-01 4.5 N/A 13500.00 135.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AMUJ2 2041-07-01 4.5 N/A 22500.00 712.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQK51 2035-05-15 3.5 N/A 32500.00 693.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HX67 2033-09-01 4 N/A 10000.00 174.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMA6 2031-03-20 6.5 N/A 503178.00 535.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF47 2052-06-01 5 N/A 20000.00 14241.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CNV4 2037-08-01 5.5 N/A 61500.00 2216.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBK6 2029-04-20 7 N/A 102954.00 108.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVH8 2032-09-15 6.5 N/A 25000.00 60.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KBZ0 2034-08-15 6 N/A 98468.00 1216.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FGD6 2035-07-01 5 N/A 2000.00 12.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287YKA1 2032-09-01 6.5 N/A 44000.00 123.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200D2U6 2032-12-15 6 N/A 60000.00 391.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410Q6L0 2036-11-01 6.5 N/A 6000.00 33.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFS80 2045-10-01 4 N/A 6000.00 567.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VPK4 2029-01-15 6 N/A 150000.00 472.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PWV21 2026-10-01 3 N/A 13000.00 112.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409CVQ5 2036-05-01 5.5 N/A 16000.00 32.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BM21 2028-12-15 7 N/A 345000.00 376.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AVAG7 2042-05-15 3.5 N/A 15000.00 4231.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204YBG7 2026-03-15 7 N/A 25000.00 194.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUA7 2032-10-01 5.5 N/A 35000.00 116.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211CXU1 2029-05-15 6.5 N/A 200000.00 477.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9H89 2048-07-01 4.5 N/A 3000.00 268.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B5J3 2034-05-20 6 N/A 25000.00 261.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BDM4 2029-04-15 6 N/A 210500.00 254.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9GM7 2048-02-01 3.5 N/A 2000.00 271.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2V2 2033-12-20 5.5 N/A 164834.00 2130.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HQN7 2032-05-01 6 N/A 20000.00 54.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294MF97 2026-05-01 3.5 N/A 4000.00 15.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVG1 2039-09-20 6 N/A 10000.00 1069.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YU50 2038-03-15 4.5 N/A 26195.00 207.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296P5J7 2033-11-01 5 N/A 45000.00 426.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEL1 2029-11-20 7.5 N/A 297500.00 209.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C6A7 2049-01-01 4.5 N/A 1000.00 65.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JLS5 2040-10-01 4.5 N/A 1667.00 50.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W14A2 2028-02-01 2.5 N/A 1000.00 52.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FFR9 2032-11-15 5.5 N/A 61565.00 1486.54 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 36201MFP2 2032-05-15 6 N/A 29000.00 115.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZH0 2048-08-01 4 N/A 16750.00 1273.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SEC7 2035-05-15 5.5 N/A 43000.00 375.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XC3U4 2043-11-01 4.5 N/A 2500.00 458.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296NA23 2033-10-01 5.5 N/A 5000.00 99.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXN4 2038-11-20 6 N/A 261000.00 380.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417CDR3 2042-07-01 3.5 N/A 1188.00 99.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFPJ4 2052-01-01 2.5 N/A 5000.00 3180.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLX7 2031-02-20 8 N/A 50012.00 43.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXE22 2035-10-01 4.5 N/A 8000.00 55.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEG0 2035-07-20 5 N/A 164192.00 2431.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3H2 2034-01-20 5.5 N/A 61000.00 802.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371G5D8 2028-08-01 6 N/A 36700.00 20.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291AQ69 2033-09-15 5 N/A 25982.00 524.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVV9 2045-02-01 3.5 N/A 1000.00 92.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QLU6 2032-03-15 6 N/A 116000.00 803.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293LN67 2029-03-01 6 N/A 25000.00 14.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210NXJ3 2029-01-15 6 N/A 40000.00 228.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5E1 2050-02-01 3.5 N/A 1000.00 146.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1KQ9 2028-02-01 2.5 N/A 2000.00 63.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375VUH4 2026-03-01 6 N/A 110000.00 55.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E7F70 2045-11-01 4 N/A 16000.00 930.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295R2B3 2038-05-15 5.5 N/A 50084.00 2020.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMD2 2026-01-20 8 N/A 171000.00 10.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERJD3 2031-08-01 3.5 N/A 1000.00 104.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU85 2048-03-01 4 N/A 5000.00 595.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201ATP3 2032-02-15 6 N/A 50000.00 134.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYY1 2033-08-20 4.5 N/A 146590.00 2777.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NK72 2043-08-20 3.5 N/A 15000.00 344.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KMK4 2032-03-01 6 N/A 28000.00 56.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJLD0 2039-02-01 5 N/A 18334.00 214.46 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 36202EPN3 2037-09-20 6.5 N/A 30000.00 324.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EJD2 2032-02-15 7 N/A 123273.00 3811.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GD3F7 2041-05-01 4 N/A 2000.00 146.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPV4 2031-10-15 6 N/A 38000.00 142.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402X4D5 2033-10-01 5.5 N/A 6000.00 43.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAA9 2029-01-20 6.5 N/A 740064.00 961.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404YAH5 2034-05-01 5 N/A 15000.00 277.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFA2 2035-09-20 6 N/A 80200.00 1751.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUD6 2026-06-20 4 N/A 100000.00 362.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335GMB8 2025-10-01 6.5 N/A 25102.00 0.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128FPRK2 2027-06-01 7.5 N/A 50000.00 80.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKN8 2036-09-20 7 N/A 208000.00 1779.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GGAW5 2041-08-01 4 N/A 3680.00 151.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X5C7 2033-07-15 5.5 N/A 50000.00 501.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334XJS9 2049-07-01 4 N/A 3000.00 381.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VUH6 2027-11-15 7 N/A 25265.00 4.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHV6 2030-07-20 7 N/A 175000.00 72.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4 N/A 8000.00 606.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENA3 2037-05-20 5.5 N/A 155207.00 1788.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRY1 2026-10-20 7.5 N/A 160000.00 16.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200BB63 2032-12-15 6.5 N/A 25000.00 309.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XHW3 2028-10-15 6.25 N/A 25000.00 127.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415BPS2 2038-04-01 5 N/A 8000.00 22.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XHR4 2033-08-15 5.5 N/A 150330.00 1568.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTQ6 2027-01-20 7 N/A 591500.00 197.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312935L56 2039-09-01 4.5 N/A 60000.00 2707.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMP1 2037-03-20 6 N/A 43000.00 434.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202VXC0 2034-05-15 5 N/A 35000.00 165.09 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 117439500.00 103545262.11 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36202CK77 2025-11-20 7.5 N/A 25000.00 0.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415M6J9 2038-06-01 5.5 N/A 91000.00 239.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297DKU0 2039-04-15 4.5 N/A 30000.00 204.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS36 2032-05-20 6 N/A 923522.00 2780.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292F2K2 2035-08-15 5.5 N/A 60006.00 663.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F7B3 2031-11-15 6.5 N/A 25000.00 35.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGQ6 2036-01-20 5.5 N/A 75000.00 994.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292HSZ7 2035-11-15 6 N/A 61836.00 696.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ6J4 2049-04-01 4 N/A 8000.00 599.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207LBP2 2030-08-15 9 N/A 260000.00 266.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410AKX3 2036-07-01 7 N/A 75000.00 505.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MAFA2 2045-03-01 3.5 N/A 24000.00 3131.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KHD2 2032-12-15 5.5 N/A 50000.00 86.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374F5G0 2026-12-01 8.5 N/A 100000.00 3.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7C35 2026-09-01 6.5 N/A 25000.00 50.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVE5 2029-07-01 8 N/A 61678.00 58.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJE38 2027-01-01 4.5 N/A 1994.00 0.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFA0 2052-05-01 3.5 N/A 1200.00 867.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9T23 2032-09-01 3 N/A 2000.00 255.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2X0 2028-05-20 6.5 N/A 370000.00 276.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387CTD3 2031-04-01 6 N/A 17023.00 44.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FB43 2025-10-01 7 N/A 10000.00 0.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPY8 2031-09-15 8 N/A 40000.00 46.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9V93 2050-06-01 3.5 N/A 1000.00 331.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CM83 2026-03-20 6.5 N/A 125000.00 16.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5E9 2028-09-20 7 N/A 251459.00 236.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UWX4 2031-12-15 6 N/A 100000.00 816.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECC1 2035-01-20 6.5 N/A 40000.00 598.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MJE0 2030-10-15 8 N/A 183500.00 124.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404RAB3 2030-04-01 8.5 N/A 105000.00 427.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KNDN0 2037-04-01 7.5 N/A 80000.00 404.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FPA90 2047-05-01 4.5 N/A 4000.00 573.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390ABQ2 2032-06-01 6.5 N/A 53000.00 616.59 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 29875900.00 30047019.09 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31410K7E8 2025-08-01 3.5 N/A 18000.00 1.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407RST2 2035-09-01 5 N/A 16000.00 68.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FWS8 2033-07-15 5 N/A 64000.00 731.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SHP5 2037-01-15 5.5 N/A 14000.00 429.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XUE5 2029-03-15 6.25 N/A 125000.00 114.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211JLG0 2029-07-15 6.5 N/A 25000.00 75.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HK94 2031-09-01 6.5 N/A 425000.00 319.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPE5 2031-08-20 7 N/A 98000.00 201.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE48 2052-07-01 3.5 N/A 1000.00 757.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3X9 2028-07-20 6 N/A 371162.00 302.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203ALV6 2029-12-15 8 N/A 30000.00 10.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7L27 2029-04-01 4 N/A 12000.00 70.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PTUW3 2026-01-01 3.5 N/A 27000.00 75.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6V8 2034-07-20 6 N/A 87000.00 897.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKG3 2032-02-15 6 N/A 35000.00 66.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWV9 2033-03-20 5.5 N/A 59000.00 415.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PXT5 2036-09-01 6.5 N/A 8000.00 63.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CMX9 2047-07-01 4.5 N/A 1000.00 97.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KBP1 2033-11-15 5.5 N/A 52500.00 760.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2BE8 2040-12-01 3.5 N/A 2312.00 141.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211N2X5 2029-08-15 7 N/A 275000.00 335.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6X8 2050-08-01 4 N/A 1000.00 210.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YLA4 2031-06-15 6 N/A 43500.00 100.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AD7L6 2034-03-01 3.5 N/A 2000.00 177.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EDZ6 2031-12-15 6 N/A 201000.00 374.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGB32 2052-03-01 3 N/A 7000.00 4873.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EG45 2036-02-20 5.5 N/A 15942.00 213.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEJ80 2049-06-01 4 N/A 1300.00 128.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K3AY8 2050-01-01 4 N/A 6000.00 1163.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414C2W7 2038-04-01 5.5 N/A 39000.00 346.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DET1 2038-08-15 6.5 N/A 25000.00 198.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYS4 2034-12-01 6.5 N/A 21000.00 166.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201DVW9 2033-09-15 5 N/A 105000.00 2225.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AFC24 2041-05-01 4.5 N/A 2000.00 73.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XN87 2033-08-15 5 N/A 68374.00 828.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409JDG2 2036-05-01 6 N/A 10000.00 102.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJU6 2030-09-20 9 N/A 290000.00 83.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DC74 2029-08-20 6 N/A 150000.00 270.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLG9 2040-10-20 4 N/A 30000.00 589.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKJ4 2040-09-20 5 N/A 27000.00 217.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JB49 2028-12-15 6 N/A 30000.00 181.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVH9 2038-08-20 6 N/A 261000.00 382.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNA7 2026-03-20 7.5 N/A 230000.00 22.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC89 2028-12-15 7 N/A 110000.00 81.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296JTA4 2033-06-01 5.5 N/A 10000.00 30.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9T94 2048-09-01 4 N/A 1000.00 77.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMX4 2037-04-20 5 N/A 102256.00 699.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HUQ5 2033-02-01 6 N/A 15000.00 78.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291X4L0 2035-05-15 5.5 N/A 100000.00 1398.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VM50 2028-12-15 6 N/A 180000.00 159.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KB21 2033-11-01 5.5 N/A 20000.00 151.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290YUN6 2033-10-15 6 N/A 32000.00 97.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKQ8 2040-09-20 5.5 N/A 24000.00 854.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA43 2029-03-20 5.5 N/A 27000.00 83.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6RH3 2038-09-01 5.5 N/A 9000.00 64.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMRU9 2029-01-01 3.5 N/A 3000.00 173.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NEC0 2036-07-15 6 N/A 15000.00 178.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DG36 2031-08-15 6 N/A 55000.00 176.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUA0 2048-02-01 3.5 N/A 2000.00 260.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FSL3 2030-11-20 4.5 N/A 39667.00 8655.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFM6 2035-10-20 5 N/A 207750.00 3096.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQA5 2047-10-01 3.5 N/A 4750.00 578.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBNR7 2051-01-01 3.5 N/A 1500.00 512.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYK1 2033-07-20 5 N/A 389635.00 4947.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAT3 2039-08-20 4 N/A 34500.00 1666.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389TS52 2032-07-01 6 N/A 125000.00 92.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KAQ6 2037-12-15 6 N/A 40000.00 207.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXU0 2033-05-20 6 N/A 80000.00 464.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGC7 2035-12-20 5 N/A 20000.00 341.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211YQX5 2030-02-15 7.75 N/A 60000.00 129.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NJ69 2034-04-15 5 N/A 51584.00 407.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373UK22 2026-02-01 6.5 N/A 125645.00 4.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V3X1 2028-03-15 7 N/A 125000.00 154.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406V4B9 2035-06-01 5.5 N/A 13000.00 73.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VQL1 2029-02-15 6.5 N/A 82000.00 112.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FBX4 2033-08-15 5.5 N/A 60000.00 621.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKT8 2050-01-01 3 N/A 1000.00 177.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQTZ5 2044-06-01 4.5 N/A 1000.00 115.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4C84 2036-12-01 6 N/A 88000.00 756.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV97 2038-09-20 6.5 N/A 164000.00 452.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMQ7 2033-02-15 6 N/A 84000.00 393.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207F5Y3 2026-08-15 7.25 N/A 30000.00 100.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQM4 2037-12-20 6 N/A 25000.00 274.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K7M0 2039-10-01 6.5 N/A 20000.00 298.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FK51 2038-08-15 6.5 N/A 10000.00 390.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201A2B3 2032-11-15 5.5 N/A 57000.00 175.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406MX92 2034-12-01 5.5 N/A 7000.00 93.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MCY4 2042-05-20 3 N/A 15000.00 1272.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210GY24 2029-01-15 6 N/A 25000.00 98.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KMQ8 2037-06-15 6 N/A 49000.00 584.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLU1 2045-07-20 6 N/A 7000.00 622.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQJM6 2040-03-15 4.5 N/A 4000.00 296.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A2TX4 2039-05-15 4.5 N/A 25000.00 178.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410SCE5 2036-10-01 6.5 N/A 40000.00 716.67 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 FEDERAL NATIONAL MORT N/A 31379DB99 2028-09-01 6.5 N/A 7000.00 23.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KUU2 2029-08-15 7.5 N/A 27000.00 16.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AN89 2026-08-15 7.5 N/A 40000.00 5.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7WM7 2049-12-01 3.5 N/A 1000.00 155.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AT4A5 2042-05-01 3.5 N/A 1000.00 60.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDX8 2028-06-15 6.5 N/A 155000.00 61.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385Y2D6 2040-06-01 5.897 N/A 150000.00 403.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRD5 2034-04-15 5 N/A 26996.00 373.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWM35 2034-04-01 3.5 N/A 2000.00 461.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400QUA9 2033-04-01 6.548 N/A 300000.00 4317.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KTH9 2035-09-01 6 N/A 31000.00 244.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387UDK4 2030-07-01 6 N/A 130416.00 1024.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DGY9 2036-05-01 5 N/A 6253.00 60.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLU3 2032-03-01 6.5 N/A 70000.00 118.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LRR2 2034-05-01 6.5 N/A 7000.00 93.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2J8 2028-04-15 7 N/A 325000.00 183.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402XDE3 2033-09-01 5.5 N/A 10000.00 23.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EL80 2037-02-20 4.5 N/A 13988.00 566.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEZ0 2029-12-20 7 N/A 30000.00 24.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380ARU8 2028-06-01 6.5 N/A 1000.00 0.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYA3 2033-06-20 6.5 N/A 25667.00 98.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES91 2038-05-20 5.5 N/A 45000.00 577.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAJ8 2034-09-20 5 N/A 118000.00 1739.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418V4T6 2040-08-01 4 N/A 3000.00 96.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CM78 2038-10-01 6.5 N/A 50000.00 334.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECZ1 2042-04-01 2.5 N/A 3000.00 2044.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FEG4 2032-10-15 6.5 N/A 25000.00 450.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GSTW9 2042-04-01 3.5 N/A 1006.00 90.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PPY0 2026-02-15 7 N/A 50000.00 2.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7B44 2043-10-01 3.5 N/A 1000.00 179.22 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 13000000.00 14172088.74 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36206PRK8 2026-03-15 7 N/A 60622.00 5.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204MD48 2026-05-15 7 N/A 31200.00 19.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205XC36 2033-09-15 5.5 N/A 48334.00 332.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWU4 2048-05-01 4.5 N/A 2000.00 187.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWG0 2038-09-20 7 N/A 25000.00 275.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5K1 2039-05-20 6.5 N/A 50000.00 1062.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MCK6 2032-03-15 6 N/A 25000.00 91.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339SX42 2049-10-01 4 N/A 4000.00 770.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXC9 2045-10-01 4.5 N/A 2000.00 289.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBG0 2039-09-20 4 N/A 10000.00 532.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JKW7 2032-07-01 7 N/A 2250000.00 6205.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YUFX4 2030-08-01 3.5 N/A 4000.00 464.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409A3T4 2036-03-01 6 N/A 3000.00 24.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BSB5 2032-03-15 5.5 N/A 25724.00 107.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDV7 2032-03-15 6.5 N/A 11000.00 88.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZ45 2047-05-01 4 N/A 2000.00 211.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKL9 2040-09-20 3.5 N/A 73500.00 10344.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXA97 2026-11-01 3 N/A 2000.00 24.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZE2 2039-01-20 4.5 N/A 56500.00 853.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5V1 2028-10-20 7.5 N/A 50000.00 3.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJQ37 2042-01-01 3.5 N/A 1000.00 68.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANC84 2041-08-01 4.5 N/A 2000.00 64.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXE6 2033-04-20 6.5 N/A 150000.00 804.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ED60 2031-12-15 6 N/A 25000.00 243.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WY90 2026-08-15 8 N/A 225000.00 33.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPVE4 2052-07-01 4.5 N/A 5200.00 4136.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFR4 2029-08-15 7 N/A 110000.00 78.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N3B5 2034-09-15 6 N/A 34029.00 405.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290S6S5 2034-08-15 6 N/A 102500.00 2616.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200M7J6 2033-12-15 5 N/A 85990.00 680.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WKW7 2037-05-01 5.5 N/A 69000.00 540.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPP2 2026-06-20 6.5 N/A 35000.00 1.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CU67 2034-03-01 5 N/A 11000.00 107.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A5L7 2029-02-15 6.5 N/A 140000.00 29.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVL2 2032-12-20 5 N/A 203904.00 1361.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FF92 2040-05-20 5 N/A 61431.00 745.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPKG9 2049-05-01 4 N/A 5000.00 687.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5R8 2034-05-20 5.5 N/A 88316.00 1320.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294VRC6 2037-11-15 6 N/A 25000.00 248.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213URH5 2031-10-15 6 N/A 117000.00 230.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHF8 2030-01-15 7 N/A 10000.00 10.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DG70 2030-05-20 8 N/A 192332.00 89.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412DLV8 2037-02-01 5.5 N/A 200000.00 556.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414GEN5 2038-01-01 6.5 N/A 3000.00 48.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJEW4 2042-01-01 4 N/A 12000.00 1416.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AYZ7 2028-03-15 7.5 N/A 75000.00 20.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211CVB5 2029-10-15 7 N/A 29000.00 270.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3K7 2028-06-20 6 N/A 84936.00 132.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UE22 2031-12-15 6 N/A 67000.00 261.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128CUQM1 2029-01-01 6.5 N/A 49000.00 376.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386FRR8 2030-12-01 6 N/A 8000.00 69.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UN30 2034-04-15 6 N/A 35000.00 1975.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213P4Y4 2031-06-15 7 N/A 60000.00 328.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7TD9 2048-11-01 4 N/A 5000.00 456.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAH1 2028-11-15 7.5 N/A 69500.00 66.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209GLH8 2028-03-15 6 N/A 25000.00 604.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HKY9 2031-08-01 7 N/A 40000.00 43.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MN2P4 2042-12-01 3.5 N/A 1667.00 256.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUC0 2052-08-01 4.5 N/A 6800.00 5075.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UV56 2031-07-15 6 N/A 130433.00 323.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H3T1 2036-06-01 6 N/A 20000.00 85.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7MD6 2048-11-01 4.5 N/A 3000.00 260.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SLR6 2046-09-20 3 N/A 6000.00 778.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413UZ44 2037-11-01 6.5 N/A 22779.00 205.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2H2 2047-08-01 4 N/A 5250.00 597.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AM2K0 2041-09-01 4 N/A 60000.00 2319.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UHA2 2031-02-15 7.5 N/A 116000.00 170.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NMP3 2034-06-15 5 N/A 52000.00 739.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212PQG0 2031-06-15 7 N/A 75000.00 138.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MK2P0 2027-11-01 2.5 N/A 2000.00 71.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FHN6 2032-12-15 5 N/A 30000.00 77.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945CB2 2041-01-01 4.5 N/A 24000.00 1412.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410G2U6 2033-07-01 5 N/A 50000.00 363.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFE7 2034-09-01 2.5 N/A 2200.00 296.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7L7 2039-07-20 6.5 N/A 68000.00 3176.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMQ3 2026-02-20 6.5 N/A 429167.00 38.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FQW6 2033-04-15 6 N/A 30000.00 163.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXX35 2027-02-01 3.5 N/A 16000.00 93.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JJP5 2032-06-15 6.5 N/A 91043.00 334.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETD1 2038-05-20 7 N/A 10000.00 112.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EM6F3 2044-05-01 4.5 N/A 6780.00 270.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312933AP9 2039-05-01 4 N/A 18000.00 176.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4N8 2034-03-20 5 N/A 76000.00 1021.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QJC9 2032-03-15 6.5 N/A 31000.00 59.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A2S5 2029-02-15 6.5 N/A 165000.00 295.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GMS6 2028-03-01 7 N/A 15000.00 7.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419A4L8 2041-01-01 4.5 N/A 4882.00 177.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGS4 2030-04-20 8 N/A 25000.00 17.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3M8 2033-04-15 6.5 N/A 9770.00 59.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKV0 2036-10-20 5 N/A 10000.00 98.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NVC9 2043-08-20 3 N/A 18000.00 2655.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSP9 2026-11-20 8.5 N/A 47000.00 8.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLV1 2032-02-01 7 N/A 10000.00 16.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295QPG9 2038-09-15 6.5 N/A 41084.00 187.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XY7E8 2044-07-01 4.5 N/A 3000.00 419.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NHD5 2036-03-15 5 N/A 12632.00 364.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BET1 2029-06-15 6 N/A 76000.00 101.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XLA6 2033-08-15 5 N/A 35000.00 147.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAN1 2029-02-20 6 N/A 165248.00 245.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7A1 2039-07-20 5 N/A 1045000.00 2744.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2JL4 2040-12-01 4.5 N/A 8667.00 488.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXM6 2038-11-20 5.5 N/A 242000.00 319.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FHN9 2040-07-20 4.5 N/A 5000.00 49.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HL28 2031-09-01 6 N/A 19000.00 34.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTR2 2034-11-01 6 N/A 35445.00 261.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414LYJ1 2038-03-01 5.5 N/A 23000.00 178.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SWP9 2033-08-15 5 N/A 45000.00 552.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292EM64 2039-01-15 5.5 N/A 30000.00 430.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EW36 2032-03-15 6.5 N/A 56000.00 132.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BQN8 2029-04-15 6 N/A 25639.00 998.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPS6 2026-06-20 7.5 N/A 450336.00 60.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TYT1 2028-01-15 7 N/A 75000.00 151.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209UBR6 2029-09-15 7 N/A 145000.00 325.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225ARA0 2026-12-15 7 N/A 305595.00 21.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296PZN4 2038-09-15 6.5 N/A 25000.00 159.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6E6 2034-06-20 5.5 N/A 127000.00 1939.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415M2W4 2038-07-01 5.5 N/A 7000.00 68.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A6CS4 2039-07-15 4 N/A 10000.00 410.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERR2 2038-03-20 4.5 N/A 39000.00 718.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201APF9 2032-01-15 6 N/A 82145.00 475.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXS4 2027-12-15 6.5 N/A 400000.00 217.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KTC5 2032-09-01 6 N/A 50000.00 107.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384SE21 2030-02-01 7.5 N/A 13000.00 3.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NXW6 2034-12-15 5 N/A 45000.00 271.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CEQ6 2028-07-15 7 N/A 40000.00 112.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEH8 2035-07-20 5.5 N/A 115000.00 1860.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206USS9 2026-04-15 7.5 N/A 90000.00 36.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KML9 2037-06-15 6 N/A 35000.00 269.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LHD4 2034-01-01 5.5 N/A 8000.00 66.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELFL2 2028-02-01 3.5 N/A 4000.00 46.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GNZ9 2026-02-15 7 N/A 81300.00 2.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWC93 2034-05-01 3.5 N/A 1000.00 140.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419B7B5 2040-10-01 4 N/A 1000.00 32.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HRV7 2032-10-15 5.5 N/A 27002.00 527.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MLG6 2033-05-15 5 N/A 25000.00 418.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ6R6 2049-05-01 5 N/A 1000.00 124.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379CLK5 2026-12-01 8 N/A 150000.00 213.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TJE3 2037-11-01 6.5 N/A 25000.00 216.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJE5 2047-04-01 4 N/A 10000.00 979.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBH8 2039-09-20 4.5 N/A 5000.00 180.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290YF86 2033-10-15 6 N/A 25000.00 31.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DGM6 2034-08-01 6 N/A 6672.00 46.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4X43 2049-02-01 4 N/A 14600.00 1303.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3G1 2033-12-15 7 N/A 25000.00 80.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMA4 2037-02-20 5.5 N/A 19166.00 223.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERU5 2038-03-20 6 N/A 15000.00 181.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGCB8 2041-04-01 4.5 N/A 37000.00 1862.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GAE3 2036-12-01 5 N/A 3000.00 28.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q2Y6 2045-02-20 3.5 N/A 20000.00 547.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296CWD8 2038-06-15 5.5 N/A 50000.00 194.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6J7 2028-11-20 6.5 N/A 532708.00 529.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LP42 2040-10-15 4 N/A 15000.00 704.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSB8 2032-03-20 6 N/A 639680.00 2357.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DES7 2049-08-01 3 N/A 5000.00 556.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296MC49 2033-08-01 5 N/A 4400.00 57.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A53R1 2026-01-01 3.5 N/A 6000.00 17.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETAP1 2042-02-01 5.5 N/A 5000.00 723.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NNF1 2034-07-20 6 N/A 35000.00 2088.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YDP6 2053-08-20 7.5 N/A 25000.00 7417.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FP91 2039-06-20 4.5 N/A 50000.00 667.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BMS4 2038-10-01 6 N/A 54667.00 708.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QDP3 2044-05-20 3.5 N/A 10000.00 151.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMQ1 2031-04-20 6 N/A 363152.00 589.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKD0 2031-12-15 6.5 N/A 50146.00 106.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCY6 2049-06-01 3.5 N/A 5500.00 483.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVD8 2032-12-15 5.5 N/A 53000.00 366.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBM2 2029-04-20 8 N/A 30000.00 20.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YTL2 2026-07-01 3.5 N/A 7000.00 41.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293ADY1 2028-09-01 7.5 N/A 49000.00 30.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FDS5 2029-02-15 7 N/A 80000.00 144.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB43 2034-05-01 3.5 N/A 1000.00 102.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLL0 2030-12-15 7 N/A 400000.00 584.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405AW66 2034-06-01 6 N/A 21000.00 102.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VQB6 2026-04-15 6.5 N/A 31539.00 8.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FPP2 2033-03-15 6.5 N/A 84901.00 2133.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387TAW4 2031-10-01 6.5 N/A 1000.00 4.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKJ1 2025-10-20 7 N/A 246839.00 12.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5F6 2028-09-20 7.5 N/A 25000.00 13.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VSJ8 2032-01-15 6 N/A 25000.00 278.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408DUG7 2035-12-01 6 N/A 14000.00 123.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GKN5 2036-08-01 5 N/A 5000.00 18.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209A2T6 2031-04-15 6.5 N/A 160000.00 478.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELM9 2036-12-20 6.5 N/A 37500.00 525.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YFY7 2033-08-20 5 N/A 115000.00 2215.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KQB96 2037-04-01 5.5 N/A 33000.00 274.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQ28 2038-01-20 6 N/A 25000.00 252.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVY4 2033-01-20 5 N/A 187484.00 2017.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RDF3 2035-04-01 6 N/A 26460.00 213.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294RB57 2037-06-15 6 N/A 51000.00 184.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AW4W0 2026-11-01 3 N/A 22000.00 206.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTEN1 2029-05-01 3.5 N/A 1000.00 56.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391FZF8 2032-11-01 6 N/A 19062.00 124.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DWH8 2036-10-01 6.5 N/A 66000.00 397.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FL80 2029-04-15 7 N/A 144063.00 111.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FE4 2030-11-01 3.5 N/A 1000.00 71.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHK0 2030-06-20 7.5 N/A 202000.00 120.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GUL9 2026-08-01 6 N/A 50000.00 10.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7FG6 2038-12-01 5.5 N/A 32000.00 221.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LZC7 2037-10-01 6.5 N/A 67500.00 694.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400BWY8 2033-02-01 5.5 N/A 5535.00 9.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2Z5 2028-05-20 7.5 N/A 175000.00 124.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTK4 2028-05-15 7 N/A 100000.00 16.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJR4 2049-12-01 3 N/A 5000.00 856.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KMM0 2032-03-01 7 N/A 18000.00 39.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTT0 2027-01-20 8 N/A 175000.00 11.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLZ9 2029-06-15 6 N/A 25000.00 52.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C6C3 2032-03-15 6 N/A 25000.00 172.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQZ7 2031-12-20 6 N/A 518500.00 1733.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209AUP3 2028-03-15 7 N/A 40000.00 64.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLX9 2025-12-20 8.5 N/A 40000.00 1.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AY53 2028-03-15 7 N/A 35000.00 19.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371FGU0 2026-03-01 6.5 N/A 5000.00 0.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CLM4 2032-01-15 6 N/A 110682.00 678.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201SSL4 2033-03-15 6 N/A 270000.00 1898.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413JYR9 2037-10-01 6 N/A 10000.00 70.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7FE8 2027-07-01 6 N/A 25000.00 85.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEV7 2035-08-20 5.5 N/A 50000.00 829.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200CS89 2033-03-15 5.5 N/A 25000.00 215.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMY0 2033-02-15 5 N/A 35000.00 118.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2C2 2039-02-20 6 N/A 75000.00 1330.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7H8 2034-08-20 5.5 N/A 44000.00 526.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAL0 2039-08-20 4 N/A 137500.00 1731.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTQ4 2032-07-20 5.5 N/A 119000.00 955.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4R1 2028-08-20 7.5 N/A 132000.00 50.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209CTR7 2028-04-15 7 N/A 370000.00 211.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PTB6 2026-04-15 6 N/A 30000.00 6.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HAJ3 2030-01-01 7 N/A 3000.00 1.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4X5 2048-09-01 4.5 N/A 1000.00 85.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5CZ1 2037-10-01 6 N/A 40000.00 145.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206FT28 2025-10-15 7 N/A 225000.00 5.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAY5 2034-10-20 5 N/A 280041.00 3292.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF20 2035-11-20 5 N/A 106426.00 1909.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KNN0 2038-07-01 6 N/A 16000.00 104.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RWZ1 2031-11-15 6.5 N/A 30000.00 108.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PST64 2025-10-01 3.5 N/A 6347.00 5.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4M3 2048-11-01 5 N/A 1000.00 85.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7L1 2029-01-20 6 N/A 845448.00 1286.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MBP7 2033-02-15 5.5 N/A 100000.00 584.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4K1 2029-12-01 8 N/A 16000.00 7.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CR21 2026-10-20 8 N/A 180000.00 46.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211C4C3 2029-08-15 7 N/A 75000.00 22.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DN31 2031-07-20 8 N/A 214000.00 211.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUV9 2038-07-20 6.5 N/A 40000.00 449.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHJ0 2030-01-15 6.5 N/A 50000.00 71.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F2Q8 2041-12-20 6 N/A 30000.00 876.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDL5 2045-12-01 4 N/A 12500.00 1086.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JJQ8 2026-03-15 7 N/A 50000.00 4.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AU82 2038-06-01 6 N/A 14500.00 228.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGN3 2036-01-20 5 N/A 106728.00 1575.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5V7 2039-06-20 4 N/A 85000.00 3386.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FU48 2034-03-15 6 N/A 50000.00 112.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410DV49 2036-08-01 6.5 N/A 5000.00 13.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPM2 2031-12-15 5.5 N/A 29036.00 57.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPL7 2037-09-20 5.5 N/A 54000.00 460.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295PZ70 2038-03-15 5 N/A 60000.00 319.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406ARN4 2034-11-01 5 N/A 3000.00 10.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5V2 2034-01-01 3.5 N/A 2000.00 163.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295UD65 2037-12-15 5.5 N/A 25000.00 487.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDD9 2052-05-01 3 N/A 2000.00 1443.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQZ5 2038-01-20 5.5 N/A 82000.00 900.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AHH66 2041-06-01 4.5 N/A 1000.00 52.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GMR8 2028-03-01 6.5 N/A 7000.00 1.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BZD1 2046-02-01 4 N/A 3000.00 321.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411VN47 2036-12-01 6 N/A 85000.00 4197.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GBC2 2026-08-15 8 N/A 45000.00 60.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFP9 2035-10-20 5.5 N/A 210085.00 3897.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XCH9 2033-05-15 5.5 N/A 50000.00 473.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RRB1 2039-06-01 4.5 N/A 14000.00 173.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ECX7 2034-01-15 6 N/A 25000.00 1118.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128F7PC2 2026-02-01 7.5 N/A 50000.00 18.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AZZ8 2028-03-15 6.5 N/A 25000.00 152.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MZ24 2027-12-15 7 N/A 215400.00 88.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVX6 2032-12-20 4.5 N/A 125000.00 3215.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XMK66 2044-03-01 4.5 N/A 6000.00 75.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LWS5 2037-09-01 6.5 N/A 2000.00 28.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GAH4 2032-01-15 6.5 N/A 35000.00 159.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4K2 2039-04-20 6 N/A 59500.00 763.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNM9 2031-06-20 7 N/A 80000.00 130.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200M3J0 2033-11-15 5 N/A 42000.00 769.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF55 2033-08-15 5 N/A 55000.00 1076.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y7H4 2031-11-01 3.5 N/A 4000.00 142.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARBM2 2035-04-20 6 N/A 35000.00 718.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208XVV0 2028-10-15 6.5 N/A 150000.00 20.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMB6 2026-01-20 7.5 N/A 82825.00 5.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FS5L3 2032-02-01 3.5 N/A 1000.00 105.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU82 2032-11-20 6 N/A 72000.00 316.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5D3 2050-02-01 3 N/A 8000.00 1485.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410F5C5 2035-11-01 5 N/A 29000.00 361.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297ARW5 2039-04-20 5.5 N/A 15000.00 1504.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y9PE7 2034-02-01 3.5 N/A 1000.00 91.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELK3 2036-12-20 5.5 N/A 30000.00 281.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335AGJ1 2044-12-01 4.5 N/A 1000.00 77.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291NPR6 2034-08-15 5.5 N/A 55000.00 647.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LN81 2029-06-01 4 N/A 12000.00 626.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGD7 2030-03-20 7.5 N/A 155000.00 76.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FMX8 2038-09-15 5.5 N/A 25000.00 61.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN43 2031-09-01 7 N/A 2750.00 1.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W5ZF8 2028-03-01 3 N/A 1000.00 22.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RAA0 2032-05-15 6 N/A 45299.00 144.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KLU2 2029-03-15 6.5 N/A 560000.00 170.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408GEZ6 2035-12-01 5.5 N/A 15000.00 64.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GGX8 2036-06-01 5 N/A 6003.00 40.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414DM60 2038-05-01 5 N/A 1000.00 10.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VRW2 2031-08-20 6.5 N/A 14500.00 3513.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RDQ7 2038-11-15 6 N/A 8000.00 289.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CT95 2048-01-01 3 N/A 1500.00 236.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL53 2040-10-20 3.5 N/A 25000.00 639.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BN53 2036-07-01 5.5 N/A 6000.00 99.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GMA5 2025-12-15 7.5 N/A 25000.00 1.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGT7 2040-06-20 5 N/A 127000.00 571.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPZ5 2031-10-15 6.5 N/A 413000.00 573.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF71 2033-08-15 5 N/A 30000.00 344.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ULW8 2034-03-15 5.5 N/A 77000.00 593.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SUR5 2031-02-15 7 N/A 200000.00 136.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416SWP2 2039-06-01 5 N/A 3000.00 182.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NZP6 2029-02-20 3 N/A 11000.00 393.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MKQ0 2038-03-01 6.5 N/A 77000.00 871.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERV3 2038-03-20 6.5 N/A 61022.00 813.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3K9 2049-07-01 4.5 N/A 1000.00 111.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GWG7 2028-09-01 6.5 N/A 445000.00 207.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEX3 2035-08-20 6.5 N/A 28729.00 583.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JMS7 2029-06-15 6.5 N/A 80000.00 59.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KDN8 2031-09-01 7.5 N/A 6000.00 4.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZF7 2029-01-15 6 N/A 110000.00 114.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2V3 2041-07-01 2 N/A 10000.00 6035.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAM4 2034-03-01 4 N/A 4666.00 381.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298YZJ3 2031-11-01 6 N/A 45000.00 17.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN7B9 2042-02-01 5.5 N/A 2000.00 208.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WMCQ5 2047-04-01 4 N/A 15000.00 1497.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387HVY3 2031-05-01 6.5 N/A 5000.00 5.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LQSX3 2027-06-01 3 N/A 3000.00 55.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CEF7 2046-12-01 3 N/A 1000.00 189.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HC78 2028-08-01 8.5 N/A 215000.00 73.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211N3V8 2029-09-15 7.5 N/A 25000.00 17.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQMQ2 2043-04-01 3.5 N/A 1334.00 118.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200W6S5 2032-01-15 6 N/A 25146.00 339.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJG5 2036-06-20 5 N/A 166275.00 2278.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUT8 2027-03-20 7 N/A 117000.00 48.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNW7 2031-07-20 5.5 N/A 52168.00 383.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298SUS1 2031-01-01 6.5 N/A 25000.00 42.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG51 2029-12-15 7 N/A 20000.00 30.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M7M5 2032-01-15 6.5 N/A 48334.00 93.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RRF2 2033-07-15 5.5 N/A 53000.00 363.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FSJ5 2036-12-01 6 N/A 23000.00 120.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HQQ8 2031-06-01 6 N/A 6000.00 4.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AJC4 2032-12-15 5 N/A 26945.00 534.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WLA8 2033-09-15 5 N/A 45000.00 444.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYY0 2046-10-01 3 N/A 1000.00 159.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJ91 2036-08-20 5 N/A 44000.00 896.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZ48 2028-03-20 6.5 N/A 203000.00 148.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201PYE9 2032-05-15 6 N/A 25188.00 641.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTS0 2032-07-20 6.5 N/A 65523.00 209.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A7F1 2028-11-15 6.5 N/A 1220000.00 490.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AM70 2027-11-01 3 N/A 4000.00 142.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E8KU5 2027-03-01 3 N/A 3000.00 54.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CXM7 2035-10-15 4.5 N/A 32057.00 219.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EQ45 2032-02-15 6 N/A 50060.00 68.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBH3 2029-04-20 6 N/A 299691.00 467.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAE1 2029-01-20 8 N/A 85000.00 229.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXN5 2027-12-15 6.5 N/A 135000.00 22.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX70 2046-04-01 3 N/A 2000.00 263.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWC9 2038-09-20 5 N/A 106750.00 1520.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FB98 2037-08-15 6 N/A 170000.00 490.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE63 2052-07-01 4.5 N/A 3000.00 2318.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRW5 2026-10-20 7 N/A 235000.00 88.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYM7 2033-07-20 6 N/A 34319.00 318.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EU9 2055-01-20 5 N/A 20000.00 19467.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AFH0 2026-03-15 6.5 N/A 32000.00 7.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209UNS1 2028-08-15 6.5 N/A 25000.00 24.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPC9 2031-08-20 6 N/A 67000.00 191.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GUKL7 2042-06-01 3.5 N/A 1000.00 79.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FNL8 2028-02-01 2.5 N/A 2000.00 90.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VNQ9 2050-06-20 2.5 N/A 15000.00 3369.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388CFL9 2031-08-01 6 N/A 3667.00 4.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296XJ88 2039-01-15 5 N/A 7000.00 86.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290STH4 2034-02-15 5.5 N/A 70000.00 625.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DJZ3 2036-06-01 5 N/A 38000.00 385.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGFA7 2041-05-01 4.5 N/A 2000.00 80.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31378YHU1 2028-01-01 6.5 N/A 100000.00 13.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLV1 2031-02-20 7 N/A 123000.00 119.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404UZF0 2034-06-01 5.5 N/A 3454.00 46.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUU3 2032-10-20 5.5 N/A 399039.00 2252.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXA3 2045-10-01 4 N/A 6000.00 517.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF22 2033-08-15 4.5 N/A 25035.00 517.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HHU5 2029-03-01 7 N/A 25201.00 30.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CK51 2025-11-20 7 N/A 442300.00 9.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209AFF2 2028-10-15 6 N/A 302500.00 494.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM40 2031-05-20 6 N/A 205456.00 349.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EE88 2035-09-20 5 N/A 181542.00 2706.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GDK2 2026-09-15 7.75 N/A 130000.00 78.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD57 2029-10-20 7 N/A 380000.00 310.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJU9 2031-05-01 7 N/A 60000.00 27.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210QX49 2029-07-15 7.5 N/A 123334.00 83.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211NZZ4 2030-01-15 6 N/A 200000.00 21436.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XLPA4 2029-03-01 3.5 N/A 1000.00 44.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GSK3 2027-05-01 7 N/A 15000.00 3.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX63 2033-06-20 4.5 N/A 469500.00 4179.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CT60 2027-02-20 6.5 N/A 55000.00 18.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210B4J1 2039-04-15 4.5 N/A 25250.00 333.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297EYY6 2031-03-01 7 N/A 301000.00 159.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2M4 2028-04-20 7.5 N/A 114500.00 74.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FG26 2040-06-20 6 N/A 25000.00 579.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SZU4 2037-05-15 5.5 N/A 100000.00 640.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KRB8 2029-06-15 7 N/A 150000.00 244.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209S4V0 2028-10-15 6.5 N/A 25000.00 35.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387EXR3 2031-06-01 6.5 N/A 11000.00 27.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT50 2032-08-20 5.5 N/A 185030.00 1392.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292GBR5 2036-10-15 6 N/A 50000.00 811.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZ63 2028-03-20 7.5 N/A 27000.00 9.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MWJ2 2036-07-01 6 N/A 5000.00 21.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFX84 2045-11-01 3.5 N/A 1000.00 90.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AR2J9 2039-01-20 6.5 N/A 45000.00 887.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403MNM7 2033-12-01 6 N/A 37000.00 259.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDJ4 2035-04-15 5 N/A 22500.00 358.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WBW5 2031-10-15 6.5 N/A 163000.00 474.45 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 FEDERAL NATIONAL MORT N/A 31416WRK0 2040-08-01 4.5 N/A 5000.00 121.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VBD5 2039-04-01 4.5 N/A 37000.00 784.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FA97 2039-09-20 4.5 N/A 63000.00 883.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416M5Z3 2039-04-01 4.5 N/A 2804.00 21.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MD2D3 2027-10-01 3 N/A 1000.00 42.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCG75 2034-11-01 3.5 N/A 13000.00 3005.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HDJ0 2030-06-01 8 N/A 5000.00 1.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31322Y4L2 2045-09-01 3.5 N/A 53000.00 4012.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS51 2032-05-20 7 N/A 82000.00 154.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312946JT4 2041-03-01 4 N/A 2077.00 100.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BHX7 2044-09-01 3.5 N/A 1000.00 102.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HGC2 2030-11-01 7 N/A 50000.00 34.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LGK50 2032-05-01 3.56 N/A 17000.00 16158.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DC90 2029-08-20 7 N/A 595020.00 613.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZ39 2032-10-15 6.5 N/A 263382.00 7536.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGN34 2036-02-01 3.5 N/A 19000.00 2009.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203C3Y6 2026-04-15 8 N/A 160000.00 94.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFH6 2051-05-20 3 N/A 1000.00 497.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEY1 2035-08-20 7 N/A 25000.00 233.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSK0 2029-08-01 3.5 N/A 1000.00 55.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJJ6 2031-12-15 6 N/A 26000.00 36.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DVZ9 2036-11-01 6.5 N/A 84000.00 506.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZF1 2033-09-20 5 N/A 205500.00 2915.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XPZJ5 2044-03-01 4.5 N/A 1000.00 34.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380BBN9 2028-07-01 6 N/A 190000.00 77.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CHG2 2047-03-01 4 N/A 1000.00 96.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AX44 2040-12-01 4.5 N/A 6000.00 272.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKX75 2032-05-01 3.5 N/A 1000.00 136.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KRV2 2036-05-15 5 N/A 14168.00 460.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415XBA8 2038-10-01 6 N/A 89000.00 136.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A5V8 2028-09-15 6 N/A 34000.00 54.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJ38 2025-09-20 8 N/A 30000.00 0.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NA56 2032-03-15 7 N/A 40000.00 36.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQ69 2045-10-20 5.5 N/A 9800.00 799.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYH0 2027-11-20 8 N/A 35000.00 12.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KXP7 2033-06-15 5.5 N/A 240000.00 703.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LJ84 2037-04-01 5.5 N/A 15000.00 92.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CVF4 2035-08-15 5.5 N/A 35375.00 284.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BTA6 2039-01-01 5 N/A 7000.00 62.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKYW9 2043-01-01 4 N/A 3333.00 356.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390LFF8 2032-07-01 6.5 N/A 19000.00 84.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292SCG3 2045-02-01 4 N/A 27000.00 1233.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296NXG7 2033-10-01 6 N/A 30000.00 170.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJGP9 2037-06-01 6 N/A 18342.00 113.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QWD2 2034-12-15 5 N/A 30000.00 2208.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DMJ8 2050-03-01 3 N/A 4500.00 828.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLR2 2025-12-20 7 N/A 252500.00 14.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9X89 2032-10-20 6.5 N/A 35667.00 506.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHF9 2036-03-20 5.5 N/A 35000.00 470.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYE4 2046-05-01 4.5 N/A 3000.00 341.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADV6 2035-12-01 5.5 N/A 12000.00 282.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BMK9 2029-12-01 3.5 N/A 4000.00 372.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GN71 2028-04-01 7 N/A 6000.00 1.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VQL9 2030-02-01 7 N/A 90333.00 57.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAR3 2049-03-01 4 N/A 1000.00 68.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE28 2040-03-20 5 N/A 56500.00 219.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4H5 2049-11-01 3 N/A 1000.00 163.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLJ3 2040-10-20 5 N/A 39000.00 187.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYE5 2033-06-01 6.5 N/A 10000.00 65.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945DN5 2041-01-01 3.5 N/A 12000.00 731.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SD20 2036-10-15 6 N/A 67919.00 374.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3ND9 2029-11-01 3.5 N/A 3000.00 276.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296TQU0 2038-10-15 6.5 N/A 45000.00 290.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NY2R5 2043-02-01 3.5 N/A 1000.00 180.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379LYK1 2028-01-01 7.5 N/A 75000.00 0.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW54 2038-10-20 6 N/A 1000.00 10.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213C5L0 2031-09-15 7 N/A 40000.00 71.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206NJ22 2026-03-15 7 N/A 107000.00 26.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211EP51 2029-12-15 8 N/A 64486.00 662.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SFB8 2035-06-15 5.5 N/A 36000.00 798.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZX3 2032-08-15 6.5 N/A 103377.00 1996.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RJ0 2041-12-01 4 N/A 2000.00 88.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPS4 2031-09-20 6.5 N/A 356985.00 557.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128CUKH8 2026-08-01 5 N/A 56000.00 55.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9WA9 2047-01-01 3.5 N/A 2750.00 476.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RX81 2033-08-15 5 N/A 37034.00 554.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZN6 2028-02-20 7.5 N/A 427610.00 108.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292J5V8 2036-11-01 6.5 N/A 3000.00 35.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXB2 2033-04-20 5 N/A 147368.00 1441.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUB2 2032-03-15 7.5 N/A 120000.00 218.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4A6 2034-02-20 6 N/A 25000.00 309.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HWZ4 2033-04-01 6 N/A 22000.00 52.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AE39 2032-11-15 5.5 N/A 143000.00 520.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296BJ52 2038-04-15 5.5 N/A 50000.00 477.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAL3 2034-09-20 6 N/A 119000.00 1421.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KKX0 2038-05-15 5 N/A 27457.00 270.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVF3 2038-08-20 5 N/A 73000.00 451.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVC1 2044-10-01 4 N/A 2006.00 148.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WN3Y3 2043-04-01 3.5 N/A 5000.00 611.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HNX8 2032-01-01 7 N/A 12000.00 15.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204VST7 2025-10-20 7 N/A 45000.00 19.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LKY4 2034-02-01 5.5 N/A 10000.00 83.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FMW3 2040-10-20 3 N/A 70000.00 6856.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F3L8 2042-02-20 4 N/A 75000.00 902.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KCL0 2035-01-15 6 N/A 14000.00 177.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETU3 2038-06-20 5.5 N/A 141000.00 84.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382U4U7 2029-04-01 6 N/A 237670.00 88.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208T2Q2 2028-03-15 6.5 N/A 158547.00 120.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Y6E7 2038-12-15 7 N/A 210000.00 2114.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201UCG7 2032-11-15 6 N/A 47000.00 81.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KP70 2032-06-01 6.5 N/A 12000.00 19.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGS9 2040-06-20 4.5 N/A 225000.00 7650.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQY0 2031-12-20 5.5 N/A 208040.00 984.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KT34 2029-08-15 7 N/A 260500.00 323.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A6G8 2044-01-01 4.5 N/A 4000.00 385.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WAC2 2036-10-01 6.5 N/A 30000.00 481.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6K6 2050-07-01 3 N/A 1000.00 277.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAK5 2034-09-20 5.5 N/A 65000.00 787.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JF86 2032-06-01 6.5 N/A 23676.00 26.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405V2P1 2034-11-01 5.5 N/A 10000.00 105.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CL92 2026-01-20 6.5 N/A 511722.00 0.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391K5X1 2032-05-01 6.5 N/A 18000.00 12.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SDM6 2031-03-20 3.5 N/A 6000.00 632.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ6T4 2031-02-01 3.5 N/A 8500.00 146.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RGR7 2032-07-15 6 N/A 25000.00 62.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407YRU5 2035-10-01 4.5 N/A 10000.00 76.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387VP52 2031-09-01 6.5 N/A 21000.00 25.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQN4 2031-11-20 6.5 N/A 37500.00 78.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVR7 2038-08-20 7 N/A 10000.00 68.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJU22 2047-01-01 4.5 N/A 4000.00 416.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR89 2047-12-01 3.5 N/A 11000.00 1442.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202END7 2037-05-20 7 N/A 25000.00 170.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARFP1 2040-03-15 3.5 N/A 10000.00 2156.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KGC1 2038-02-15 5 N/A 76000.00 1125.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QX26 2029-09-15 7 N/A 210000.00 63.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209NEQ1 2028-06-15 6.5 N/A 225000.00 488.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9XG2 2043-12-01 4 N/A 3000.00 289.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XBWZ3 2043-12-01 4.5 N/A 2311.00 126.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WJN0 2033-04-15 5.5 N/A 100000.00 706.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4Q3 2028-08-20 7 N/A 828332.00 657.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET41 2038-06-20 6.5 N/A 33694.00 496.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NFT2 2032-06-15 6.5 N/A 25000.00 78.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9GM6 2043-08-01 3 N/A 1000.00 219.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNL1 2031-06-20 6.5 N/A 439938.00 634.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQ3X9 2027-12-01 2.5 N/A 1000.00 43.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WA5S2 2029-02-01 3.5 N/A 2000.00 82.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EM97 2037-05-20 5 N/A 73500.00 989.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WTB4 2037-07-01 6 N/A 15000.00 172.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128K8TQ9 2035-11-01 5 N/A 10000.00 52.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXW9 2033-06-01 3.5 N/A 2000.00 192.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292AXR4 2035-05-15 5 N/A 41000.00 1167.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET33 2038-06-20 6 N/A 20000.00 251.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386HMR9 2031-01-01 7.5 N/A 25000.00 4.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL61 2040-11-20 4 N/A 30000.00 705.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRK1 2037-10-01 6.5 N/A 28000.00 204.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ44 2039-02-20 5.5 N/A 90000.00 468.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVH8 2029-09-01 7 N/A 25000.00 13.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NR72 2048-02-01 6.5 N/A 25000.00 304.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F4B9 2038-10-20 6.5 N/A 14000.00 360.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293YKM7 2029-11-01 7 N/A 15000.00 3.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFZ9 2030-02-20 8 N/A 43092.00 35.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XZB9 2041-03-01 5 N/A 10000.00 173.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJP3 2026-03-15 7.5 N/A 25000.00 0.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ATH0 2025-11-01 4 N/A 6800.00 1.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2L5 2051-07-01 2 N/A 14000.00 8575.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HMT2 2028-05-01 8 N/A 48000.00 7.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FHC3 2028-11-15 6.5 N/A 25000.00 36.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYS6 2027-12-20 6.5 N/A 70664.00 29.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291S6N5 2034-11-15 5 N/A 98000.00 2197.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291XAH2 2035-04-15 5 N/A 48000.00 1053.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES75 2038-05-20 4.5 N/A 15000.00 295.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202TR40 2036-08-15 5.5 N/A 4667.00 28.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TL23 2029-01-01 8 N/A 136000.00 45.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRW3 2032-02-20 6.5 N/A 214315.00 455.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412Q6K0 2040-02-01 4.5 N/A 5000.00 125.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UZJ4 2049-09-20 3.5 N/A 132000.00 6022.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFH9 2030-01-20 8 N/A 215000.00 117.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287RP94 2032-04-01 6.5 N/A 2500.00 4.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESA5 2032-01-15 6 N/A 153745.00 527.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4Q71 2037-04-01 5.5 N/A 28000.00 173.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW62 2038-10-20 6.5 N/A 105000.00 1242.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210X3J4 2029-08-15 7 N/A 65040.00 181.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381B2H1 2028-12-01 6 N/A 32732.00 29.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9L86 2050-08-01 4 N/A 2000.00 492.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGG1 2034-10-01 3 N/A 3000.00 410.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXV6 2038-11-20 6.5 N/A 44277.00 648.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMC2 2031-03-20 7.5 N/A 145000.00 110.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CKC7 2031-12-15 6.5 N/A 50000.00 129.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JVY1 2029-05-15 7 N/A 37118.00 313.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JPA2 2032-12-15 5.5 N/A 26000.00 395.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AZJ3 2038-09-01 6 N/A 3000.00 33.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC35 2052-01-01 3 N/A 1000.00 636.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PQ37 2026-02-15 6.5 N/A 110000.00 8.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MZB1 2032-04-15 6.5 N/A 145261.00 513.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KAM9 2034-06-15 5.5 N/A 40000.00 99.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4L0 2039-04-20 6.5 N/A 60000.00 1332.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWU3 2027-07-20 8 N/A 127500.00 34.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAN9 2034-09-20 7 N/A 160000.00 817.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6C8 2039-06-20 4 N/A 34000.00 1474.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AWT1 2028-07-01 3 N/A 3000.00 140.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTC5 2032-06-20 5 N/A 35000.00 431.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208PX52 2028-11-15 6.5 N/A 60000.00 259.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201LUR3 2032-12-15 5.5 N/A 33878.00 171.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404NHE9 2034-06-01 5 N/A 15000.00 90.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPC7 2037-08-20 7 N/A 40000.00 405.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BCK2 2028-08-15 8 N/A 17000.00 10.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391LH73 2033-01-01 6 N/A 72000.00 1091.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RSJ2 2032-02-15 6.5 N/A 25000.00 194.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AP50 2039-10-01 6.5 N/A 34000.00 564.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418VWV0 2040-06-01 5 N/A 5000.00 143.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NBV8 2038-02-15 5.5 N/A 30000.00 295.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYPB7 2027-06-01 3 N/A 4000.00 115.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KUS5 2036-02-15 5.5 N/A 52728.00 1045.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELU1 2037-01-20 5 N/A 15000.00 112.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402REJ4 2035-05-01 6 N/A 2750.00 21.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPZ6 2037-10-20 6.5 N/A 105000.00 1199.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FG54 2026-04-15 8 N/A 25134.00 34.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGQ4 2040-06-20 5.5 N/A 12000.00 787.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX71 2033-06-20 5 N/A 125080.00 1365.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PYJD7 2027-03-01 3 N/A 11019.00 147.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387W2T3 2031-11-01 6.5 N/A 25000.00 56.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JEV7 2032-04-15 6.5 N/A 25000.00 185.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BED6 2029-04-15 6.5 N/A 529000.00 547.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GU41 2031-12-15 7 N/A 199000.00 353.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YXR4 2041-08-01 4 N/A 9000.00 403.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387DG60 2031-05-01 6.5 N/A 15000.00 6.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FLA9 2033-01-15 6 N/A 35405.00 236.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC71 2029-03-15 6 N/A 503000.00 659.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PGP9 2027-12-15 7 N/A 25000.00 21.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KVV6 2033-05-15 5.5 N/A 25000.00 161.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXY1 2046-02-01 4 N/A 10465.00 1024.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JXX7 2031-03-01 6 N/A 10000.00 12.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X4N4 2033-07-15 5.5 N/A 75000.00 157.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KF96 2030-03-15 8.5 N/A 25307.00 16.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HKG5 2029-09-15 7 N/A 134000.00 941.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298FUS9 2029-02-01 5 N/A 13000.00 108.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RWB9 2034-01-15 4.5 N/A 46431.00 1032.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVN6 2029-07-01 6 N/A 10000.00 5.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ80 2048-09-01 3.5 N/A 6750.00 647.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XF85 2033-07-01 5.5 N/A 15000.00 77.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVD8 2045-12-20 4.5 N/A 9666.00 787.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L5ST1 2043-10-01 4.5 N/A 1000.00 155.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BRU3 2027-04-01 3 N/A 3000.00 47.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWU9 2038-10-20 5.5 N/A 360000.00 465.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WPRL3 2047-07-01 3.5 N/A 1000.00 121.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDN8 2029-09-20 7 N/A 520500.00 469.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3N1 2028-06-20 7.5 N/A 205000.00 49.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AYL6 2043-09-01 4.5 N/A 1000.00 121.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAM8 2039-08-20 4.5 N/A 183000.00 2303.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJC8 2025-08-20 8 N/A 300500.00 0.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AU7D3 2041-10-01 4 N/A 8000.00 312.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4KW8 2044-10-01 4 N/A 8000.00 712.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKX5 2029-09-15 6.5 N/A 337400.00 390.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXC0 2033-04-20 5.5 N/A 50834.00 412.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NEM8 2036-07-15 6 N/A 25000.00 369.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMP9 2033-02-15 5.5 N/A 80102.00 443.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JQ80 2030-10-01 7 N/A 15000.00 2.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283G3D7 2027-10-01 7.5 N/A 60000.00 9.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6G9 2039-06-20 6 N/A 20000.00 439.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZL6 2039-01-20 7.5 N/A 15000.00 494.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPP7 2031-09-15 6 N/A 50000.00 102.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMPH0 2027-02-01 3 N/A 1000.00 11.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES83 2038-05-20 5 N/A 79650.00 1098.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FD29 2040-01-20 6.5 N/A 50000.00 837.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384KBA3 2030-04-01 8.5 N/A 100000.00 132.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QUV3 2032-05-15 7 N/A 25000.00 101.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEQ7 2029-05-15 6 N/A 64000.00 153.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414NHM9 2039-02-01 4.5 N/A 2000.00 21.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CQC3 2044-09-01 5.5 N/A 18000.00 1851.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL7C5 2051-06-01 3 N/A 1000.00 705.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ATY3 2035-01-15 6 N/A 25000.00 599.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMU4 2026-02-20 8 N/A 255000.00 10.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292AXB9 2035-10-15 5.5 N/A 85000.00 487.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E3D9 2039-03-20 4 N/A 18000.00 760.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ47 2035-07-01 2 N/A 3800.00 1307.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXY4 2027-10-20 6.5 N/A 25408.00 8.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FR59 2033-05-15 5.25 N/A 70000.00 2997.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AF2J5 2040-01-15 4.5 N/A 55000.00 620.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211DU81 2029-07-15 7.5 N/A 25000.00 46.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7TP0 2032-11-01 3.5 N/A 3000.00 799.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294MAC5 2025-07-15 4 N/A 2000.00 0.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CFB1 2031-07-15 6.5 N/A 30000.00 38.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SQK0 2033-12-15 6 N/A 50000.00 709.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FHX4 2032-12-15 5.5 N/A 94073.00 925.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDN1 2046-01-01 3.5 N/A 1000.00 110.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296AWF7 2038-04-15 5 N/A 11000.00 158.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFF3 2030-01-20 7 N/A 390459.00 200.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RBM0 2045-04-20 3.5 N/A 5000.00 116.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6D8 2034-06-20 5 N/A 583500.00 9076.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401X6C6 2033-06-01 5 N/A 10000.00 27.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EEQX0 2027-03-01 3.5 N/A 1000.00 18.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PRN2 2026-03-15 6.5 N/A 25056.00 3.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMS38 2030-01-01 3 N/A 1011.00 76.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400B6H4 2033-02-01 5 N/A 15000.00 65.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWZ7 2033-02-15 6 N/A 122000.00 722.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRD7 2026-09-20 7.5 N/A 450000.00 50.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPP9 2040-08-01 4.5 N/A 4500.00 115.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390PX36 2032-05-01 6.5 N/A 7000.00 6.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENW5 2037-07-20 5.5 N/A 46796.00 493.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEU9 2035-08-20 5 N/A 332187.00 5464.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411RDS4 2037-04-01 5.5 N/A 14000.00 248.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GWM8 2026-07-20 7.5 N/A 25000.00 75.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQQ9 2026-08-20 6.5 N/A 232000.00 70.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KXEX5 2037-10-01 6 N/A 80000.00 927.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AU47 2028-11-15 6 N/A 114000.00 150.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS61 2026-12-20 7.5 N/A 176850.00 25.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N4G3 2034-10-15 5.5 N/A 35003.00 349.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UGJ2 2026-10-15 7.5 N/A 70000.00 110.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RAZ0 2038-10-15 7 N/A 50000.00 1201.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292G6H3 2035-11-15 5.5 N/A 17000.00 1498.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296NYZ3 2038-08-15 6 N/A 155000.00 385.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HR59 2029-05-01 7 N/A 14000.00 46.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW70 2038-10-20 7 N/A 11000.00 145.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LFB5 2036-06-15 6.5 N/A 50000.00 326.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5F2 2039-05-20 4.5 N/A 30000.00 795.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G2R6 2029-06-01 6 N/A 70000.00 84.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWC0 2045-05-01 4 N/A 6000.00 485.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MCY3 2031-07-15 6.5 N/A 25000.00 202.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRA5 2032-04-01 7 N/A 15000.00 18.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QD40 2038-04-20 5.5 N/A 2000.00 131.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NEV9 2034-02-15 5 N/A 81129.00 1679.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ACB8 2032-01-15 6 N/A 160000.00 305.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWE5 2038-09-20 6 N/A 32000.00 291.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFS2 2046-11-01 3 N/A 1000.00 171.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK80 2032-08-01 6.5 N/A 69096.00 84.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQN2 2037-12-20 6.5 N/A 26000.00 318.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLE9 2031-01-20 6.5 N/A 25051.00 32.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XSM3 2028-10-15 6 N/A 37000.00 90.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EH7L0 2039-10-01 6.5 N/A 26000.00 806.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSR5 2029-10-01 3 N/A 3000.00 189.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RSS5 2029-05-20 6.5 N/A 87000.00 1219.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAET0 2027-03-01 3.5 N/A 4000.00 90.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MHU0 2033-04-15 6 N/A 60000.00 218.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZP5 2029-01-15 6.5 N/A 94000.00 219.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294NX20 2028-03-01 2.5 N/A 13000.00 658.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QZN7 2035-03-15 5.5 N/A 25413.00 203.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWYU1 2026-11-01 3.5 N/A 5000.00 20.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4 N/A 1000.00 780.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291SQC7 2034-11-15 5.5 N/A 61000.00 276.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208T6H8 2028-07-15 6.5 N/A 55000.00 35.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296JME2 2039-05-15 5 N/A 50058.00 941.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESB3 2032-01-15 6 N/A 30000.00 43.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERB7 2038-02-20 4.5 N/A 20000.00 153.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJBE6 2044-01-01 4.5 N/A 2000.00 83.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AWK2 2027-10-15 6.5 N/A 360000.00 122.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3W9 2034-02-20 5 N/A 43500.00 505.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XH77 2031-12-15 6 N/A 150000.00 76.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RQ97 2033-07-15 5 N/A 35000.00 131.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BY85 2033-03-15 6 N/A 106500.00 686.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6H4 2046-07-01 3.5 N/A 5750.00 709.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCD1 2029-06-20 7 N/A 192000.00 216.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413B2Q3 2037-10-01 6.5 N/A 5000.00 83.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1YG7 2039-06-15 4.5 N/A 70333.00 1094.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MBW6 2026-02-15 6.5 N/A 50000.00 7.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7G8 2039-07-20 4.5 N/A 2000.00 69.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDH8 2043-05-20 3 N/A 29000.00 1598.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPM5 2037-09-20 6 N/A 30000.00 284.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QZ51 2031-08-15 7 N/A 105000.00 197.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ANJ2 2039-12-01 5.5 N/A 13000.00 170.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERW1 2038-03-20 7 N/A 41000.00 1137.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RS0 2041-12-01 4.5 N/A 3000.00 130.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MLB1 2035-12-01 5.5 N/A 42047.00 391.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386ACZ7 2030-09-01 8 N/A 6250.00 34.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAM9 2032-02-15 6 N/A 120127.00 680.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNK8 2052-12-20 7 N/A 10000.00 3400.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKX6 2036-10-20 6 N/A 101000.00 986.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212TVM3 2030-11-15 7.5 N/A 1232000.00 1472.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BQA7 2045-04-01 3 N/A 41000.00 2160.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287YPC2 2032-09-01 7.5 N/A 497000.00 3101.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211QXE6 2029-12-15 7.5 N/A 75000.00 80.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ93 2039-02-20 4.5 N/A 30000.00 673.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7EB5 2027-05-01 5.5 N/A 65000.00 142.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416M4U5 2039-03-01 5 N/A 1000.00 4.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXTU0 2027-01-01 3.5 N/A 1000.00 11.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TQ25 2029-04-15 6 N/A 95000.00 87.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLJY3 2048-08-01 4.5 N/A 6000.00 321.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6D6 2039-06-20 4.5 N/A 12500.00 364.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XBD8 2033-05-01 6 N/A 24000.00 64.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374GWA1 2027-12-01 7 N/A 68000.00 29.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295FHX5 2037-05-15 6 N/A 60000.00 532.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEA2 2029-05-15 6.5 N/A 49000.00 52.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400HE25 2032-12-01 6 N/A 12333.00 64.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407MZX6 2035-08-01 5 N/A 2000.00 28.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179ME48 2042-06-20 4 N/A 55000.00 3218.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BJV1 2028-12-15 7 N/A 45000.00 55.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR97 2047-12-01 4 N/A 3750.00 480.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAR2 2029-02-20 7 N/A 175000.00 137.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SPC5 2037-02-15 5.5 N/A 25000.00 86.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6L2 2028-11-20 7 N/A 240000.00 250.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CSM6 2026-11-20 8 N/A 160000.00 13.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5T6 2028-10-20 6.5 N/A 862787.00 806.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291RW57 2035-02-15 5 N/A 66006.00 1065.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386MZE3 2030-10-01 7.5 N/A 120000.00 391.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QTS0 2044-11-20 3.5 N/A 7000.00 188.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG77 2029-12-15 7 N/A 190369.00 225.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EWU6 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Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138WJDN5 2031-10-01 2.5 N/A 59329.00 10431.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A77A3 2030-02-01 3 N/A 1145000.00 103578.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X83D7 2048-04-01 3.5 N/A 1151826.00 493942.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AVU9 2033-07-01 2.5 N/A 3059000.00 382072.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DE40 2049-08-01 4 N/A 2900000.00 242481.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRAH0 2052-07-01 3.5 N/A 68346.00 49364.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2JD1 2053-05-01 5 N/A 41378.00 37199.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KPC2 2031-09-01 4 N/A 2000000.00 93079.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFUY5 2051-12-01 2 N/A 120000.00 67236.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHJT0 2046-07-01 3 N/A 2000000.00 233368.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132JNZP5 2043-09-01 3.5 N/A 245000.00 28410.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426KDT0 2055-04-01 5.5 N/A 106863.00 107004.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9CP7 2040-10-01 2.5 N/A 100000.00 45971.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFN2 2054-11-01 3.5 N/A 25000.00 21833.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPBS6 2052-10-01 4.5 N/A 27281.00 22192.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKF42 2042-12-01 3 N/A 504000.00 76330.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AJLG6 2051-04-01 2 N/A 2750000.00 1606636.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQNN2 2052-06-01 3.5 N/A 38001.00 28852.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31396JT21 2036-04-15 6 N/A 150000.00 14895.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418BT55 2045-08-01 4 N/A 323000.00 35238.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FT56 2055-03-01 6 N/A 24752832.00 22280122.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACSJ0 2048-09-01 4 N/A 2100000.00 219010.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6D9 2051-11-01 3 N/A 175264.00 105218.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A2XG5 2038-11-01 2 N/A 1107226.00 781544.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3PT3 2055-02-01 6 N/A 435002.00 442520.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JMJ5 2055-04-01 4.5 N/A 349796.00 314261.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRXN9 2053-07-01 6 N/A 380828.00 307389.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESK7 2043-05-01 4.5 N/A 334800.00 260876.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4EU0 2055-03-01 6 N/A 267809.00 274229.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKSD3 2053-03-01 4.5 N/A 150000.00 120500.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GU4E0 2055-04-01 5.5 N/A 380000.00 381207.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAHG2 2036-10-01 4 N/A 116000.00 23006.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 30314GAC6 2029-10-25 10.42603 N/A 2295000.00 1355442.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XDXK7 2051-08-01 4 N/A 976000.00 449893.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPUE7 2037-05-01 2.5 N/A 252171.00 201599.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBM23 2049-06-01 4 N/A 350000.00 141888.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQE1 2052-12-01 3.5 N/A 97000.00 75196.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BCXJ2 2044-08-15 4 N/A 472000.00 570615.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142GSPA0 2054-08-01 6 N/A 30000.00 27093.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNWE9 2052-03-01 3.5 N/A 49000.00 35043.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQVG8 2053-04-01 5 N/A 500000.00 454275.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQXP6 2053-07-01 5.5 N/A 164000.00 149430.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK2D1 2052-02-01 3.5 N/A 10000.00 7820.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K0TY4 2049-09-01 5 N/A 1008798.00 407091.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9W64 2046-06-01 2.5 N/A 55000.00 17801.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQHU2 2054-07-01 6 N/A 118024.00 94291.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAF62 2033-12-01 4 N/A 6245010.00 135184.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMQX7 2053-04-01 4.5 N/A 25000.00 21009.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9K28 2053-08-01 6 N/A 212613.00 156046.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2XW7 2039-01-01 5.5 N/A 9112256.00 60344.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQB70 2053-05-01 5.5 N/A 400000.00 332065.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BPU41 2053-04-25 5 N/A 602836.00 569512.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N84Q8 2053-09-01 3 N/A 13000.00 10787.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AH6K1 2044-02-25 2.5 N/A 700000.00 810183.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AGZD9 2054-07-01 6 N/A 10000.00 10076.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ESC63 2037-02-01 3 N/A 300000.00 77999.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CECL4 2053-08-01 6 N/A 141669.00 141497.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRE7 2046-03-01 3.5 N/A 699537.00 281290.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3UJ9 2048-12-25 2.5 N/A 28937000.00 19531774.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131XPET1 2043-11-01 4.5 N/A 1217024.00 201344.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVFC4 2054-11-01 4.5 N/A 270000.00 252310.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3E24 2055-02-01 6 N/A 335314.00 342931.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJ46 2053-12-01 5.5 N/A 85076.00 75104.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BWWN2 2055-07-25 5.71355 N/A 181313280.00 187652998.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QVR22 2054-11-01 6 N/A 144000.00 142089.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERTC4 2046-11-01 3.5 N/A 1810000.00 275469.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XZQ61 2044-10-01 3.5 N/A 100000.00 11777.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FU30 2043-03-01 3 N/A 148000.00 27907.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLAA7 2053-06-01 5 N/A 461602.00 347639.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BRWV5 2042-01-25 4.5 N/A 3422796.00 3203788.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DNCM3 2052-04-01 3 N/A 257718.00 195952.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JGXJ9 2048-09-01 4.5 N/A 1029790.00 31158.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GVZ99 2047-12-01 4.5 N/A 328000.00 70799.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS5C2 2052-03-01 2 N/A 364000.00 267868.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AF2E5 2054-06-01 5.5 N/A 500000.00 435054.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQC47 2040-06-01 5.5 N/A 4604128.00 120391.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X63C3 2048-04-01 2.5 N/A 11116000.00 3125385.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5R26 2053-11-01 6 N/A 831879.00 754686.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FRXB6 2047-02-01 3.5 N/A 65000.00 12142.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT4J5 2054-02-01 6.5 N/A 10000.00 9449.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0ET8 2051-12-01 3 N/A 142515968.00 118645538.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426BR24 2055-02-01 4.5 N/A 147344.00 140499.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136A4CM9 2042-03-25 4.25 N/A 2286000.00 575181.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418C7E8 2049-02-01 4 N/A 151000.00 8816.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137B1A69 2041-01-15 4 N/A 3000000.00 1919331.30 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BWDR4 2055-06-25 5 N/A 3162000.00 2812328.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132A5AU9 2043-06-01 3 N/A 1380000.00 220153.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDND4 2051-11-01 2 N/A 100000.00 59689.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137ACPZ6 2041-07-15 4.5 N/A 200000.00 11854.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137BKBJ8 2044-11-15 4 N/A 5125336.00 4341488.55 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131WPAP4 2040-04-01 5 N/A 400080.00 23125.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EL57 2052-11-01 6 N/A 535222.00 397584.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ARX67 2051-08-01 3.5 N/A 16333.00 14193.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFRM5 2052-01-01 3.5 N/A 519821.00 380286.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335AFR4 2045-07-01 3.5 N/A 400000.00 72847.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402KHN7 2033-08-01 5 N/A 24842592.00 243907.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDL8 2039-10-01 4.5 N/A 62000.00 54840.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEC7 2054-11-01 5 N/A 7000.00 6608.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8J48 2048-02-01 3.5 N/A 504000.00 118970.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPUU0 2053-01-01 5 N/A 297987.00 240208.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9LM1 2048-10-01 3 N/A 4059712.00 465017.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRR8 2047-02-01 3 N/A 327464.00 152545.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFMT5 2052-01-01 2.5 N/A 22549.00 15679.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANT64 2045-06-25 4 N/A 618369.00 764931.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131XHAY2 2041-08-01 5.5 N/A 1897566.00 217604.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8KU6 2032-02-01 5 N/A 1965000.00 234112.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWK28 2054-02-01 4 N/A 21000.00 18846.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381NQZ4 2055-06-20 5 N/A 8901952.00 8651377.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140MX4Q4 2052-09-01 4 N/A 24000.00 18750.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F63W5 2050-11-25 2 N/A 1200000.00 54123.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133CTLV9 2054-09-01 5.5 N/A 185000.00 168574.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A8S41 2041-04-15 5 N/A 1600000.00 628180.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B6QE6 2049-10-25 4.81965 N/A 18768832.00 5864132.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XN4R2 2054-02-01 5 N/A 88000.00 78805.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BL3T5 2052-02-25 3.5 N/A 1316610.00 1111166.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CUSA5 2054-09-01 5.5 N/A 112406.00 95859.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335ANN4 2045-12-01 4 N/A 1525914.00 160793.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137BCFL7 2044-07-15 3 N/A 875000.00 810869.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132ACDC1 2047-03-01 4.5 N/A 2581000.00 359143.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRV43 2053-08-01 6 N/A 57352.00 52930.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWRM3 2054-12-01 6 N/A 377674.00 384991.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L7F95 2045-10-01 4 N/A 1900000.00 188409.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQPE0 2053-02-01 5 N/A 332534.00 278266.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A2PJ3 2050-03-01 3 N/A 140000.00 30086.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQF43 2053-05-01 6 N/A 80000.00 63471.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NSR1 2055-05-01 6 N/A 20979808.00 21453875.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJ2Z6 2053-10-01 6 N/A 214966.00 208912.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MFWY0 2034-02-01 4 N/A 984000.00 210154.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYS90 2054-11-01 5 N/A 26980.00 26160.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0UE3 2052-09-01 3 N/A 11426.00 9339.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS3S9 2054-04-01 5.5 N/A 17971.00 16094.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTDW6 2053-10-01 4 N/A 41000.00 36112.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTP29 2054-09-01 5.5 N/A 351587.00 349735.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKNK1 2042-10-01 3 N/A 500000.00 105583.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPYU6 2052-09-01 4.5 N/A 162666.00 125973.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BDCT0 2052-06-01 4 N/A 358000.00 292836.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6RH0 2055-03-01 6 N/A 351334.00 359097.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133USKG5 2052-02-25 2.5 N/A 125000.00 91882.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTP79 2052-08-01 2 N/A 35764.00 26823.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJXV5 2039-09-01 6 N/A 400000.00 23617.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCYW0 2050-02-01 3 N/A 19767.00 7713.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQGB6 2044-07-01 3.5 N/A 85064.00 17765.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHBP6 2046-05-01 3.5 N/A 1500000.00 149286.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVV9 2045-02-01 3.5 N/A 1963000.00 180957.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJB4 2045-03-01 5 N/A 264933.00 254381.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136B16D1 2048-06-25 3.5 N/A 630812.00 608240.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418FFZ5 2055-01-01 4 N/A 42000.00 38192.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137FDET5 2032-11-25 3.459 N/A 5905000.00 5540433.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31410LFB3 2041-08-01 4.5 N/A 3091536.00 301733.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6UC3 2048-11-01 3.5 N/A 326000.00 62037.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CC4E3 2053-09-01 5.5 N/A 25442.00 22164.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHBS0 2046-05-01 4 N/A 1646000.00 184750.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381NSN9 2055-06-20 4.5 N/A 3074264.00 2625424.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EKR0 2052-11-01 3.5 N/A 14000.00 11030.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JW4D9 2049-09-01 5 N/A 1040996.00 57939.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQNE2 2044-09-01 4.5 N/A 250000.00 14676.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQWL6 2053-03-01 6 N/A 125000.00 98859.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3R28 2041-04-01 4 N/A 464751.00 53180.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEY94 2045-06-01 3.5 N/A 566667.00 123940.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1SH3 2054-11-01 5 N/A 139235.00 131637.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUXZ1 2055-02-01 5 N/A 66208.00 65045.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKP8 2053-12-01 3.5 N/A 18000.00 15064.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGJH9 2054-07-01 6 N/A 65085.00 55772.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSNZ1 2052-12-01 4.5 N/A 500000.00 408501.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NCY4 2055-05-01 4.5 N/A 62607.00 59922.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FE5U4 2047-04-01 5 N/A 705489.00 143172.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6DG2 2038-01-01 3.5 N/A 25000.00 17293.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BVY36 2055-05-25 5.40517 N/A 36975168.00 36278415.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ACZS3 2043-03-25 3 N/A 1000000.00 890262.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QP2U0 2052-08-01 4.5 N/A 200000.00 148794.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BM7G4 2052-10-01 5 N/A 13065.00 10689.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E55D6 2042-01-01 5 N/A 860893.00 55354.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HRMP2 2043-01-01 3 N/A 104922.00 19585.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DHM8 2042-10-01 4 N/A 1311008.00 221276.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MUZL7 2052-06-01 4.5 N/A 100000.00 76459.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JKG1 2042-05-01 3.5 N/A 2550000.00 410794.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY5B1 2045-03-01 6 N/A 394241.00 389097.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSK43 2052-07-01 2.5 N/A 85237.00 65347.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGCK9 2054-06-01 6 N/A 395202.00 393808.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EMM0 2043-01-01 3 N/A 26559.00 5231.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HSWR5 2036-12-01 3.5 N/A 1235384.00 271084.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED80 2052-06-01 4 N/A 51609280.00 38845713.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HLD33 2055-05-25 5 N/A 7658168.00 6999234.27 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31416HWH4 2038-12-01 5.5 N/A 8500000.00 215274.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6J76 2040-05-01 6 N/A 190495.00 186458.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVL28 2054-10-01 6 N/A 128000.00 124960.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292SA83 2043-02-01 2.5 N/A 350000.00 63435.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UNX9 2054-12-01 5.5 N/A 75855.00 73683.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WG6G4 2046-05-01 3.5 N/A 555000.00 46898.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ5W9 2053-04-01 4.5 N/A 215000.00 181378.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BM60 2048-01-01 3.5 N/A 455000.00 81391.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MJTX7 2042-11-01 3 N/A 30747.00 5943.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQAR3 2054-12-01 5.5 N/A 25289.00 25219.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137BSYF4 2055-01-15 4 N/A 150000.00 170528.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XP3K3 2054-06-01 5.5 N/A 200000.00 184903.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BWWW2 2055-07-25 5 N/A 110809000.00 110784929.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CWTX0 2054-10-01 5 N/A 169463.00 164893.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137B3H84 2043-07-15 4 N/A 784800.00 716722.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CAWR7 2053-09-01 5.5 N/A 434852.00 429636.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MUXD7 2037-06-01 2 N/A 28283.00 20168.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A0SQ8 2050-01-01 3 N/A 16555.00 6503.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JR7K1 2051-03-01 2 N/A 327667.00 195896.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9HP1 2053-08-01 5 N/A 98468.00 91100.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W7F66 2043-03-01 2.5 N/A 526145.00 109631.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4P95 2055-04-01 6 N/A 278315.00 283713.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KVHC7 2051-01-01 2 N/A 100000.00 57550.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HM5T3 2055-07-25 5.65385 N/A 57899264.00 59768209.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DSAT9 2053-08-01 3.5 N/A 85638.00 69837.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVVE1 2054-12-01 5.5 N/A 428000.00 414664.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WAQ76 2054-04-01 5 N/A 294295.00 272805.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XDKW4 2033-03-01 3.5 N/A 2006064.00 477726.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4C89 2040-04-01 6 N/A 1799120.00 156359.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRJD6 2054-08-01 5.5 N/A 103043.00 101732.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EM23 2052-12-01 6 N/A 222560.00 170239.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 30319MAE4 2031-01-27 10.56155 N/A 18972200.00 6778635.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BAS21 2050-07-25 2 N/A 1600000.00 1043684.48 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426QKJ1 2055-06-01 6 N/A 16878432.00 17306997.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFSC4 2053-10-01 6 N/A 53252.00 53258.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQXX9 2053-07-01 5.5 N/A 30000.00 26292.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KMB7 2030-02-01 5 N/A 15000000.00 268458.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CC2T2 2053-09-01 5.5 N/A 72373.00 71531.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2CM8 2053-05-01 5 N/A 148864.00 122625.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EBNR8 2046-02-01 4 N/A 1000000.00 46616.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7SW2 2036-12-01 2 N/A 200000.00 107412.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31397QJJ8 2041-02-25 4 N/A 315000.00 74522.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B2UL6 2055-03-01 4.5 N/A 67619.00 64652.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9RY5 2031-03-01 3.5 N/A 1879480.00 188926.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2EH0 2051-12-01 2.5 N/A 21797.00 18077.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381NSX7 2055-06-20 5 N/A 29064000.00 28213377.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418FHM2 2055-02-01 3.5 N/A 6000.00 5297.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELCT8 2040-10-01 6 N/A 1000000.00 51049.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MPZ9 2055-05-01 4.5 N/A 260653.00 226325.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QRW22 2045-05-01 4 N/A 120154.00 15322.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ76 2052-10-01 5 N/A 64000.00 48984.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CY5U8 2054-11-01 5 N/A 29499.00 28767.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSGH1 2053-09-01 5 N/A 166520.00 149559.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAL83 2047-02-01 3 N/A 200000.00 91942.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A1CF7 2050-01-01 3 N/A 222037.00 72895.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ER6R6 2047-02-01 3.5 N/A 700000.00 257087.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZ45 2053-12-01 3.5 N/A 51000.00 43190.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413QX78 2037-09-01 6 N/A 1359000.00 54576.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP4M8 2052-03-01 2.5 N/A 200000.00 153238.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGHR8 2054-08-01 5.5 N/A 385133.00 381351.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136B47E2 2049-07-25 3.5 N/A 1269570.00 1123115.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KQBC9 2052-10-01 5.5 N/A 80000.00 61040.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5B2 2054-04-01 4 N/A 8000.00 6976.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BWCK0 2036-06-25 5 N/A 5936000.00 5946091.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140BC3Q3 2055-05-01 6 N/A 2048164.00 2098576.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WTU95 2043-04-01 3 N/A 1047308.00 451659.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HLBC5 2055-05-25 5 N/A 3246000.00 2913194.84 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3136B6F32 2049-11-25 2.5 N/A 250000.00 149504.30 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVQN1 2055-04-25 5.33517 N/A 52775040.00 51512866.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31292SBD1 2043-03-01 3.5 N/A 165000.00 19320.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSXB9 2054-09-01 6.5 N/A 32400000.00 32138030.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WEV0 2040-05-01 4.5 N/A 3140000.00 148683.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5AL9 2043-03-01 3 N/A 550000.00 86114.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31393RTF7 2033-06-15 5 N/A 725000.00 717155.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BPUN6 2052-10-01 5.5 N/A 135000.00 112332.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGNL9 2052-03-01 3 N/A 209065.00 156634.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPTH2 2053-03-01 4 N/A 14000.00 12107.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVV9 2053-08-01 4 N/A 24000.00 20280.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYYT0 2043-01-01 6.5 N/A 115484.00 61239.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHT33 2052-03-01 2 N/A 63283.00 42566.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAUW2 2045-01-01 4.5 N/A 1166292.00 132460.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AWXR3 2057-06-25 4 N/A 75000.00 88456.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31417GUJ3 2043-06-01 3.5 N/A 27860.00 5800.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7GW5 2055-02-01 6.5 N/A 306433.00 278819.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E7KD1 2045-12-01 3.5 N/A 1242310.00 138835.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRV68 2053-08-01 6 N/A 124352.00 108531.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EUFH7 2046-01-01 3.5 N/A 735000.00 143594.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9BH2 2043-07-01 3 N/A 1258000.00 187297.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WL4F0 2047-03-01 4.5 N/A 78207.00 8527.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DDB2 2035-06-01 6 N/A 28789024.00 381182.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6Q38 2047-07-01 3.5 N/A 262000.00 80786.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ARGZ2 2051-09-01 2.5 N/A 18409.00 12796.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BKY1 2034-12-01 3.5 N/A 2020000.00 200042.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6T4 2051-10-01 4 N/A 122000.00 51681.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AJFA6 2051-03-01 2 N/A 300000.00 162146.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AUE53 2051-10-01 2.5 N/A 1725000.00 1093054.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WJDP1 2037-04-01 2 N/A 486428.00 319602.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1B69 2048-04-01 3.5 N/A 59463000.00 53582091.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7BS1 2033-10-01 4 N/A 800000.00 160185.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFWQ9 2052-07-01 3.5 N/A 67836.00 57270.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X45A0 2046-11-01 3 N/A 165000.00 49840.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3K92 2055-03-01 6 N/A 274598.00 282014.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KCPY2 2050-05-01 3 N/A 215127.00 102704.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0PP1 2053-10-01 6.5 N/A 100000.00 83220.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31281BWD8 2042-06-01 3 N/A 2000000.00 189346.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWU7 2052-07-01 5 N/A 31706.00 24237.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WL5N0 2039-11-01 3 N/A 129297.00 118440.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M7YQ5 2044-07-01 3.5 N/A 33596.00 7025.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WPBC2 2040-04-01 5 N/A 1789000.00 171108.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKCM4 2055-03-25 5.40517 N/A 25664960.00 24729691.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DSH39 2052-10-01 4 N/A 35000.00 30023.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT4C0 2054-02-01 6.5 N/A 575000.00 475883.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTVQ0 2054-07-01 6.5 N/A 100912.00 94551.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACX73 2054-05-01 5.5 N/A 387974.00 354130.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403GMC3 2033-10-01 5.5 N/A 1001082.00 10397.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVQ57 2046-12-01 3 N/A 189634.00 57338.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPDD7 2052-06-01 3.5 N/A 112300.00 84786.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPGG7 2052-12-01 5 N/A 112705.00 89155.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HA6R6 2033-06-01 4 N/A 1198862.00 105396.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU77 2048-03-01 3.5 N/A 68000.00 8995.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSLL9 2051-09-01 3.5 N/A 252257.00 97658.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FMBL5 2049-06-15 3 N/A 1664286.00 1342872.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXEP3 2056-09-01 5.5 N/A 300000.00 90183.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HBNJ0 2043-05-01 3.5 N/A 6657856.00 163252.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRCJ4 2052-04-01 4.5 N/A 11123.00 8659.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUG26 2054-04-01 5 N/A 50000.00 45944.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMF91 2043-04-01 3.5 N/A 5650000.00 923127.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMLD5 2043-05-01 3.5 N/A 2125000.00 237762.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJQD9 2053-05-01 5 N/A 259501.00 204090.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCTR9 2051-09-01 2.5 N/A 1925000.00 1215115.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRKU7 2053-06-01 5.5 N/A 198055.00 183954.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7J79 2055-05-01 5 N/A 306603.00 301009.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BP6Y2 2050-08-25 2 N/A 1435000.00 1091814.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NPTK6 2053-06-01 5 N/A 38174.00 36403.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287RJC4 2032-03-01 6 N/A 2085404.00 10348.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4RR7 2053-06-01 6 N/A 363701.00 362158.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S3MH9 2047-08-01 3 N/A 2000000.00 180854.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K45E6 2050-01-01 3 N/A 547000.00 119532.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BWN2 2048-08-01 4.5 N/A 2544000.00 387265.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUMA2 2053-01-01 5 N/A 508964.00 474011.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUJN8 2054-10-01 5.5 N/A 106787.00 103518.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XWKH5 2047-04-01 4.5 N/A 1852352.00 197905.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A1GN6 2050-01-01 3 N/A 99825.00 40252.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJH35 2036-11-01 3 N/A 25470.00 6067.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCDW5 2048-11-01 4 N/A 166000.00 70202.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1EN3 2053-10-01 5.5 N/A 86633.00 85139.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEC61 2034-02-01 4 N/A 360700.00 69506.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVA0 2052-11-01 5.5 N/A 200000.00 164153.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0V52 2031-03-01 6 N/A 21000000.00 40520.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACRU6 2048-08-01 4 N/A 2370000.00 302032.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSJG8 2052-12-01 6 N/A 313758.00 265229.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNVK6 2052-08-01 4.5 N/A 10558.00 8617.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVES0 2046-10-01 4.5 N/A 230000.00 31096.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJFT4 2042-03-01 3 N/A 2181836.00 220811.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137B9RM9 2044-04-15 4 N/A 1600000.00 1313046.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BED26 2052-06-01 3.5 N/A 122472.00 89214.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGXS1 2053-11-01 5.5 N/A 546387.00 475627.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACCB4 2041-05-01 5 N/A 243000.00 51273.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSKB6 2054-08-01 5.5 N/A 486600.00 465239.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCV52 2050-02-01 2.5 N/A 203000.00 101325.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADXZ6 2049-01-01 5 N/A 2200000.00 199731.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 30289UAS1 2049-06-25 4.086908 N/A 655000.00 649477.19 Agency Collateralized Mortgage Obligation Y Fitch Short Rating F1 Standard & Poor's Long Rating A+ Fitch Long Rating A+ Standard & Poor's Short Rating A-1 Moody's Long Rating NR Moody's Short Rating NR 2025-07-01 2025-08-12 2025-08-12 N N N 0.0461 1500000000.00 1500000000.00 0.0051 N N N Y FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.38500160 3130B5Q68 2549001DPIFGXC1TOL40 US3130B5Q687 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Fitch Long Rating NR Moody's Long Rating Aa1 Fitch Short Rating NR Standard & Poor's Short Rating A-1+ 2025-07-01 2025-11-04 2025-11-04 N N N 0.0445 699994743.00 699994743.00 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.55000040 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aa1 Fitch Short Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Fitch Long Rating NR 2025-07-01 2025-07-24 2025-07-24 N N N 0.0461 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395832.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSLG8 2052-10-01 4.5 N/A 404271.00 323203.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9KF5 2055-05-01 6.5 N/A 1003533.00 1061249.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406FS51 2035-01-01 5.5 N/A 25000.00 511.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNZ72 2053-03-01 3 N/A 27000.00 21156.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP4C8 2052-08-01 5.5 N/A 432770.00 302954.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2A7 2039-02-01 6 N/A 867166.00 505089.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAZG0 2036-05-01 2 N/A 1000000.00 543545.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140METX4 2055-04-01 6 N/A 2504820.00 2586054.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRB5 2052-07-01 3.5 N/A 9000.00 6620.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLDZ6 2051-07-01 2 N/A 200000.00 125747.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXCZ8 2055-06-01 5 N/A 42232904.00 41508389.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CS47 2048-01-01 3.5 N/A 10089000.00 1416623.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LSK41 2042-05-01 4 N/A 238759.00 16237.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NNY7 2027-12-01 6 N/A 1830000.00 7372.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8Z40 2048-05-01 4 N/A 799188.00 273393.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CET7 2031-12-01 2 N/A 131987.00 23145.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YF28 2029-09-01 5 N/A 1000000.00 17090.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FF93 2040-01-01 5.5 N/A 6000.00 5315.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1RV7 2040-04-01 5.5 N/A 24729470.00 24922930.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUKB8 2054-11-01 5.5 N/A 50860.00 50241.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NM6K8 2053-07-01 6 N/A 200000.00 141486.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQA3 2050-06-01 3 N/A 22000.00 5925.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417VBF9 2037-05-01 6 N/A 4405940.00 267356.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWMN6 2054-12-01 5.5 N/A 1640019.00 1640162.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418APP7 2042-12-01 4 N/A 1372431.00 141835.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNKN1 2051-12-01 2 N/A 17000.00 11293.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK4R3 2054-10-01 5.5 N/A 2610782.00 2610531.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CEA8 2046-11-01 2.5 N/A 25000.00 8880.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPVD6 2052-07-01 4.5 N/A 50120000.00 40733150.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLT7 2050-02-01 3 N/A 8000.00 1407.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7BB8 2055-04-01 5.5 N/A 1060355.00 1068360.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPS5 2050-04-01 5.5 N/A 1201687.00 220195.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGM6 2037-06-01 4 N/A 198168.00 114935.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQPV8 2054-09-01 5.5 N/A 2502440.00 2483950.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKVR3 2047-05-01 5 N/A 5695821.00 137571.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LV7C7 2051-08-01 2.5 N/A 70000.00 39026.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FRNC5 2047-01-01 3.5 N/A 1129829.00 591008.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0C30 2055-01-01 5 N/A 1668788.00 1643629.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BTA4 2030-07-01 2.5 N/A 425000.00 30612.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WA42 2029-12-01 7 N/A 22466063.00 7854.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XB6K1 2036-07-01 3 N/A 113000.00 45868.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BZB5 2046-02-01 3.5 N/A 814290.00 211545.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JYGR1 2049-08-01 3.5 N/A 1375000.00 344868.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371N7M1 2028-11-01 6 N/A 235000.00 1044.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRD85 2053-02-01 5 N/A 21013000.00 19005328.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAVN5 2049-05-01 3.5 N/A 5048927.00 307075.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAUU2 2034-03-01 4.5 N/A 250000.00 73197.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LV2H1 2051-08-01 2.5 N/A 354537.00 222988.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5HM4 2044-07-01 4.5 N/A 105000.00 17777.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYY0 2043-11-01 7 N/A 339533.00 253006.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFJV2 2035-10-01 3.5 N/A 2000000.00 788370.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMAP1 2053-07-01 5 N/A 22000.00 18025.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9DZ9 2040-04-01 5 N/A 2978577.00 2981243.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419BCJ2 2041-02-01 5 N/A 543992.00 24395.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y5DG8 2042-06-01 4 N/A 2373785.00 482438.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4VL1 2055-02-01 6 N/A 4227370.00 4305811.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M9BB2 2052-01-01 2 N/A 3265070.00 2281198.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA6H0 2036-05-01 2 N/A 115000.00 58988.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7H9 2051-12-01 3.5 N/A 500000.00 281951.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTEU9 2053-10-01 6.5 N/A 440000.00 377796.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHEW3 2052-05-01 4 N/A 1000.00 784.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3G7 2033-09-01 4.5 N/A 1141031.00 44418.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFTU9 2055-06-01 6 N/A 3203219.00 3298669.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XACJ9 2050-03-01 5 N/A 584078.00 144883.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGWR6 2052-04-01 3.5 N/A 4176440.00 2910008.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEEG9 2040-06-01 5 N/A 1008489.00 1019670.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUGS6 2054-11-01 5.5 N/A 1285684.00 1127246.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVAS0 2054-12-01 5.5 N/A 1692038.00 1697515.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYAZ5 2037-08-01 4 N/A 541830.00 297794.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2P22 2052-02-01 2 N/A 500000.00 326254.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJGH5 2054-12-01 6.5 N/A 4208399.00 2898140.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EB82 2052-03-01 2 N/A 21000.00 13925.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPF8 2052-06-01 3.5 N/A 19895971.00 16586002.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EER7 2042-05-01 3 N/A 825000.00 584209.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CDS2 2038-10-01 6 N/A 96510.00 1196.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AFQ6 2032-05-01 4 N/A 619908.00 31938.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKQ4 2050-01-01 2.5 N/A 11360747.00 2605844.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHH34 2050-12-01 4.5 N/A 100000.00 65649.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6YJ8 2055-06-01 6 N/A 1759857.00 1810397.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9TV7 2051-02-01 2 N/A 751683.00 466178.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAXU1 2040-08-01 3 N/A 81026.00 29233.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EH7L0 2039-10-01 6.5 N/A 21000.00 651.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXD74 2056-07-01 4 N/A 26000000.00 7325779.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B16B7 2055-01-01 6 N/A 4957828.00 4832665.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DDJ5 2035-12-01 5.5 N/A 100000.00 1067.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTXZ7 2039-01-01 6.5 N/A 2382637.00 2127014.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MM2C1 2037-08-01 3 N/A 1124042.00 758424.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBGG9 2051-06-01 2.5 N/A 5000.00 2966.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AYCA1 2055-01-01 6.5 N/A 1142070.00 1187607.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPVD8 2039-04-01 3.5 N/A 18139876.00 14571903.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3V0 2039-03-01 5 N/A 266747.00 187275.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVK80 2052-08-01 4.5 N/A 12300000.00 9450117.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L5GJ9 2051-03-01 2.5 N/A 128000.00 68222.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N27A3 2052-10-01 4 N/A 32000.00 25386.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2RX4 2040-02-01 5 N/A 1000001.00 970599.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBEC6 2050-06-01 2.5 N/A 1000000.00 271036.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXCB1 2040-05-01 5 N/A 2407197.00 2432391.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA5J7 2036-02-01 3.5 N/A 2423000.00 977373.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBB54 2050-02-01 3.5 N/A 2215000.00 881897.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AKUF4 2026-07-01 4 N/A 7782401.00 18326.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZR4 2039-01-01 6 N/A 763446.00 395932.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEHP6 2055-06-01 6 N/A 2655550.00 2716453.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387WY27 2031-08-01 6.5 N/A 174983.00 863.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDWA0 2036-11-01 2 N/A 9121302.00 5883850.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ENL0 2053-01-01 6 N/A 4914618.00 3517835.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YJN8 2029-12-01 5 N/A 61927.00 1352.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CMF8 2047-07-01 3.5 N/A 30000.00 3306.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUD52 2054-03-01 6 N/A 100000.00 89383.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELWE9 2042-07-01 4 N/A 24882000.00 4091407.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBK82 2051-06-01 2.5 N/A 300000.00 178177.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ3Z9 2054-07-01 5 N/A 9107706.00 8843855.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KAZU3 2036-05-01 2 N/A 2450000.00 1422183.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJZ4 2050-01-01 4.5 N/A 88416.00 30714.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4DL7 2049-06-01 3.5 N/A 7000.00 2009.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWKR3 2054-03-01 6 N/A 1856999.00 1874152.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBB58 2036-05-01 2.5 N/A 1521049.00 753238.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0Z73 2040-02-01 5.5 N/A 50555726.00 48896650.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JL3N2 2048-12-01 5 N/A 703767.00 44263.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6N33 2054-09-01 5.5 N/A 25466376.00 24545563.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXU9 2053-11-01 5.5 N/A 211936742.00 186047227.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2Z6 2038-10-01 3.5 N/A 199096.00 21790.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0DY1 2040-02-01 5.5 N/A 1050808.00 1036458.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKZ9 2040-05-01 5 N/A 60935695.00 60545847.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1K36 2040-03-01 5.5 N/A 29159908.00 28256847.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFL74 2052-01-01 2 N/A 505000.00 320908.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5PE1 2055-04-01 5 N/A 52819.00 52123.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSHS3 2053-06-01 6 N/A 1100000.00 934967.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMFW9 2036-10-01 2 N/A 3589222.00 2335703.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELE74 2027-03-01 5 N/A 7575613.00 2936.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT4F3 2054-02-01 6.5 N/A 1026000.00 857286.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7TV2 2053-02-01 4 N/A 60053.00 38742.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FEZW7 2047-03-01 3.5 N/A 4310000.00 858323.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNJL7 2037-03-01 2 N/A 711267.00 449656.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPT3 2050-05-01 5 N/A 7432393.00 1180938.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFV1 2047-01-01 4 N/A 21370.00 2858.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2H2 2054-02-01 7.5 N/A 216133.00 109742.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJF7 2033-11-01 7 N/A 154348.00 993.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAA72 2054-04-01 5.5 N/A 575891.00 500131.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANNR0 2036-07-01 4.5 N/A 1153155.00 91532.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXDC8 2055-06-01 6.5 N/A 14124031.00 14688923.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDPU8 2055-06-01 6 N/A 12234540.00 12563286.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAD2 2031-12-01 1.5 N/A 1000000.00 497777.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTJF6 2042-05-01 4 N/A 795670.00 74174.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ZY9 2054-03-01 5.5 N/A 1849307.00 1771971.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MUVD9 2052-07-01 4.5 N/A 980000.00 734408.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6E27 2055-03-01 6 N/A 12492729.00 12670142.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9WS5 2043-10-01 4 N/A 1000000.00 126197.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MJ7D5 2042-11-01 3.5 N/A 1637151.00 314166.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6D93 2055-06-01 5 N/A 1275411.00 1265607.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJGW2 2039-12-01 3.5 N/A 2576547.00 2403097.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANNH8 2054-09-01 5 N/A 3937572.00 3794380.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC83 2049-07-01 4.5 N/A 180698.00 19777.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CE42 2046-12-01 2.5 N/A 1270000.00 313006.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ6M0 2052-09-01 4.5 N/A 270900.00 209881.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM3M6 2046-03-01 4 N/A 3000000.00 2342106.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQSN6 2052-11-01 5 N/A 4270909.00 3366112.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6LZ4 2054-07-01 6 N/A 5136119.00 4458259.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5GZ8 2053-06-01 6 N/A 3096219.00 3135977.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVGX7 2054-12-01 5 N/A 31650627.00 30291443.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDFQ9 2044-11-01 4 N/A 11095090.00 2328159.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0PY5 2052-09-01 3.5 N/A 1000.00 874.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XYG52 2047-11-01 4 N/A 1004.00 266.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQGX4 2054-09-01 6.5 N/A 1221667.00 1271141.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5PH6 2055-05-20 5 N/A 1321919.00 1301981.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWN74 2055-03-01 5 N/A 1075913.00 1037791.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACS84 2048-08-01 4.5 N/A 56308371.00 12394653.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSB64 2054-06-01 6.5 N/A 36870000.00 33226021.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CR83 2055-02-20 5 N/A 160000.00 134546.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWN90 2055-03-01 6 N/A 19160000.00 18591113.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WMFA5 2039-12-01 5 N/A 527056.00 521058.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPYB8 2052-10-01 5 N/A 50000002.00 39509805.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJ24 2045-04-01 6 N/A 9383463.00 9557206.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7C43 2055-04-01 6 N/A 433836.00 436542.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK3R4 2054-10-01 5 N/A 170168.00 163362.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KJM1 2036-03-15 5 N/A 730066.00 10756.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385CR75 2055-01-20 5 N/A 203342.00 201182.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418C5T7 2029-01-01 4 N/A 91884.00 6633.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NC7E3 2053-04-01 5 N/A 930570.00 798382.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NREU6 2053-08-01 6 N/A 2058198.00 1934201.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAV9 2054-07-01 5 N/A 35000.00 33036.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5ET2 2055-01-20 4.5 N/A 2469287.00 2340984.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y2DM7 2048-07-01 4 N/A 15263933.00 2809750.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7PP7 2041-02-01 4.5 N/A 14596710.00 1764254.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGY45 2051-09-01 2.5 N/A 7000.00 4919.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMNW1 2055-04-20 7.5 N/A 1656481.00 1792965.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FLS4 2055-03-01 6 N/A 2162808.00 2203979.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6A60 2055-06-01 6 N/A 9867899.00 10071704.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFNR2 2054-09-25 5.15517 N/A 52610714.00 47690143.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133WABX5 2054-04-01 6.5 N/A 1859304.00 1948566.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRH49 2053-06-01 4.5 N/A 12660183.00 10564988.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FFZ6 2042-08-01 3.5 N/A 20000000.00 1863758.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVWF7 2054-12-01 5 N/A 78637652.00 75538545.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDU81 2055-06-01 6.5 N/A 5504.00 5764.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQP74 2052-10-01 4.5 N/A 13216488.00 10722662.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0TF2 2055-01-01 5 N/A 1486127.00 1438774.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVQG3 2053-02-01 5.5 N/A 2943762.00 2557894.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJJH2 2042-01-01 4.5 N/A 2024.00 124.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWN82 2055-03-01 5.5 N/A 114991249.00 112148814.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HL5J7 2054-06-25 5.30517 N/A 64247905.00 63255048.71 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418FMJ3 2055-06-01 5.5 N/A 802524.00 805073.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416HJP1 2039-02-01 4.5 N/A 1553.00 8.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ALSC9 2040-06-15 5 N/A 283234.00 10716.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDKE3 2053-09-01 6.5 N/A 2050943.00 1804344.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3J7 2048-02-01 3.5 N/A 367131.00 44351.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUZV8 2055-06-01 5 N/A 32732168.00 32193323.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136ATQS6 2046-09-25 3 N/A 1400000.00 1150557.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XQY84 2054-08-01 6 N/A 22563811.00 21689465.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTDK2 2053-10-01 6 N/A 32930000.00 27541821.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130B1ZC4 2026-07-16 4.54 N/A 107945000.00 108950912.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133BG5J3 2052-08-01 5 N/A 20634277.00 16157383.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCAL2 2047-08-01 3.5 N/A 17575103.00 9796076.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCW28 2050-02-01 3.5 N/A 5300000.00 1330303.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2W6 2052-08-01 4.5 N/A 2788520.00 2099439.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LHH2 2040-04-15 5 N/A 380726.00 12249.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNY5 2055-02-01 6 N/A 3327624.00 3209130.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1VL8 2053-10-01 6 N/A 25543926.00 20210416.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BVR59 2055-05-25 5.30517 N/A 121969960.00 120082284.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142GSKD9 2054-04-01 5.5 N/A 2984767.00 2642430.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQMQ3 2040-03-15 5 N/A 355000.00 11321.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJ5V0 2052-07-01 5 N/A 2618671.00 2111071.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FD53 2055-01-01 5 N/A 1108218.00 1084716.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GK7F7 2041-11-01 4 N/A 14627801.00 2001669.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRV23 2054-05-01 6.5 N/A 30016596.00 29298763.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3E8 2054-03-01 5.5 N/A 50000.00 43547.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QWB35 2055-02-01 5 N/A 5335254.00 5183452.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426PQ57 2055-03-01 6 N/A 5006017.00 5109447.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPL2 2053-12-20 7.5 N/A 1328957.00 486396.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGJH3 2037-01-01 3.5 N/A 4108.00 2095.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WTGE0 2043-05-01 3.5 N/A 8907139.00 2193296.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKN6 2055-05-01 5.5 N/A 3883312.00 3849294.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMT1 2040-06-01 4 N/A 30704.00 30071.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1DK6 2055-03-01 5.5 N/A 29363083.00 28861857.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBXF2 2036-03-01 3.5 N/A 3001.00 1207.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMG9 2055-06-01 4.5 N/A 319990.00 306605.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAK6 2040-06-01 5 N/A 22212.00 22440.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K44T4 2050-01-01 3 N/A 5000000.00 965942.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR3K4 2054-06-01 5.5 N/A 17812344.00 17118316.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJWS6 2053-12-01 6.5 N/A 11102880.00 8955119.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWL35 2054-07-01 5.5 N/A 8000.00 7341.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM6T7 2052-02-01 2.5 N/A 983697.00 631818.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384KAE1 2054-02-20 5.35185 N/A 4834810.00 3917762.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618N5MQ9 2055-05-20 5.5 N/A 1949065.00 1954711.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSNY3 2053-07-01 6.5 N/A 20213661.00 15808178.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWPG2 2055-04-01 5 N/A 7757913.00 7482646.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQVE0 2027-12-01 3 N/A 1034.00 24.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXL81 2054-10-01 5 N/A 1344348.00 1170606.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WKG0 2033-09-15 5 N/A 410000.00 6836.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVB45 2054-08-01 5 N/A 15149442.00 14448224.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGHS2 2053-04-01 5 N/A 2326420.00 2242381.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YDM3 2053-08-20 6.5 N/A 25417185.00 14293844.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5PD3 2055-04-01 5 N/A 1000.00 985.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402WJP4 2033-09-01 5 N/A 137150282.00 1934084.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384KBV2 2054-02-20 5.30185 N/A 19519944.00 16657069.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418ESQ4 2053-04-01 3.5 N/A 136000.00 109201.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE41 2052-10-01 3.5 N/A 114000.00 88776.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426G5A9 2055-04-01 6 N/A 2095130.00 2146234.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UVZ1 2041-07-15 4 N/A 213066.00 131172.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBGV6 2051-05-01 2 N/A 154080.00 98356.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BAY26 2055-06-01 5.5 N/A 3589759.00 3601162.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5AQ2 2054-11-20 6 N/A 818692.00 803014.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX68 2053-04-20 5.5 N/A 11124564.00 8593198.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMNF4 2054-09-01 5 N/A 4012384.00 3881568.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5MS5 2055-05-20 6.5 N/A 1972892.00 2033633.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKM8 2055-05-01 5 N/A 2416330.00 2358319.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJH1 2045-03-01 6 N/A 1841173.00 1654801.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1UV3 2054-11-01 6 N/A 1438.00 1452.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JU31 2055-04-01 5.5 N/A 1315000.00 1316742.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMML2 2054-08-01 5.5 N/A 15327599.00 14214542.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XY5J2 2048-05-01 4 N/A 20154281.00 3633689.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426P5C5 2055-05-01 6 N/A 1811527.00 1849167.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTRW2 2053-01-01 5.5 N/A 1427659.00 1188755.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUX57 2055-06-01 5 N/A 35894044.00 35354620.34 Agency Mortgage-Backed Securities FEDERAL 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NATIONAL M N/A 36196X5E1 2047-03-20 3.5 N/A 971651.12 276804.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YYZ1 2054-05-20 7 N/A 296837178.81 162073437.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JBML2 2064-12-20 6.5 N/A 670980.84 687121.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N25S6 2052-09-01 5 N/A 13246028.73 11057804.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9KN2 2053-08-01 5.5 N/A 182834.25 148145.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KYPN3 2055-06-20 6.5 N/A 1474662.71 1540976.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDRF6 2053-03-01 6 N/A 1919732.50 1911695.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ65 2048-05-20 4.5 N/A 15560111.50 1151342.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409BFF9 2036-03-01 6.748 N/A 691127.20 10879.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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N/A 580325.69 489.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NPKH7 2052-04-20 5.5 N/A 1276371.41 1279763.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EUEE5 2030-12-01 2.5 N/A 133911.08 15358.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAKF0 2048-02-20 3.5 N/A 236778.45 62726.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AFGD7 2051-02-01 2 N/A 226601.03 121536.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJH97 2051-01-01 4.5 N/A 259172.70 181115.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLS65 2051-04-01 2 N/A 5754998.92 3374583.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UGB2 2048-11-20 3.5 N/A 287962.76 35804.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJPS5 2052-07-01 4 N/A 25341.33 19390.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BBFH8 2055-07-01 5.169 N/A 3911964.25 3945313.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BC2N1 2055-05-01 5.5 N/A 1339001.36 1354441.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGGW3 2052-03-01 2 N/A 115187.87 71597.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNV59 2051-12-01 2 N/A 287969.67 187567.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACME7 2053-06-20 5.5 N/A 1036690.80 836005.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295GJC7 2045-01-15 3 N/A 1406623.55 96894.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XQT6 2053-01-20 3.5 N/A 29249056.01 21726319.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196FZG2 2046-10-20 3.5 N/A 149491.97 39586.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ALWM2 2040-07-15 5 N/A 2532939.72 124815.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NQVF7 2055-03-20 5.5 N/A 752612.18 757925.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GTXL4 2059-08-15 5.14 N/A 391126.74 392895.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGRE6 2040-05-01 5.5 N/A 5759393.33 92435.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MK74 2042-08-20 3.5 N/A 1942249.43 159234.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYWP0 2042-04-01 2.5 N/A 417556.02 289857.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JJNQ3 2054-09-20 7.5 N/A 892818.85 890192.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L7SU2 2055-06-20 6.5 N/A 4641604.52 4850324.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSPN5 2053-07-01 5 N/A 57565.71 50413.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180DSY4 2043-04-15 3.5 N/A 51110.58 2781.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSMM0 2054-08-01 5 N/A 2747898.71 2673835.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DPC9 2042-11-15 3 N/A 1638547.40 338099.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4UE2 2055-06-20 5.5 N/A 2597656.87 2622634.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLH41 2051-07-01 3 N/A 10395704.97 6414838.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5MQ9 2055-05-20 5.5 N/A 36098550.45 36203123.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMXB4 2033-01-01 3 N/A 1750855.57 234343.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DBZ3 2042-07-15 3.5 N/A 24426.74 2580.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D5C2 2036-10-01 2 N/A 3752535.03 2215174.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MKLU1 2050-05-15 3.5 N/A 115187.87 35563.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YPGR0 2059-10-15 5.63 N/A 230375.73 240321.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MKMT3 2050-07-15 3 N/A 403157.53 178240.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XFH4 2052-09-20 4.5 N/A 577107.34 449726.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2BL2 2040-12-01 4 N/A 57873.84 7018.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WXL7 2052-02-20 3.5 N/A 86390.90 59064.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GV85 2055-03-01 6.5 N/A 309650.33 320618.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EY1 2054-12-20 7 N/A 172525695.90 175805754.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NKGP5 2055-06-20 6 N/A 4800716.97 4925532.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196THR8 2047-04-15 4.5 N/A 1314593.05 101283.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NWHH8 2050-08-20 2.5 N/A 187756.22 74930.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA7J5 2051-04-01 2 N/A 2879696.67 1649702.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2R38 2046-01-20 3.5 N/A 25744469.77 2608368.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9HW8 2051-02-01 2 N/A 91574.35 52203.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J5DW1 2054-11-20 5 N/A 3034.05 2675.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KQTE6 2055-04-20 6.5 N/A 404557.07 422027.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MKNR9 2052-03-01 2 N/A 3427981.70 2445827.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DPL9 2042-11-15 4 N/A 245282.20 53871.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XQY5 2053-01-20 6 N/A 116464.72 71424.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDX8 2052-06-01 2 N/A 2149411.35 1461846.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4DG6 2055-05-20 6 N/A 111886.01 115444.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ADTT5 2055-02-20 5.5 N/A 14502631.59 14339462.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4KJ2 2055-06-20 6 N/A 23076092.16 23736283.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NMRX2 2055-05-20 5.5 N/A 3343286.36 3370098.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTF46 2034-05-01 3.59 N/A 5421524.28 5009482.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GGH97 2054-01-20 7.5 N/A 1626625.46 1675643.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL2S6 2050-09-01 3.5 N/A 58169.87 43285.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A34U4 2053-10-01 6 N/A 1256400.14 670686.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KRHJ6 2055-05-20 5.5 N/A 1008166.83 1017468.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AYD5 2042-01-01 4 N/A 661178.35 66458.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGB32 2052-03-01 3 N/A 57593.93 40094.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BHLU8 2053-08-20 7 N/A 6281950.00 5572747.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F4TC5 2060-05-15 5 N/A 12967831.60 12964004.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NKBL9 2065-03-20 6 N/A 1233687.39 1249604.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMYW9 2051-08-01 3 N/A 134769.80 90413.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HXGB5 2060-01-15 4.75 N/A 1063975.35 1044880.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KTEX4 2060-06-15 4.83 N/A 6578782.22 6477329.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLC7 2050-08-01 2.5 N/A 172781.80 82842.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618ACYQ5 2060-04-15 5.19 N/A 9238642.85 9288502.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L2D88 2055-05-20 6.5 N/A 3336564.00 3483899.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EV7 2055-01-20 5.5 N/A 230232324.44 228456135.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133APY45 2051-08-01 2.5 N/A 5700071.58 3669270.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MFTW0 2050-02-15 3.5 N/A 85916.90 14446.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABY90 2054-07-01 6 N/A 144476.11 94165.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BD4E7 2055-06-01 5.5 N/A 17102873.28 17157201.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRSH4 2054-05-01 5.5 N/A 2349860.13 2283354.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDYB4 2050-06-01 4 N/A 13093432.45 3541082.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KJDA7 2050-06-01 3 N/A 103669.08 44264.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4GY4 2055-06-20 5.5 N/A 495994.35 500764.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y7L59 2034-10-01 4 N/A 767678.75 42026.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCE1 2051-09-01 3.5 N/A 98039.27 47891.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NXKR7 2042-12-01 3 N/A 57593.93 19160.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SYR2 2047-01-20 3 N/A 24508.52 3651.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0KB0 2052-11-01 6 N/A 584002.48 365030.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617K1Y72 2049-10-20 4 N/A 47971.14 11386.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V6V7 2051-02-20 2 N/A 172781.80 95607.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BBFC9 2055-07-01 4.899 N/A 8454208.87 8452876.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ALS90 2051-04-01 2.5 N/A 277385.63 180867.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ME2C9 2055-05-01 5 N/A 1670069.71 1650136.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y5P5 2054-08-20 7 N/A 394533003.08 256263190.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACYJ3 2050-05-20 3 N/A 27136565.82 20189422.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQF92 2053-05-01 5.5 N/A 113085.69 89385.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335ATV0 2042-02-01 5 N/A 131993.20 16307.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NNG0 2050-07-01 4 N/A 14517136.05 13874114.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VDQ0 2049-12-20 4 N/A 53562933.94 7546638.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GEAJ7 2036-08-01 2 N/A 173447.59 118587.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR5U0 2054-06-01 5 N/A 33913.04 32230.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQU26 2030-11-01 2.5 N/A 272018.45 31396.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZM5 2047-02-01 3 N/A 10366.91 2170.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NT7K7 2060-06-15 5.97 N/A 5069795.83 5424195.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXU0 2033-05-20 6 N/A 29993962.12 174030.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241L4C7 2041-01-20 4 N/A 8075821.33 451165.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NM6C6 2053-07-01 6 N/A 57593.93 34762.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UN99 2049-03-20 3.5 N/A 320281.02 29368.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4R8 2048-08-01 4 N/A 14398483.33 1081343.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Q9QW3 2050-09-20 3.5 N/A 59037.24 36425.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWPG2 2055-04-01 5 N/A 354801.09 342212.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A3S70 2039-09-15 5 N/A 8275861.19 123892.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MSCJ9 2050-04-20 4 N/A 639263.86 360312.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XTC0 2053-02-20 5 N/A 5759393.33 4625540.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YYY4 2054-06-20 6.5 N/A 190034251.64 131221230.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D56U1 2036-01-01 1.5 N/A 287969.67 138693.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLEB0 2053-05-01 5.5 N/A 42047.60 35563.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AYBJ8 2051-11-01 2 N/A 2883728.24 1848274.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3K7 2028-06-20 6 N/A 38025.24 59.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SLR6 2046-09-20 3 N/A 304722.01 39527.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202TV37 2034-04-20 4 N/A 911299.59 261235.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KVD36 2055-06-20 6.5 N/A 1496730.41 1564032.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WND6 2051-09-20 2 N/A 13455619.96 7956087.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEZF6 2055-05-01 5 N/A 1483287.98 1468755.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FMA1 2040-11-20 4 N/A 1329254.16 67002.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K1JJ1 2055-02-20 5.5 N/A 4166077.90 4153686.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KYQS1 2055-05-20 5.5 N/A 1017129.60 1017744.94 Agency Mortgage-Backed Securities GOVERNMENT 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36225BB31 2029-01-15 6 N/A 3393245.64 5673.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LGH96 2037-06-01 3.87 N/A 4661077.02 4278260.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDVT0 2051-11-01 2 N/A 8639090.00 5506070.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MW2K1 2053-04-01 5.5 N/A 213673.49 190148.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L0UC4 2055-06-20 6 N/A 1049470.89 1079560.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHQE9 2055-05-20 5.5 N/A 683951.00 690000.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WMZQ8 2040-04-01 5 N/A 1267681.64 1272676.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACXF2 2049-08-20 4.753 N/A 1151878.67 880464.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FUSX7 2047-04-01 4 N/A 5195958.79 683912.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 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PARIBAS (REPO) 4.42000080 N/A R0MUWSFPU8MPRO8K5P83 0QK010RD3 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 31414NBM5 2038-11-01 6.83 N/A 4000000.00 55060.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHRB6 2038-09-01 3 N/A 29752.00 23323.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETGX8 2045-12-01 4 N/A 4000000.00 577998.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XDF0 2052-08-20 5 N/A 189000.00 145547.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPRV5 2032-04-25 3.54772 N/A 1080.00 1024.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MNU1 2055-03-01 6.5 N/A 1024.00 1005.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385DF35 2055-03-20 5 N/A 14986882.00 13719273.69 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 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91282CKA8 2027-02-15 4.125 N/A 1967400.00 2006418.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31426FSQ1 2055-03-01 6 N/A 2206996.00 2261894.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617B7HB9 2047-10-15 3.5 N/A 1000.00 84.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TV48 2029-05-01 6.5 N/A 34919586.00 23910.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECZ2 2037-11-01 2.4 N/A 270709.00 209293.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH4D6 2052-08-01 5 N/A 346858.00 283110.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3E8 2054-03-01 5.5 N/A 1000.00 870.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426LGL2 2055-04-01 6 N/A 4200560.00 4304875.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFYW1 2054-07-01 5 N/A 2440840.00 2275028.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MWT5 2055-04-01 5.5 N/A 1562284.00 1570180.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B6N66 2049-11-25 2.5 N/A 5000000.00 4388215.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179WJY5 2051-07-20 6 N/A 87004.00 27292.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241K6W3 2039-06-15 5 N/A 2286.00 46.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6HN8 2055-03-01 5 N/A 1016700.00 997371.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACA67 2047-05-01 3 N/A 197000.00 55937.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPJ24 2052-06-01 5 N/A 5000000.00 3605193.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHE9 2053-09-01 5.5 N/A 1145000.00 984420.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W5E4 2052-05-20 4 N/A 18207186.00 13446032.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383DCN6 2051-11-20 2.5 N/A 61283349.00 38369116.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132AC2W9 2048-10-01 4 N/A 37761638.00 4481296.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KQMX1 2055-05-20 6.5 N/A 2457914.00 2572176.88 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.75 N/A 200.00 194.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31426NAU4 2055-05-01 6 N/A 3340479.00 3420693.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XFLZ9 2032-11-01 1.22 N/A 1000.00 785.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CS49 2044-10-25 3.5 N/A 19380369.00 17464821.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31396FRK1 2035-08-15 5.11833 N/A 14110000.00 127671.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XDH6 2052-08-20 6 N/A 33992.00 21118.53 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENSR2 2042-03-24 3.7 N/A 5318000.00 4363773.53 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618N5MQ9 2055-05-20 5.5 N/A 47866826.00 48005490.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 5.41185 N/A 1000.00 955.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142GSFV5 2054-07-01 6.5 N/A 19860324.00 18409356.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383GY70 2052-02-20 3 N/A 47336503.00 30374391.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 5.36185 N/A 3520747.00 3099894.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418AMZ8 2032-12-01 3 N/A 1176000.00 120779.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426KW28 2055-03-01 5.5 N/A 1024841.00 1032045.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0AE2 2053-08-01 5.5 N/A 9768266.00 8720573.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FBN2 2051-12-20 2.5 N/A 74113986.00 46869338.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XDP34 2051-04-01 2 N/A 1333353.00 813493.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TAH5 2038-01-01 6.918 N/A 1545227.00 74591.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKBP9 2042-03-01 4 N/A 3506000.00 368402.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPCT3 2052-11-01 5 N/A 743371.00 589497.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVN4 2052-07-01 3.5 N/A 5045000.00 3619295.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HXXV7 2032-03-01 2.62 N/A 757000.00 620149.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4Z41 2033-05-01 3 N/A 125000.00 24014.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 63422464.00 48790845.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385EP65 2055-04-20 5.60185 N/A 16056094.00 15863930.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426BRP3 2055-02-01 6 N/A 4941370.00 4816175.06 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EKHS8 2039-04-22 3.65 N/A 143000.00 123058.86 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QM6A7 2052-01-01 3 N/A 500000.00 330048.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMH4 2035-04-01 3.5 N/A 18000.00 5926.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GCH39 2054-02-20 7.5 N/A 224832.00 237758.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384K5J6 2054-03-20 5.75 N/A 17461286.00 17904068.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES50 2053-06-01 5.5 N/A 15482.00 12846.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCCW7 2053-06-01 6.5 N/A 1173430.00 470640.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NK33 2055-05-01 5.5 N/A 3948039.00 3938123.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402Q4U2 2034-01-01 4.773 N/A 1022.00 16.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTQ60 2054-07-01 5.5 N/A 25334286.00 23643909.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPF3 2050-05-01 3.5 N/A 2021288.00 430848.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCE1 2051-09-01 3.5 N/A 13000.00 6350.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425YQD2 2054-12-01 4.5 N/A 1680530.00 1599321.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WLTM0 2037-08-01 7 N/A 1003.00 13.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CHT4 2055-01-01 6 N/A 17545159.00 16912987.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6M57 2043-02-01 4 N/A 123260.00 39946.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNF9 2052-12-20 5 N/A 14083809.00 11230917.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EUNG0 2045-12-01 4.5 N/A 813170.00 117233.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2BE8 2040-12-01 3.5 N/A 750000.00 45976.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 5.55185 N/A 13009424.00 7236113.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618GX7D2 2054-03-20 5.5 N/A 11746752.00 11140865.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31398SYK3 2040-12-25 4.5 N/A 14114961.00 2255548.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132A9RL3 2030-12-01 3 N/A 410000.00 43109.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XUXG7 2046-08-01 3 N/A 5161855.00 1134508.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425UTB1 2054-11-01 6 N/A 2082688.00 1921035.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397UDV8 2041-06-25 4.98965 N/A 109969055.00 2939467.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN N/A 3130AECR9 2033-05-25 4.08 N/A 510000.00 489685.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B N/A 3133EJPJ2 2028-05-16 3.67 N/A 433000.00 429176.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DN5L3 2051-10-01 2.5 N/A 153000.00 102247.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225DLA0 2035-01-20 5.625 N/A 1000000.00 21133.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRZT5 2048-03-01 3.5 N/A 18867734.00 16532706.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6Y7 2050-03-01 4.5 N/A 15201728.00 6497098.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LEDR5 2031-11-01 1.98 N/A 28189464.00 24445162.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMJ98 2052-05-01 2 N/A 629909.00 446860.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KR75 2038-04-15 5 N/A 1705.00 29.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0QD7 2053-10-01 5.5 N/A 34682084.00 28285257.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAWJ9 2052-06-01 5 N/A 5518376.00 4213225.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WCB5 2036-02-01 6.055 N/A 3000000.00 19868.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUXX0 2055-05-20 5.5 N/A 4319911.00 4357960.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5UH8 2055-04-01 6 N/A 2320400.00 2383849.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419DFP1 2040-08-01 4.5 N/A 219219.00 8134.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384NYQ2 2054-05-20 5 N/A 2068996.00 1987838.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132AEKB1 2049-06-01 3 N/A 1505000.00 158321.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38380UBK8 2047-12-16 3 N/A 975738.00 923951.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BDC53 2044-08-15 3 N/A 5000000.00 6230735.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EAW0 2042-01-01 2 N/A 30000000.00 19594032.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6Y9 2042-11-01 3.5 N/A 18202082.00 2062478.22 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EM2H4 2036-08-12 2.22 N/A 13000000.00 10187827.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B N/A 3133EMVZ2 2046-04-13 2.52 N/A 500000.00 321195.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3622ACH45 2052-03-20 3.5 N/A 34906.00 28337.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNG7 2052-12-20 5.5 N/A 49774824.00 36602510.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M4MG0 2051-12-01 2.5 N/A 5582864.00 3846098.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KUT9 2035-10-01 3.5 N/A 6367000.00 841601.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUNX1 2054-01-01 4.5 N/A 9000.00 8285.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4MQ0 2051-08-25 2 N/A 2401260.00 1342905.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131WNBT0 2039-08-01 5 N/A 9226738.00 501344.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4WB2 2055-03-01 5.5 N/A 1665635.00 1666308.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LGMM1 2037-06-01 3.87 N/A 2571764.00 2358368.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 5.30185 N/A 31887228.00 21481389.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWNJ8 2054-12-01 5.5 N/A 1000.00 950.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMK8 2053-04-01 5.5 N/A 8009433.00 6573875.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFMJ7 2052-01-01 2.5 N/A 616000.00 397093.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y9UE1 2049-02-01 4.5 N/A 4002935.00 418782.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DXK3 2051-03-01 2 N/A 1609033.00 912184.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XTB2 2053-01-20 4.5 N/A 37068454.00 30109639.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DTR4 2042-11-01 3.5 N/A 195223.00 21808.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137FW2K5 2050-09-25 1 N/A 43795.00 14501.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31426PT62 2055-06-01 5 N/A 1421945.00 1403732.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EFH8 2037-07-01 3.5 N/A 11004.00 6993.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q6V8 2031-05-20 6.5 N/A 1000.00 111.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJNU2 2052-08-01 5 N/A 364692.00 258861.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137ATB35 2042-08-15 4.86833 N/A 33368837.00 2823790.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31381LR41 2029-12-01 4.82 N/A 68676.00 24505.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFV31 2055-02-20 7 N/A 2091228.00 2158255.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHG8 2052-09-01 3 N/A 23000.00 17187.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 5.30185 N/A 19225767.00 18202766.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138ENH77 2044-01-01 6.431 N/A 14610000.00 255703.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426LZG2 2055-04-01 6.5 N/A 2578422.00 2690596.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNUR0 2030-08-01 3.75 N/A 5357940.00 5233768.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1ZK2 2055-05-01 5.5 N/A 58406740.00 58504806.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5GP8 2055-02-20 5.5 N/A 14976638.00 14861954.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383VVM7 2053-02-20 5.20185 N/A 18590370.00 14465475.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QPR41 2052-07-01 3 N/A 13286498.00 9870842.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAE67 2052-02-01 2 N/A 27590.00 18559.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426LNU4 2055-04-01 5.5 N/A 5750373.00 5767583.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GDW2 2055-03-01 6 N/A 2197396.00 2245563.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S5M5 2047-05-20 4 N/A 1000.00 93.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NAX8 2055-05-01 5 N/A 1000.00 981.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPN46 2053-01-01 5.5 N/A 191168.00 158374.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5FZ1 2047-02-01 4.5 N/A 8550000.00 2379878.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF47 2052-06-01 5 N/A 463855.00 330293.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WE3P3 2054-06-01 6.5 N/A 4935720.00 4163811.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H9JN4 2048-12-01 4.5 N/A 1497451.00 262417.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GDX0 2055-02-01 6 N/A 1143060.00 1164033.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CGE8 2047-02-01 3.5 N/A 112999.00 16196.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H44M9 2051-11-25 3 N/A 1720000.00 210177.97 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMSS8 2031-12-25 2.00079 N/A 930000.00 734238.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392R3H2 2032-07-15 6.5 N/A 17.00 0.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LM2Z5 2028-04-01 3.46 N/A 319788.00 309562.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KP6U7 2052-10-01 5 N/A 22492768.00 18034423.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288Q4Y3 2054-01-01 4.271 N/A 1027770.00 932609.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GA7 2046-12-01 3 N/A 1867170.00 337000.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNUY6 2052-04-01 2.5 N/A 1262820.00 855098.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAQ7 2053-04-20 4.5 N/A 22380228.00 19408868.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVYU3 2047-01-01 3 N/A 1393334.00 195469.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNT6 2055-01-01 7.5 N/A 457500.00 487940.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRER2 2052-01-01 2.5 N/A 121000.00 93759.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMK7 2053-12-20 5.5 N/A 24502306.00 21113930.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384XRW5 2054-10-20 5.35185 N/A 22538816.00 18719886.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385ES96 2055-04-20 4.5 N/A 31102821.00 29924643.15 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B4ZG8 2055-04-01 6 N/A 1261040.00 1276713.26 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797QL4 2025-08-26 0 N/A 100.00 99.31 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31334YBK2 2049-08-01 4.5 N/A 1000.00 323.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426QQG1 2055-06-01 6.5 N/A 6999.00 7292.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BPSH3 2042-11-15 2.5 N/A 853772.00 896582.85 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426MMS8 2055-05-01 6 N/A 5055296.00 5187812.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KCBX4 2055-04-20 5.5 N/A 361417.00 364161.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WENA4 2054-06-01 6.5 N/A 349044.00 308229.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410EKC1 2036-09-01 6.774 N/A 1686180.00 12519.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WTZ1 2051-12-20 3 N/A 106786.00 67764.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KQAN6 2055-04-20 6 N/A 1000.00 1026.08 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ELE91 2035-06-04 1.8 N/A 1000000.00 766610.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKTK0 2052-02-25 5 N/A 3623456.00 3534649.07 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31410LWC2 2047-09-01 3 N/A 82716.00 24196.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSTR3 2054-03-01 5.5 N/A 1000.00 873.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FR64 2034-12-01 6.5 N/A 1789000.00 27411.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSZB1 2054-04-01 5.5 N/A 3052741.00 2811549.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XLG9 2052-11-20 4.5 N/A 52129269.00 41507134.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6AM5 2055-06-01 4.5 N/A 1968256.00 1879898.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383VCJ5 2053-01-20 5.25185 N/A 2922740.00 2337032.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KPUC0 2052-08-01 4.5 N/A 790200.00 589822.13 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 34411500.00 35146106.03 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179XVT0 2053-03-20 5.5 N/A 77138978.00 58605299.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXEN9 2032-01-01 4.58 N/A 98063.00 99156.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCP6 2051-11-01 2.5 N/A 127000.00 81127.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLM7 2055-06-01 3.5 N/A 1684097.00 1511053.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHG83 2041-09-01 4 N/A 14999013.00 1361141.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJTS7 2038-04-01 6.789 N/A 49357755.00 1492707.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTVQ6 2054-12-01 4.5 N/A 81644.00 77142.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6PY0 2055-05-01 6 N/A 1569728.00 1571649.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRAH1 2051-07-01 2.5 N/A 45893.00 23887.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XEEP2 2038-06-01 4.27 N/A 1239000.00 1160880.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PG54 2039-04-01 4.5 N/A 1001.00 37.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8QT1 2055-06-01 6 N/A 1000.00 1013.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACCM3 2054-04-01 6.5 N/A 2290263.00 1962451.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MSM4 2055-02-01 7 N/A 1905776.00 1867503.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTYL8 2053-05-01 5 N/A 650000.00 598965.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 1000.00 790.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384USE0 2052-12-20 5.5 N/A 1877298.00 1922534.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138XE3V8 2044-02-01 4.5 N/A 204883.00 27832.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJR4 2049-12-01 3 N/A 60000.00 10274.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DRP8 2042-12-15 2.5 N/A 1000.00 151.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426PE27 2055-06-01 5.5 N/A 232339.00 233494.49 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 1215600.00 1409776.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3142GUPN7 2055-04-01 6 N/A 66063525.00 67715310.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PYG2 2036-09-01 7.614 N/A 900000.00 5595.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCTU8 2055-07-01 0 N/A 860754.00 864094.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM5T9 2053-06-01 4 N/A 825008.00 683664.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8BG5 2055-05-01 6 N/A 10594927.00 10877190.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP6V1 2036-01-01 6.679 N/A 1300005.00 131983.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUYK7 2055-05-20 5.5 N/A 4302717.00 4337247.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFD48 2050-10-01 2 N/A 2171200.00 1204005.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LH4G2 2034-11-01 4.94 N/A 5434784.00 5564297.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XUXA5 2044-05-01 6.407 N/A 24980663.00 1217697.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NAH3 2055-05-01 5 N/A 1001.00 987.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383WUB0 2053-03-20 5.30185 N/A 1678182.00 806272.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B8TU5 2055-05-01 6.5 N/A 3173222.00 3296004.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNXY4 2052-03-01 3 N/A 1456374.00 1005277.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GMT4 2053-12-20 5.60185 N/A 3887711.00 1666416.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWDE0 2052-03-01 3 N/A 30358.00 20679.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVU7 2053-03-20 6 N/A 8787061.00 5404345.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBQP8 2051-06-01 2.5 N/A 5747905.00 3333681.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2E9 2054-02-01 6 N/A 1328003.00 1052820.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MSN3 2055-05-01 6 N/A 1711858.00 1760590.59 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBC4 2025-12-31 0.375 N/A 400.00 392.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133KNQT3 2052-02-01 2.5 N/A 7233065.00 4634895.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCK8 2036-10-01 3 N/A 200000.00 33067.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WJA45 2036-01-01 6.5 N/A 161795.00 6489.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HXEN6 2035-03-01 2.81 N/A 693623.00 597827.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XC6C7 2051-10-01 2.5 N/A 17000.00 10556.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHH9 2053-06-01 6 N/A 19775832.00 15813117.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAZY3 2051-03-20 2 N/A 191000.00 103440.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W93S7 2043-10-01 4 N/A 1000.00 156.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B66H3 2055-04-01 6 N/A 5408375.00 5524472.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRJ5 2054-02-20 6 N/A 23718755.00 16498660.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HSF6 2054-01-20 5.5 N/A 305779.00 306964.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B7B51 2055-05-01 5.5 N/A 2634082.00 2647075.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXTH5 2040-04-01 6 N/A 540475.00 503447.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M9MA2 2052-01-01 2.5 N/A 595000.00 403241.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X3CN6 2050-03-01 3 N/A 172192.00 55312.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5UL9 2055-04-01 6.5 N/A 1341536.00 967785.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HWKW1 2039-11-01 2.8 N/A 13330000.00 10522882.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1P72 2048-06-01 4 N/A 15292320.00 14499614.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANE86 2045-06-25 3 N/A 3500207.00 1191027.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B6HY4 2055-04-01 5.5 N/A 3810799.00 3816490.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6U29 2055-04-01 6 N/A 1000.00 1027.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3PL5 2052-02-01 2 N/A 800000.00 527605.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LMCL1 2028-11-01 5.85 N/A 499000.00 525500.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9HW4 2047-06-01 3 N/A 2434000.00 870740.83 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 N/A 100.00 96.60 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EEH4 2053-08-20 5.50185 N/A 21818432.00 11900603.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EN83 2055-04-20 5.08185 N/A 57500000.00 57003262.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622AAX41 2051-02-20 2.5 N/A 8847408.00 4898826.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31347AX33 2047-03-01 2.577 N/A 1000.00 134.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385ES54 2055-04-20 5 N/A 112500000.00 110805724.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XQQE0 2052-05-01 3 N/A 335534.00 275388.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NAS9 2055-05-01 5.5 N/A 2698970.00 2710832.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BHKM7 2053-05-15 7 N/A 250428.00 248538.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTKZ1 2054-09-01 6.5 N/A 5548200.00 5411141.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NQW2 2055-05-01 7 N/A 13305500.00 13869199.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNB84 2052-02-01 2 N/A 2906268.00 1907939.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3EU0 2039-11-01 5 N/A 5700000.00 284415.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VNS8 2054-12-01 5 N/A 1378914.00 1343189.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RWT0 2052-05-20 4.5 N/A 1000.00 720.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128HXMD4 2042-07-15 4.91833 N/A 582430.00 66563.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KR5Y6 2053-09-01 6.5 N/A 1025000.00 836994.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BXQE4 2053-03-01 6.5 N/A 2093124.00 1631227.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36194CTV5 2046-07-20 3 N/A 618000.00 152030.86 Agency 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2048-03-01 3 N/A 60000.00 9843.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K8JF9 2050-01-01 4 N/A 10069148.00 1312730.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHXZ5 2029-09-01 6 N/A 676838.00 66056.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N83T3 2038-07-01 3 N/A 1944850.00 1418662.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5Q42 2040-05-01 6 N/A 1060333.00 1096982.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4D1 2036-09-01 2.5 N/A 439479.00 238074.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYD8 2051-04-01 3 N/A 7000.00 3301.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DM82 2030-04-01 3 N/A 739499.00 129359.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEZS8 2055-05-01 6 N/A 12438550.00 12796552.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AJNH1 2041-06-01 4.5 N/A 1698200.00 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHQP0 2046-08-01 3 N/A 70000.00 7252.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7JF9 2055-03-01 5 N/A 5446175.00 5351345.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHP58 2036-03-01 2.5 N/A 11011000.00 6044278.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AUF77 2026-09-01 4 N/A 4505472.00 80001.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZN7 2052-01-01 2.5 N/A 105000.00 69529.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPSB4 2052-07-01 3.5 N/A 56000.00 41522.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTSC4 2038-12-01 6.5 N/A 4084266.00 2646255.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACQP1 2054-06-01 6 N/A 10069245.00 9572638.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQAL6 2054-11-01 5.5 N/A 1331515.00 1334160.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7ED9 2055-01-01 4.5 N/A 2312561.00 2213976.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F1KG6 2046-09-01 3 N/A 44500.00 6544.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8BY6 2055-05-01 6.5 N/A 1147105.00 1199093.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQMH2 2054-09-01 5.5 N/A 298360.00 294495.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B33Q3 2055-03-01 6.5 N/A 1841761.00 1654147.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2YB4 2055-02-01 6 N/A 1149050.00 1179110.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMG9 2055-06-01 4.5 N/A 56491802.00 54128919.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KDR28 2050-06-01 3.5 N/A 1110989.00 612767.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6TH6 2054-09-01 5.5 N/A 1401004.00 1381490.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKR0 2052-11-01 3.5 N/A 28000.00 22061.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLN5 2055-06-01 4 N/A 4530805.00 4208975.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVX7 2036-01-01 2 N/A 10600000.00 4978975.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2EW0 2055-02-01 5.5 N/A 2162504.00 2094422.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKSG6 2053-03-01 5 N/A 1523000.00 1256720.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKZ24 2047-06-01 4.5 N/A 676000.00 96735.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBBA7 2028-01-01 7 N/A 1040621.00 170789.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KATR7 2050-05-01 3 N/A 115431.00 58909.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGF6 2047-01-01 3.5 N/A 17566690.00 15271742.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KBVA9 2050-05-01 2.5 N/A 40000.00 24823.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUB8 2048-01-01 4 N/A 188000.00 23154.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHM1 2052-11-01 4 N/A 139000.00 115439.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5QX8 2040-04-01 5 N/A 566118.00 567384.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBPK0 2036-05-01 2.5 N/A 9225000.00 5133535.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ENB2 2052-11-01 3 N/A 2000.00 1489.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383SDJ6 2029-10-01 7 N/A 4999500.00 7836.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BN51 2035-03-01 4 N/A 54000.00 6693.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390RMX8 2032-08-01 6.5 N/A 4281670.00 16390.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1EU7 2053-10-01 5.5 N/A 1424.00 1393.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B43N8 2055-03-01 5.5 N/A 5188547.00 5186887.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6K90 2045-04-01 5.5 N/A 2655730.00 2687170.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH4D6 2052-08-01 5 N/A 3026376.00 2470169.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9RM9 2048-01-01 3.5 N/A 4000.00 1805.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMAU0 2053-08-01 5.5 N/A 1500000.00 1263078.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHS42 2052-03-01 2.5 N/A 46054.00 29762.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGJ5 2051-11-01 3.5 N/A 97594.00 27547.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMBZ6 2051-10-01 2 N/A 650000.00 398189.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QSM2 2039-11-01 4.5 N/A 149000.00 6797.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9DD9 2054-03-01 6 N/A 1322461.00 1337654.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZF4 2038-08-01 4 N/A 529954.00 56115.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2Z49 2055-02-01 6 N/A 2363468.00 2429452.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTG7 2030-10-01 2.5 N/A 16487796.00 4840314.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPM3 2052-11-01 4.5 N/A 38087064.00 33159825.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407YN54 2035-12-01 5 N/A 16783367.00 229752.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBGV6 2051-05-01 2 N/A 6196564.00 3955541.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FM61 2040-05-01 3 N/A 2745973.00 2606548.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU81 2053-08-01 5 N/A 277880.00 240558.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH7F8 2050-10-01 2.5 N/A 165000.00 109348.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MTAE3 2037-07-01 2.5 N/A 86295.00 61494.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDNU0 2055-06-01 6 N/A 8102858.00 8338556.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBNM8 2036-06-01 2 N/A 58500.00 31937.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KXL3 2038-10-01 6 N/A 2475000.00 18385.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESR2 2053-05-01 4 N/A 572189.00 476270.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGEC9 2052-03-01 3 N/A 27060.00 19427.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVT43 2039-12-01 5.5 N/A 1180754.00 1179244.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LTGT5 2051-09-01 2.5 N/A 403167.00 265493.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EEY2 2032-05-01 3 N/A 1462454.00 752138.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6GX7 2040-03-01 6.5 N/A 1365305.00 1409257.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AM3X7 2040-01-01 3.5 N/A 1538891.00 1452995.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDD9 2052-05-01 3 N/A 1020861.00 737017.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9B73 2055-05-01 5.5 N/A 5005489.00 5053077.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQE3 2038-01-01 3 N/A 459935.00 311337.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9JR2 2033-07-01 3 N/A 422274.00 88634.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BA6C5 2055-06-01 6.5 N/A 1026840.00 1088964.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLQ8 2055-06-01 5 N/A 89000.00 87142.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4GN0 2049-05-01 3.5 N/A 19000.00 4690.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDVF4 2040-06-01 5.5 N/A 1172517.00 1207587.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHG66 2051-02-01 2 N/A 3900000.00 2278562.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CL53 2038-02-01 6.5 N/A 97000.00 1315.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFFF1 2050-10-01 2.5 N/A 646988.00 345917.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HKY77 2048-07-01 5 N/A 6196808.00 224039.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAWU7 2044-01-01 4 N/A 39000.00 4306.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419DEJ6 2025-10-01 3.5 N/A 1000000.00 974.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4DE3 2047-04-01 3 N/A 4000.00 919.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YDV6 2029-07-01 4.5 N/A 4400000.00 44345.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N26Y2 2052-10-01 4.5 N/A 443734.00 352411.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0XH3 2055-02-01 5 N/A 200000.00 189488.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC26 2049-06-01 4.5 N/A 12000.00 1107.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXCC9 2040-05-01 6.5 N/A 2009555.00 2061855.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1JK0 2045-10-01 3.5 N/A 2628563.00 2370751.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NA2U6 2053-02-01 5.5 N/A 160000.00 113213.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF21 2052-06-01 4.5 N/A 854615.00 636388.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVAV6 2054-08-01 6 N/A 460000.00 421515.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGL0 2051-01-01 4.5 N/A 1415000.00 345781.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJ43 2048-04-01 4.5 N/A 6000.00 2881.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCG69 2051-08-01 2.5 N/A 4014106.00 2498013.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6X55 2050-05-01 3 N/A 200000.00 94204.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANHD4 2054-08-01 6.5 N/A 2389108.00 2002716.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJZ1 2045-04-01 5.5 N/A 475000.00 472092.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXPA9 2055-02-01 5.5 N/A 1000647.00 1008418.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSXT3 2053-06-01 5.5 N/A 303440.00 254649.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389TGR7 2032-03-01 7 N/A 390000.00 1509.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT6R5 2039-02-01 6.5 N/A 2084925.00 1635547.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQLD2 2045-10-01 3 N/A 261000.00 63091.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHN24 2039-05-01 6.5 N/A 30000.00 501.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU4J2 2039-07-01 5.5 N/A 4408472.00 4116308.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFNJ6 2052-01-01 2.5 N/A 365369.00 253900.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBZH6 2051-07-01 2 N/A 1744953.00 1167085.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7RX3 2055-06-01 6 N/A 1091642.00 1131182.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWUF4 2055-02-01 5 N/A 1401099.00 1379814.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401HAC6 2033-03-01 7.5 N/A 71487.00 1723.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQDL3 2042-09-01 4.5 N/A 2197000.00 291111.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3PB2 2040-02-01 5 N/A 1068691.00 1031160.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVC93 2039-08-01 3.5 N/A 2493858.00 2172038.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EED8 2042-06-01 2.5 N/A 500000.00 345880.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4YL8 2055-03-01 5.5 N/A 1522573.00 1518523.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5QZ3 2040-04-01 5 N/A 1242131.00 1232249.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0BG9 2037-10-01 3 N/A 363872.00 282105.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPF38 2051-02-01 2 N/A 945347.00 694852.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGXT9 2036-02-01 2 N/A 275000.00 138294.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YC97 2031-04-01 4.5 N/A 2164000.00 86710.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 114038000.00 102150221.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSZW0 2052-01-01 2 N/A 55915728.00 36357968.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMXS8 2036-12-01 1.5 N/A 2000000.00 1193915.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PG54 2039-04-01 4.5 N/A 1237000.00 46473.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDR25 2053-03-01 6 N/A 254575.00 212117.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400AZM3 2030-10-01 7.5 N/A 101250.00 2484.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAEK0 2049-01-01 5 N/A 300000.00 52071.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEMD7 2055-06-01 6 N/A 1189900.00 1235805.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQQ34 2054-06-01 6.5 N/A 30386010.00 27271130.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHNR5 2054-01-01 3.5 N/A 100172.00 83507.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D7K2 2036-12-01 2 N/A 1065722.00 643012.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENVZ9 2044-10-01 4 N/A 51000.00 7929.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTC6 2050-09-01 5 N/A 1761994.00 346132.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCN5 2039-09-01 5.5 N/A 4000.00 3150.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQT93 2054-09-01 6.5 N/A 4433665.00 3904327.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBUN9 2038-03-01 5 N/A 733469.00 497911.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRER2 2052-01-01 2.5 N/A 8145000.00 6311325.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ4D2 2052-11-01 4.5 N/A 167559.00 135107.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHP22 2031-07-01 3 N/A 960000.00 94490.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CG57 2047-02-01 3 N/A 5653183.00 2156649.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHT44 2037-04-01 7 N/A 7369985.00 282272.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEQF9 2030-05-01 3 N/A 30000.00 2546.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPR7 2050-05-01 4.5 N/A 3300000.00 616720.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCRY7 2053-02-01 6.5 N/A 200000.00 132900.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410RRY7 2036-08-01 6.5 N/A 350000.00 891.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCRH3 2036-08-01 2.5 N/A 31843359.00 15314649.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCXY9 2051-09-01 2.5 N/A 700000.00 415614.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B65G6 2055-04-01 6 N/A 1097499.00 1132660.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUXK7 2039-06-01 6 N/A 3528832.00 3101833.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSLZ2 2053-06-01 5.5 N/A 50051592.00 41993907.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4 N/A 326525.00 257043.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVGK1 2054-12-01 5.5 N/A 4078220.00 3887603.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNL26 2052-03-01 2.5 N/A 5000.00 3301.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHQY7 2053-02-01 3.5 N/A 56064.00 46951.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBAY6 2051-05-01 2.5 N/A 46606867.00 31731748.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVCQ5 2039-08-01 4.5 N/A 2380309.00 2084526.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6AH8 2055-05-01 5.5 N/A 6210846.00 6233364.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9CG3 2043-08-01 4 N/A 100000.00 15186.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV6P4 2040-01-01 5 N/A 4597022.00 4189586.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGKW3 2026-06-01 4.5 N/A 7749000.00 45173.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLR6 2055-06-01 5.5 N/A 60292440.00 60209397.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YVG0 2041-07-01 4.5 N/A 28000.00 644.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPHZ7 2052-06-01 4 N/A 1281902.00 928686.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0VA0 2055-02-01 5.5 N/A 996561.00 970661.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BKY1 2034-12-01 3.5 N/A 1400000.00 138643.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCAE8 2051-07-01 3 N/A 234000.00 139874.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2S29 2052-01-01 2.5 N/A 1706930.00 1142876.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFL78 2055-07-01 5.5 N/A 2490658.00 2518507.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FHJ9 2040-02-01 6 N/A 2168195.00 1924853.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HL35 2033-12-01 5.5 N/A 735000.00 5042.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD6D8 2054-08-01 5.5 N/A 461570.00 449138.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YQK6 2030-07-01 4 N/A 6315000.00 104969.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJDT2 2054-07-01 6.5 N/A 2141079.00 2208168.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF7F2 2052-02-01 3 N/A 75000.00 50935.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDVD9 2040-07-01 5.5 N/A 1161251.00 1191013.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPD89 2038-11-01 3 N/A 54412729.00 42937448.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ3R1 2054-10-01 5 N/A 700000.00 656614.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJL3 2049-07-01 3.5 N/A 198000.00 23371.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AA4B0 2054-04-01 6 N/A 2202618.00 2220419.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLA57 2053-04-01 5.5 N/A 1310000.00 1048196.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FK55 2035-05-01 4.5 N/A 5078890.00 4927320.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QET51 2035-08-01 2.5 N/A 999000.00 432856.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUXR2 2039-06-01 6.5 N/A 2066810.00 1765689.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN6U8 2044-12-01 4.5 N/A 1003000.00 121361.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSFV8 2053-06-01 5.5 N/A 39683000.00 34433592.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F0GY4 2046-10-01 3 N/A 45000.00 10628.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2QL8 2052-10-01 4.5 N/A 229185.00 203192.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAKA9 2036-03-01 2 N/A 71298.00 40776.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFX0 2039-12-01 3.5 N/A 88684920.00 81241767.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XY5R1 2029-07-01 3.5 N/A 6851421.00 116967.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECD0 2037-03-01 2 N/A 86182264.00 53895735.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHC54 2050-01-01 4 N/A 2000.00 1323.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC91 2034-07-01 3 N/A 497000.00 53756.08 Agency 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NATIONAL MORT N/A 3140B0CA4 2040-01-01 6 N/A 1038091.00 1054327.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCUK2 2051-09-01 3 N/A 200000.00 114490.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2EH0 2051-12-01 2.5 N/A 329401.00 273198.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8X36 2050-03-01 3.5 N/A 24000.00 6776.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XSCV3 2054-10-01 5.5 N/A 575000.00 568790.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET42 2053-07-01 4.5 N/A 30288475.00 25801252.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W12W2 2050-07-01 3.5 N/A 34118164.00 31525203.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AYB87 2055-01-01 5.5 N/A 1061879.00 1066017.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCG0 2054-09-01 5.5 N/A 168918537.00 157338096.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVT6 2031-01-01 1.5 N/A 485000.00 165098.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FD20 2054-09-01 3.5 N/A 2800000.00 2427735.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XC5R5 2036-10-01 2 N/A 427456.00 266832.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JG6Z3 2048-11-01 4 N/A 1261397.00 729920.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B32J0 2055-03-01 6 N/A 1287553.00 1326098.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLH41 2051-07-01 3 N/A 12587167.00 7767115.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JTQ1 2025-11-01 3.5 N/A 2200000.00 2985.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETCL8 2046-02-01 3.5 N/A 144000.00 27702.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BMK9 2029-12-01 3.5 N/A 1952066.00 181878.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBM8 2054-08-01 5 N/A 34000.00 31963.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQLB6 2039-06-01 5 N/A 2991268.00 374082.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHHV7 2040-01-01 3.5 N/A 2581683.00 2428987.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJNH2 2052-02-01 2.5 N/A 1540000.00 1069903.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B85X5 2055-05-01 5.5 N/A 1146000.00 1147933.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVW49 2055-01-01 6 N/A 2681548.00 2697262.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B02Q0 2055-03-01 5.5 N/A 2139807.00 2140805.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFQ40 2055-07-01 5.5 N/A 3762654.00 3797867.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAJY9 2036-01-01 2 N/A 49000.00 27185.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M16N3 2042-07-01 3.5 N/A 2457810.00 527307.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HJL25 2032-11-01 2.5 N/A 1092409.00 210918.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2 N/A 29000.00 19600.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K9X53 2050-02-01 3 N/A 100000.00 34330.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFME2 2055-06-01 5.5 N/A 1618366.00 1638565.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BAQ9 2034-03-01 4 N/A 2210000.00 228744.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BAJM9 2055-05-01 5.5 N/A 4548338.00 4558609.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBS5 2039-08-01 5 N/A 1000.00 785.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QG5L7 2051-02-01 2.5 N/A 483473.00 263274.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELX40 2032-04-01 4 N/A 20000000.00 1350654.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0TD7 2052-04-01 1.5 N/A 7648248.00 5613401.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KDFK1 2050-06-01 4.5 N/A 3201293.00 374428.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MJA6 2035-09-01 4.5 N/A 2200000.00 64820.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPYK7 2052-08-01 4.5 N/A 1525509.00 1215501.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLB1 2040-02-01 3 N/A 870292.00 816743.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AMB1 2042-11-01 4 N/A 400000.00 45334.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NDS1 2027-05-01 5 N/A 2723000.00 9211.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A94C1 2054-04-01 5.5 N/A 495785.00 441892.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FHAE7 2046-11-01 3 N/A 1295095.00 251116.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4XF8 2034-09-01 3.5 N/A 5860565.00 1369750.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VXQ2 2036-01-01 4 N/A 651226.00 69105.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGXH5 2051-02-01 2 N/A 1150795.00 659046.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHA1 2037-09-01 3 N/A 36882906.00 24874727.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELV0 2052-12-01 4 N/A 152000.00 124419.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERNV8 2046-11-01 3 N/A 1744000.00 399849.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDK54 2036-10-01 1.5 N/A 840048.00 484762.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY30 2036-05-01 2 N/A 180000.00 96704.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQDL9 2053-09-01 5.5 N/A 1297915.00 1143626.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDME1 2050-05-01 4 N/A 642000.00 48356.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMZZ7 2055-02-01 6 N/A 1156125.00 1190981.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXLN0 2059-01-01 3 N/A 85000.00 30631.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AJK50 2041-06-01 4.5 N/A 450000.00 10762.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRZK4 2053-07-01 2.5 N/A 33874765.00 27391790.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7A84 2055-01-01 6 N/A 2666346.00 2327958.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRBN6 2052-07-01 5 N/A 5000.00 3193.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFR49 2055-07-01 6 N/A 6681745.00 6825772.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKHM5 2052-11-01 4.5 N/A 20000.00 16689.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B46W5 2055-04-01 6 N/A 1097109.00 1139261.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EUT5 2038-07-01 5 N/A 5000.00 3329.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LSKW5 2040-03-01 5 N/A 2382796.00 2077548.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEC7 2054-11-01 5 N/A 7549000.00 7126369.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3NG3 2055-02-01 5.5 N/A 1696866.00 1697585.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEQT8 2055-07-01 5.5 N/A 1163669.00 1176267.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCTQ1 2051-09-01 2.5 N/A 9906728.00 6620750.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMRR4 2054-09-01 5.5 N/A 1129169.00 1056458.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXE73 2046-08-01 4 N/A 195000.00 38096.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED80 2052-06-01 4 N/A 227000.00 170860.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1DZ3 2055-03-01 5.5 N/A 150000.00 148326.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFRS0 2050-11-01 1.5 N/A 150000.00 79285.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A64A1 2054-03-01 6 N/A 1795624.00 1811392.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XTBN0 2050-10-25 3.5 N/A 220000.00 176269.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4DS6 2055-03-01 5.5 N/A 1203600.00 1206976.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQD77 2052-09-01 5 N/A 5000000.00 4304099.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8FH9 2055-04-01 6.5 N/A 9181682.00 9424358.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YQ27 2026-06-01 3.5 N/A 300000.00 1159.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDM6 2039-10-01 5 N/A 43000.00 37141.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9HZ9 2048-07-01 4.5 N/A 400000.00 73827.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402C4G4 2034-05-01 5.5 N/A 16509422.00 129180.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEY9 2054-12-01 4 N/A 4000.00 3633.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1VL8 2053-10-01 6 N/A 781473.00 618303.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHED5 2052-02-01 2.5 N/A 4000.00 2502.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQX59 2052-11-01 6 N/A 1000000.00 866125.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQTC1 2054-05-01 5.5 N/A 725000.00 633747.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ME2K1 2045-04-01 6 N/A 1074867.00 1099862.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS7L9 2053-07-01 6 N/A 593278.00 525825.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLK62 2036-07-01 2.5 N/A 14084162.00 7571302.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGBM8 2050-12-01 2.5 N/A 563000.00 262094.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLXV5 2042-08-01 2 N/A 3000000.00 2196627.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7XL4 2027-03-01 5 N/A 25058883.00 9577.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AND63 2054-09-01 6 N/A 1186940.00 907760.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLUA2 2036-08-01 2.5 N/A 26865.00 15452.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPA2 2053-02-01 4 N/A 9000.00 7298.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPB0 2053-02-01 4.5 N/A 1363000.00 1126705.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHX28 2052-08-01 4.5 N/A 800000.00 623655.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418P3X1 2036-12-01 6 N/A 2940859.00 170005.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXC96 2055-06-01 6 N/A 1330336.00 1383975.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVXJ8 2054-12-01 6 N/A 23352596.00 21707918.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS4E8 2053-09-01 6 N/A 150000.00 130956.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWRQ8 2041-11-01 4.5 N/A 503381.00 39169.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AU5B5 2054-12-01 5 N/A 1107297.00 786833.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE3A5 2054-06-01 6 N/A 25294370.00 22400312.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9XL4 2051-02-01 2.5 N/A 3500000.00 1848740.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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2051-08-01 2.5 N/A 795000.00 469044.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HMRW6 2048-10-01 4.5 N/A 300000.00 58685.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDS68 2055-07-01 6 N/A 3370919.00 3468299.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPD4 2053-05-01 2.5 N/A 864600.00 633302.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJV91 2052-06-01 3.5 N/A 61000.00 45019.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB76 2039-05-01 4 N/A 2612021.00 413888.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU6Q4 2054-08-01 5 N/A 110000.00 106059.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A34D2 2053-10-01 5.5 N/A 459020.00 354497.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHKA9 2026-09-01 4 N/A 650000.00 4270.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q92N2 2048-11-01 4.5 N/A 1261000.00 363133.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0T99 2055-04-01 6 N/A 7955604.00 8187050.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJSN9 2054-07-01 6.5 N/A 4295628.00 4180518.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0QP3 2040-01-01 4.5 N/A 15496221.00 14712194.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHPA9 2052-07-01 4 N/A 11000000.00 7924449.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXV7 2053-11-01 6 N/A 3000.00 2425.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5T8 2052-11-01 6 N/A 28347629.00 26619476.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9XL2 2048-10-01 4.5 N/A 220000.00 40093.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMZ7 2035-06-01 5 N/A 1070843.00 1089666.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPSU2 2052-07-01 4.5 N/A 460059.00 370324.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5ET0 2055-03-01 5.5 N/A 1494756.00 1501694.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7E8 2049-02-01 4 N/A 17000.00 992.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NFCG5 2053-04-01 4.5 N/A 655402.00 606048.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5EA3 2029-12-01 2.5 N/A 750000.00 58559.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDBS4 2051-10-01 3 N/A 3450000.00 2173458.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJUS5 2042-08-01 3.5 N/A 1015000.00 146570.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVZ23 2039-12-01 5 N/A 4935231.00 4817331.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5MC4 2033-12-01 4 N/A 350123.00 4287.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0J97 2054-12-01 6 N/A 2672583.00 2551683.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B15G7 2055-02-01 5.5 N/A 696064.00 698528.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NK4F5 2053-06-01 5.5 N/A 422783.00 362889.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJB31 2046-10-01 4.5 N/A 80000.00 11224.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MB6X5 2052-01-01 2.5 N/A 2498000.00 1538949.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383QAC8 2029-11-01 7 N/A 635000.00 1367.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUST1 2054-12-01 6 N/A 1154034.00 1174594.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARHC7 2054-11-01 4.5 N/A 1028979.00 894348.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJU5 2037-10-01 3 N/A 27709194.00 19359294.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XBBW3 2043-11-01 4 N/A 750000.00 116679.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCLY2 2051-08-01 2.5 N/A 51097.00 32647.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYX4 2051-05-01 2 N/A 551448.00 328009.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416Y3D8 2026-09-01 3.5 N/A 14000000.00 129132.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MTKH9 2055-01-01 4.5 N/A 14308546.00 13414461.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUS7 2038-07-01 4.5 N/A 280000.00 192402.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGK5 2053-02-01 5.5 N/A 20714615.00 18997545.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGHB8 2050-07-01 3.5 N/A 21000.00 12919.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CDF8 2026-11-01 2.5 N/A 234967165.00 7702308.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NL6S3 2053-07-01 6.5 N/A 100000.00 98277.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4SH4 2055-03-01 6.5 N/A 1855059.00 1949977.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANU72 2054-09-01 6 N/A 5937993.00 5513006.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCR35 2038-02-01 4.5 N/A 560548.00 377566.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHHX3 2040-01-01 4.5 N/A 1132634.00 1093405.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CP99 2047-10-01 3 N/A 26000.00 4121.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVM68 2054-10-01 6 N/A 27921188.00 25911489.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRCW1 2053-01-01 6 N/A 160000.00 138891.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EWZ9 2053-10-01 4.5 N/A 1087418.00 956872.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPBP8 2028-11-01 4 N/A 159000.00 1026.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5H4 2051-04-01 3 N/A 56150319.00 47648736.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDMS2 2051-10-01 3.5 N/A 815000.00 466950.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YYV3 2031-05-01 4 N/A 9708659.00 381756.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCUL0 2051-09-01 2.5 N/A 3830000.00 2370676.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMZL8 2055-02-01 6 N/A 1074726.00 1104582.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEL30 2055-06-01 5.5 N/A 8997950.00 9109979.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENCQ0 2044-06-01 4 N/A 7400000.00 1162985.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFA0 2052-05-01 3.5 N/A 59000.00 42629.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7MH1 2055-03-01 5 N/A 2572361.00 2537558.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LXQK8 2042-06-01 4 N/A 800000.00 112771.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH5X1 2052-07-01 4.5 N/A 2311742.00 1796202.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1KY2 2053-08-01 5.5 N/A 508887.00 496247.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BE5N4 2055-06-01 6 N/A 3655960.00 3768169.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CJ49 2039-06-01 6 N/A 1575000.00 16789.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGBJ2 2045-12-01 3.5 N/A 300000.00 58450.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKG9 2052-10-01 4.5 N/A 6130136.00 5016638.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJUJ5 2047-01-01 3.5 N/A 21000.00 4845.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT3K3 2054-02-01 6 N/A 225000.00 209602.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XTAN1 2051-08-25 3 N/A 200000.00 134349.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0ZR2 2055-02-01 6 N/A 1363092.00 1396219.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLUT1 2036-06-01 3.5 N/A 635713.00 388835.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFRL7 2052-01-01 2 N/A 472285.00 309739.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNLN2 2053-07-01 2.5 N/A 121000.00 90809.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQB80 2053-08-01 5.5 N/A 1017136.00 882370.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YMNZ8 2045-04-01 2.5 N/A 1541785.00 440929.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD6W6 2054-09-01 5.5 N/A 32337.00 32101.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XZSU6 2045-04-01 2.5 N/A 825837.00 250900.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEU22 2055-06-01 6 N/A 3826414.00 3939608.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEX1 2054-12-01 3.5 N/A 2210669.00 1931516.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLK64 2053-05-01 4 N/A 8370000.00 6507712.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGT1 2052-07-01 5 N/A 1000000.00 759964.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FHB6 2039-12-01 3 N/A 1319874.00 1208993.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZX3 2051-06-01 3 N/A 46000.00 23516.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4SG7 2038-12-01 6 N/A 1389740.00 827693.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFZ5 2055-01-01 4 N/A 32757717.00 29788178.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQL67 2027-01-01 4.5 N/A 1500000.00 4462.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADK0 2038-02-01 5.5 N/A 100000.00 1881.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QM6A7 2052-01-01 3 N/A 1500000.00 990145.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAV92 2052-06-01 4 N/A 95000.00 68822.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B26F6 2055-04-01 6 N/A 1084397.00 1121013.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJJK0 2052-10-01 5 N/A 1894915.00 1485285.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSJ2 2050-09-01 2.5 N/A 1336000.00 546593.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDMR4 2036-11-01 1.5 N/A 141949.00 85194.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXF72 2057-06-01 3 N/A 283344.00 100206.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSH6 2050-09-01 2 N/A 1500000.00 728418.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABSV8 2054-10-01 6.5 N/A 8336922.00 5896512.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8FJ5 2055-04-01 6.5 N/A 8127373.00 8448338.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FN78 2040-06-01 3 N/A 2054972.00 1958630.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NMK8 2027-11-01 6 N/A 645388.00 2351.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9L86 2050-08-01 4 N/A 8000.00 1968.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DV74 2051-01-01 2 N/A 738427.00 404791.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGNF2 2052-03-01 3 N/A 100000.00 65552.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LVKV0 2052-02-01 2.5 N/A 449000.00 294034.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELW8 2052-12-01 4.5 N/A 28628347.00 23387606.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQWC5 2052-11-01 6 N/A 5290000.00 4000219.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1WX7 2055-05-01 5.5 N/A 89021251.00 89547989.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QH44 2029-08-01 5 N/A 246458.00 6648.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDX27 2051-12-01 2.5 N/A 8800000.00 5453990.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.5 N/A 4304542.00 3465000.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KEN95 2050-09-01 2 N/A 31000.00 16817.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH4Y0 2052-04-01 2.5 N/A 7925000.00 5612155.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWBT5 2055-01-01 5.5 N/A 3603293.00 3597603.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQZ76 2039-08-01 6 N/A 1666708.00 1544086.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFCF0 2040-06-01 6 N/A 1629177.00 1685450.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WGU8 2031-04-01 6.5 N/A 4314646.00 2435.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBR67 2049-09-01 3 N/A 2642514.00 963411.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANP78 2054-09-01 6.5 N/A 3252961.00 2959122.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP6X0 2037-07-01 3 N/A 33774.00 27319.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBSR2 2051-06-01 2.5 N/A 100000.00 52967.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFMC2 2051-12-01 2 N/A 16761844.00 11669088.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNFQ2 2051-03-01 2 N/A 2335123.00 1723370.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5E0 2038-12-01 4 N/A 203445.00 25071.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSAY7 2053-05-01 5.5 N/A 1340000.00 1138703.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRVZ5 2053-11-01 6.5 N/A 2050000.00 1901713.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSXB8 2036-12-01 2 N/A 929748.00 617491.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUQR7 2039-12-01 4 N/A 1204100.00 1151101.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAU4 2037-01-01 3 N/A 991108.00 508454.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFJT9 2051-12-01 2.5 N/A 100000.00 63147.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGXB5 2054-06-01 5.5 N/A 1525893.00 1250989.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGC98 2042-03-01 2.5 N/A 3700000.00 2489179.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4Y91 2049-09-01 3.5 N/A 9000.00 1384.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XB3X6 2031-04-01 5.5 N/A 75444.00 4000.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JSV1 2040-11-01 4.5 N/A 42000.00 1512.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6XC4 2055-05-01 5.5 N/A 2023038.00 2027630.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCT28 2055-05-01 5 N/A 2838050.00 2786872.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBWT3 2036-07-01 2 N/A 1161260.00 689211.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.5 N/A 10290166.00 8077534.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHG8 2052-09-01 3 N/A 30000.00 22418.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPK7 2052-11-01 4.5 N/A 18491228.00 16108973.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFKJ4 2045-08-01 3.5 N/A 10934000.00 999927.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EA67 2051-12-01 4 N/A 8000.00 3595.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XF85 2033-07-01 5.5 N/A 4675000.00 23999.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KUCN0 2036-11-01 2 N/A 12366441.00 6793469.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFQ0 2057-02-01 3 N/A 5408767.00 1781717.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHTE8 2053-12-01 4 N/A 25449.00 22056.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGPX1 2052-04-01 2.5 N/A 2000000.00 1309370.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP6Q7 2052-02-01 2 N/A 60000.00 44461.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHMX2 2052-06-01 4.5 N/A 2080000.00 1329350.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N3AS8 2052-10-01 5 N/A 300000.00 224682.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7KA0 2040-06-01 6 N/A 1098301.00 1143574.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6K3 2041-11-01 1.5 N/A 142000.00 88479.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJ7H2 2052-04-01 3.5 N/A 100000.00 59337.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJS66 2054-07-01 7 N/A 105000.00 83082.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQH97 2035-07-01 2 N/A 2609700.00 1432089.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGJ8 2049-01-01 4 N/A 47715224.00 41742001.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGKU2 2052-04-01 3.5 N/A 119932.00 85615.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCA3 2039-08-01 4.5 N/A 245876.00 219302.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPZ36 2054-05-01 5.5 N/A 1530000.00 1368577.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDRV0 2051-11-01 2.5 N/A 625000.00 396324.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXXW6 2054-02-01 6.5 N/A 512460.00 419085.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMQP9 2054-08-01 5.5 N/A 1020181.00 1014708.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7PJ6 2055-04-01 6.5 N/A 1053932.00 1111707.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416AMR8 2038-11-01 5.5 N/A 158412.00 981.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E7B0 2054-06-01 6 N/A 3573668.00 3052183.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLVH8 2053-06-01 5.5 N/A 1200000.00 1065872.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBCA6 2051-05-01 3 N/A 245000.00 99334.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AFCY4 2041-05-01 4.5 N/A 28000.00 1959.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDXK7 2051-08-01 4 N/A 7000.00 3226.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FG92 2045-02-01 5.5 N/A 3541067.00 3339292.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9NR0 2048-08-01 4.5 N/A 400000.00 73210.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMJD4 2054-08-01 7 N/A 100000.00 83301.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEC77 2051-07-01 3.5 N/A 10700.00 5553.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HDYS7 2049-12-01 2.5 N/A 1248808.00 492863.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6P2 2031-11-01 2 N/A 2000000.00 908760.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJYX5 2052-09-01 4.5 N/A 82000.00 67178.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZL7 2054-01-01 5.5 N/A 9316846.00 8312892.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NX35 2029-02-01 5 N/A 2327690.00 16428.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9Y25 2051-02-01 2.5 N/A 12000000.00 6964033.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJMX3 2054-08-01 5.5 N/A 915693.00 904089.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCZP0 2055-06-01 6.5 N/A 5213552.00 5455372.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRG4 2052-07-01 4 N/A 3725000.00 2883536.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B14S2 2055-01-01 5 N/A 3241644.00 3172628.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4SJ0 2055-03-01 6.5 N/A 2475809.00 2466927.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKWR2 2054-08-01 6.5 N/A 1874611.00 1921833.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1XE8 2050-07-01 3 N/A 33231065.00 29086257.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3J8 2053-09-01 5 N/A 700000.00 641339.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FE86 2039-12-01 5 N/A 7720927.00 7055256.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BAD86 2055-05-01 4 N/A 270548.00 251612.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLX3 2045-06-01 5.5 N/A 20000000.00 20177914.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5RE9 2055-05-01 4.5 N/A 46923.00 44911.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVE26 2054-09-01 6 N/A 181378149.00 174664944.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGKS5 2051-01-01 3 N/A 6355000.00 3618565.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCW93 2050-02-01 4 N/A 107950153.00 31297976.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRFW8 2052-10-01 4.5 N/A 6066447.00 5077685.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWT82 2055-02-01 5.5 N/A 3023480.00 2949575.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF39 2037-06-01 1.5 N/A 1544274.00 1006908.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JUK78 2049-05-01 3.5 N/A 3040236.00 723369.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUB4 2043-04-01 7 N/A 1295273.00 634975.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJ99 2035-04-01 5 N/A 258850.00 249492.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5 N/A 18765175.00 15975741.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KUMF6 2050-12-01 2 N/A 2631444.00 1582213.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFTD3 2052-02-01 2.5 N/A 350432.00 237737.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B1VY9 2055-01-01 4.5 N/A 5413120.00 4797963.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUE51 2054-01-01 5.5 N/A 5235090.00 4691493.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFM4 2052-06-01 3.5 N/A 200000.00 151799.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QST84 2053-08-01 6 N/A 1540000.00 1355179.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MH84 2038-01-01 5.5 N/A 78751.00 7721.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JTB0 2030-11-01 7.5 N/A 15000000.00 6588.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXEC2 2056-08-01 3.5 N/A 2560000.00 784813.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBD56 2047-07-01 5 N/A 2525200.00 1185213.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GYGZ6 2048-01-01 3.5 N/A 48000.00 7445.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFLX1 2055-06-01 6 N/A 3323431.00 3416827.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLDC9 2053-05-01 6 N/A 302000.00 232405.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGM48 2037-04-01 3 N/A 315718.00 179697.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6WA5 2035-05-01 3.5 N/A 27000.00 3502.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7LF8 2055-06-01 6.5 N/A 1883794.00 1972093.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUK21 2039-04-01 6 N/A 3522247.00 3015620.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWZ6 2052-02-01 3 N/A 1236000.00 859259.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KAL87 2050-03-01 2.5 N/A 6345000.00 1488908.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7LL6 2038-12-01 6.5 N/A 680660.00 406683.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWY52 2054-12-01 5.5 N/A 600000.00 599849.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUY34 2054-07-01 5 N/A 36939018.00 35639931.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AA6Z5 2054-04-01 5.5 N/A 551545.00 497605.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6JE1 2055-04-01 6 N/A 327000.00 332754.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCA0 2046-09-01 2.5 N/A 155828.00 29520.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXA7 2033-05-01 4 N/A 359440.00 32835.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0DK1 2055-02-01 5.5 N/A 1929752.00 1897334.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0MB2 2053-11-01 5.5 N/A 28942.00 24763.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCZ62 2055-07-01 6 N/A 6485465.00 6706089.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MQS4 2035-10-01 4.5 N/A 150000.00 3541.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAJA1 2051-03-01 2 N/A 12762810.00 8472449.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FK48 2040-04-01 6.5 N/A 3714551.00 3826961.23 Agency Mortgage-Backed Securities Y Standard & Poor's Short Rating A-1 Moody's Short Rating NR Moody's Long Rating NR Standard & Poor's Long Rating A+ Fitch Long Rating NR Fitch Short Rating NR 2025-07-02 2025-07-02 2025-07-02 N N N 0.0436 2500000000.00 2500000000.00 0.0084 N N Y N TD SECURITIES USA LLC (REPO) TD SECURITIES USA LLC (REPO) 4.41000000 N/A N/A 0QG004PN1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR N/A 3142GSRS9 2054-09-01 5.5 N/A 636700.85 618018.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUPC4 2054-09-01 5.5 N/A 1404495.69 1293491.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WJ71 2054-09-20 5.5 N/A 1038461.54 1062627.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QKKC1 2051-04-01 2 N/A 311538.46 186174.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379ENP3 2044-04-20 2.375 N/A 6456167.31 527910.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133N3XX7 2051-04-01 2 N/A 207692.31 118751.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXPP1 2042-07-01 3 N/A 62307.69 19290.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRJP0 2053-06-01 5.5 N/A 60923.08 50875.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9PB9 2032-12-25 3.82 N/A 155769.23 149794.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133C7AM9 2053-07-01 5.5 N/A 6923.08 6108.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381NWW4 2049-10-20 5 N/A 5894551.38 5918682.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137BP4K2 2026-03-25 2.849 N/A 138461.54 136872.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385GA58 2045-12-20 2.625 N/A 6032652.92 5296252.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWLF8 2054-04-01 7 N/A 42198.92 26966.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410CSC7 2036-06-01 6 N/A 5959238.54 83218.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGZ0 2053-04-01 5.5 N/A 2666027.08 2177337.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137BVZ82 2027-01-25 3.43 N/A 346153.85 342996.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382CEZ0 2050-01-20 2.5 N/A 13846153.85 1129253.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HHUN9 2029-10-25 4.63 N/A 1107692.31 1129531.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DPJE9 2052-10-01 4.5 N/A 65769.23 56665.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJVV7 2054-07-01 7 N/A 28885.85 26856.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381NSD1 2048-03-20 5.5 N/A 8245806.92 8331848.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381LVM1 2065-11-16 4.5 N/A 6923076.92 6566295.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KQ95 2054-03-20 6 N/A 692307.69 713991.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XRF91 2053-07-01 2.5 N/A 4266429.23 3372492.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PBA0 2048-06-01 3.5 N/A 1473225.23 248234.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381BBJ2 2048-12-20 4.5 N/A 20769230.77 3845138.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FFP92 2051-03-25 3.5 N/A 2798136.00 1421160.04 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VYX0 2053-02-20 5 N/A 3665158.62 3521032.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWL92 2054-08-01 5 N/A 446538.46 418329.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BPCC3 2052-10-25 5.17517 N/A 61069380.92 44712433.72 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137F4CZ3 2026-01-25 2.92 N/A 398076.92 92847.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KGPY8 2049-09-01 3 N/A 17473846.15 4947516.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VWN4 2053-02-20 5 N/A 1681514.31 1801108.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVB98 2055-05-25 5.35517 N/A 10545637.85 10344324.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140JWNS5 2049-09-01 3.5 N/A 8023846.15 1560403.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSAG7 2053-12-01 5.5 N/A 1609269.23 1403876.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BWMX1 2055-07-25 5 N/A 4352378.54 4350484.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRH59 2054-04-25 5 N/A 4627913.54 135266.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H1YS9 2031-06-25 1.723 N/A 10488461.54 9112291.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLN91 2029-03-25 3.505 N/A 13153846.15 12937866.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BM7C4 2025-09-25 3.308 N/A 276923.08 212525.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NHRN0 2043-11-01 4 N/A 1594188.00 1335424.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PMG2 2054-06-20 5 N/A 1825039.38 1752146.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137FL6P4 2029-01-25 3.563 N/A 311538.46 306898.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BZS2 2055-01-20 3 N/A 8602979.54 6027072.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38381NXA1 2055-06-20 5 N/A 3023307.69 2957779.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTXG3 2051-07-25 5 N/A 5429037.46 3843080.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137BWFV1 2026-04-25 2.896 N/A 18186923.08 676886.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38382HHN3 2050-07-20 1 N/A 2076923.08 559105.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384HHC5 2053-12-20 5.45185 N/A 34615384.62 19252881.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DZW0 2053-10-20 5.60185 N/A 34615384.62 12940927.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383LEG1 2052-11-20 5.75185 N/A 17307692.31 10454613.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BUX60 2026-12-25 3.413 N/A 3035990.77 3006721.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385DE77 2052-01-20 3 N/A 6202287.00 4538285.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CCEL6 2053-08-01 6 N/A 99783.00 90345.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385DZX7 2051-05-20 2.00217 N/A 1384.62 862.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385AJK9 2054-12-20 5.5 N/A 31311184.85 30544178.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138WEJU4 2045-04-01 3 N/A 254076.92 29397.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVSE2 2054-12-01 6 N/A 423268.62 415574.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJP6 2052-09-01 2 N/A 2769230.77 1816784.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382MTZ2 2051-01-20 5 N/A 346153.85 223177.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426BES1 2055-02-01 6 N/A 353420.31 362049.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNHH9 2052-06-01 4 N/A 139153.85 110162.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9EZ4 2046-07-01 3 N/A 444980.77 106756.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTP79 2052-08-01 2 N/A 5555769.23 4166835.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNLG5 2052-03-01 3.5 N/A 193153.85 132485.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6YK5 2055-06-01 6 N/A 766132.62 786069.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381BYY4 2049-01-20 3.5 N/A 5278846.15 981362.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140BCEU2 2055-05-01 6.5 N/A 777754.38 808179.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383Y7M8 2051-06-20 1 N/A 2579550.23 1514695.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38379ABV1 2044-01-20 2.25 N/A 14884615.38 1121880.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426BHE9 2055-02-01 6 N/A 1963113.23 2001955.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137F2LJ3 2027-06-25 3.117 N/A 16063615.38 15832522.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NPP4 2054-05-20 5.45185 N/A 13500000.00 11930802.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HASK3 2033-08-25 4.5 N/A 138462.92 138637.66 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FEBQ2 2027-12-25 3.444 N/A 628615.38 620796.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380AEU7 2046-09-20 3 N/A 5676923.08 4769635.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385DE69 2055-03-20 5 N/A 6230769.23 5908556.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QNNW8 2052-03-01 2.5 N/A 41538.46 27370.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WED3 2054-09-20 4 N/A 1756457.31 1471370.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385FG39 2055-03-20 8.35185 N/A 13846153.85 13896150.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133SKCH2 2052-06-01 3 N/A 484615.38 393471.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385GA41 2052-02-20 3 N/A 20798753.54 18031866.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWDK6 2052-04-01 3 N/A 171547.62 120841.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBYV2 2054-05-01 6.5 N/A 744953.54 748459.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHL97 2053-05-01 5.5 N/A 232564.15 192526.83 Agency 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Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKMG1 2042-10-01 4 N/A 72.77 12.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BGRD3 2045-03-15 3 N/A 15036.82 12347.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QEDC3 2050-07-01 2.5 N/A 13097.92 6556.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDBW9 2055-06-01 5.5 N/A 76578.36 77166.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426KEF9 2055-04-01 5.5 N/A 146375.08 147021.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGYT0 2051-07-01 2 N/A 17850.93 11280.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM5L6 2053-11-01 6.5 N/A 252533.85 209082.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6BA7 2040-02-01 6 N/A 8415.40 8193.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XP4D7 2044-05-01 4.5 N/A 403.00 19.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL2C1 2053-07-01 5.5 N/A 4114.94 3482.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407PJH2 2035-10-01 6.591 N/A 338572.24 2555.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4DC1 2047-01-25 2 N/A 22973.90 14750.84 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LELV7 2028-11-01 1.58 N/A 510.64 437.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S5BZ6 2040-03-01 6.855 N/A 310.83 1.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MQK0 2052-03-01 2 N/A 386673.51 302507.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWL49 2054-12-01 6 N/A 127.66 130.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7C85 2054-01-01 7.5 N/A 189.93 202.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHSY6 2052-03-01 2.5 N/A 35451.34 21432.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ABA28 2046-08-01 4 N/A 140339.01 28316.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGPL5 2051-01-01 2.5 N/A 317.36 149.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BPU6 2038-03-01 6.567 N/A 26.35 0.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTKC3 2054-06-01 6 N/A 28085.20 28365.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RJH3 2035-06-01 6.5 N/A 74877.42 255.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWDK8 2033-01-01 4.68 N/A 773.90 780.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8F24 2045-06-01 5 N/A 23106.46 4644.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137BWFV1 2026-04-25 2.896 N/A 28.88 1.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140W1CY7 2054-04-01 5 N/A 311.46 302.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AF83 2030-06-01 4.623 N/A 64.32 0.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BCG9 2034-04-01 4.5 N/A 32297.98 4006.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GMS2 2043-05-01 3.5 N/A 24423.15 1514.45 Agency Mortgage-Backed Securities Y Moody's Long Rating Aa3 Fitch Long Rating AA- Moody's Short Rating P-1 Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating A+ Fitch Short Rating F1+ 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 6383000.00 6383000.00 0.0000 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.00000000 912797QR1 254900HROIFWPRGM1V77 US912797QR12 U.S. Treasury Debt Y Fitch Short Rating F1+ Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Fitch Long Rating AA+ Moody's Long Rating Aa1 2025-11-20 2025-11-20 2025-11-20 N N N 0.0421 1458786999.68 1458786999.68 0.0049 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.53999960 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aa1 Fitch Long Rating AA+ Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Fitch Short Rating F1+ Standard & Poor's Short Rating A-1+ 2025-07-01 2025-12-15 2025-12-15 N N N 0.0458 185130204.85 185130204.85 0.0006 N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO) THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO) 4.40000000 N/A N/A 0TO001VV7 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 3133KKVF3 2050-12-01 2 N/A 28879400.00 16872286.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRWJ3 2051-09-01 2 N/A 22040500.00 11928322.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HKHR2 2050-09-01 2.5 N/A 29403100.00 15078370.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L7YX4 2051-03-01 2 N/A 11484500.00 6457983.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L15D3 2051-01-01 2 N/A 42859900.00 23537080.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LVC64 2051-08-01 2.5 N/A 47924700.00 29587937.71 Agency Mortgage-Backed Securities FREDDIE MAC POOL N/A 3133AF4D0 2051-02-01 2 N/A 37293600.00 21338773.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KVRK8 2050-11-01 2 N/A 51331500.00 26662277.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NC48 2045-10-01 4 N/A 95104200.00 9423128.61 Agency Mortgage-Backed Securities FREDDIE MAC POOL N/A 3133ANDA9 2051-06-01 2 N/A 40000000.00 24347720.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3132A5E92 2046-04-01 4 N/A 89115700.00 9602070.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M3B41 2052-02-01 2.5 N/A 45503000.00 27333070.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAET7 2052-02-01 2 N/A 24662900.00 16173178.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HNNY4 2050-12-01 2 N/A 60000000.00 34682481.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNUN0 2052-04-01 2 N/A 65098100.00 42690305.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KVXP0 2051-01-01 2 N/A 40000000.00 22991926.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XFH4 2052-09-20 4.5 N/A 24042000.00 18743534.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAEV2 2052-02-01 2.5 N/A 53698700.00 33021670.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XTBE0 2051-02-01 2.5 N/A 46401000.00 33327332.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3H3 2051-08-01 2.5 N/A 57347000.00 34301215.73 Agency Mortgage-Backed Securities FREDDIE MAC POOL N/A 3133ATS44 2051-10-01 2 N/A 23904800.00 14473599.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L1KL8 2051-03-01 2 N/A 50831200.00 29548945.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHQM7 2046-08-01 3 N/A 30985500.00 4909824.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNUM2 2052-04-01 2 N/A 60012400.00 39913116.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NJE9 2046-12-01 3 N/A 88406400.00 21590214.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRYJ1 2051-10-01 2 N/A 46518800.00 28019652.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F5S87 2046-10-01 3 N/A 71481300.00 16196140.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3132A4CG1 2042-12-01 4 N/A 130069000.00 12149284.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L1LB9 2051-03-01 2 N/A 20331600.00 11596644.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5EL5 2045-11-01 4 N/A 84132100.00 8317240.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M9MN4 2052-01-01 2.5 N/A 16899100.00 11166839.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F5SA2 2046-09-01 3 N/A 125837700.00 26415156.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KQWY3 2050-12-01 2 N/A 65000000.00 35069240.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVH32 2046-11-01 3 N/A 59904600.00 13032876.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAEY6 2052-02-01 2.5 N/A 63453600.00 40556081.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F5RQ8 2046-08-01 3 N/A 20651200.00 4484122.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LUWU1 2051-07-01 2 N/A 8154200.00 5049614.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L5Q25 2051-06-01 2 N/A 59469100.00 32795413.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XLT64 2043-02-01 3 N/A 96836400.00 17628963.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKE88 2042-09-01 3.5 N/A 238387500.00 25697545.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YVFB0 2046-02-01 3 N/A 14015000.00 2896800.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KQVG3 2050-11-01 2 N/A 60799600.00 32719994.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGZQ3 2051-02-01 2 N/A 22646800.00 12962705.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31329JM53 2043-01-01 3 N/A 227803000.00 47033601.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCXM5 2051-09-01 2 N/A 29688900.00 18667323.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DV74 2051-01-01 2 N/A 56842400.00 31185265.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMLU8 2053-08-01 6.5 N/A 26068000.00 20275948.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WE5K1 2045-07-01 3.5 N/A 134287000.00 22959644.62 Agency Mortgage-Backed Securities FREDDIE MAC POOL N/A 3133KR6P4 2053-09-01 6 N/A 53513000.00 47780053.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRWC8 2051-07-01 2 N/A 26990400.00 15154414.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVA7 2050-12-01 2 N/A 61366000.00 32883366.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGJT7 2052-03-01 3.5 N/A 12139300.00 7904512.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KQRU7 2050-10-01 2.5 N/A 70498800.00 34221445.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MN3B0 2052-06-01 5 N/A 22421000.00 15946506.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XU5N3 2046-09-01 3 N/A 13273400.00 2541512.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L2RT2 2051-01-01 2 N/A 43903500.00 22694297.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3133KNLA9 2052-01-01 2.5 N/A 71299000.00 45588699.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQZ57 2052-12-01 0 N/A 21972000.00 17813324.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9GL8 2043-08-01 3 N/A 134290600.00 27303428.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L1JB2 2051-05-01 2 N/A 6332300.00 4059873.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3132A5EQ4 2045-12-01 4 N/A 134341800.00 13721676.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM4M3 2052-01-01 2.5 N/A 12663400.00 8401271.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KVTT7 2050-12-01 2 N/A 28444400.00 16309136.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YVDX4 2045-06-01 3 N/A 29539000.00 6636975.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L3L33 2051-02-01 2 N/A 47444900.00 28768149.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AGZ4 2039-12-01 4 N/A 94670700.00 3707056.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1WB5 2052-10-01 4.5 N/A 15201000.00 12310754.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL N/A 3133AFUJ8 2051-02-01 2 N/A 44649000.00 27329657.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LTN91 2051-06-01 2.5 N/A 48727400.00 29344924.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRUG6 2053-03-01 5.5 N/A 29873000.00 25317935.98 Agency Mortgage-Backed Securities FREDDIE MAC POOL N/A 3133AT3X7 2051-10-01 2.5 N/A 37141900.00 26002220.38 Agency Mortgage-Backed Securities FREDDIE MAC POOL N/A 3133KMNT8 2051-09-01 2.5 N/A 20457100.00 13033337.47 Agency Mortgage-Backed Securities Y Standard & Poor's Short Rating NR Moody's Long Rating Aaa Standard & Poor's Long Rating AA+ Moody's Short Rating NR Fitch Short Rating NR Fitch Long Rating AA+ 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 1500000000.00 1500000000.00 0.0051 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 4.42000080 N/A R0MUWSFPU8MPRO8K5P83 0QK010R84 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 36178WNQ8 2042-10-15 3.5 N/A 1085000.00 58290.04 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ENPF1 2042-02-24 3.44 N/A 4000000.00 3144440.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DQHZ2 2052-11-01 5.5 N/A 47035.00 38214.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHXG2 2046-09-01 3 N/A 182258.00 50771.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36193VGZ9 2046-05-20 3 N/A 191996.00 51292.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426RBN0 2055-06-01 5.5 N/A 20322251.00 20449621.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VFP0 2050-02-20 3 N/A 1000.00 168.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VV72 2050-10-20 6 N/A 50000.00 13633.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBB8 2051-03-01 2 N/A 1139.00 644.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WNL0 2031-04-01 6.125 N/A 125007.00 155.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GU2S1 2055-06-01 6 N/A 3755232.00 3867127.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B9MS0 2052-04-01 3.5 N/A 84025.00 49747.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416JAU5 2034-09-01 5.5 N/A 2774.00 56.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LNSS4 2050-02-15 3 N/A 2000.00 856.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AQG7 2041-12-01 4 N/A 49132.00 6891.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UXY3 2049-08-20 6 N/A 2004.00 307.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AR6J9 2051-09-01 2.5 N/A 256994.00 170234.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410DHY9 2036-07-01 6.782 N/A 5073.00 27.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31295LBG6 2030-07-01 7.087 N/A 300000.00 93.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405FSX1 2029-04-01 6.5 N/A 1722.00 0.39 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EMVU3 2036-04-14 2.5 N/A 3220000.00 2595077.78 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179XVT0 2053-03-20 5.5 N/A 15356154.00 11666631.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJSF6 2038-06-01 6.346 N/A 5140.00 160.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NU6L8 2029-06-01 4.76 N/A 1821.00 1863.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AL5M2 2036-02-25 2 N/A 1060000.00 810141.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BSP64 2026-07-25 2.34 N/A 1164.00 263.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AYSJ1 2042-12-15 2 N/A 16855630.00 1408939.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31402Q4U2 2034-01-01 4.773 N/A 1173.00 18.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225E6J6 2040-11-20 5.875 N/A 2137.00 82.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJ48 2038-09-20 6 N/A 465000.00 57617.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UPD8 2049-03-20 5.5 N/A 1000.00 81.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417SK90 2034-05-01 6.51 N/A 1000.00 31.78 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENLH1 2042-01-24 2.82 N/A 2196000.00 1632848.98 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31405RNB8 2034-08-01 6.168 N/A 700000.00 9112.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179ST31 2032-01-20 3 N/A 1060652.00 114593.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S5PA6 2038-02-01 6.549 N/A 8130.00 405.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWLG5 2054-10-01 6.5 N/A 501455.00 516611.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418SL80 2035-05-01 7 N/A 1006.00 85.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XRH8 2054-10-20 5.40185 N/A 6420679.00 5855774.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWAH6 2050-11-01 3 N/A 86984.00 31430.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3PP9 2041-03-01 4 N/A 7576275.00 885053.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UGF3 2048-09-20 5.5 N/A 1116.00 106.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179USY9 2049-05-20 6 N/A 70687.00 8871.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SSST2 2045-01-01 3.5 N/A 2000.00 1772.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JPNB2 2054-11-20 6 N/A 808556.00 830188.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NG51 2043-06-20 5.125 N/A 11344.00 155.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9UP4 2030-02-01 5.5 N/A 400000.00 45937.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VA91 2049-10-20 4.5 N/A 1000.00 66.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AL5W0 2036-02-25 2 N/A 2355000.00 1821814.92 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138EJJ41 2038-12-01 6.857 N/A 1024.00 37.61 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EL5B6 2040-08-27 2 N/A 1000000.00 673403.33 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XGR43 2052-01-01 2 N/A 4786144.00 3118376.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNGT4 2051-12-01 2 N/A 835578.00 531587.90 Agency Mortgage-Backed Securities GNAR WN 784594 M N/A 3622A3C73 2042-09-20 6.516 N/A 2710.00 458.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QPJ4 2044-09-20 4.5 N/A 1282.00 82.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W14W0 2054-06-01 5.5 N/A 7085630.00 7052299.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426P2E4 2055-06-01 6.5 N/A 1360014.00 1417772.59 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 N/A 100.00 96.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DVLY9 2051-08-01 2.5 N/A 1192.00 717.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJU69 2053-06-01 6.5 N/A 1037758.00 521077.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.95185 N/A 46018066.00 39682319.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418FKF3 2055-04-01 3.5 N/A 304711.00 270271.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1PG2 2054-09-01 6 N/A 2000.00 2037.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7AS2 2055-04-01 5.5 N/A 3032053.00 3047115.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384XRW5 2054-10-20 5.35185 N/A 310357.00 257770.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31410KRJ5 2036-11-01 6.614 N/A 1050.00 4.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KYMT8 2051-01-01 2.5 N/A 950000.00 446292.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMSM4 2054-09-01 6.5 N/A 1368232.00 696540.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K5W24 2055-03-20 6 N/A 2001.00 2029.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VQ29 2038-10-20 6.5 N/A 47000.00 26783.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426RQU8 2055-07-01 6 N/A 2321712.00 2382453.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617B7C57 2047-09-15 4.5 N/A 2000.00 110.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACDC1 2047-03-01 4.5 N/A 1895.00 263.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KDGZ2 2055-05-20 6 N/A 1242582.00 1276956.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TAH5 2038-01-01 6.918 N/A 1032.00 49.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 1080.00 853.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAX5 2054-07-01 6 N/A 573410.00 497875.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AH85 2041-11-01 4 N/A 6679010.00 666393.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 5.30185 N/A 3575582.00 2824576.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618JSQ23 2055-01-20 6 N/A 1008.00 1031.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUNU6 2054-09-01 5.5 N/A 1000.00 973.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W5D6 2052-05-20 3.5 N/A 2000.00 1426.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV7B5 2050-09-01 2 N/A 44623.00 21491.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RJC4 2045-04-20 2.5 N/A 1007.00 163.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R7K9 2046-04-20 4 N/A 11381.00 1050.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A41 2054-11-20 5.5 N/A 13192241.00 12981085.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDL3 2054-08-01 7 N/A 1000.00 1073.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LMCJ6 2028-11-01 5.76 N/A 1000.00 1050.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2M7 2053-05-20 6 N/A 1000.00 670.36 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EMR95 2036-07-14 2.31 N/A 2318000.00 1838326.22 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138EJAF5 2037-08-01 6.113 N/A 4108893.00 298013.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLZL1 2055-04-20 6 N/A 1000.00 1026.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MKAL0 2042-11-01 3 N/A 1010.00 65.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XH33 2052-09-20 6 N/A 2000.00 1239.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KPCL0 2065-03-20 6.5 N/A 212329.00 217437.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSZB1 2054-04-01 5.5 N/A 51733921.00 47646526.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2U0 2038-09-20 6 N/A 20257.00 2748.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128NHEN9 2038-04-01 7.055 N/A 15593.00 271.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HSF6 2054-01-20 5.5 N/A 7980272.00 8011215.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 6792.00 5225.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPFV5 2052-05-01 3.5 N/A 41000.00 28213.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMJ3 2055-06-01 5.5 N/A 14316.00 14361.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385EP65 2055-04-20 5.60185 N/A 14316173.00 14144833.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179S2T3 2047-03-20 5.5 N/A 2003.00 236.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W93S7 2043-10-01 4 N/A 1000.00 156.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XH41 2052-09-20 6.5 N/A 148119.00 78793.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381JRV6 2035-10-01 6.598 N/A 4000.00 191.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGEZ0 2052-03-01 2.5 N/A 9000.00 6128.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S4W45 2035-09-01 7.211 N/A 7071.00 122.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJS21 2053-05-01 5.5 N/A 1000.00 975.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JWMN2 2055-04-20 6.5 N/A 1013.00 1066.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.5 N/A 4000.00 3066.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 5.30185 N/A 26804534.00 16906554.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31411A7K5 2036-11-01 5.903 N/A 424737.00 3475.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391BS32 2032-09-01 7.425 N/A 1100000.00 4247.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179BZP2 2043-01-15 3.5 N/A 186080.00 16815.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31398SYK3 2040-12-25 4.5 N/A 6089604.00 973108.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BBPP8 2052-05-01 3 N/A 413518.00 300215.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 200.00 193.02 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31403Y4M2 2034-03-01 6.197 N/A 4592432.00 12967.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6SX2 2054-09-01 6.5 N/A 290080.00 272006.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTEZ2 2054-11-25 5.55517 N/A 16394050.00 14758004.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179VMK3 2050-05-20 6 N/A 16533.00 3418.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EUW0 2039-09-20 5.875 N/A 2240.00 52.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FH39 2026-05-01 6.5 N/A 12451.00 1.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VEW9 2054-12-01 6 N/A 8772.00 8970.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPY61 2053-08-01 6.5 N/A 1000.00 1023.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MF39 2042-06-20 7.375 N/A 1048.00 21.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382LPL4 2028-11-01 6.536 N/A 1850000.00 2757.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MLAY3 2050-01-20 4.5 N/A 2000.00 343.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6PY0 2055-05-01 6 N/A 19973398.00 19997842.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620E0KU9 2041-02-20 5.625 N/A 1300000.00 54688.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKTK0 2052-02-25 5 N/A 140003.00 136571.68 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B N/A 3133EJER6 2038-03-02 3.57 N/A 800000.00 716194.93 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31300MLR2 2034-12-01 6.437 N/A 761717.00 1635.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHY55 2038-08-01 6.835 N/A 1046.00 25.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2YU0 2047-02-20 4 N/A 3509.00 897.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UK35 2049-01-20 6 N/A 1115325.00 103114.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EVV1 2039-11-20 5.875 N/A 29758.00 994.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6JF8 2055-04-01 6 N/A 1000.00 1015.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HLKN1 2051-12-25 5.5 N/A 14288434.00 14331742.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137FW2K5 2050-09-25 1 N/A 6982769.00 2312083.57 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3622A2B27 2041-10-15 4 N/A 1040.00 45.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KQAM8 2055-04-20 6 N/A 167242.00 171700.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TV93 2048-04-20 5.5 N/A 1000.00 111.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B5ED0 2052-02-01 2.5 N/A 868966.00 574005.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5G7 2053-06-20 5 N/A 66074.00 56911.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KCG68 2055-03-20 6.5 N/A 1000.00 1042.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBY8 2051-07-01 2 N/A 1001.00 613.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MS29 2055-05-01 6 N/A 1261611.00 1294409.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NGD4 2038-11-20 6.5 N/A 1000.00 62.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UQ70 2049-03-20 5 N/A 2007.00 154.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X64C2 2031-04-01 5.5 N/A 198018.00 10922.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQRG4 2054-07-01 5.5 N/A 15389700.00 14446827.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGR2 2036-04-20 6 N/A 484000.00 50771.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GTU73 2047-08-01 4 N/A 1975677.00 568566.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128QPNJ7 2036-09-01 7.413 N/A 877828.00 16777.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0AE2 2053-08-01 5.5 N/A 2000.00 1785.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUYQ4 2055-05-20 6 N/A 2000.00 2055.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 90823155.00 7288828.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VV80 2038-10-20 6.5 N/A 25000.00 10442.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XFLZ9 2032-11-01 1.22 N/A 2582.00 2027.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LFJ54 2032-02-01 2.24 N/A 1148.00 1013.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VMH0 2050-05-20 5 N/A 13000.00 2379.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TLV5 2047-11-20 5 N/A 40401.00 4566.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1S46 2055-04-01 5 N/A 15098105.00 14819284.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4PG9 2055-03-01 5.5 N/A 2089592.00 2091439.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K7V34 2050-01-01 2.74 N/A 180000.00 44814.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQF43 2044-07-01 3.5 N/A 342000.00 26952.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR7B0 2054-06-01 6.5 N/A 3464448.00 3289728.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNG3 2050-04-01 2.5 N/A 6749999.00 1498489.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUKS1 2055-04-01 6.5 N/A 1024.00 1031.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y5L4 2054-08-20 5.5 N/A 2341.00 2210.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617V15G2 2041-09-20 4.5 N/A 1955328.00 921381.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XTC0 2053-02-20 5 N/A 1000.00 803.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPHQ6 2054-05-01 5.5 N/A 459219.00 420335.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN7C1 2052-04-01 3.5 N/A 1000.00 698.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2V8 2038-12-20 6.5 N/A 53165.00 5554.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ATY24 2045-11-25 3.80252 N/A 118572.00 104151.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618KC7J0 2055-03-20 6.5 N/A 1000.00 1042.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGLT4 2051-12-01 3.5 N/A 702164.00 460329.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJR0 2051-07-20 2.5 N/A 11000.00 6380.39 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EL3Q5 2040-08-13 1.95 N/A 1500000.00 1004066.75 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31377EG52 2027-04-01 6.625 N/A 13032.00 14.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPL6 2053-06-01 5.5 N/A 1009.00 832.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XDF0 2052-08-20 5 N/A 5007.00 3855.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MNU1 2055-03-01 6.5 N/A 1024.00 1005.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFB33 2055-01-20 6 N/A 5000.00 5177.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VV56 2050-10-20 5 N/A 13000.00 3531.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2N6 2047-04-20 3 N/A 98000.00 15207.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSG96 2053-06-01 5.5 N/A 1008.00 850.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LJ23 2033-01-20 6.45 N/A 1390231.00 131289.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XLG9 2052-11-20 4.5 N/A 1000.00 796.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MCBC3 2052-02-01 1.838 N/A 488560.00 361156.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFE22 2055-04-20 6.5 N/A 2013.00 2115.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4C69 2055-05-20 6 N/A 478772.00 491980.36 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EM3L4 2046-08-24 2.35 N/A 2020000.00 1238270.10 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179U3V2 2049-10-20 4.5 N/A 1040.00 214.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 5.30185 N/A 1405.00 967.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179W5F1 2052-05-20 4.5 N/A 2000.00 1505.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAYN8 2051-02-20 2 N/A 1760.00 811.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QHUW8 2036-07-01 6.415 N/A 5000.00 529.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346VH85 2030-07-01 4.099 N/A 2889.00 15.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RG94 2034-01-01 6.625 N/A 250000.00 800.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7ZB2 2055-04-01 5.5 N/A 1742698.00 1754563.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XHLL3 2044-04-01 4.5 N/A 300000.00 61067.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R4D8 2046-03-20 3 N/A 2003.00 217.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSL42 2052-12-01 5.5 N/A 387812.00 334135.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SJU2 2046-07-20 4 N/A 1701.00 171.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YW42 2054-05-20 5 N/A 10843898.00 10154335.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417NNX5 2039-11-01 6.38 N/A 6000.00 51.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDM7 2051-04-20 4.5 N/A 11666.00 5254.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617M7WQ7 2050-02-20 3 N/A 4998.00 1579.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1PE7 2054-10-01 5.5 N/A 3000.00 2932.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RJL4 2038-12-20 6.5 N/A 2000.00 203.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMTT2 2055-03-20 6.5 N/A 70083.00 73949.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SUU9 2047-01-20 3 N/A 2000.00 285.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JLPY9 2034-01-01 6.75 N/A 85251.00 50.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NUWX3 2041-04-01 5.13 N/A 79503.00 77928.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JBKM7 2031-04-01 1.730871 N/A 23124301.00 16115523.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCTU8 2055-07-01 0 N/A 1803613.00 1810612.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4SJ6 2047-12-01 3.5 N/A 200000.00 57576.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GGPU2 2034-01-01 3.75 N/A 1417252.00 1326464.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384USE0 2052-12-20 5.5 N/A 734862.00 752569.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140FRR80 2047-01-01 4.5 N/A 1818132.00 194021.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADZH4 2048-12-01 4.5 N/A 2428750.00 383657.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HDQ36 2027-12-01 6.397 N/A 36888.00 0.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 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2648.00 25.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M2V1 2035-11-20 6 N/A 1029.00 54.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CHT4 2055-01-01 6 N/A 37475057.00 36124788.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ81 2048-06-20 5.5 N/A 1162.00 106.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176LTR6 2034-04-20 5.5 N/A 91139.00 990.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A4P0 2028-11-01 4 N/A 89265.00 5193.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S5M5 2047-05-20 4 N/A 1001.00 93.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6A37 2055-06-01 4.5 N/A 353212.00 338438.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6JS1 2044-12-01 4 N/A 1030390.00 348523.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLNU6 2048-11-01 5 N/A 1344938.00 594715.08 Agency 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36179STB3 2046-12-20 4.625 N/A 1000000.00 36462.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31348UKA6 2028-08-01 4.582 N/A 1151.00 0.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376FL47 2026-09-01 7.325 N/A 2665.00 9.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NQTP8 2055-02-20 6 N/A 1004.00 1029.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RWT0 2052-05-20 4.5 N/A 1235878.00 889887.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128MAFA2 2045-03-01 3.5 N/A 50000.00 6524.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCT8 2051-12-01 2 N/A 33264.00 21386.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDXJ3 2031-07-01 7.45 N/A 2363.00 0.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31367W3V1 2029-09-01 5.625 N/A 162.00 0.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5 N/A 1622560.00 1381367.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAR5 2053-07-20 5 N/A 1000.00 869.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EV7 2055-01-20 5.5 N/A 39493.00 39188.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178EDM8 2043-05-15 3 N/A 1000.00 129.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHF96 2032-08-01 3.75 N/A 2002.00 1905.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WLV8 2049-05-20 5.5 N/A 1000.00 524.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUF1 2041-06-20 4.5 N/A 1000.00 41.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385DH66 2055-03-20 5 N/A 2129363.00 2019538.50 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EL6C3 2035-09-10 1.73 N/A 5372000.00 4086196.28 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179V7E4 2051-02-20 2.5 N/A 2000.00 918.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128NGEX9 2036-10-01 7.167 N/A 84546960.00 903976.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B16Y7 2055-02-01 5 N/A 1078274.00 1057702.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NHD26 2055-04-20 6.5 N/A 1000.00 1043.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6SD8 2055-04-01 6 N/A 1000.00 1028.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L7FS6 2051-04-01 2.5 N/A 100000.00 43780.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACJW1 2053-04-15 6 N/A 2000.00 1988.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUYS0 2055-05-20 6 N/A 2000.00 2054.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178LMH3 2042-07-15 3.5 N/A 2508.00 117.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177PE27 2042-07-15 3.5 N/A 1011.00 149.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMFH9 2038-04-01 6.608 N/A 1010.00 7.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S5GH1 2037-02-01 6.754 N/A 1652.00 53.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WP85 2051-10-20 1.5 N/A 801835.00 475323.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFF88 2055-04-20 6.5 N/A 5003.00 5245.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ5A2 2038-01-01 6.481 N/A 22521005.00 701159.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVA4 2045-12-20 3 N/A 1000.00 115.90 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EHBB8 2038-03-02 3.45 N/A 2500000.00 2202545.83 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3617MKM71 2050-08-15 3 N/A 1008.00 417.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQSW5 2065-02-20 6.5 N/A 204459.00 209731.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JQ35 2032-10-01 7.14 N/A 1021.00 1.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X5J1 2053-06-20 6 N/A 52016.00 35386.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMK6 2054-09-01 5.5 N/A 144349.00 134212.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H0RQ3 2049-08-25 1.5 N/A 23859562.00 8651368.04 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31288REY0 2050-06-01 6.59 N/A 22494.00 22892.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAB55 2042-03-01 5 N/A 1849.00 219.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W7H5 2052-06-20 2 N/A 1000.00 661.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KDBG9 2055-04-20 6.5 N/A 3000.00 2367.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D3G5 2051-08-01 2 N/A 96000.00 59187.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384V4S8 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202993.00 30680.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFCL2 2055-03-20 6 N/A 2000.00 2060.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 5.36185 N/A 11764024.00 10357812.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128HDU98 2031-06-01 6.39 N/A 260094.00 68.28 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EM5J7 2041-09-16 2.4 N/A 1314000.00 914903.16 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31426MS86 2055-05-01 6 N/A 1450656.00 1483554.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AFM20 2038-12-28 4.1 N/A 2750000.00 2469117.14 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138LMK69 2048-02-01 3.74 N/A 1178020.00 916284.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AKA5 2042-08-01 3 N/A 2002.00 130.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CLH5 2055-02-01 5.5 N/A 14866656.00 14443781.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136B35Z9 2031-02-25 3.61 N/A 50000.00 42616.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LHU99 2029-11-01 4.53 N/A 50000.00 50853.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QMM0 2044-08-20 4.625 N/A 3386.00 45.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYM6 2053-12-01 5.5 N/A 1543595.00 1349814.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHMX1 2055-03-20 6.5 N/A 180147.00 187779.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409TVS4 2036-10-01 6.5 N/A 3000000.00 16890.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EVH2 2039-10-20 5.875 N/A 1831412.00 33293.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUPZ0 2055-04-01 6.5 N/A 5993229.00 6222578.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W7K8 2052-06-20 3 N/A 52007.00 36131.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TUE3 2048-03-20 5.5 N/A 1930.00 234.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BKWY3 2047-12-15 3.5 N/A 1020.00 66.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J85 2045-04-01 4 N/A 49000000.00 13114977.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TWA9 2048-04-20 6 N/A 1000.00 98.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VTQ3 2050-09-20 4.5 N/A 2000.00 749.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LPY9 2034-03-01 6.75 N/A 2362.00 47.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAF25 2036-01-01 3 N/A 60000.00 12377.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AGC3 2030-11-01 5.45 N/A 3935.00 0.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX43 2053-04-20 4.5 N/A 2000.00 1674.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2L9 2053-05-20 5.5 N/A 2000.00 1614.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUY42 2054-08-01 6 N/A 1865225.00 1766970.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AF91 2029-06-01 4.253 N/A 2613697.00 1333.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288REZ7 2043-10-01 6.942 N/A 3890.00 3982.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MKE1 2037-07-01 7.878 N/A 1339.00 4.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JSNM2 2055-01-20 6 N/A 2002.00 2068.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BPU6 2038-03-01 6.567 N/A 16630.00 75.55 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133EGH24 2036-12-19 2.83 N/A 1930000.00 1620020.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131Y2AW8 2048-07-01 4.5 N/A 6718554.00 1211352.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TES0 2047-07-20 4.5 N/A 1047.00 79.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389AZW6 2034-08-01 4.191 N/A 194691072.00 23987.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTQ60 2054-07-01 5.5 N/A 1020.00 951.94 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 5426600.00 5265421.68 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QPF28 2052-06-01 4 N/A 9493105.00 7182413.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDZT9 2030-12-01 4.194 N/A 4887.00 18.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6SM8 2055-04-01 5.5 N/A 1000.00 1001.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YFM1 2053-08-20 6 N/A 52000.00 36195.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEVK9 2055-03-01 5.5 N/A 2964573.00 2967061.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AQT86 2037-02-18 2.9 N/A 2000000.00 1654998.67 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ET67 2053-07-01 5.5 N/A 24309034.00 20431186.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9GQ6 2055-04-01 6.5 N/A 2473.00 2588.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400SHR3 2033-03-01 6.523 N/A 9970284.00 31057.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RZY8 2038-12-20 6 N/A 2000.00 253.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6AD2 2036-05-01 2.5 N/A 79000.00 35046.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q6T3 2038-11-20 5.5 N/A 2000.00 141.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QLQ61 2035-09-01 6.812 N/A 1116.00 15.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WLH9 2049-04-20 4.5 N/A 479999.00 426169.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31342A7C7 2033-10-01 7.219 N/A 22995738.00 199282.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FVU8 2055-02-01 6.5 N/A 1360174.00 1257323.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQBE5 2053-04-01 5.5 N/A 1000.00 915.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HXMD4 2042-07-15 4.91833 N/A 3507570.00 400863.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618F3TN3 2053-07-20 6 N/A 5403.00 3750.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LUE8 2037-08-01 6.5 N/A 1500000.00 43157.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128SGAP5 2035-03-01 4.236 N/A 67936.00 1596.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376JEU9 2036-05-01 4.782 N/A 64314185.00 9791.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419APE1 2040-10-01 7.507 N/A 1003.00 5.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWG80 2053-05-01 5 N/A 1024.00 875.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2D1 2054-02-01 5.5 N/A 6258288.00 5500974.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 5.55185 N/A 40010038.00 22254418.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128NEAA8 2035-04-01 6.301 N/A 4991974.00 70808.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407XJR3 2035-09-01 6.3 N/A 17273.00 140.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A3C65 2043-06-20 6.558 N/A 2457.00 254.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BD2W7 2051-02-25 1.5 N/A 172000.00 76944.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179TUF0 2048-03-20 6 N/A 40000.00 4994.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AALE2 2047-10-15 4.5 N/A 1008.00 288.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2VJ0 2055-02-01 6 N/A 1568868.00 1606214.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL6J1 2051-06-01 2 N/A 1684719.00 1021943.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKTM6 2055-04-25 5 N/A 9312.00 8280.62 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.5 N/A 191271.00 193465.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132XEEP2 2038-06-01 4.27 N/A 1000.00 936.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHUP3 2030-02-01 4.78 N/A 50000.00 49864.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132LAM66 2048-11-01 4.5 N/A 1012.00 229.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSDJ7 2053-06-01 5.5 N/A 1104.00 934.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YCTY0 2052-03-20 4 N/A 3000.00 2437.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KP2H0 2055-04-20 6 N/A 28196.00 29271.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAU8 2053-07-20 6.5 N/A 58271.00 30827.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W2T4 2052-03-20 2 N/A 256224.00 165647.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHMV5 2055-03-20 6.5 N/A 2000.00 2089.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31347AX33 2047-03-01 2.577 N/A 1446.00 193.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M7K0 2043-03-20 6.375 N/A 7792.00 62.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2J4 2053-05-20 4.5 N/A 3001.00 2548.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LULR5 2037-04-01 6.901 N/A 6108.00 62.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VSA9 2050-08-20 4.5 N/A 1200.00 164.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379FYH6 2045-10-20 3 N/A 134256.00 146701.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XFSM4 2052-02-01 2.5 N/A 200000.00 133195.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QM4V3 2052-01-01 2.5 N/A 19656625.00 12977238.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413ANA7 2037-07-01 6 N/A 444357.00 7103.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EUE0 2039-08-20 5.875 N/A 3605.00 84.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NKVM5 2055-04-20 6 N/A 1006.00 1032.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QJLG9 2036-10-01 7.519 N/A 2728.00 12.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNET9 2032-04-25 2.152863 N/A 271448.00 235194.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31300LV36 2036-09-01 7.334 N/A 53745848.00 3162480.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WQA9 2051-10-20 2.5 N/A 3000.00 1856.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFGC8 2055-04-20 6.5 N/A 4018.00 4222.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130ALCS1 2036-02-25 2 N/A 1000000.00 769935.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134GV6J2 2040-07-13 2.15 N/A 3500000.00 2420577.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128S4Q26 2037-05-01 6.859 N/A 9239.00 52.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQN93 2053-02-01 4.5 N/A 15918375.00 12906162.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DBW0 2042-07-15 3.5 N/A 584929.00 39670.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BUW55 2051-02-25 5.5 N/A 16041800.00 15733904.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LKRX3 2033-05-01 4.78 N/A 150000.00 148601.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDWH8 2031-11-01 1.75 N/A 1798137.00 1546143.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SCE5 2034-01-20 6.5 N/A 255000.00 28127.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KRXG4 2055-04-20 5.5 N/A 2000.00 2029.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VT34 2050-09-20 5 N/A 13000.00 3206.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181CFD5 2044-03-20 4 N/A 1069986.00 46944.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KLE52 2055-03-20 6.5 N/A 1006.00 1062.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3KU5 2051-10-25 3 N/A 452000.00 159076.96 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618HVUW7 2055-03-20 6.5 N/A 2000.00 2057.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ACGN5 2033-01-25 3.49267 N/A 1250000.00 82503.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XK5Q9 2053-04-01 6 N/A 95999.00 80298.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407UMR5 2034-11-01 7.037 N/A 3421.00 32.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QS3A2 2036-12-01 6.58 N/A 1000000.00 28071.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGK0 2052-08-01 4.5 N/A 6683024.00 5190910.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPMG0 2052-06-01 4 N/A 67560900.00 49108768.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LCZU2 2026-01-01 3.08 N/A 30000.00 27532.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WBU1 2051-02-20 4.5 N/A 392550.00 238001.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383XSX3 2053-04-20 5.20185 N/A 5602547.00 3434714.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLN63 2034-01-25 2.42437 N/A 249000.00 181843.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRVD3 2053-08-01 5 N/A 31608585.00 28817918.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTVP8 2055-01-01 4.5 N/A 8799760.00 8257577.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WV39 2038-11-20 6 N/A 2002.00 1090.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUNE9 2055-04-01 4.5 N/A 5023720.00 4824315.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B5K0 2034-03-15 6.5 N/A 1439.00 9.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QXJ4 2043-06-01 6.918 N/A 163334.00 124221.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE55 2052-07-01 4 N/A 1000.00 770.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ADX8 2053-05-20 5.30185 N/A 10777492.00 5067221.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 5.30185 N/A 19948165.00 13438430.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384CBM0 2053-07-20 5.32185 N/A 1000.00 859.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CWXN7 2054-10-01 6 N/A 1158974.00 1180717.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUYR2 2055-05-20 6 N/A 57581.00 59169.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGXY5 2046-04-01 4 N/A 775000.00 60274.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMSH5 2054-08-01 6.5 N/A 434216.00 448184.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFK9 2051-05-20 4 N/A 2000.00 854.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392R3H2 2032-07-15 6.5 N/A 666.00 25.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EKJ63 2042-10-01 6.813 N/A 1434.00 67.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EKT6 2052-11-01 4.5 N/A 1000.00 807.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A33 2054-11-20 5 N/A 2085.00 2015.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407VH40 2045-08-01 6.548 N/A 48322957.00 247256.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7EB6 2054-02-01 5.5 N/A 1000.00 986.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XME51 2052-07-01 3.5 N/A 54342.00 43152.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TUA1 2048-03-20 3.5 N/A 2609.00 317.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KVC5 2036-05-01 4.493 N/A 1450000.00 22934.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QED41 2050-07-01 3 N/A 898574.00 282143.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KTH78 2055-05-20 6 N/A 4759.00 4890.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FKK8 2051-12-20 2.5 N/A 1713845.00 1043996.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36225FKB4 2041-11-20 5.875 N/A 250000.00 5027.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225FL64 2042-02-20 5.75 N/A 1000000.00 52673.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180KPE5 2043-02-20 4 N/A 592936.00 49609.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KNNJ8 2055-06-20 6 N/A 74069.00 76210.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6GS4 2049-10-01 5 N/A 112000.00 34541.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYPF2 2030-06-01 4.25 N/A 6918000.00 6941456.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCKH8 2053-08-01 5.5 N/A 3681384.00 3150208.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8QT1 2055-06-01 6 N/A 1000.00 1013.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WBY3 2051-03-20 2.5 N/A 104001.00 51211.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31378B2Z6 2027-07-01 6.145 N/A 3190.00 4.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225DUX0 2035-10-20 4.75 N/A 87245.00 2055.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396XQT4 2037-09-25 4.95965 N/A 69328736.00 551689.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3617GLFL3 2048-07-15 4 N/A 1000.00 141.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184XCR8 2045-04-15 3.5 N/A 633580.00 231414.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LJ5A4 2037-09-01 3.46 N/A 1000.00 893.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEXC5 2048-12-15 4.5 N/A 1824782.00 1673545.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMFX4 2054-07-01 6.5 N/A 3634267.00 2979027.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDT58 2027-12-01 6.397 N/A 130900.00 0.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLK9 2050-11-01 2.5 N/A 1092610.00 543048.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBD49 2047-07-01 4.5 N/A 33000.00 14711.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJVC8 2044-06-01 4.5 N/A 497048.00 7783.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHVF6 2054-08-01 5.5 N/A 1483050.00 1436565.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31300MNY5 2037-09-01 6.901 N/A 39126.00 2690.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5GP8 2055-02-20 5.5 N/A 68338900.00 67815593.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VL65 2050-05-20 4.5 N/A 1094.00 120.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405FQ54 2034-06-01 7.575 N/A 3088.00 7.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SZW0 2032-04-20 3.5 N/A 232386.00 26771.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SB71 2046-05-20 3 N/A 4994590.00 570499.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNXY4 2052-03-01 3 N/A 1069.00 737.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W2W7 2052-04-20 3.5 N/A 1010.00 719.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AF83 2030-06-01 4.623 N/A 184801.00 64.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383LCY4 2052-10-20 5.5 N/A 8494033.00 9474139.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128HD4Q9 2030-07-01 6.962 N/A 31265.00 157.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404WPZ3 2034-06-01 6.5 N/A 948997.00 7508.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFAU4 2055-03-20 6.5 N/A 5904.00 6290.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BGB34 2048-06-25 2 N/A 2940000.00 1812370.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31362GM40 2028-01-01 4.385 N/A 700000.00 158.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QGD58 2036-02-01 6.147 N/A 1546.00 9.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KYAV1 2055-05-20 6.5 N/A 2003.00 2091.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VDV9 2036-10-20 6.5 N/A 2000.00 356.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LD6F1 2028-11-01 1.53 N/A 75000.00 69074.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JH85 2055-04-01 6 N/A 2302560.00 2330802.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXNM1 2030-02-01 4.81 N/A 45000.00 46135.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6DG2 2038-01-01 3.5 N/A 12000.00 8301.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W7M4 2052-06-20 4 N/A 1000.00 740.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF47 2052-06-01 5 N/A 16145.00 11496.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416HKG9 2039-04-01 6 N/A 1002.00 26.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FSM0 2055-03-01 6.5 N/A 1000.00 1043.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 5.41185 N/A 2227537.00 1855698.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A7EC4 2054-02-01 5 N/A 2000.00 1933.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GGN34 2033-05-01 4.73 N/A 5744327.00 5641848.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWDK8 2033-01-01 4.68 N/A 9621727.00 9702434.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XDB77 2030-01-01 4.72 N/A 1100.00 1112.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KR7J7 2055-05-20 6.5 N/A 2000.00 2097.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413VS73 2037-12-01 6.5 N/A 1694352.00 5496.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A04C7 2029-12-01 6.5 N/A 1450000.00 8302.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A25 2054-11-20 4.5 N/A 3526143.00 3324667.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZF0 2047-01-01 3 N/A 376998.00 71960.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CC23 2053-08-20 5.48185 N/A 13042800.00 8459313.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179VTW0 2050-09-20 2.5 N/A 3000.00 1163.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABJJ2 2051-10-20 3.5 N/A 59033.00 41588.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BC7H7 2032-11-25 1.746515 N/A 395000.00 329801.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HD5S4 2031-08-01 7.264 N/A 3636.00 4.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617J6ER1 2049-09-15 3 N/A 1001.00 242.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4HB7 2039-09-01 6.5 N/A 684888.00 42022.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S4FY8 2036-10-01 7.429 N/A 1877.00 14.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WN96 2042-10-15 3.5 N/A 1227688.00 49347.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERTY6 2046-06-01 3.5 N/A 1291000.00 284926.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BDTN5 2055-03-20 6.5 N/A 2000.00 2116.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VKS8 2038-10-20 6 N/A 2037.00 516.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUUF8 2055-05-01 6.5 N/A 1670.00 1710.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHGH9 2026-12-01 3 N/A 18000000.00 169178.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189MTY4 2047-01-15 4 N/A 2018.00 207.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H9JN4 2048-12-01 4.5 N/A 1000.00 175.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381VKS8 2049-05-20 4.5 N/A 4098.00 816.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618LD4X9 2055-05-20 5.5 N/A 1057793.00 1068094.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391MSW4 2033-02-01 6.163 N/A 7041862.00 46285.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0QN1 2055-03-01 6.5 N/A 365823.00 296108.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACYK0 2048-10-01 5 N/A 460000.00 44067.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379MD71 2038-07-01 6.308 N/A 419931.00 253.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VDR8 2050-01-20 4.5 N/A 2023.00 266.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLU7 2051-04-01 2 N/A 1000.00 559.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407X4W8 2035-11-01 6.182 N/A 1760000.00 11592.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LUQE9 2037-06-01 6.495 N/A 17419.00 235.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFGB0 2055-04-20 6.5 N/A 4000.00 4209.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WG93 2051-06-20 5.5 N/A 1000.00 486.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617B7HB9 2047-10-15 3.5 N/A 1000.00 84.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WXK9 2052-02-20 3 N/A 2000.00 1324.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XH25 2052-10-20 5.5 N/A 14187.00 10390.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QTQ4 2039-05-01 3.5 N/A 2041719.00 218669.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NUV55 2028-09-01 5.37 N/A 45443.00 47253.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDW21 2030-09-01 7.165 N/A 7641.00 2.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDW5 2048-01-20 5 N/A 2000.00 678.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UED0 2048-10-20 6 N/A 157000.00 20752.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ2L8 2052-11-01 5 N/A 350000.00 276090.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XMKA7 2044-02-01 4.5 N/A 1017.00 81.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400JUZ0 2033-03-01 6.465 N/A 248926.00 1177.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMV40 2044-04-01 6.59 N/A 24372.00 1211.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407PWL8 2035-10-01 6.308 N/A 50013319.00 85373.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180DSZ1 2043-04-15 3.5 N/A 43966.00 1528.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHUR9 2029-10-01 4.43 N/A 90000.00 90249.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QFS4 2047-11-01 3.515 N/A 3155.00 654.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WT24 2051-12-20 3.5 N/A 2000.00 1327.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 5713935.00 5118291.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384V7L0 2040-10-01 5.897 N/A 4300.00 6.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404XJP0 2034-11-01 6.364 N/A 5000000.00 33499.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FWY7 2033-12-01 7 N/A 1750000.00 40539.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DXX5 2055-03-01 6 N/A 3417572.00 3488266.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TWB7 2048-04-20 6.5 N/A 2437.00 360.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WT57 2051-12-20 5 N/A 8954.00 4768.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCTL7 2044-09-01 3.5 N/A 391998.00 62884.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SAC1 2039-10-20 6.5 N/A 284000.00 19317.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620E0CB0 2039-08-20 4.625 N/A 2400.00 65.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WB56 2051-03-20 5 N/A 2004.00 753.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JVW6 2055-04-01 6.5 N/A 1008.00 1045.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132V8BG0 2029-10-01 5.011 N/A 1060.00 1059.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VKM1 2050-04-20 3.5 N/A 1001.00 204.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMW50 2055-04-20 6 N/A 2000.00 2062.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D3MP7 2040-08-01 3 N/A 1196146.00 523594.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKYJ3 2053-03-01 4.5 N/A 494000.00 404158.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HJE3 2036-12-01 4.887 N/A 7135.00 4.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3GW1 2052-02-01 2 N/A 835587.00 519475.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4CS1 2055-05-20 6 N/A 154537.00 158803.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XDB28 2029-12-01 4.5 N/A 2149654.00 2163198.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287VDL1 2032-07-01 6.5 N/A 9758.00 143.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A92L3 2054-03-01 6.5 N/A 99000.00 93710.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHRE2 2032-10-01 4.12 N/A 1021.00 999.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 5.40185 N/A 19244413.00 16893688.65 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- 2025-07-01 2025-07-07 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 0.0448 1000000000.00 1000000000.00 0.0034 N N Y N JPMORGAN TRUST II 2025-07-08 /s/Timothy J. Clemens Timothy J. Clemens Treasurer