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Debt Y Fitch Short Rating F1+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 Fitch Long Rating AA+ Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ 2025-11-28 2025-11-28 2025-11-28 N N N 0.0424 3038077787.94 3038077787.94 0.0102 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.00000000 912797QG5 254900HROIFWPRGM1V77 US912797QG56 U.S. Treasury Debt Y Moody's Short Rating P-1 Fitch Long Rating AA+ Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 Fitch Short Rating F1+ 2025-10-23 2025-10-23 2025-10-23 N N N 0.0409 2868168406.62 2868168406.62 0.0096 N Y Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 4.35999960 N/A N/A 0SB005UM5 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 3140BFFJ9 2040-06-01 5.5 N/A 8511.00 8673.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPKP2 2052-10-01 6 N/A 285808.00 119351.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS5M0 2050-07-01 4 N/A 423495.00 350205.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRQN7 2053-07-01 6.5 N/A 100000.00 83207.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426PZH1 2055-06-01 6.5 N/A 2396412.00 2505205.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBG7 2051-04-01 1.5 N/A 1054282.00 596962.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XEFD8 2038-11-01 4.64 N/A 10000000.00 9649986.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FF44 2055-01-01 5.5 N/A 7954152.00 7575403.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD3V1 2054-07-01 6.5 N/A 22721856.00 19511214.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RFM5 2055-06-01 5.187 N/A 5049904.00 5034320.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FNS2 2040-07-01 5 N/A 52885760.00 53272178.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XWC90 2048-01-01 3.5 N/A 1615000.00 178664.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XX3A5 2048-04-01 4 N/A 25989504.00 3075175.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3WQ3 2050-08-01 2.5 N/A 1406818.00 385421.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPPJ2 2054-03-01 6.5 N/A 270770.00 227769.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQE1 2052-12-01 3.5 N/A 217840.00 166737.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFL6 2052-06-01 3.5 N/A 1371518.00 1004858.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9HP9 2048-06-01 3.5 N/A 210470.00 57526.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FMJZ6 2049-07-15 4 N/A 1000.00 522.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426GLX1 2055-04-01 6.5 N/A 5218872.00 5092871.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BWRN6 2047-03-15 3 N/A 1606644.00 1244570.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418FHZ3 2055-03-01 6 N/A 400000.00 386536.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3ZE0 2052-02-01 2.5 N/A 880005.00 607622.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDFY1 2055-06-01 6.5 N/A 45478400.00 45842435.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386MZB9 2030-10-01 6.5 N/A 99984.00 489.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDT7 2052-05-01 3.5 N/A 452000.00 326923.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKQ5 2054-02-01 6.5 N/A 476057600.00 316054139.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGL5 2055-01-01 6.5 N/A 116712576.00 105358039.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WE3X6 2054-06-01 6.5 N/A 13835664.00 9541646.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38376RLJ3 2065-10-20 5.03672 N/A 1200000.00 98417.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140BFSA4 2055-07-01 5.5 N/A 3000384.00 3002558.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECT5 2037-04-01 1.5 N/A 4416376.00 2795938.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426QA94 2055-05-01 6 N/A 1308342.00 1333617.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZ62 2041-06-01 2 N/A 100000.00 59784.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385FB59 2055-04-20 5 N/A 1773176.00 1360036.05 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132D6B33 2037-06-01 2 N/A 11316496.00 7538345.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GEZ4 2055-03-01 6 N/A 5407260.00 4894004.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN7F4 2052-04-01 3.5 N/A 300000.00 214780.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426TWA1 2055-07-01 6.5 N/A 75107584.00 77861153.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9FQ9 2054-03-01 5 N/A 657173.00 630889.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B45W6 2055-04-01 6.5 N/A 11252480.00 11131270.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMM2 2054-09-01 6.5 N/A 723693568.00 599992147.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BBAK0 2055-07-01 5.5 N/A 1298236.00 1320325.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W13C5 2049-07-01 4 N/A 10892384.00 10058771.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9KN2 2053-08-01 5.5 N/A 517454.00 412582.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5SB5 2053-11-01 6.5 N/A 342000.00 228330.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGPU7 2051-11-01 2 N/A 956904.00 593210.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CW6K5 2038-04-01 3.5 N/A 327000.00 227995.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3EN8 2055-07-01 7 N/A 1202152.00 1277805.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6GA3 2048-07-01 3.5 N/A 1829452.00 413626.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCBN8 2053-02-01 5.5 N/A 159891.00 127992.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FFW2 2055-03-01 6.5 N/A 488503.00 342980.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZX3 2051-06-01 3 N/A 1884.00 946.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASPK8 2054-10-01 6.5 N/A 1131562.00 816075.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XG4G8 2031-09-01 4.15 N/A 8067536.00 7924001.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6F4 2036-11-01 1.5 N/A 1940000.00 1171053.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0X98 2053-11-01 6 N/A 24762720.00 21344505.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L0RZ2 2051-08-01 3 N/A 100000.00 61942.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FS7E7 2047-03-01 4 N/A 429997.00 55253.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MWU1 2052-04-01 2.5 N/A 16812000.00 13750312.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CK60 2054-11-01 5 N/A 3743092.00 3646213.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CX74 2048-06-01 3 N/A 7377408.00 1295923.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTF46 2034-05-01 3.59 N/A 9413360.00 8675057.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRKR3 2053-02-01 6 N/A 4017648.00 3208615.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HR6D0 2033-12-01 4.14 N/A 7892620.00 7639487.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQ3M6 2053-04-01 6.5 N/A 426000.00 291114.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPDK0 2037-05-01 3 N/A 2165000.00 1393798.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQEY7 2054-07-01 6.5 N/A 442000.00 377497.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9DC4 2048-06-01 4.5 N/A 1509616.00 302854.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D45S8 2045-07-01 5.5 N/A 3394060.00 3433747.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPX87 2053-12-01 6.5 N/A 100000.00 77818.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132LAC75 2048-09-01 4 N/A 99989248.00 4385515.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEX70 2054-06-01 7 N/A 1140500.00 1199770.05 Agency 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBEB2 2051-05-01 2 N/A 10000000.00 5972471.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378XF71 2055-08-16 3.30164 N/A 5000000.00 6430916.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B5GH4 2055-03-01 6.5 N/A 1141172.00 1181866.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMF55 2054-07-01 6.5 N/A 31695840.00 27292143.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WEKX9 2046-06-01 3.5 N/A 200000.00 34457.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LPN57 2051-07-01 2 N/A 200000.00 79191.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WNCS1 2039-08-01 5 N/A 2043236.00 45084.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCC28 2054-05-01 6 N/A 2094630.00 1752045.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM5Z4 2051-11-01 3.5 N/A 11117136.00 7501967.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEM70 2055-06-01 6.5 N/A 9817008.00 10168979.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLL20 2051-07-01 2.5 N/A 3166636.00 1941296.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJQ7 2053-11-01 5 N/A 3700000.00 3272407.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ4D7 2054-07-01 6 N/A 2987340.00 3035459.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEAQ1 2055-06-01 5.5 N/A 5333832.00 5376595.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSWS9 2053-09-01 6 N/A 1532450.00 1368777.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYN6 2036-04-01 2.5 N/A 523024.00 247371.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AC97 2055-02-01 6.5 N/A 1655180.00 1607842.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMYW9 2051-08-01 3 N/A 234000.00 154857.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADQL8 2054-05-01 5 N/A 1915150.00 1373705.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDJJ0 2055-06-01 6.5 N/A 28819584.00 29870342.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N82M9 2053-04-01 6.5 N/A 1791776.00 1852770.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BJNX1 2055-07-01 4.5 N/A 2980704.00 2842035.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEH2 2052-08-01 3.5 N/A 289000.00 219100.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HMNY6 2048-09-01 4.5 N/A 18000000.00 5219365.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDC4 2052-03-01 2 N/A 495896.00 322671.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334XJS9 2049-07-01 4 N/A 5399.00 680.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FUD5 2026-10-01 6.5 N/A 61807232.00 122877.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NL4D8 2053-04-01 5.5 N/A 3089760.00 3008676.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSMM0 2054-08-01 5 N/A 4771160.00 4614561.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A8ZB8 2033-01-01 2.5 N/A 10000.00 1899.22 Agency Mortgage-Backed Securities Y Moody's Short Rating NR Moody's Long Rating NR Fitch Long Rating AA Standard & Poor's Long Rating A+ Fitch Short Rating F1+ Standard & Poor's Short Rating A-1 2025-08-01 2025-08-07 2025-11-07 Y BOFA SECURITIES INC (REPO) 1.0000 7 N Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Fitch Long Rating AA Standard & Poor's Short Rating A-1 N N 0.0442 1500000000.00 1500000000.00 0.0050 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.33000080 3130B6YH3 2549001DPIFGXC1TOL40 US3130B6YH36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long 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STATES TREASUR 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 184249700.00 217669652.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 N/A 1900.00 1701.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 94546900.00 68221914.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 100.00 97.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 3400.00 3392.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 900.00 563.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 100.00 100.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 2200.00 2035.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 100.00 103.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 200.00 186.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 23800.00 26326.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 3607184.94 2011110.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 64998600.00 59764110.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 2600.00 2508.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 200.00 151.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 1800.00 1821.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 1600.00 1485.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 300.00 298.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 26105500.00 22977645.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 500.00 517.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 1800.00 1772.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJS1 2025-12-31 4.25 N/A 800.00 802.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 100.00 71.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 200.00 180.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 720900.00 735987.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 1200.00 1209.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 675.53 175.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0 N/A 3200.00 1040.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 200.00 182.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 N/A 39718500.00 37773757.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 2000.00 1933.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 N/A 1300.00 1095.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LW8 2025-08-15 0 N/A 240.18 239.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 500.00 382.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 16200.00 13320.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 100.00 100.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 N/A 2097.34 1494.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 800.00 595.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 200.00 132.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 179.20 116.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 200.00 198.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 100.00 27.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5 N/A 400.00 423.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 1600.00 1635.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 500.00 424.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 100.00 100.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PQ4 2025-08-28 0 N/A 100.00 99.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 500.00 454.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 600.00 610.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 100.00 97.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 300.00 206.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 600.00 598.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 2100.00 1786.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 58878200.00 54095111.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 N/A 100.00 42.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 200.00 122.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 100.00 94.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 200.00 170.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 600.00 557.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 200.00 196.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 6000.00 5870.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 1600.00 1290.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 1700.00 1522.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 3755600.00 2784416.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 400.00 351.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 100.00 101.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 100001200.00 57412316.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 15000000.00 17471615.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 200.00 223.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 34200000.00 18770746.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 600.00 556.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 100.00 97.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 100.00 92.18 U.S. Treasuries (including strips) Y Moody's Short Rating P-1 Fitch Long Rating AA- Fitch Short Rating F1+ Standard & Poor's Long Rating A+ Moody's Long Rating Aa1 Standard & Poor's Short Rating A-1 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 1250000000.00 1250000000.00 0.0042 N Y Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 4.36000000 N/A KX1WK48MPD4Y2NCUIZ63 0RG005QW5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 100.00 104.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 200.00 195.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31426NR28 2055-05-01 6.5 N/A 1311587.00 1364645.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDRL5 2051-09-01 2.49 N/A 1000000.00 687658.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXRZ6 2054-02-01 7 N/A 1021141.00 893518.08 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 200.00 205.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGL9 2026-02-15 4 N/A 100.00 101.67 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140ASUK2 2054-10-01 5 N/A 3177547.00 2840448.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MJA0 2054-09-01 5 N/A 38639.00 36481.28 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 2667700.00 2678820.22 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140BKH49 2055-08-01 6 N/A 2377630.00 2423829.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1L64 2054-11-01 5.5 N/A 2457132.00 2455768.61 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 100.00 101.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797QF7 2025-10-16 0 N/A 100.00 99.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140K4KT6 2050-02-01 5 N/A 1401431.00 820352.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 100.00 100.11 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NYTB7 2035-06-01 4.61 N/A 8486522.00 8393965.17 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 800.00 691.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 100.00 48.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKB6 2026-02-28 4.625 N/A 404000.00 412506.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140N23U3 2052-10-01 5.5 N/A 1183503.00 1124040.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTFN4 2034-04-01 3.63 N/A 1661610.00 1541517.14 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 100.00 103.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 6885100.00 6678142.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGV7 2026-04-15 3.75 N/A 100.00 100.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 10312000.00 10458783.19 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140B2CW2 2054-12-01 6 N/A 3142055.00 3188055.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LMSU8 2030-04-01 3.49 N/A 14280000.00 13294938.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HWRW4 2031-11-01 2.53 N/A 5360000.00 4374632.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 8690000.00 5938248.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 1100.00 1047.63 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NXZ89 2030-04-01 4.44 N/A 19999000.00 20118194.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426WHU7 2055-08-01 6 N/A 11174816.00 11391953.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRHF3 2033-12-01 4 N/A 4888000.00 4672002.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6CQ1 2055-03-01 6 N/A 78573946.00 78869787.55 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125 N/A 12999800.00 13061346.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 5105600.00 5026304.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 100.00 93.47 U.S. 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STATES TREASUR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 200.00 199.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 1039900.00 1033346.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 200.00 202.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CYMX3 2054-10-01 6 N/A 1260909.00 1294158.27 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 100.00 102.49 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140B5BY2 2055-04-01 6.5 N/A 518545.00 543938.84 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 600.00 453.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 15999600.00 16043918.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134GV6J2 2040-07-13 2.15 N/A 2000.00 1353.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3142GUDQ3 2055-03-01 5 N/A 80168541.00 77362985.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NX6C2 2030-04-01 4.52 N/A 25155000.00 25392379.36 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 18599600.00 9665005.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 57225100.00 40347419.48 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HTYC7 2049-05-01 3.83 N/A 1799207.00 1493937.72 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 N/A 0.09 0.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 200.00 203.26 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31426QSN4 2055-06-01 6 N/A 1376550.00 1403485.59 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 300.00 257.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 1264400.00 1307016.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 25236300.00 23473165.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 24999900.00 25326926.54 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140B9KJ7 2055-05-01 6.5 N/A 3205245.00 3360792.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVCA3 2029-05-01 4.87 N/A 24666000.00 25169317.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MTE2 2055-04-01 6.5 N/A 1209067.00 1260163.58 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 200.00 179.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3131XJEH1 2042-03-01 3.5 N/A 19137177.00 2756813.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A2B41 2050-02-01 5 N/A 6561130.00 2822053.69 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 100.00 96.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133BKZV4 2052-09-01 4.5 N/A 1170639.00 1071620.63 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 N/A 12956000.00 13000599.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140B8ZV6 2055-05-01 6.5 N/A 2031382.00 2082947.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVS62 2054-09-01 5.5 N/A 1502996.00 1421000.98 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 31000000.00 31691831.81 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EL6C3 2035-09-10 1.73 N/A 4000.00 2967.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132XDBH5 2029-07-01 3.83 N/A 1000.00 972.69 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 20841900.00 20609929.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJE2 2025-10-31 5 N/A 100.00 101.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 300.00 293.21 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NVRH2 2034-07-01 4.88 N/A 3150000.00 3190782.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B63M5 2055-04-01 6.5 N/A 1986950.00 2092813.24 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJL6 2025-11-30 4.875 N/A 100.00 100.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 100.00 98.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 65470900.00 65242210.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 3100000.00 2344914.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 4.875 N/A 400.00 405.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 2999700.00 3002357.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 1263400.00 1074898.22 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NYUW9 2035-06-01 5.08 N/A 19854400.00 20374591.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCBN3 2053-06-01 4.612 N/A 28899087.00 23543117.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426SRB7 2055-05-01 6.5 N/A 1245952.00 1305625.21 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 200.00 203.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 100.00 102.56 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AM2Z3 2054-08-01 5.5 N/A 1208892.00 1200915.88 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.5 N/A 200.00 196.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 1700.00 1698.08 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HTS59 2034-05-01 3.34 N/A 9334385.00 8397491.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUUX2 2054-06-01 6 N/A 125360768.00 117387578.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NN6X8 2053-09-01 6.5 N/A 1134655.00 961920.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31377UX73 2030-07-01 3.68 N/A 9464052.00 9220046.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HSVM0 2034-02-01 3.87 N/A 1694902.00 1604419.66 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 200.00 152.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 100.00 98.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 200.00 170.87 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WECW8 2054-06-01 6.5 N/A 2916165.00 2910124.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 719000.00 694413.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 30640000.00 30147901.29 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HRRR6 2028-11-01 3.95 N/A 16225000.00 16124967.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRZX4 2031-02-01 4.11 N/A 7966398.00 7726963.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNUR0 2030-08-01 3.75 N/A 6441000.00 6265779.04 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 11527400.00 8821465.33 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NYE49 2035-06-01 4.945 N/A 1898000.00 1911116.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHY61 2052-11-01 5.18 N/A 931880.00 885020.70 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 14385200.00 13528295.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 100.00 100.98 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140J2CR5 2050-11-01 2.49 N/A 286815.00 192831.24 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 10198600.00 10180038.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 100.00 101.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 100.00 99.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132J9HT8 2043-05-01 3.5 N/A 17669999.00 2570332.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AASY1 2045-04-01 3.5 N/A 17000000.00 2764404.04 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 200.00 183.04 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NYSS1 2035-06-01 5.215 N/A 36959000.00 37933824.41 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 18246600.00 18678079.83 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNCD1 2033-05-01 3.51 N/A 15814000.00 14799895.62 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFW6 2025-11-15 4.5 N/A 100.00 100.94 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HTLY3 2034-05-01 3.35 N/A 9808223.00 8917132.87 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 100.00 97.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 100.00 104.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HSDW8 2028-12-01 3.955 N/A 6104000.00 6026459.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LJZV5 2032-08-01 3.06 N/A 2333000.00 2129840.03 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 99999700.00 92541922.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31426G2G9 2055-04-01 7 N/A 2556500.00 2586453.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XDBG7 2029-07-01 3.83 N/A 12768624.00 12419864.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEAH1 2055-06-01 6.5 N/A 783793.00 823618.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LMRA3 2038-04-01 3.51 N/A 5398000.00 4772836.03 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 7001300.00 6786448.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133D1MD8 2054-11-01 5.5 N/A 1055673.00 1041173.30 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 469900.00 487271.42 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EL3Q5 2040-08-13 1.95 N/A 4000.00 2677.84 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140LCLV1 2028-07-01 1.27 N/A 6757899.00 6097548.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HATD8 2053-11-25 6.35001 N/A 25000000.00 15380774.49 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 177725000.00 190940431.19 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140BETJ7 2055-07-01 6.5 N/A 1174719.00 1225658.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWTM4 2054-09-01 7 N/A 340935.00 361632.13 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 200.00 203.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 149700.00 149586.57 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CSNM9 2054-08-01 6 N/A 1007411.00 994592.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 400.00 368.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 N/A 200.00 201.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 10728700.00 10963494.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140LDYN3 2036-10-01 2.09 N/A 466664.00 366703.48 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 200.00 199.59 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140APS39 2054-11-01 5.5 N/A 2278711.00 2148397.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QZM5 2053-09-01 4.808 N/A 23157312.00 20149465.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LCVN2 2046-01-01 4.01 N/A 1954189.00 1488947.58 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 3971000.00 2436330.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 200.00 199.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 200.00 202.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3131XYN70 2047-11-01 3.5 N/A 7098704.00 2846359.35 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 100.00 99.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 100.00 99.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AF4W4 2033-10-24 4.1 N/A 15000.00 14401.76 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140NYY54 2035-07-01 4.63 N/A 22461900.00 22308200.70 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 858100.00 673699.31 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3142GSNQ7 2054-08-01 5.5 N/A 20045945.00 19127627.83 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 125234000.00 127619762.18 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HR5F6 2033-12-01 4.15 N/A 4600000.00 4381714.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATWU6 2054-12-01 6.5 N/A 1018499.00 916961.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HT5Y1 2034-09-01 3.43 N/A 4000000.00 3641713.33 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 400.00 389.75 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HRC68 2033-10-01 3.69 N/A 2899807.00 2738728.52 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 200.00 201.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31334WPN5 2049-06-01 5 N/A 2219337.00 757309.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTAB5 2053-09-01 5.394 N/A 27807446.00 25297435.80 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 25099800.00 25800711.92 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138LNXB2 2033-08-01 3.85 N/A 1000000.00 937888.33 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 100.00 95.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133D04C2 2054-11-01 7 N/A 1371367.00 1387168.35 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 200.00 204.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31426TDZ7 2055-07-01 6.5 N/A 3456905.00 3611776.65 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 200.00 203.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 100.00 100.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 100.00 100.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 100.00 92.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 100.00 93.18 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138LNN23 2033-07-01 3.75 N/A 1357376.00 1282148.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEUT3 2055-06-01 6.5 N/A 1600430.00 1666733.53 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 25000100.00 24617235.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CQLM5 2054-07-01 6 N/A 4262778.00 4120788.33 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 50362000.00 51825360.42 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138LNL74 2033-07-01 3.97 N/A 1877142.00 1768255.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSBY6 2053-05-01 4.952 N/A 44681536.00 36963735.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDM27 2040-05-01 2.5 N/A 111395685.00 45585094.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LMZX4 2030-05-01 3.445 N/A 806969.00 773885.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 100.00 100.65 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140BENA2 2055-06-01 7 N/A 1395670.00 1484085.71 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 100.00 100.18 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140LAE27 2035-12-01 1.61 N/A 4719894.00 3606809.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK5E1 2054-09-01 6.5 N/A 1108553.00 1052543.72 Agency Mortgage-Backed Securities UNITED 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(including strips) FEDERAL NATIONAL MORT N/A 3140HSUG4 2031-06-01 3.89 N/A 882657.00 858059.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXUF7 2040-02-01 6.5 N/A 16706912.00 15168197.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A1UJ9 2050-01-01 5 N/A 1016454.00 120368.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVRM9 2046-12-01 4 N/A 16998300.00 2331571.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LEN60 2041-12-01 2.41 N/A 9120554.00 6347780.93 Agency Mortgage-Backed Securities Y Fitch Short Rating F1 Fitch Long Rating A+ Standard & Poor's Long Rating A+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Short Rating A-1 2025-08-07 2025-08-07 2025-09-18 Y NATIXIS NEW YORK BRANCH (REPO) 1.0000 7 N Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 Fitch Short Rating F1 Moody's Long Rating A1 Fitch Long Rating A+ N N 0.0436 2000000000.00 2000000000.00 0.0067 N N Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 4.43999880 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 3131Y9X40 2049-02-01 5 N/A 880075.00 144698.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGC1 2053-02-01 3 N/A 130886.00 98756.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEJ72 2049-06-01 3.5 N/A 800000.00 70291.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMZD0 2051-10-01 3.5 N/A 12381083.00 7625171.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMQ0 2053-01-01 4 N/A 285000.00 225498.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNYA5 2051-12-01 2.5 N/A 7820163.00 5628706.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BW4Y6 2053-03-01 6.5 N/A 5908430.00 5437924.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 398133.00 306374.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3PM3 2052-02-01 2.5 N/A 1071956.00 741380.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427M2E0 2052-09-01 3.5 N/A 16523550.00 14640871.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMEV3 2051-07-01 3.5 N/A 16362217.00 9670037.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPM96 2053-01-01 6 N/A 100000.00 77784.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3J7 2048-02-01 3.5 N/A 833377.00 99391.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WLUW4 2047-03-01 4 N/A 8587760.00 1505734.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQSP2 2052-03-01 2.5 N/A 2100000.00 1512053.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNAW3 2052-01-01 3.5 N/A 73868195.00 46445663.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPRK6 2052-10-01 6 N/A 1476843.00 1460664.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKG46 2053-01-01 6 N/A 31971974.00 22355790.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM5N1 2052-01-01 2.5 N/A 6601162.00 4652337.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNDA8 2051-11-01 2.5 N/A 721848.00 446139.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQS98 2052-11-01 5.5 N/A 2808758.00 2324541.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNQ30 2052-03-01 3 N/A 3986395.00 2989533.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BN6Z1 2052-10-01 5.5 N/A 24998000.00 18028365.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSXR8 2053-01-01 7 N/A 4000000.00 2695625.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y3YQ3 2048-09-01 6 N/A 315299.00 144640.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDY6 2052-06-01 2.5 N/A 2369462.00 1637951.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGQ0 2053-03-01 5 N/A 3984823.00 3327916.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BEAP8 2052-06-01 3 N/A 247376.00 196462.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMVA9 2051-12-01 2.5 N/A 4800000.00 3239155.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNEH2 2051-12-01 2.5 N/A 105273057.00 64976505.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XCSK2 2049-03-01 5 N/A 86918398.00 17393549.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEUQ7 2047-03-01 3.5 N/A 100000.00 74810.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BHUM6 2052-08-01 4.5 N/A 3223759.00 2544198.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEF6 2052-08-01 2.5 N/A 1614810.00 1150560.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.5 N/A 354000.00 216657.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A1A51 2050-01-01 3 N/A 270000.00 66893.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AT2C4 2051-10-01 2.5 N/A 1315000.00 806926.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339SJE6 2049-09-01 5 N/A 757366.00 152283.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AY5U0 2051-12-01 2.5 N/A 8202197.00 5541713.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVKZ7 2053-02-01 6 N/A 1317254.00 1307655.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGUM8 2049-09-01 5 N/A 1347490.00 152260.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HYA57 2050-04-01 2.62 N/A 1477000.00 1026593.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPK80 2052-06-01 3.5 N/A 155000.00 115322.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFB4 2052-09-01 2.5 N/A 535000.00 379700.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131YAY95 2049-03-01 5 N/A 506899.00 71971.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZY7 2052-05-01 4.5 N/A 8105974.00 6831604.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJG2 2051-09-01 2.5 N/A 553747.00 403350.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5HQ1 2047-10-01 3.5 N/A 25983068.00 3239626.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427N3F4 2050-02-01 4 N/A 7948907.00 7430813.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNXJ7 2052-09-01 2.5 N/A 2079815.00 1423650.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XXLS8 2047-08-01 3.5 N/A 6975000.00 989567.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M83M9 2051-12-01 2 N/A 120000.00 73438.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPC30 2052-11-01 4.5 N/A 49439478.00 37098250.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEQ2 2052-09-01 3.5 N/A 4875343.00 3717143.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQDT0 2052-11-01 6 N/A 400000.00 320890.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEC3 2052-07-01 4.5 N/A 400000.00 307131.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BS5C2 2052-12-01 3.5 N/A 126000.00 92431.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QK5H7 2051-06-01 3 N/A 41586688.00 24096146.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACSZ4 2048-03-01 3.5 N/A 3867400.00 910478.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MKNR9 2052-03-01 2 N/A 5951985.00 4204133.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AXAK8 2051-11-01 2 N/A 4722396.00 3132697.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDD2 2052-03-01 2.5 N/A 983073.00 648405.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGFP9 2052-03-01 3 N/A 16002178.00 10950353.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9MX6 2048-10-01 5.077 N/A 808000.00 59388.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AGEG0 2051-03-01 2 N/A 1999000.00 1250307.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EN55 2052-12-01 3 N/A 8362803.00 6394780.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMYW9 2051-08-01 3 N/A 5000000.00 3308911.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B4WB7 2052-02-01 3 N/A 132460.00 94008.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427PBJ2 2049-11-01 4.5 N/A 3743395.00 3637359.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNB77 2052-04-01 3.5 N/A 2125311.00 1516385.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JXS25 2049-11-01 2.776 N/A 400000.00 87386.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNKV4 2052-02-01 3 N/A 24486743.00 17730787.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ4D2 2052-11-01 4.5 N/A 3063216.00 2439305.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM6Z3 2047-10-01 3.5 N/A 12939689.00 7745885.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ATXF3 2051-10-01 2.5 N/A 564062.00 393988.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUNF0 2053-01-01 6.5 N/A 200000.00 125737.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MBM2 2050-04-01 3 N/A 12073771.00 10289412.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUQG5 2052-11-01 3.5 N/A 11021198.00 9284962.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLAT4 2051-02-01 3.5 N/A 240000.00 115658.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPR25 2052-07-01 5 N/A 33284400.00 25110390.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5C5 2050-02-01 2.5 N/A 22662002.00 5521576.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0A93 2052-07-01 2.5 N/A 3291000.00 2429319.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEH2 2052-08-01 3.5 N/A 1505175.00 1141124.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMXL4 2051-08-01 3 N/A 69459907.00 40769432.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQHE9 2052-12-01 5.5 N/A 8020000.00 6677079.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339UJN1 2049-10-01 3.5 N/A 321000.00 80367.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AC2K5 2048-07-01 4 N/A 398000.00 59695.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DP4N5 2052-01-01 2.5 N/A 3655013.00 2578166.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GT4G2 2047-07-01 3.25 N/A 10000000.00 1514196.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGK64 2049-08-01 5 N/A 479761.00 61174.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BT3U2 2052-12-01 7 N/A 518570.00 536269.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUA98 2053-01-01 5.5 N/A 2284527.00 1691902.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DP3S5 2052-12-01 3.5 N/A 82000.00 63186.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRDB6 2053-01-01 6.5 N/A 1025000.00 743617.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMXY6 2049-12-01 4 N/A 10423099.00 5604254.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQLA1 2052-10-01 4.5 N/A 47614374.00 38394114.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XXQF9 2048-03-01 4 N/A 9201515.00 1911633.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SKDF5 2052-10-01 4 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2053-03-01 5.5 N/A 3775027.00 2430875.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQF8 2052-07-01 3.5 N/A 445000.00 339036.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFMC2 2051-12-01 2 N/A 1054673.00 721789.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A0FG4 2049-12-01 3.5 N/A 853000.00 144402.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVLU7 2053-01-01 7.5 N/A 1297493.00 281336.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVKU8 2049-11-01 3 N/A 334000.00 122351.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HNV66 2049-01-01 4.5 N/A 13821719.00 1008121.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACYK0 2048-10-01 5 N/A 778490.00 73135.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPSX7 2053-02-01 5 N/A 1150000.00 973719.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQK1 2052-06-01 2 N/A 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82772.00 65021.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133APAP4 2051-07-01 2.5 N/A 650000.00 458418.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0S45 2053-03-01 3.5 N/A 348986.00 277161.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACS35 2048-03-01 3.5 N/A 4955000.00 1066873.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B0R62 2051-12-01 3 N/A 40485581.00 28521920.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSYM8 2052-12-01 6 N/A 1114281.00 886254.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMA0 2052-03-01 3 N/A 576000.00 379607.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XY4E6 2048-01-01 4 N/A 900000.00 144653.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN4F7 2052-10-01 4 N/A 600000.00 462227.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XB2C3 2050-04-01 4.5 N/A 19580253.00 5802525.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPJ58 2052-06-01 4 N/A 431983.00 325742.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMW76 2051-09-01 3 N/A 9323203.00 5628270.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQA3 2052-04-01 2.5 N/A 350000.00 259399.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XYYV5 2047-12-01 3.5 N/A 6213186.00 1296381.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQNY8 2053-03-01 4 N/A 697515.00 544337.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUYQ4 2052-11-01 3.5 N/A 35533517.00 30286147.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AJCW1 2051-02-01 2 N/A 652253.00 449213.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3VK7 2049-09-01 4.5 N/A 1261244.00 70354.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNTK9 2052-08-01 4.5 N/A 383000.00 288292.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHGD3 2052-02-01 2.5 N/A 3946546.00 2790834.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AX2R2 2051-11-01 3 N/A 126535.00 86061.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EBS8 2052-02-01 2.5 N/A 9348770.00 6118196.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMVD4 2051-10-01 3 N/A 100298.00 69554.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD34 2052-06-01 4 N/A 113000.00 84809.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ENL0 2053-01-01 6 N/A 999059.00 704790.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFHJ3 2051-12-01 3 N/A 22345431.00 15297151.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN6X6 2052-04-01 4 N/A 1700000.00 1202455.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGQ35 2049-09-01 3.5 N/A 954585.00 131466.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE82 2052-10-01 5.5 N/A 1800000.00 1395085.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5HL2 2047-09-01 3.5 N/A 1095000.00 130310.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDZ3 2052-06-01 3 N/A 300000.00 214988.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334XS75 2049-08-01 3.5 N/A 5000000.00 1511936.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.5 N/A 103380.00 69579.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NEW5 2052-08-01 5 N/A 6381164.00 6127048.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVKY0 2050-01-01 3.5 N/A 556000.00 161212.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRR8 2047-02-01 3 N/A 1000.00 456.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AUDY1 2051-10-01 3 N/A 92633.00 58307.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVH40 2053-02-01 6.5 N/A 966325.00 790817.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNJ46 2052-01-01 3 N/A 281526.00 189146.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NRF7 2047-08-01 4 N/A 34685114.00 6528737.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPDD7 2052-06-01 3.5 N/A 79300.00 59072.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQXS0 2047-09-01 3.5 N/A 765000.00 532385.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGKY3 2049-08-01 5 N/A 2291516.00 255981.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVFA8 2053-02-01 7 N/A 1016445.00 881698.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHGV2 2050-01-01 3.5 N/A 550000.00 80492.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWF32 2053-01-01 4 N/A 115000.00 92409.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNEE9 2051-12-01 2.5 N/A 560000.00 388317.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQTB2 2052-08-01 4 N/A 175000.00 139026.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDF7 2052-03-01 3.5 N/A 104002.00 70411.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBN2 2051-05-01 1.5 N/A 998349.00 570411.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B5KV3 2052-02-01 3.5 N/A 2493822.00 1760024.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNBJ1 2052-04-01 3 N/A 12616614.00 8343345.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NVF3 2052-12-01 4 N/A 15018737.00 13948329.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BM7G4 2052-10-01 5 N/A 7978413.00 6407763.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMKJ3 2051-07-01 3 N/A 1602078.00 1044039.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A4JB3 2050-04-01 5 N/A 308000.00 71142.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y1US7 2048-04-01 3 N/A 702190.00 263765.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRQE7 2052-12-01 6.5 N/A 1257932.00 1277247.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0AJ1 2052-04-01 2.5 N/A 642000.00 464495.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNMM2 2052-02-01 3 N/A 481059.00 322859.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWF73 2053-01-01 6 N/A 1083647.00 807992.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NAQ2 2052-02-01 2.5 N/A 14540004.00 11862513.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7FB1 2052-11-01 5.5 N/A 1447205.00 895554.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDL4 2052-04-01 3.5 N/A 87000.00 60997.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJ98 2052-05-01 3.5 N/A 294000.00 222916.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUA4 2052-08-01 4.5 N/A 167788.00 130994.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5E1 2050-02-01 3.5 N/A 425000.00 61317.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDRB4 2051-11-01 2.5 N/A 1189351.00 822526.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFX21 2052-07-01 2.5 N/A 97886.00 62959.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NMS5 2052-02-01 2 N/A 8373244.00 6604614.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0EA6 2051-12-01 2.5 N/A 1500000.00 1095982.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LWAD4 2049-07-01 4 N/A 4971902.00 974727.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ACQR2 2050-11-01 2.5 N/A 10587677.00 5746081.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5H40 2048-01-01 3.5 N/A 9284000.00 1176678.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFT5 2052-12-01 6 N/A 125000.00 97515.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KJL67 2050-07-01 2 N/A 150000.00 68190.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6S77 2050-03-01 3 N/A 3289935.00 1035574.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4E2 2049-09-01 2.5 N/A 330000.00 61479.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5N1 2050-03-01 4.5 N/A 10870078.00 1477771.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQE28 2052-12-01 5.5 N/A 320000.00 252595.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HR6G3 2048-12-01 4.28 N/A 379989.00 320487.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMZY4 2051-11-01 2.5 N/A 213932.00 149502.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNN25 2052-02-01 2.5 N/A 16277000.00 10676800.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B2ZT9 2052-01-01 2.5 N/A 3405843.00 2177882.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGGN2 2049-07-01 3.5 N/A 158000.00 50655.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339SFG5 2049-09-01 5 N/A 1158337.00 123107.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMDL6 2052-09-01 5.5 N/A 209848.00 147615.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427M2K6 2052-05-01 3.5 N/A 7000000.00 6088322.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLXT9 2051-05-01 2.5 N/A 2025000.00 1232065.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFK33 2052-07-01 3.5 N/A 1627397.00 1223682.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133USKB6 2051-07-02 3 N/A 563000.00 415271.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ACTE8 2050-11-01 2 N/A 620912.00 392586.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACDC1 2047-03-01 4.5 N/A 7931000.00 1106832.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJRW4 2052-09-01 5 N/A 8676500.00 7362181.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWF81 2052-11-01 2.5 N/A 2586463.00 1832914.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMZ65 2051-11-01 3 N/A 205000.00 123188.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MHS3 2048-09-01 3 N/A 11520369.00 9697308.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGS6 2053-03-01 6 N/A 21668284.00 15860471.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFQ78 2052-07-01 3.5 N/A 275751.00 205600.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AWR22 2051-11-01 2.5 N/A 4065632.00 2818854.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKEW6 2052-12-01 6 N/A 31923397.00 23341226.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQLC8 2052-10-01 5 N/A 1848721.00 1522519.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AYLH1 2051-11-01 2.5 N/A 732129.00 463576.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQQT6 2052-11-01 5.5 N/A 2038343.00 1052597.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0RB0 2052-07-01 3.5 N/A 338109.00 267573.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQS97 2052-10-01 4.5 N/A 36253968.00 29853905.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3WD2 2050-03-01 4.5 N/A 841572.00 108742.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHSS9 2052-03-01 2 N/A 2998389.00 1905046.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPFV5 2052-05-01 3.5 N/A 108000.00 73211.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJPS5 2052-07-01 4 N/A 86000.00 65360.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NS34 2052-02-01 3.5 N/A 3094643.00 2818589.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NAY5 2047-02-01 3 N/A 5167.00 4567.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNBA0 2052-02-01 2 N/A 17873247.00 11832045.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BXCL3 2053-03-01 5 N/A 528205.00 422042.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XXYA3 2047-09-01 3.5 N/A 645000.00 122875.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ABAP5 2050-10-01 2 N/A 5456612.00 3208354.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4F76 2047-08-01 4 N/A 30208848.00 4722175.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHTQ8 2051-10-01 2.5 N/A 460569.00 353273.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3J2 2049-07-01 3.5 N/A 1094774.00 99631.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM4B8 2051-12-01 3 N/A 2323525.00 1425733.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJ7B2 2052-08-01 3 N/A 25531918.00 17485983.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRM42 2052-12-01 6 N/A 31227602.00 22960323.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPUN6 2052-10-01 5.5 N/A 90000.00 74468.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQAY2 2053-03-01 5.5 N/A 1160000.00 1027192.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWYN7 2053-03-01 6 N/A 1355000.00 1052355.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KG4N5 2049-11-01 3.5 N/A 330272.00 80426.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AXYX4 2051-12-01 2.5 N/A 9642085.00 6781935.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMY25 2051-10-01 3 N/A 19123927.00 13372240.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPBV9 2051-06-01 2.5 N/A 974296.00 672674.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSD82 2051-08-01 2 N/A 240000.00 176534.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XXJ69 2047-08-01 3.5 N/A 5490000.00 728254.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWS9 2048-05-01 3.5 N/A 10440000.00 1204350.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPXX1 2052-03-01 3.5 N/A 1704542.00 1332198.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWHJ5 2053-03-01 5 N/A 319916.00 258571.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LN6W6 2048-09-01 4.02 N/A 989450.00 812862.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BURK5 2053-01-01 5 N/A 833409.00 686308.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMYT6 2051-10-01 3 N/A 73979959.00 45808048.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCB96 2049-11-01 3.5 N/A 98589771.00 22969567.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJTN5 2052-07-01 4 N/A 1888935.00 1161578.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KM5P6 2051-11-01 2.5 N/A 360000.00 213851.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BMB9 2048-01-01 4 N/A 14015504.00 1750247.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCP6 2051-11-01 2.5 N/A 1484753.00 934952.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0R38 2053-03-01 6 N/A 983094.00 990698.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB69 2051-08-01 2.5 N/A 834084.00 497255.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGM99 2052-02-01 2 N/A 948656.00 601900.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKSY5 2051-05-01 3 N/A 93399960.00 53786372.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XWGP2 2047-03-01 3.5 N/A 4692957.00 848247.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BDPX7 2052-06-01 3 N/A 1390000.00 1012050.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMGQ2 2052-09-01 4.5 N/A 1550000.00 1167914.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2BV2 2052-09-01 5 N/A 1350512.00 720800.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AXTW2 2051-11-01 2 N/A 1745096.00 1116520.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGD9 2053-02-01 3.5 N/A 3793293.00 2982245.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NTX7 2051-10-01 2 N/A 2454650.00 1932966.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NTW9 2050-08-01 3 N/A 2272578.00 1958772.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQPL3 2052-10-01 6 N/A 7605079.00 5935571.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEQW9 2048-05-01 4 N/A 39104602.00 26164535.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AGC31 2051-02-01 2 N/A 103765.00 62276.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEJ8 2052-08-01 4 N/A 1037525.00 805523.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGG2 2053-02-01 5 N/A 42603921.00 35203028.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B77K8 2052-04-01 3 N/A 7587859.00 5212735.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133USKT7 2051-05-25 2.5 N/A 3869000.00 2947556.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDU4 2052-05-01 4 N/A 240000.00 174120.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GYJX8 2048-02-01 3.5 N/A 56754000.00 8669070.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDC4 2052-03-01 2 N/A 1091744.00 710379.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPRD2 2052-12-01 6 N/A 750000.00 584007.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NM22 2051-11-01 2 N/A 5162113.00 4020838.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NPE2 2047-05-01 4.5 N/A 2412761.00 416659.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JMES7 2049-07-01 3.299 N/A 11435350.00 1326494.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131YC6A9 2049-05-01 3 N/A 12619279.00 3633374.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y0K50 2048-02-01 4 N/A 530000.00 76683.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH3T2 2052-08-01 4.5 N/A 76818054.00 55115278.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKLQ1 2052-12-01 4.5 N/A 32235833.00 25196618.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMLB0 2048-04-01 3 N/A 23377675.00 17747973.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD67 2052-07-01 3 N/A 492000.00 361202.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPKA5 2052-06-01 3.5 N/A 346702.00 230617.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ATC90 2051-10-01 2.5 N/A 6721414.00 4377449.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHDD5 2049-12-01 3 N/A 1000000.00 313236.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPA98 2052-05-01 4.5 N/A 2655003.00 1863856.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJAJ1 2052-08-01 4.5 N/A 240000.00 190897.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AREZ4 2051-09-01 2.5 N/A 125000.00 78193.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXLJ9 2048-07-01 4.5 N/A 228000.00 91705.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNF57 2051-12-01 3 N/A 300000.00 188130.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AXM58 2051-11-01 3 N/A 110000.00 70266.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKT26 2049-10-01 3 N/A 83935975.00 60608454.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKJ76 2051-11-01 3 N/A 15467244.00 11252394.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJDK6 2052-09-01 2.5 N/A 2054000.00 1418211.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCK56 2051-08-01 2 N/A 4596581.00 2981203.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLRF6 2051-04-01 2 N/A 967430.00 524784.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPSL3 2052-10-01 6 N/A 1031110.00 1017368.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPQ27 2052-07-01 4.5 N/A 2315000.00 1847664.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QKA8 2049-04-01 3.5 N/A 932849.00 383664.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRPK3 2053-03-01 4.5 N/A 7693671.00 6262307.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B45R2 2052-02-01 2 N/A 172034.00 98825.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE66 2052-10-01 4.5 N/A 4730000.00 3705407.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSLT7 2053-01-01 5.5 N/A 600000.00 504651.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDXX9 2051-12-01 2.5 N/A 3313819.00 2316327.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKUN3 2047-05-01 4 N/A 900000.00 156241.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AALL4 2050-10-01 2 N/A 11328024.00 7122790.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNWJ8 2052-04-01 3.5 N/A 939000.00 654182.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADUS5 2048-09-01 3 N/A 300000.00 83634.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM6R1 2052-02-01 4 N/A 25638532.00 15371156.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMJE6 2051-07-01 2 N/A 1000000.00 598857.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A1VM1 2050-02-01 4 N/A 990717.00 256469.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTCA6 2052-12-01 5 N/A 200000.00 148725.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A2BZ2 2050-02-01 3 N/A 1089000.00 252853.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMYZ2 2051-10-01 2.5 N/A 37500000.00 23368196.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMYC3 2051-10-01 2.5 N/A 26618756.00 18502203.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM2E4 2051-07-01 2 N/A 9399380.00 5131664.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K4ZX1 2049-11-01 3.133 N/A 460000.00 50454.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUKB2 2052-11-01 4.5 N/A 914929.00 809826.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE41 2052-10-01 3.5 N/A 13743935.00 10550218.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQS31 2052-12-01 5.5 N/A 79000.00 63441.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W14K6 2052-06-01 3.5 N/A 44423832.00 39629216.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKFA2 2052-09-01 4.5 N/A 125000.00 98178.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DP3K2 2052-12-01 3 N/A 624000.00 462488.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BP2V9 2052-11-01 6 N/A 5743300.00 3708918.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL5Q6 2051-05-01 2.5 N/A 18521965.00 8284783.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDW0 2052-04-01 4 N/A 1684845.00 1120995.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBCK0 2047-04-01 6.526 N/A 429000.00 71025.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LKEG8 2047-10-01 3.49 N/A 250000.00 185066.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWF40 2053-01-01 4.5 N/A 12326000.00 10195484.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN7A5 2052-04-01 3.5 N/A 313000.00 229663.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFG3 2052-11-01 5 N/A 61927000.00 49875519.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ANV43 2051-07-01 2.5 N/A 125000.00 68442.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVK20 2052-12-01 6.5 N/A 976206.00 995926.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCAQ1 2051-06-01 2 N/A 753300.00 482804.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ANZC1 2051-07-01 2 N/A 117000.00 68337.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBXK0 2052-05-01 3.5 N/A 2766285.00 1899816.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AYJU5 2051-12-01 2.5 N/A 11634676.00 8201945.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNSC8 2052-02-01 2.5 N/A 227000.00 142157.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNNK5 2052-01-01 2 N/A 3004361.00 1917528.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPSE9 2053-01-01 6 N/A 270000.00 202419.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTPH7 2052-12-01 6.5 N/A 1527383.00 1538190.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5HV0 2047-11-01 4 N/A 1475000.00 173608.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFD0 2052-11-01 3.5 N/A 232816.00 177421.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNFJ7 2051-12-01 2.5 N/A 276942.00 210302.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNG24 2052-09-01 4.5 N/A 12797835.00 11173246.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNY31 2052-09-01 5 N/A 200000.00 148464.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3U51 2049-08-01 3.5 N/A 7400000.00 436935.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NAZ2 2052-06-01 3 N/A 7047795.00 5988003.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNH97 2052-04-01 3 N/A 189646.00 137077.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUMB0 2052-06-01 3.5 N/A 7574841.00 6495947.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A4NJ1 2050-05-01 5 N/A 2955931.00 525094.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMJG1 2051-08-01 3 N/A 265000.00 156252.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SPGS3 2047-03-01 3.5 N/A 2088597.00 1895833.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427N3D9 2052-03-01 2.5 N/A 5297253.00 4433402.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AXGF3 2051-11-01 4 N/A 520737.00 459062.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWF57 2053-01-01 5 N/A 1715551.00 1402054.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JLYX6 2049-01-01 4.5 N/A 10207757.00 1496743.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQHC3 2052-12-01 4.5 N/A 113554.00 95401.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QK5U8 2051-06-01 3 N/A 1241673.00 859000.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y2KA5 2048-07-01 5 N/A 1247841.00 532727.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUSH1 2053-02-01 4.5 N/A 1397180.00 1039311.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTPC8 2052-11-01 5.5 N/A 853914.00 823451.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BED26 2052-06-01 3.5 N/A 378751.00 273145.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5G82 2047-06-01 4 N/A 930000.00 95312.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BP3E6 2052-11-01 5.5 N/A 5513515.00 4019722.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBDE3 2050-06-01 2.755 N/A 304000.00 65545.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL7C5 2051-06-01 3 N/A 537947.00 373839.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNB36 2051-12-01 2 N/A 136450.00 88526.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNK77 2049-07-01 4 N/A 965000.00 655258.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPXJ2 2053-03-01 5 N/A 53908461.00 43777112.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVHD0 2053-02-01 5 N/A 2659605.00 2405762.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACZD5 2047-11-01 3.5 N/A 2285000.00 495833.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTSH4 2052-12-01 6 N/A 529741.00 527728.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVKN4 2049-07-01 4 N/A 28535600.00 6648247.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5RY7 2047-06-01 6.437 N/A 2500000.00 145979.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPT73 2053-01-01 5 N/A 4100000.00 3249880.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBY8 2051-07-01 2 N/A 500000.00 301975.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGN95 2049-04-01 4.5 N/A 3106297.00 258211.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MV81 2052-02-01 2.5 N/A 20184303.00 16396238.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRF66 2052-11-01 5.5 N/A 1933560.00 1254723.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7U70 2048-11-01 3.5 N/A 300000.00 110883.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEBB9 2051-11-01 3 N/A 988744.00 651055.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUJY4 2048-04-01 4 N/A 457144.00 392995.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNR88 2052-02-01 3 N/A 55804824.00 36623820.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWET6 2052-09-01 5 N/A 200000.00 156009.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADZD3 2049-01-01 4.5 N/A 400000.00 56740.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNA94 2051-11-01 2 N/A 500000.00 307174.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMS22 2051-09-01 2.5 N/A 12115793.00 6950354.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQP59 2052-11-01 3.5 N/A 94483.00 81001.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B2SY6 2052-01-01 2 N/A 3549714.00 2355408.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5H73 2048-02-01 3 N/A 1216220.00 168179.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJE7 2052-11-01 5 N/A 100000.00 72480.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9PB3 2048-08-01 5 N/A 54704369.00 7998450.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PBA0 2048-06-01 3.5 N/A 2200000.00 363173.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDX8 2052-06-01 2 N/A 400503.00 269194.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJN1 2052-09-01 2.5 N/A 3505000.00 2428263.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQMA0 2052-10-01 4.5 N/A 54390000.00 42559766.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKZY8 2052-09-01 4.5 N/A 1393755.00 1146177.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4YV3 2053-01-01 6.119 N/A 937000.00 816248.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKAA7 2052-08-01 4 N/A 1565000.00 1178540.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A2K58 2050-03-01 3 N/A 314853.00 152251.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QM57 2049-04-01 4 N/A 499000.00 88990.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM6D2 2052-02-01 2.5 N/A 519683.00 354496.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE58 2052-10-01 4 N/A 332000.00 259796.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDE0 2052-03-01 3 N/A 2333222.00 1565411.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B1AU5 2051-12-01 2.5 N/A 15809119.00 10785690.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWF65 2053-01-01 5.5 N/A 4517777.00 3590385.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AUP36 2051-10-01 2.5 N/A 470432.00 282197.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B6BE9 2052-02-01 2 N/A 1262034.00 787996.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT4X5 2053-03-01 4.5 N/A 6978375.00 6286384.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNNB5 2052-01-01 4 N/A 95000.00 51046.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLZ6 2051-07-01 3 N/A 36075000.00 21035853.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLY9 2051-08-01 2.5 N/A 68069000.00 40408500.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPPU6 2053-01-01 6 N/A 32466951.00 21131095.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRER0 2053-01-01 6 N/A 2191000.00 1621448.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKC48 2051-04-01 2 N/A 658722.00 396798.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADWG9 2048-12-01 5 N/A 1200000.00 97317.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHLP9 2050-02-01 3.5 N/A 17841698.00 4713194.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN5A7 2052-10-01 5 N/A 2000000.00 1574892.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN7A5 2052-10-01 5 N/A 1702000.00 1316396.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AF4T5 2051-02-01 2.5 N/A 622845.00 346745.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSQ40 2052-11-01 4.5 N/A 1032497.00 849093.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFWM8 2052-07-01 4.5 N/A 621538.00 493395.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSXN7 2052-09-01 4 N/A 248507.00 205425.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBGJ2 2052-05-01 3.5 N/A 1876000.00 1382075.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2YE5 2052-11-01 5.104 N/A 8844701.00 6300389.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KME84 2051-07-01 2.5 N/A 5631000.00 3706701.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCU5 2051-12-01 2.5 N/A 5632288.00 3567904.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J83X9 2047-12-01 4.5 N/A 12434667.00 1629198.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEP4 2052-09-01 3 N/A 4403000.00 3214723.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2X7 2047-11-01 4 N/A 16766102.00 1975946.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7QU2 2047-10-01 6.784 N/A 950000.00 100820.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUL47 2052-07-01 3.5 N/A 8944289.00 7692594.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM5Z4 2051-11-01 3.5 N/A 1348340.00 909874.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XVSB0 2047-12-01 4 N/A 15605215.00 2666909.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCG6 2051-10-01 1.5 N/A 340273.00 207631.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMET8 2051-07-01 3 N/A 12888127.00 7478084.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B02E2 2051-12-01 2 N/A 3170309.00 2131027.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AC2X7 2048-09-01 3.5 N/A 6100000.00 1522493.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31326NKU4 2049-06-01 3.255 N/A 14935617.00 2328389.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWGD9 2053-03-01 5.5 N/A 1012080.00 793022.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGAJ8 2052-03-01 3.5 N/A 15929508.00 9611951.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBTU3 2052-05-01 3.5 N/A 1411210.00 1043380.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQPN0 2052-10-01 5 N/A 105000.00 90824.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KND91 2051-12-01 3 N/A 1961829.00 1349475.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133JMAB3 2053-02-01 5 N/A 1534830.00 670843.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 925429.00 738746.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E03H3 2051-02-01 2 N/A 1300000.00 907279.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNKM4 2052-01-01 3.5 N/A 568635.00 411688.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMN27 2052-09-01 5 N/A 2436498.00 2120838.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31326SBY5 2049-07-01 3.5 N/A 17202922.00 2600420.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M4M96 2052-01-01 2.5 N/A 3428734.00 2357081.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DU2X4 2053-01-01 5.5 N/A 2350199.00 2017022.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NS26 2047-05-01 3 N/A 2636746.00 2306302.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWH22 2053-02-01 6.5 N/A 1044323.00 711902.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMXH3 2051-09-01 3 N/A 74053378.00 46476695.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMHX6 2051-07-01 3 N/A 58986324.00 41244038.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5JY2 2048-06-01 3 N/A 916111.00 170542.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329N6Q6 2048-05-01 4 N/A 31908147.00 4476992.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AWL77 2051-11-01 2 N/A 799665.00 495540.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQLG9 2049-09-01 5 N/A 1944319.00 1470102.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGNT4 2052-03-01 2 N/A 2561495.00 1690850.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBCW4 2047-12-01 6.616 N/A 750000.00 91720.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AXCS9 2051-11-01 3 N/A 362800.00 257722.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLZ75 2051-05-01 3 N/A 52709163.00 29393134.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMX26 2051-08-01 3 N/A 43110345.00 28955899.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLWQ6 2051-05-01 2 N/A 585177.00 372953.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEKY1 2048-09-01 4.5 N/A 1500000.00 448000.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346YY23 2049-11-01 5 N/A 125000.00 57613.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K1AP1 2049-10-01 3 N/A 21939947.00 4446421.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSPH9 2052-12-01 6 N/A 297999.00 184036.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACHR4 2048-01-01 3.5 N/A 8050000.00 1422832.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B0G80 2051-12-01 2.5 N/A 4220516.00 2872568.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACA67 2047-05-01 3 N/A 682000.00 190339.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF21 2052-06-01 4.5 N/A 150000.00 109981.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM6A8 2052-02-01 3.5 N/A 442000.00 286603.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2C3 2047-07-01 3.5 N/A 1867000.00 196386.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPTH1 2052-11-01 4.5 N/A 1566353.00 1289073.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPJ82 2052-06-01 3.5 N/A 1703749.00 1305123.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XYZJ1 2047-12-01 3.5 N/A 11581710.00 4369036.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNWE9 2052-03-01 3.5 N/A 178000.00 126685.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNHG1 2052-01-01 3.5 N/A 617001.00 391078.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCZ4 2052-01-01 2 N/A 865008.00 552667.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XW6F5 2047-06-01 3.5 N/A 5524250.00 761664.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427N3E7 2052-01-01 2 N/A 8557847.00 6880624.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPUH9 2053-02-01 6.5 N/A 300000.00 211548.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B0WY5 2051-12-01 3 N/A 944894.00 632815.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NFW4 2052-08-01 3.5 N/A 6175973.00 5524818.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQE1 2052-12-01 3.5 N/A 4103083.00 3140560.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJXX6 2052-10-01 4 N/A 207663.00 172003.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTKZ2 2052-01-01 2.5 N/A 4000000.00 2993998.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNF81 2051-12-01 2.5 N/A 556259.00 336845.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFL2 2052-10-01 2.5 N/A 927000.00 666492.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GVRR8 2047-10-01 6.6 N/A 10748510.00 538066.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XX6Y2 2047-10-01 3.5 N/A 2300000.00 347762.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XWE64 2048-01-01 4 N/A 27089707.00 3718409.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWD75 2052-07-01 3.5 N/A 11216370.00 8363853.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZD3 2047-04-01 3 N/A 8542293.00 6237057.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNG23 2052-06-01 4.5 N/A 595000.00 384221.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M9BN6 2052-01-01 2.5 N/A 19324482.00 13689775.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAZY7 2048-12-01 6.813 N/A 10000000.00 393119.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133NMAC6 2049-03-01 5 N/A 2427506.00 661079.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JWP20 2049-09-01 3.179 N/A 380000.00 70814.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B6VC1 2052-03-01 2 N/A 906281.00 614220.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACS68 2048-06-01 4 N/A 545000.00 105813.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNEG4 2052-05-01 4 N/A 1020361.00 762890.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ4A7 2051-08-01 4.937 N/A 4876793.00 520376.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBT9 2051-06-01 2 N/A 6325000.00 3767101.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMKH7 2050-03-01 4 N/A 5400000.00 1094017.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBNV8 2049-01-01 3 N/A 29488056.00 13745043.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XXEW7 2047-07-01 3.5 N/A 20459000.00 2413807.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M4MG0 2051-12-01 2.5 N/A 1212260.00 822486.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNNW9 2052-07-01 5 N/A 1240000.00 935944.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWES8 2052-09-01 4.5 N/A 11219399.00 8795906.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WKVH8 2047-02-01 3.5 N/A 14910932.00 2204878.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEWM4 2049-04-15 4 N/A 10872149.00 9219581.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7NM7 2049-01-01 3.5 N/A 8000000.00 1805706.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVPG4 2053-02-01 5.5 N/A 1167090.00 1127748.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPEH7 2052-06-01 3.5 N/A 990000.00 732646.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KKL98 2050-11-01 2 N/A 7889598.00 4711027.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2D90 2051-11-01 2 N/A 5018372.00 3212532.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AUJX7 2051-10-01 3 N/A 149113.00 58386.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133USH95 2050-12-01 3.5 N/A 1927000.00 1443177.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9D40 2048-09-01 4 N/A 11774947.00 1807258.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LVS42 2051-10-01 3 N/A 31923142.00 19656811.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM3X0 2052-01-01 2 N/A 5434036.00 3489952.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCB7 2051-09-01 2 N/A 481094.00 295768.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPVD6 2052-07-01 4.5 N/A 3196366.00 2581837.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWQC0 2053-03-01 5.5 N/A 965000.00 627096.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRSY1 2052-12-01 5 N/A 206986.00 192375.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y83E3 2048-12-01 5.5 N/A 1015039.00 69606.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPT57 2052-08-01 4 N/A 220000.00 166605.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3Y6 2051-09-01 2.5 N/A 93000.00 56097.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQEW2 2052-11-01 5.5 N/A 80000.00 65272.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQ88 2053-02-01 5.5 N/A 10499211.00 8825834.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NSZ3 2050-08-01 3 N/A 8678093.00 7492283.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBKR9 2052-05-01 3.5 N/A 319000.00 225169.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN7C1 2052-04-01 3.5 N/A 145000.00 99612.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCX9 2051-11-01 3.5 N/A 412148.00 214869.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRB85 2053-01-01 5.5 N/A 3152320.00 2310013.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWD34 2053-02-01 6.5 N/A 302582.00 198763.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MHX2 2052-03-01 1.5 N/A 12433862.00 9037776.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B75C8 2047-03-01 2 N/A 3913867.00 2826216.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ2K1 2052-04-01 2.5 N/A 461255.00 338327.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQC5 2052-11-01 4.5 N/A 2493152.00 1856694.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNF99 2051-12-01 2.5 N/A 10879263.00 7316696.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQNE6 2052-03-01 2.5 N/A 2867654.00 2079687.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B9KZ6 2052-04-01 2 N/A 351162.00 228346.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0BB7 2049-02-01 3 N/A 35273934.00 25835211.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ADZS8 2050-12-01 2 N/A 3227894.00 1901689.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BX3P4 2053-03-01 5.5 N/A 1314555.00 1280343.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NSY6 2048-03-01 3.5 N/A 6333868.00 5769273.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EKT6 2052-11-01 4.5 N/A 75000.00 59789.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCW1 2051-12-01 3.5 N/A 275000.00 168180.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ADFV3 2050-12-01 2 N/A 117455.00 59541.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L0PK7 2051-08-01 2 N/A 1171689.00 785166.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LH3Z5 2047-05-01 3.85 N/A 1055000.00 808636.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNL92 2052-01-01 2.5 N/A 39121767.00 26262458.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGLD1 2052-02-01 2 N/A 1613173.00 1043832.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMJM8 2049-08-01 4 N/A 1435057.00 324996.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQDT9 2052-09-01 4.5 N/A 254000.00 200589.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XYHD4 2047-11-01 4 N/A 1600000.00 193134.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNQV8 2052-02-01 2 N/A 92641.00 58180.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQC65 2052-02-01 2.5 N/A 76819.00 56427.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNXK4 2052-05-01 3 N/A 450000.00 316911.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KJ6M9 2050-09-01 2 N/A 122506.00 71504.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNKS1 2052-01-01 3 N/A 190908.00 126368.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGJZ3 2049-12-01 3.5 N/A 2340000.00 1476342.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFD65 2052-01-01 3 N/A 231986.00 169601.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427M2R1 2050-04-01 3.5 N/A 8629144.00 7648371.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3WB6 2050-04-01 3.5 N/A 5400000.00 490183.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBZ7 2052-09-01 4.5 N/A 4207566.00 3378005.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNKY8 2049-06-01 3.5 N/A 200000.00 133363.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNMP5 2052-02-01 3 N/A 2395085.00 1580623.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRFZ1 2052-11-01 5.5 N/A 210913.00 159727.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NAX7 2051-05-01 3.5 N/A 29169017.00 25897560.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4VG8 2049-09-01 3 N/A 16077830.00 6728850.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ATPD7 2051-10-01 2.5 N/A 525000.00 315759.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDWM5 2053-03-01 5.5 N/A 1672116.00 1124748.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNXQ1 2052-03-01 3.5 N/A 12354765.00 8571295.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BHF68 2052-08-01 4.5 N/A 1329668.00 870737.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC35 2052-01-01 3 N/A 500000.00 313238.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H6DW6 2048-02-01 4 N/A 12105725.00 2767199.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BC6R3 2052-06-01 3.5 N/A 1401372.00 1058067.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BA5P2 2052-05-01 3 N/A 1247605.00 889656.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRC52 2049-09-01 3.5 N/A 3287000.00 2809032.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NETJ4 2053-03-01 6.5 N/A 1271459.00 1198590.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SKCH2 2052-06-01 3 N/A 700000.00 562331.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LJCU2 2047-05-01 3.74 N/A 500000.00 379595.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NAL3 2052-04-01 2.5 N/A 4565002.00 3717436.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN 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2051-09-01 3.5 N/A 128273.00 61376.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4A0 2049-10-01 3.5 N/A 1000000.00 132561.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNF40 2052-06-01 3.5 N/A 397000.00 290432.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCH4 2051-10-01 2 N/A 2486000.00 1549455.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FPFW4 2047-07-01 4.5 N/A 19422276.00 3524912.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACNC0 2047-11-01 3 N/A 5000000.00 1395682.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSK43 2052-07-01 2.5 N/A 85237.00 64590.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMYU3 2051-10-01 3 N/A 33440275.00 19271860.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNA37 2051-07-01 2.5 N/A 596294.00 370761.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GW9 2047-04-01 3.5 N/A 3355000.00 381535.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPJ90 2052-06-01 3.5 N/A 1162179.00 877398.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNZE6 2052-09-01 4.5 N/A 87000.00 66710.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQSA5 2052-11-01 4.5 N/A 900000.00 706691.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AGRB7 2051-03-01 2 N/A 4794976.00 2360982.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B72Y3 2052-04-01 2 N/A 485634.00 311635.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMC78 2049-09-01 3.5 N/A 231000.00 82095.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMSJ5 2051-09-01 2.5 N/A 2800000.00 1591732.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHNK8 2050-02-01 3 N/A 426550.00 158374.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5H32 2048-01-01 3 N/A 1152403.00 174516.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DP2Y3 2053-03-01 5 N/A 200000.00 158578.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNP64 2051-10-01 2.5 N/A 153678.00 105080.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.5 N/A 1969947.00 1523892.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACBH2 2047-05-01 3.5 N/A 20000000.00 5376460.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ6F5 2052-02-01 3 N/A 935000.00 697679.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMKY0 2052-09-01 5 N/A 159879.00 126710.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNDQ3 2052-04-01 2.5 N/A 968830.00 645830.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J2J64 2050-12-01 2.225 N/A 3400000.00 2274575.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AYLJ7 2051-11-01 2 N/A 2071950.00 1341003.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQTY2 2053-03-01 4.5 N/A 21440655.00 18025174.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0LX8 2053-01-01 4.5 N/A 5035563.00 4206500.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133NMAA0 2049-06-01 4 N/A 16549520.00 2524687.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACGR5 2047-08-01 4 N/A 975000.00 135165.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD59 2052-07-01 2.5 N/A 2693000.00 1885116.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT2Y5 2053-02-01 3.5 N/A 8926569.00 7395502.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3V35 2050-04-01 3.5 N/A 1930000.00 178603.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNFD0 2052-01-01 3 N/A 1825000.00 1226874.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BU7B7 2053-02-01 5.5 N/A 1020781.00 759521.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQX50 2052-10-01 4.5 N/A 1380000.00 1115617.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ68 2052-10-01 4.5 N/A 1985863.00 1534429.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBTH2 2052-05-01 2.5 N/A 1339000.00 910446.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPQZ4 2052-07-01 4.5 N/A 14380390.00 11311320.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AJKT9 2051-04-01 2 N/A 500000.00 234615.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPKU1 2052-12-01 3.5 N/A 3562720.00 2722804.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3L54 2052-02-01 2 N/A 2043932.00 1320346.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4Y59 2049-09-01 3 N/A 18946702.00 7886908.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B1QD6 2052-01-01 2.5 N/A 599000.00 396937.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC43 2052-01-01 3.5 N/A 660221.00 393516.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XXAC5 2047-07-01 4 N/A 850000.00 84084.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KKD71 2050-10-01 2 N/A 2116628.00 1243372.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AW2U7 2051-11-01 2 N/A 2700000.00 1764163.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFE8 2052-11-01 4 N/A 3913400.00 3106163.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMVJ1 2051-10-01 2.5 N/A 11433885.00 7899934.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLVJ3 2051-05-01 2 N/A 100000.00 56227.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFQ1 2052-12-01 4.5 N/A 917000.00 737082.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNLD3 2052-01-01 2 N/A 1087085.00 711275.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPHH4 2052-12-01 5 N/A 79000.00 62710.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPTE8 2052-08-01 3.5 N/A 850000.00 661414.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AYBJ8 2051-11-01 2 N/A 10147000.00 6346370.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVL63 2052-09-01 5 N/A 5010040.00 2852603.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPJE9 2052-10-01 4.5 N/A 165000.00 141165.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFNJ6 2052-01-01 2.5 N/A 3901331.00 2678557.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNGM9 2050-03-01 4 N/A 479000.00 315887.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPWM6 2053-02-01 6.5 N/A 200000.00 148073.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329Q5L1 2049-01-01 4.5 N/A 1194631.00 108911.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NEM7 2052-08-01 3 N/A 2034948.00 1718150.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPN87 2052-10-01 5.5 N/A 222849.00 181786.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRMD3 2052-12-01 4.5 N/A 625577.00 519838.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE74 2052-10-01 5 N/A 5456971.00 4270835.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ARVM4 2051-09-01 3.5 N/A 1888989.00 845193.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM6T7 2052-02-01 2.5 N/A 39914477.00 25325229.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEE44 2049-05-01 3 N/A 600000.00 55480.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B0SP9 2051-12-01 2.5 N/A 1851473.00 1272459.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339S5R2 2049-10-01 3.5 N/A 750000.00 124540.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL2G1 2051-05-01 2.5 N/A 183932.00 110749.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J51 2049-05-01 4 N/A 137090083.00 37681010.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMY90 2051-10-01 2.5 N/A 2020357.00 1408915.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GYCA5 2047-08-01 7.36 N/A 10400000.00 288681.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPQL5 2052-07-01 3.5 N/A 278207.00 213761.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUZX8 2053-03-01 3.5 N/A 7649142.00 6389414.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM5S0 2052-01-01 2.5 N/A 1994000.00 1306564.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACYJ3 2048-10-01 4.5 N/A 1806000.00 166921.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMR8 2053-01-01 4.5 N/A 1388020.00 1148084.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQFF8 2049-07-01 4 N/A 500000.00 379322.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEB88 2049-04-01 3.5 N/A 7500000.00 516247.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSAZ5 2052-12-01 7 N/A 1026071.00 1058396.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGNJ3 2049-09-01 3 N/A 198000.00 68698.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KKK24 2050-11-01 2.5 N/A 700000.00 359428.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGJ6 2053-02-01 6 N/A 31479477.00 22539512.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4J0 2048-11-01 4 N/A 3000000.00 106671.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B0SJ3 2051-12-01 2 N/A 3450000.00 2143651.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31323FAQ4 2048-05-15 3.5 N/A 8137331.00 6637370.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BNAJ2 2052-09-01 6 N/A 1070841.00 1061972.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334W6T3 2049-07-01 3 N/A 750000.00 88934.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSRE7 2052-12-01 5.224 N/A 6000000.00 3960352.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NYT0 2047-03-01 2.5 N/A 3165999.00 2655049.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XV6R1 2047-02-01 3.5 N/A 851311.00 232919.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLN52 2051-03-01 3 N/A 471174.00 290431.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMH5 2053-02-01 4 N/A 2550001.00 1911091.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NTV1 2051-08-01 3 N/A 44732936.00 38742653.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPQV3 2052-07-01 4 N/A 100000.00 76826.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMVF9 2051-10-01 3 N/A 43493678.00 24467943.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBMV7 2049-08-01 3.5 N/A 457526896.00 104391588.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECR9 2052-04-01 3 N/A 4995000.00 3447717.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSZQ8 2053-01-01 5.5 N/A 80080.00 64403.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8P84 2048-09-01 5 N/A 1000000.00 308712.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUH9 2052-08-01 4.5 N/A 210454.00 160888.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPD6 2053-02-01 5.5 N/A 2005491.00 1552510.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBWX5 2053-02-01 5.5 N/A 1019725.00 969791.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMTT1 2051-12-01 2 N/A 2221490.00 1459633.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H1WK2 2048-03-01 4 N/A 24462825.00 7409083.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSN99 2052-12-01 5 N/A 5000000.00 3805346.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTP61 2052-11-01 3.5 N/A 3370369.00 2807978.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AEWT7 2051-01-01 2 N/A 1690000.00 937771.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPSP4 2053-01-01 4.5 N/A 16878670.00 14116429.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMR31 2051-09-01 2.5 N/A 10500012.00 6494822.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H2Z92 2047-12-01 4 N/A 14382551.00 2142492.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B1WR8 2052-01-01 2.5 N/A 866819.00 600397.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346YUW1 2049-10-01 6 N/A 980118.00 189761.04 Agency Mortgage-Backed 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FEDERAL HOME LOAN MOR N/A 3132DQC53 2047-03-01 4.5 N/A 100000.00 73851.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MDKD9 2052-01-01 2 N/A 5082964.00 3365299.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPWC8 2052-10-01 4.5 N/A 1113138.00 885882.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPGH5 2052-11-01 4.5 N/A 301553.00 241505.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPK49 2052-09-01 4 N/A 12546000.00 9222502.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVBF1 2052-08-01 3 N/A 2633745.00 2197868.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSL42 2052-12-01 5.5 N/A 140000.00 119253.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFH1 2052-11-01 5.5 N/A 92000.00 71526.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ARQV0 2051-09-01 3 N/A 100000.00 61187.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 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1540000.00 878697.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WHJ89 2046-10-01 4 N/A 6491000.00 1689678.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPG3 2054-01-20 5.5 N/A 182779.00 153603.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XYG52 2047-11-01 4 N/A 1004.00 264.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBGV6 2051-05-01 2 N/A 154945.00 97816.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDE7 2052-05-01 3.5 N/A 1000.00 717.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417C3A1 2027-09-01 2.5 N/A 1204.00 39.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5AQ2 2054-11-20 6 N/A 818692.00 761527.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGYM5 2037-04-01 3 N/A 190902.00 125069.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2MG3 2045-08-01 2 N/A 368064.00 315095.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FED5 2054-11-01 5.5 N/A 2829056.00 2639383.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426U4P6 2055-08-01 6 N/A 13307831.00 13566415.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQVE0 2027-12-01 3 N/A 1040.00 23.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS6D9 2052-07-01 2.5 N/A 11447644.00 8786116.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQP74 2052-10-01 4.5 N/A 13216488.00 10595438.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNLM4 2052-07-01 2.5 N/A 2000.00 1507.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FNJ2 2055-07-01 5.5 N/A 32123070.00 32109653.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMYP4 2051-08-01 2.5 N/A 626636.00 411295.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A7KY4 2050-07-01 2 N/A 6102.00 3053.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAHF1 2052-04-01 4 N/A 583482.00 415254.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BVR59 2055-05-25 5.35001 N/A 116870202.00 114272987.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HL5J7 2054-06-25 5.35001 N/A 64294511.00 62823579.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XJD67 2051-12-01 2.5 N/A 2247543.00 1618300.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWN82 2055-03-01 5.5 N/A 115957600.00 111797390.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FNK9 2055-07-01 6 N/A 4388124.00 4471805.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQJ55 2052-10-01 5 N/A 5594409.00 4299130.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUX57 2055-06-01 5 N/A 81757478.00 79929766.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JU31 2055-04-01 5.5 N/A 1315000.00 1311130.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1QK2 2052-09-01 5 N/A 14501672.00 11747635.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNM1 2055-01-01 6 N/A 81713.00 76322.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMNF4 2054-09-01 5 N/A 4012384.00 3855449.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VBG4 2049-12-20 3.5 N/A 4813847.00 624722.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCAL2 2047-08-01 3.5 N/A 17575103.00 9502854.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EW5 2055-01-20 6 N/A 3611342.00 3608045.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAV9 2054-07-01 5 N/A 35000.00 32690.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CR83 2055-02-20 5 N/A 160000.00 133225.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426PQ57 2055-03-01 6 N/A 5006017.00 4736610.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNAY9 2052-01-01 2.5 N/A 1040.00 665.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7FQ5 2053-07-01 5.5 N/A 2778619.00 1526865.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPYU6 2052-09-01 4.5 N/A 1000.00 762.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JUU1 2055-04-01 5 N/A 2698389.00 2629398.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426TTL1 2055-07-01 5.5 N/A 1308538.00 1310662.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7PZ6 2035-10-01 2 N/A 2608.00 1025.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426BLN4 2055-01-01 5 N/A 1586997.00 1548342.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACS84 2048-08-01 4.5 N/A 56308370.00 12220638.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHH42 2051-02-01 4 N/A 1000.00 646.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNJ8 2054-12-01 5.5 N/A 63913623.00 60033996.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6VZ6 2054-04-01 6.5 N/A 1003556.00 710370.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQSN6 2052-11-01 5 N/A 4270909.00 3331893.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426UJF2 2055-06-01 5.5 N/A 1943206.00 1950056.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5GZ8 2053-06-01 6 N/A 3096219.00 3126398.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECQ1 2052-04-01 2.5 N/A 38000.00 25630.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRV31 2054-05-01 6.5 N/A 41088870.00 36647250.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8AN7 2050-04-01 3.5 N/A 1000.00 391.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP3L9 2052-08-01 5 N/A 52212255.00 38908119.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BNTF1 2053-05-01 5.439 N/A 10500000.00 8141971.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDFQ9 2044-11-01 4 N/A 11095090.00 2308293.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LWZU4 2052-10-01 4.5 N/A 33000000.00 25613180.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385CR75 2055-01-20 5 N/A 12892563.00 12559313.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418ED31 2032-04-01 3 N/A 62000.00 26615.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EH8 2055-01-20 6 N/A 3528862.00 3353615.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJ24 2045-04-01 6 N/A 4383463.00 4317862.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CU4Q6 2054-09-01 6.5 N/A 12504000.00 12937707.54 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 7658700.00 7671656.74 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WMR61 2040-02-01 5 N/A 241252.00 195231.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBPM1 2042-03-01 3.5 N/A 26976408.00 4016647.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FLS4 2055-03-01 6 N/A 2162808.00 2197755.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPZ67 2052-08-01 3.5 N/A 50000000.00 37127930.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KJQ47 2050-07-01 3 N/A 1202000.00 516870.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNY5 2055-02-01 6 N/A 3327624.00 3164029.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AABR4 2048-11-20 3 N/A 1777.00 104.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR3K4 2054-06-01 5.5 N/A 17812344.00 17043537.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N06W0 2037-08-01 3 N/A 162603.00 97189.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJSL2 2049-12-25 5.5 N/A 8434562.00 7481013.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31426JUG2 2055-04-01 4 N/A 80173.00 73997.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSHS7 2051-05-25 5.5 N/A 48884941.00 31107608.69 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BTRW2 2053-01-01 5.5 N/A 1427659.00 1185599.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BHZW4 2040-07-01 5 N/A 1496952.00 1508115.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T6Z3 2048-07-20 4 N/A 17587.00 476.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBSN6 2042-03-01 4 N/A 22494802.00 1845498.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKW2 2054-03-01 6 N/A 170000.00 136673.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EZ49 2055-04-20 5 N/A 50000.00 39392.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LW6K8 2053-03-01 5 N/A 4564176.00 3896016.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FZ75 2055-03-01 5 N/A 2436769.00 2371108.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MEU2 2055-05-01 6 N/A 6359559.00 5740933.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427ND89 2055-04-01 4.5 N/A 24831515.00 23158645.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMH7 2055-07-01 5 N/A 1825011.00 1780149.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426BLA2 2055-02-01 5.5 N/A 2498959.00 1594996.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2K1 2053-05-20 5 N/A 16705121.00 13931820.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGY45 2051-09-01 2.5 N/A 7002.00 4845.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B42V6 2052-02-01 2 N/A 477000.00 302280.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 48523.00 38734.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVQ56 2054-11-01 5 N/A 5275504.00 5109956.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GXA8 2055-04-01 6 N/A 229191.00 232633.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRKG7 2053-02-01 5.5 N/A 20809917.00 15265966.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J92M2 2033-12-01 4 N/A 47000.00 6940.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACUE8 2052-04-20 3 N/A 12166961.00 9066957.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTTC3 2053-12-01 6.5 N/A 12000.00 10100.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YDM3 2053-08-20 6.5 N/A 25417185.00 13913580.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334XLE7 2049-07-01 3.5 N/A 5745000.00 1755795.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTZT9 2054-02-01 4.5 N/A 5790000.00 4636116.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENWY1 2044-01-01 4 N/A 20522663.00 3303891.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLHH4 2053-02-01 6.5 N/A 7963363.00 6134921.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTUG9 2055-02-01 6 N/A 9649540.00 8861785.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NYA1 2055-06-01 5.5 N/A 18940159.00 19012049.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNMY6 2052-07-01 4.5 N/A 59675000.00 43019875.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426P4S1 2055-06-01 6.5 N/A 1261397.00 1321145.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HF5T8 2054-08-25 5.25001 N/A 38931766.00 30552965.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133KRH49 2053-06-01 4.5 N/A 12660183.00 10489458.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DLM2 2055-01-01 6 N/A 31817.00 30564.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384KBV2 2054-02-20 5.34798 N/A 19519944.00 16453492.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QTKQ1 2053-11-01 6 N/A 9059000.00 7927639.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFEN1 2054-08-25 5.25001 N/A 40000000.00 29948835.32 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QPSQ1 2052-07-01 4.5 N/A 31500000.00 22801127.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W2U1 2052-03-20 2.5 N/A 9563624.00 6172063.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDR6 2051-04-20 2.5 N/A 4097858.00 2089828.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESQ4 2053-04-01 3.5 N/A 136000.00 108327.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VX24 2054-12-01 5 N/A 116065.00 112840.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MKJ9 2055-01-01 5 N/A 431412.00 412596.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGX9 2055-02-01 5 N/A 556624.00 530098.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HLU34 2055-06-25 5.85001 N/A 69125.00 67179.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128QSLS3 2037-08-01 7.833 N/A 5088.00 35.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAJ3 2053-07-20 1.5 N/A 172063.00 82256.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MRM6 2055-05-01 5.5 N/A 5065308.00 5088757.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CU6P6 2054-09-01 5.5 N/A 4577207.00 4327393.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D04D0 2054-11-01 5 N/A 81268.00 78794.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD83 2052-07-01 4 N/A 1000.00 766.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUGP6 2053-01-01 6 N/A 2504212.00 1749939.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSNY3 2053-07-01 6.5 N/A 20213661.00 15406902.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J69 2045-08-01 4 N/A 46206000.00 13500474.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNX7 2055-02-01 5.5 N/A 70351509.00 67196923.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKM5 2052-09-01 3.5 N/A 27065000.00 21891456.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAH3 2040-07-01 4 N/A 1977145.00 1918760.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y2DM7 2048-07-01 4 N/A 15263933.00 2788489.62 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797RK5 2026-01-29 0 N/A 3333700.00 3264055.67 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3136AJZ58 2044-05-25 4 N/A 779462.00 678094.79 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0 N/A 150000.00 144327.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31426TGV3 2055-06-01 5.5 N/A 2371018.00 2381861.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FNE3 2055-07-01 3.5 N/A 484106.00 434866.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNTA1 2052-08-01 4.5 N/A 20448621.00 15037248.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPSP3 2052-07-01 4 N/A 1000.00 789.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AMZ8 2054-12-01 5 N/A 1235770.00 1206450.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJSX1 2042-06-01 3.5 N/A 18755000.00 2976796.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLDS4 2053-04-01 5.5 N/A 1024.00 846.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGHS2 2053-04-01 5 N/A 2326420.00 2233617.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MTKU0 2055-03-01 5 N/A 825134.00 778628.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H1HR4 2047-09-01 4 N/A 8185551.00 2974873.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6A37 2055-07-01 4.5 N/A 1796458.00 1707774.14 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ETPP6 2029-07-10 4.65 N/A 25467000.00 25478803.95 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EZ31 2055-03-20 5 N/A 13463167.00 12960913.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWMK6 2054-09-01 5.5 N/A 62857167.00 57924922.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BST4 2044-02-01 3.5 N/A 9492643.00 2782616.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK2D1 2052-02-01 3.5 N/A 1999310.00 1526127.57 Agency Mortgage-Backed Securities FEDERAL 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PBT3 2028-07-15 7 N/A 50000.00 143.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVN6 2029-07-01 6 N/A 10000.00 5.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FBX4 2033-08-15 5.5 N/A 60000.00 611.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J5A8 2031-06-01 6.5 N/A 75000.00 47.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AD7L6 2034-03-01 3.5 N/A 2000.00 175.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409CVQ5 2036-05-01 5.5 N/A 16000.00 32.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QBL4 2038-10-20 6 N/A 15000.00 1241.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PWV21 2026-10-01 3 N/A 13000.00 103.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBU2 2034-12-20 5 N/A 104000.00 1631.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKX8 2030-12-20 7 N/A 75000.00 68.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KMQ8 2037-06-15 6 N/A 49000.00 573.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMB6 2026-01-20 7.5 N/A 82825.00 4.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AFC24 2041-05-01 4.5 N/A 2000.00 72.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGW0 2040-06-20 4.5 N/A 8667.00 320.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XF85 2033-07-01 5.5 N/A 15000.00 75.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RS0 2041-12-01 4.5 N/A 3000.00 129.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209AFF2 2028-10-15 6 N/A 302500.00 473.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HQMW9 2042-12-01 3 N/A 1000.00 194.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4P3 2034-03-20 5.5 N/A 33000.00 457.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FHX4 2032-12-15 5.5 N/A 94073.00 900.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FVW2 2037-02-01 5.5 N/A 30762.00 205.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XRS5 2037-05-01 5 N/A 6000.00 215.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMS7 2031-04-20 7 N/A 36000.00 42.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9SN2 2048-11-01 3 N/A 2750.00 474.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHJ0 2030-01-15 6.5 N/A 50000.00 69.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KLF3 2036-11-15 6 N/A 15000.00 208.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UZX2 2031-04-15 6.5 N/A 150000.00 98.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KP51 2037-12-15 6 N/A 30000.00 227.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N5V9 2034-11-15 5 N/A 30000.00 1139.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201U5N0 2033-07-15 5.5 N/A 84826.00 444.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHR3 2036-04-20 5 N/A 180282.00 2322.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF46 2035-11-20 6 N/A 25000.00 490.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7WM7 2049-12-01 3.5 N/A 1000.00 152.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJP5 2033-12-01 6 N/A 20000.00 140.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS44 2032-05-20 6.5 N/A 93077.00 224.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KAM9 2034-06-15 5.5 N/A 40000.00 96.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182NCD3 2044-09-15 4 N/A 16000.00 1425.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EPD5 2029-01-15 6 N/A 100000.00 122.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LDX4 2033-09-01 4.5 N/A 2000.00 24.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DC74 2029-08-20 6 N/A 150000.00 263.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411AMA0 2036-11-01 6 N/A 25000.00 79.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVJ5 2033-01-15 5.5 N/A 25000.00 246.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3Y7 2028-07-20 6.5 N/A 676836.00 508.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295UF55 2038-01-15 6.5 N/A 25000.00 50.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E5YJ1 2027-01-01 3 N/A 1000.00 17.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4H8 2029-12-01 7 N/A 14000.00 8.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202UCP6 2033-09-15 5 N/A 54000.00 294.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KKS4 2035-02-01 5.5 N/A 32000.00 365.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGQ8 2030-04-20 7 N/A 170526.00 35.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AEG9 2027-04-01 3.5 N/A 5000.00 76.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415M6J9 2038-06-01 5.5 N/A 91000.00 237.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJJ6 2031-12-15 6 N/A 26000.00 19.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213AAC8 2032-02-15 6.5 N/A 105000.00 886.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7L7 2039-07-20 6.5 N/A 68000.00 3109.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TJE3 2037-11-01 6.5 N/A 25000.00 212.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VZG3 2028-02-15 7 N/A 63853.00 51.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXV7 2027-12-20 7 N/A 15000.00 6.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DWU9 2036-11-01 5.5 N/A 2000.00 14.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCM6 2039-05-01 4.5 N/A 6000.00 223.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9VH7 2033-09-01 3.5 N/A 4000.00 344.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413UZ44 2037-11-01 6.5 N/A 22779.00 204.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYZ8 2033-08-20 5 N/A 236250.00 3088.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CLT9 2032-01-15 6 N/A 47000.00 156.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSB8 2032-03-20 6 N/A 639680.00 2259.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJ98 2052-05-01 3.5 N/A 18000.00 13647.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NJB4 2035-11-15 5 N/A 25000.00 184.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WPRL3 2047-07-01 3.5 N/A 1000.00 118.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376J2G3 2032-05-01 6.5 N/A 11273.00 0.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLB7 2025-11-20 8 N/A 185000.00 5.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A8RD0 2041-03-01 4 N/A 4030.00 230.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B5X1 2032-12-15 5.5 N/A 85000.00 314.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7K9 2039-07-20 6 N/A 5000.00 159.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409A3T4 2036-03-01 6 N/A 3000.00 24.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6G9 2039-06-20 6 N/A 20000.00 437.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PSU5 2026-03-15 7.5 N/A 25000.00 1.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXE22 2035-10-01 4.5 N/A 8000.00 53.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JAL4 2033-03-15 5.5 N/A 50000.00 386.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CND2 2047-08-01 3.5 N/A 3000.00 337.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GXH4 2028-11-01 6 N/A 65000.00 35.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413JYR9 2037-10-01 6 N/A 10000.00 69.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7C35 2026-09-01 6.5 N/A 25000.00 46.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210CLN1 2029-04-15 6 N/A 119282.00 305.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RSJ2 2032-02-15 6.5 N/A 25000.00 190.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2H47 2041-03-15 6 N/A 5000.00 350.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLE9 2031-01-20 6.5 N/A 25051.00 31.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESA5 2032-01-15 6 N/A 153745.00 519.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AY79 2028-03-15 6.5 N/A 225000.00 164.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297GHT0 2034-06-15 4.5 N/A 20000.00 906.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYV7 2035-02-01 5.5 N/A 3000.00 24.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209GY27 2028-09-15 7.5 N/A 48540.00 277.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LH25 2040-05-15 5 N/A 15000.00 278.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBM2 2029-04-20 8 N/A 30000.00 19.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409TRZ3 2036-04-01 5.5 N/A 18000.00 164.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HWT5 2028-11-15 6 N/A 34000.00 229.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4A5 2028-06-15 7.5 N/A 75000.00 50.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KSU3 2038-04-15 6 N/A 26890.00 183.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4F8 2048-11-01 4 N/A 21000.00 1654.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBJ6 2028-12-15 6 N/A 100000.00 159.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QLR9 2050-05-01 5.901 N/A 50000.00 12231.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XHR4 2033-08-15 5.5 N/A 150330.00 1549.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSRX2 2047-10-01 3.5 N/A 2000.00 301.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRE5 2026-09-20 8 N/A 348364.00 51.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CU61 2032-05-20 4.875 N/A 500050.00 1085.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391FZF8 2032-11-01 6 N/A 19062.00 123.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQ28 2038-01-20 6 N/A 25000.00 250.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6UT3 2036-01-01 5.5 N/A 19000.00 181.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VMK1 2031-10-15 6.5 N/A 75150.00 191.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9GM6 2043-08-01 3 N/A 1000.00 215.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402TWC5 2033-09-01 5.5 N/A 3667.00 34.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPV4 2031-10-15 6 N/A 38000.00 139.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WJE2 2034-04-15 5 N/A 50000.00 357.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404US27 2034-06-01 6 N/A 5000.00 59.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386ACZ7 2030-09-01 8 N/A 6250.00 34.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BSF6 2032-02-15 7.5 N/A 109696.00 147.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JMS7 2029-06-15 6.5 N/A 80000.00 57.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SDJ3 2036-09-15 6.5 N/A 30000.00 153.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4T1 2029-02-15 6 N/A 154000.00 268.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295PUC4 2032-08-20 7 N/A 27000.00 1070.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419DMQ1 2025-09-01 3.5 N/A 7000.00 2.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213SZB4 2031-09-15 6.5 N/A 100100.00 132.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGN6 2049-10-01 4 N/A 3000.00 416.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXQ1 2027-09-20 8.5 N/A 34000.00 4.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XWF1 2033-03-15 5.5 N/A 33000.00 292.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RGS4 2040-04-01 4.5 N/A 4000.00 86.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209N2G6 2029-02-15 6 N/A 132812.00 246.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV97 2038-09-20 6.5 N/A 164000.00 450.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RWZ1 2031-11-15 6.5 N/A 30000.00 107.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J7A6 2031-07-01 6.5 N/A 5000.00 4.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6D6 2039-06-20 4.5 N/A 12500.00 359.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FDT6 2025-12-01 7 N/A 170000.00 2.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEEZ5 2049-05-01 4 N/A 7000.00 583.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLG7 2047-06-01 3.5 N/A 26500.00 2834.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E8QD7 2027-02-01 3 N/A 1000.00 28.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFP9 2035-10-20 5.5 N/A 210085.00 3844.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJW7 2033-04-15 5 N/A 25000.00 613.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFX4 2030-02-20 7 N/A 152706.00 112.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJM9 2040-08-20 5 N/A 175000.00 911.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VAK8 2033-09-15 5 N/A 25000.00 310.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4R3 2049-12-01 4 N/A 3000.00 439.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CK77 2025-11-20 7.5 N/A 25000.00 0.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CWQ9 2035-09-15 4.5 N/A 94759.00 1465.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZH5 2039-01-20 6 N/A 67000.00 849.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201J2R9 2032-02-15 7.5 N/A 75000.00 1613.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HKG5 2029-09-15 7 N/A 134000.00 921.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FG54 2026-04-15 8 N/A 25134.00 1.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNV1 2040-05-01 4.5 N/A 6000.00 167.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CKC7 2031-12-15 6.5 N/A 50000.00 127.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TP35 2033-03-15 5.5 N/A 60000.00 699.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGE3 2035-12-20 6 N/A 22000.00 401.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BB61 2029-03-15 6 N/A 175000.00 35.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYE4 2046-05-01 4.5 N/A 3000.00 337.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3G4 2034-01-20 5 N/A 198000.00 2010.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418VWV0 2040-06-01 5 N/A 5000.00 142.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307NNU4 2030-07-01 3.5 N/A 3000.00 219.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMTP8 2030-06-01 3 N/A 4000.00 361.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5D9 2034-04-20 5.5 N/A 205000.00 2848.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ6T4 2031-02-01 3.5 N/A 8500.00 131.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AUT2 2028-11-15 6 N/A 131690.00 48.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQK8 2037-12-20 5 N/A 56000.00 491.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERS0 2038-03-20 5 N/A 20000.00 251.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LKE0 2033-08-01 5 N/A 5000.00 19.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417TP51 2039-12-01 5 N/A 1000.00 36.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLX8 2031-12-15 6 N/A 346500.00 1206.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212XTZ8 2031-10-15 6.5 N/A 201554.00 296.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU74 2032-11-20 5.5 N/A 329645.00 1694.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FB98 2037-08-15 6 N/A 170000.00 482.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405V2P1 2034-11-01 5.5 N/A 10000.00 103.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJK1 2031-04-01 6 N/A 119000.00 129.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CPL0 2033-11-01 5 N/A 46000.00 417.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSH6 2050-09-01 2 N/A 5000.00 2403.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBA3 2039-09-20 5 N/A 1000.00 8.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUB2 2032-03-15 7.5 N/A 120000.00 214.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412V4G0 2037-07-01 5.5 N/A 7000.00 42.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PSUZ8 2025-10-01 3.5 N/A 2000.00 1.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AFC7 2027-05-01 3 N/A 4000.00 59.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MLG6 2033-05-15 5 N/A 25000.00 408.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BUK1 2032-05-01 3.5 N/A 1000.00 53.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGE0 2040-05-20 5 N/A 13667.00 477.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZW4 2033-10-20 4.5 N/A 25000.00 377.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287RFP9 2032-04-01 7 N/A 36000.00 162.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JCH9 2028-12-15 6 N/A 100000.00 113.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NTE8 2043-11-20 4 N/A 65361.00 3710.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QMA6 2037-12-20 6 N/A 10000.00 675.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2H5 2028-04-20 6 N/A 335538.00 460.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQJM6 2040-03-15 4.5 N/A 4000.00 294.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEV7 2035-08-20 5.5 N/A 50000.00 817.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKP7 2025-10-20 8 N/A 95821.00 0.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JKA2 2032-01-15 6.5 N/A 111000.00 24.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E8KU5 2027-03-01 3 N/A 3000.00 51.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQA93 2045-08-01 3.5 N/A 35000.00 6047.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PQ37 2026-02-15 6.5 N/A 110000.00 7.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GXX0 2027-03-01 8 N/A 285000.00 14.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS51 2032-05-20 7 N/A 82000.00 151.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MPGS8 2027-11-01 2.5 N/A 1000.00 38.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXW4 2038-11-20 7 N/A 119000.00 2241.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405G3E8 2034-03-01 5.5 N/A 20000.00 157.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210GY24 2029-01-15 6 N/A 25000.00 94.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388LC81 2031-11-01 6.5 N/A 25000.00 24.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KHD2 2032-12-15 5.5 N/A 50000.00 84.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GRA3 2037-12-01 6.5 N/A 45054.00 309.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DJ68 2034-06-01 4.5 N/A 7000.00 86.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBFK9 2048-05-01 4 N/A 8000.00 814.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KNN2 2035-06-01 5.5 N/A 6000.00 52.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RDC3 2032-06-15 6.5 N/A 84000.00 107.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1YT9 2039-06-15 6 N/A 45000.00 4369.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ4P0 2039-06-01 5 N/A 2000.00 74.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HUV8 2029-07-01 7 N/A 10000.00 21.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417CDR3 2042-07-01 3.5 N/A 1188.00 98.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XHW3 2028-10-15 6.25 N/A 25000.00 123.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXT3 2033-05-20 5.5 N/A 185000.00 1589.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHSF5 2052-04-01 2.5 N/A 5000.00 3348.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JLM5 2032-03-15 6.5 N/A 120000.00 79.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUK5 2032-09-20 6.5 N/A 75103.00 253.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205F7K3 2033-01-15 6 N/A 108000.00 386.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4 N/A 8000.00 597.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210DJN2 2029-03-15 7 N/A 85000.00 257.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MFGR3 2032-08-01 3.5 N/A 1000.00 128.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UQW9 2040-05-15 4.5 N/A 75000.00 702.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NA57 2043-04-20 4 N/A 50000.00 2018.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407MZ40 2035-08-01 5.5 N/A 1219.00 4.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206Y6G1 2026-07-15 7 N/A 50000.00 158.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405BFZ9 2034-06-01 5.5 N/A 37000.00 247.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRA8 2031-12-15 7 N/A 205000.00 267.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GFMW4 2041-07-01 4.5 N/A 2000.00 91.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BNS3 2031-06-20 6 N/A 30000.00 61.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GPR2 2026-01-01 8 N/A 320000.00 3.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JUG7 2031-01-01 7 N/A 10000.00 4.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SHP5 2037-01-15 5.5 N/A 14000.00 426.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6H4 2046-07-01 3.5 N/A 5750.00 700.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5C3 2028-09-20 6 N/A 141000.00 220.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WMH2 2040-07-01 5 N/A 6000.00 97.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JM70 2032-05-01 7 N/A 48000.00 79.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296KSE3 2038-07-15 6.5 N/A 26884.00 202.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291K5U7 2034-07-15 5.5 N/A 25000.00 89.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9D25 2039-09-01 5 N/A 3000.00 78.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MTC1 2026-05-01 6 N/A 45000.00 37.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385Y2D6 2040-06-01 5.798 N/A 150000.00 386.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DGB8 2031-11-15 6.5 N/A 310310.00 658.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FMW3 2040-10-20 3 N/A 70000.00 6783.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403BX65 2033-09-01 5.5 N/A 10000.00 131.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JZP2 2031-03-01 6 N/A 109000.00 167.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FM45 2040-12-20 4 N/A 213729.00 3580.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200T7E2 2032-01-15 6 N/A 25000.00 180.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XZB9 2041-03-01 5 N/A 10000.00 171.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X3E5 2033-07-15 4.5 N/A 41000.00 1049.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YTL2 2026-07-01 3.5 N/A 7000.00 37.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMC2 2031-03-20 7.5 N/A 145000.00 108.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MG2Y0 2027-11-01 3 N/A 1000.00 28.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQT3 2026-08-20 7 N/A 363100.00 161.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1KQ9 2028-02-01 2.5 N/A 2000.00 59.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415LCN5 2038-05-01 5 N/A 1000.00 11.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VM53 2026-04-15 6.5 N/A 34000.00 6.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295SXN1 2038-05-15 5.5 N/A 55000.00 1192.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388K5X6 2031-10-01 6.5 N/A 15000.00 10.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296R2B2 2038-09-15 6 N/A 25028.00 1943.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC89 2028-12-15 7 N/A 110000.00 78.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VNQ9 2050-06-20 2.5 N/A 15000.00 3349.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTCG7 2045-06-01 4 N/A 4000.00 743.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EJD2 2032-02-15 7 N/A 123273.00 3757.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDT27 2044-12-01 4 N/A 5000.00 602.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K6B2 2033-06-01 5 N/A 10000.00 67.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JJK1 2030-05-01 8 N/A 63000.00 34.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BJV1 2028-12-15 7 N/A 45000.00 52.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXB4 2027-08-20 8 N/A 565000.00 229.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LJ84 2037-04-01 5.5 N/A 15000.00 91.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5J4 2039-05-20 6 N/A 25000.00 449.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AF2J5 2040-01-15 4.5 N/A 55000.00 608.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YGJ29 2045-06-01 3.5 N/A 2000.00 160.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETEL6 2030-08-01 3.5 N/A 7000.00 510.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEV4 2040-03-20 4 N/A 25000.00 771.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBG0 2039-09-20 4 N/A 10000.00 527.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB43 2034-05-01 3.5 N/A 1000.00 100.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390CPD2 2032-05-01 6.5 N/A 2800.00 31.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EET2 2035-08-20 4.5 N/A 50000.00 461.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RYA4 2031-12-15 6.5 N/A 96000.00 128.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPC4 2041-01-20 4.5 N/A 25000.00 559.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7FZ6 2041-02-01 4.5 N/A 23500.00 780.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ASD2 2041-12-01 4 N/A 14999.00 619.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZF1 2033-09-20 5 N/A 205500.00 2860.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VVQ5 2027-12-15 8 N/A 100000.00 10.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPW4 2040-08-01 5 N/A 2000.00 54.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JUT5 2033-03-15 5.5 N/A 107500.00 585.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B5G8 2032-12-15 6 N/A 28275.00 81.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404BQG0 2034-02-01 6.5 N/A 40000.00 268.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JLKD0 2033-11-01 6.782 N/A 85000.00 597.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400HE25 2032-12-01 6 N/A 12333.00 63.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QYG0 2045-01-20 3.5 N/A 30000.00 713.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPB6 2041-01-20 4 N/A 25000.00 344.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414TL33 2038-07-01 5.5 N/A 5000.00 12.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQC6 2037-11-20 7 N/A 73000.00 813.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTM4 2035-10-01 2 N/A 2000.00 805.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MBP7 2033-02-15 5.5 N/A 100000.00 574.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QTM8 2028-12-15 6 N/A 77220.00 77.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NMQ8 2028-09-20 4 N/A 40000.00 1520.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XEB6 2037-06-01 5 N/A 8000.00 103.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN27 2031-08-01 7 N/A 5000.00 2.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MW63 2027-11-20 2.5 N/A 10000.00 570.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUW1 2027-03-20 8 N/A 117157.00 22.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LPP8 2034-05-01 5 N/A 19686.00 200.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201ATP3 2032-02-15 6 N/A 50000.00 131.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FB43 2025-10-01 7 N/A 10000.00 0.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CLM4 2032-01-15 6 N/A 110682.00 668.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DC67 2049-07-01 3.5 N/A 4000.00 364.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UWX4 2031-12-15 6 N/A 100000.00 804.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTR2 2032-07-20 6 N/A 440600.00 1419.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQN4 2031-11-20 6.5 N/A 37500.00 76.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQB3 2047-10-01 4 N/A 8000.00 958.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JRF3 2032-10-15 6 N/A 25000.00 83.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DG70 2030-05-20 8 N/A 192332.00 87.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2CF4 2025-12-01 3.5 N/A 13000.00 18.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211NZZ4 2030-01-15 6 N/A 200000.00 21016.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTEN1 2029-05-01 3.5 N/A 1000.00 50.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2E99 2042-02-15 5 N/A 50000.00 3913.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210DJW2 2029-04-15 7 N/A 28000.00 30.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ABP59 2039-11-15 4 N/A 9506.00 723.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBA5 2028-12-15 7 N/A 60000.00 54.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGR4 2036-01-20 6 N/A 25000.00 348.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XBM8 2029-06-15 7 N/A 75000.00 284.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PYJD7 2027-03-01 3 N/A 11019.00 136.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7K3 2029-01-20 5.5 N/A 188666.00 444.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SYK1 2034-05-15 5 N/A 25000.00 598.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7A86 2025-11-01 5 N/A 100000.00 24.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SDZ5 2038-10-15 7 N/A 71250.00 2222.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTQ4 2032-07-20 5.5 N/A 119000.00 940.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BDM4 2029-04-15 6 N/A 210500.00 248.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T6M6 2028-10-15 6 N/A 66333.00 62.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3M8 2033-04-15 6.5 N/A 9770.00 58.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYT1 2046-09-01 3 N/A 3000.00 466.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWV9 2033-03-20 5.5 N/A 59000.00 403.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TB36 2032-04-15 6 N/A 45507.00 189.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307AVU3 2028-02-01 3 N/A 3000.00 108.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHDT6 2037-01-01 5.5 N/A 4000.00 131.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294VRC6 2037-11-15 6 N/A 25000.00 247.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213LLB4 2031-07-15 7 N/A 127232.00 196.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1R25 2027-02-01 3 N/A 3000.00 35.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208PX52 2028-11-15 6.5 N/A 60000.00 252.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHV6 2030-07-20 7 N/A 175000.00 70.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405XC27 2034-11-01 5.5 N/A 24791.00 140.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q3U6 2035-09-15 4.5 N/A 45000.00 428.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS61 2026-12-20 7.5 N/A 176850.00 23.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RUS4 2026-03-15 7 N/A 60000.00 2.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7MD6 2048-11-01 4.5 N/A 3000.00 103.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFU7 2029-08-15 7.5 N/A 42000.00 15.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7H8 2034-08-20 5.5 N/A 44000.00 519.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385H2P6 2028-11-01 8 N/A 120000.00 93.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE55 2052-07-01 4 N/A 1000.00 759.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380LG28 2029-02-01 6.5 N/A 14000.00 29.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391SH29 2033-01-01 6 N/A 134000.00 162.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXU0 2033-05-20 6 N/A 80000.00 456.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210T5E2 2029-02-15 7 N/A 32000.00 81.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3N1 2028-06-20 7.5 N/A 205000.00 47.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUC0 2032-08-15 6 N/A 50000.00 207.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NQT1 2034-09-15 5.5 N/A 25000.00 94.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DN65 2035-09-15 5.5 N/A 50170.00 985.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SA73 2033-01-15 5.5 N/A 240000.00 596.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ASW0 2033-10-15 6 N/A 40000.00 361.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXS3 2038-11-20 5 N/A 50000.00 594.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K7M0 2039-10-01 6.5 N/A 20000.00 296.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRK4 2041-03-20 4 N/A 133000.00 1442.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290R5V1 2033-10-15 5.5 N/A 117831.00 1504.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346Y6S7 2049-12-01 3 N/A 2000.00 390.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGS4 2030-04-20 8 N/A 25000.00 17.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211D2R0 2029-08-15 7 N/A 25000.00 16.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1SQ1 2043-02-01 3 N/A 1000.00 263.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGQ6 2036-01-20 5.5 N/A 75000.00 978.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWYU1 2026-11-01 3.5 N/A 5000.00 19.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TYT1 2028-01-15 7 N/A 75000.00 146.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FLA9 2033-01-15 6 N/A 35405.00 232.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292LHQ1 2042-04-01 3.5 N/A 2000.00 259.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJE1 2051-03-01 4 N/A 2000.00 664.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206LV55 2025-11-15 7.5 N/A 25000.00 0.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387CTD3 2031-04-01 6 N/A 17023.00 43.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYF4 2027-11-20 7 N/A 70115.00 39.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BZD1 2046-02-01 4 N/A 3000.00 318.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RE90 2033-10-15 5 N/A 50000.00 595.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MGX2 2042-07-20 3.5 N/A 28000.00 1191.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS53 2026-12-20 7 N/A 170000.00 50.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLT6 2032-03-01 6 N/A 35399.00 88.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410F5C5 2035-11-01 5 N/A 29000.00 355.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M6E4 2031-11-15 6 N/A 100000.00 114.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QLH0 2039-03-15 3.5 N/A 20000.00 1194.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X14D5 2028-08-01 2.5 N/A 9000.00 467.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6S2 2042-11-01 3.5 N/A 1000.00 82.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KGC1 2038-02-15 5 N/A 76000.00 1115.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WP34 2031-11-15 6.5 N/A 50000.00 281.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VLH3 2029-11-01 6.5 N/A 68000.00 28.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTS0 2034-11-01 6 N/A 5641.00 30.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KMD7 2037-05-20 5 N/A 25000.00 227.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUC0 2052-08-01 4.5 N/A 6800.00 5002.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VPK2 2028-12-01 6 N/A 77500.00 55.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5MQ9 2055-05-20 5.5 N/A 6170.00 6157.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLR2 2025-12-20 7 N/A 252500.00 11.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9GM7 2048-02-01 3.5 N/A 2000.00 268.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNNW8 2052-03-01 2.5 N/A 2000.00 1303.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KNDN0 2037-04-01 7.5 N/A 80000.00 400.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417UW84 2040-02-01 4.5 N/A 10000.00 265.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFX84 2045-11-01 3.5 N/A 1000.00 89.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZC1 2033-08-01 3.5 N/A 3000.00 231.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP98 2026-07-20 7.5 N/A 1452397.00 88.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407YRW1 2035-10-01 5 N/A 7080.00 46.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410AAE6 2036-07-01 6.5 N/A 10000.00 57.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7L9 2034-08-20 6.5 N/A 78000.00 951.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRN3 2034-04-15 5 N/A 43000.00 491.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211GZN6 2029-07-15 7 N/A 46666.00 55.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GN63 2028-04-01 6.5 N/A 5000.00 1.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDQ8 2034-10-15 7 N/A 43431.00 515.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJY2 2047-10-20 4 N/A 6000.00 655.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQM6 2031-11-20 6 N/A 397000.00 1284.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXTU0 2027-01-01 3.5 N/A 1000.00 10.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GUG9 2027-12-01 6 N/A 4000.00 1.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NJQ0 2038-10-01 6 N/A 3000.00 10.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DBY4 2036-03-01 5 N/A 14079.00 144.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SDM6 2031-03-20 3.5 N/A 6000.00 622.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HVQ4 2033-03-01 5 N/A 10000.00 59.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391AAB5 2032-12-01 5.5 N/A 51000.00 118.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409XGH6 2036-05-01 6.5 N/A 57000.00 324.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGN3 2036-01-20 5 N/A 180061.00 2625.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVZ9 2029-07-01 7.5 N/A 65000.00 27.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXN4 2038-11-20 6 N/A 261000.00 379.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410G2U6 2033-07-01 5 N/A 50000.00 356.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LLZ8 2028-04-15 7 N/A 25069.00 23.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR89 2047-12-01 3.5 N/A 11000.00 1424.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QDP3 2044-05-20 3.5 N/A 10000.00 150.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYM7 2033-07-20 6 N/A 34319.00 310.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJ70 2031-06-01 6 N/A 36668.00 30.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNZ0 2031-07-20 7 N/A 77667.00 162.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRH3 2032-01-20 6.5 N/A 30000.00 54.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKL1 2030-07-15 7.5 N/A 645609.00 112.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VV58 2030-02-01 7 N/A 11000.00 7.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NFQ9 2034-03-15 5 N/A 25000.00 566.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404NHE9 2034-06-01 5 N/A 15000.00 89.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SK42 2033-10-15 5 N/A 170000.00 3419.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NCS5 2028-05-20 2.5 N/A 20000.00 860.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NZ88 2033-05-15 5.5 N/A 58000.00 374.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WNF1 2051-09-20 3 N/A 1000.00 571.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HS89 2032-08-01 6.5 N/A 57000.00 65.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403NJH1 2033-12-01 5.5 N/A 15000.00 100.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENN5 2037-06-20 5.5 N/A 25000.00 310.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387VPV5 2031-08-01 6.5 N/A 18000.00 28.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F5K5 2031-12-15 7 N/A 52500.00 406.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BT55 2045-08-01 4 N/A 6000.00 643.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTS0 2032-07-20 6.5 N/A 65523.00 206.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPP9 2040-08-01 4.5 N/A 4500.00 114.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QXP9 2031-06-15 6.5 N/A 42993.00 187.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YL23 2028-09-15 7.5 N/A 50000.00 39.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXT8 2032-08-20 6.5 N/A 15000.00 390.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TQ25 2029-04-15 6 N/A 95000.00 84.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1DH7 2042-01-01 4.5 N/A 2000.00 195.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294RB57 2037-06-15 6 N/A 51000.00 184.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BDT2 2029-04-15 6 N/A 155000.00 338.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225ARA0 2026-12-15 7 N/A 305595.00 18.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L8QH3 2047-04-01 4.5 N/A 2000.00 215.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414QXE2 2038-04-01 5 N/A 10000.00 186.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMU35 2031-05-01 3 N/A 1000.00 103.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNK0 2035-11-01 4.5 N/A 2000.00 27.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM65 2031-05-20 7 N/A 25000.00 40.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKU5 2050-01-01 3.5 N/A 4000.00 553.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BM21 2028-12-15 7 N/A 345000.00 360.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411XXL4 2037-05-01 5.5 N/A 18000.00 84.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2Y8 2028-05-20 7 N/A 413319.00 242.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5R8 2034-05-20 5.5 N/A 88316.00 1292.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SKR1 2033-10-15 5.5 N/A 200440.00 2889.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371FGU0 2026-03-01 6.5 N/A 5000.00 0.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVR8 2045-01-01 3.5 N/A 12000.00 1042.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HX67 2033-09-01 4 N/A 10000.00 172.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q6T3 2038-11-20 5.5 N/A 12000.00 844.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F3K0 2042-02-20 3.5 N/A 43000.00 1260.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294TLB9 2036-10-15 6 N/A 25000.00 223.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2M4 2028-04-20 7.5 N/A 114500.00 72.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BD54 2029-02-15 7.5 N/A 50000.00 19.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RU84 2033-08-15 5 N/A 55000.00 952.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UNR6 2026-03-15 6.5 N/A 205000.00 69.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKJ9 2030-11-20 6.5 N/A 30000.00 19.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SSM3 2031-10-15 6.25 N/A 151000.00 84.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESE7 2032-01-15 6 N/A 50060.00 227.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHL8 2030-06-20 8 N/A 79000.00 58.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXR7 2033-05-20 4.5 N/A 180508.00 2343.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECZ1 2042-04-01 2.5 N/A 3000.00 2011.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQ44 2038-01-20 7 N/A 79000.00 536.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391RJ94 2033-01-01 6 N/A 15000.00 154.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DTC7 2033-06-15 5.5 N/A 25862.00 580.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LBW3 2036-03-15 5.5 N/A 68750.00 414.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCC3 2029-06-20 6.5 N/A 278417.00 319.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A2TX4 2039-05-15 4.5 N/A 25000.00 176.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AN55 2026-08-15 7.5 N/A 25736.00 4.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VDJ4 2031-11-15 5.5 N/A 25332.00 1008.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A5V8 2028-09-15 6 N/A 34000.00 52.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJG5 2036-06-20 5 N/A 166275.00 2252.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200M7J6 2033-12-15 5 N/A 85990.00 672.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BG34 2044-08-01 4 N/A 1118.00 110.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208JDC3 2027-11-15 8 N/A 45000.00 220.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382FYX1 2029-01-01 6 N/A 12334.00 4.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FNL8 2028-02-01 2.5 N/A 2000.00 86.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418TJF5 2040-05-01 5 N/A 2000.00 79.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLH5 2047-06-01 4 N/A 7000.00 736.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQ3X9 2027-12-01 2.5 N/A 1000.00 41.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QK58 2046-05-01 6.667 N/A 50000.00 15948.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAL6 2034-03-01 3.5 N/A 4000.00 317.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291PAA4 2033-09-15 5 N/A 110000.00 1627.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FF92 2040-05-20 5 N/A 61431.00 739.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KK31 2036-09-15 5 N/A 81874.00 1677.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7TD9 2048-11-01 4 N/A 5000.00 448.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYE5 2033-06-01 6.5 N/A 10000.00 64.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFZ9 2030-02-20 8 N/A 43092.00 35.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HQQ8 2031-06-01 6 N/A 6000.00 4.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RAZ0 2038-10-15 7 N/A 50000.00 1189.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9X89 2032-10-20 6.5 N/A 35667.00 479.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210PQ23 2031-06-15 6.5 N/A 40000.00 458.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2E0 2033-11-20 5.5 N/A 266990.00 3246.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292SCG3 2045-02-01 4 N/A 27000.00 1206.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMX4 2037-04-20 5 N/A 102256.00 606.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7K1 2034-08-20 6 N/A 105000.00 1155.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKSG1 2032-03-01 3.5 N/A 3000.00 389.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJL4 2036-06-20 7 N/A 52000.00 1143.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PGP9 2027-12-15 7 N/A 25000.00 20.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296B5C2 2038-05-20 5.5 N/A 34000.00 280.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4X43 2049-02-01 4 N/A 14600.00 1271.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLV2 2050-02-01 3.5 N/A 1000.00 138.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGC9 2030-03-20 7 N/A 85000.00 215.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAH0 2028-11-01 3.5 N/A 34500.00 1362.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTT8 2033-08-01 5.5 N/A 8000.00 98.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UKJ9 2031-03-15 6.5 N/A 117226.00 239.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201ECV0 2034-05-15 5 N/A 29000.00 172.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KSC6 2032-07-01 5.5 N/A 54000.00 505.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JU24 2033-03-15 5.5 N/A 25000.00 55.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292ESD3 2035-07-15 4.5 N/A 83395.00 3608.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KVV6 2033-05-15 5.5 N/A 25000.00 159.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AN94 2028-09-15 6.5 N/A 250000.00 119.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B2V9 2033-12-15 6 N/A 355829.00 3502.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339SX42 2049-10-01 4 N/A 4000.00 576.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXMR8 2036-04-01 6 N/A 15000.00 104.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KBZ0 2034-08-15 6 N/A 98468.00 1194.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TP60 2029-04-01 7.5 N/A 30000.00 7.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELK3 2036-12-20 5.5 N/A 30000.00 275.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP86 2037-11-20 5 N/A 49000.00 185.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEJ80 2049-06-01 4 N/A 1300.00 126.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELY3 2037-01-20 7 N/A 75000.00 889.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401X6C6 2033-06-01 5 N/A 10000.00 26.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BFL3 2033-07-01 5.5 N/A 5000.00 24.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECC1 2035-01-20 6.5 N/A 40000.00 578.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPB9 2037-08-20 6.5 N/A 25000.00 287.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYK0 2046-06-01 4.5 N/A 3000.00 233.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX63 2033-06-20 4.5 N/A 469500.00 3908.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQA4 2026-07-20 8 N/A 1007334.00 52.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CLW1 2025-12-20 8 N/A 105000.00 1.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC55 2028-12-15 8 N/A 30000.00 6.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386TQM0 2031-05-01 6 N/A 34440.00 27.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211CTJ1 2029-06-15 7 N/A 45000.00 168.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.5 N/A 6000.00 608.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3K9 2049-07-01 4.5 N/A 1000.00 110.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LUK0 2040-12-20 6 N/A 149000.00 3316.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSC6 2032-03-20 6.5 N/A 353050.00 676.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211C2U5 2029-07-15 7 N/A 65000.00 28.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NBC8 2037-02-01 5 N/A 1000.00 7.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX70 2046-04-01 3 N/A 2000.00 260.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209CTR7 2028-04-15 7 N/A 370000.00 199.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSR3 2032-04-20 6.5 N/A 319000.00 642.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213P4Y4 2031-06-15 7 N/A 60000.00 324.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416SWP2 2039-06-01 5 N/A 3000.00 180.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411JLH7 2037-02-01 5 N/A 8032.00 60.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMM3 2053-11-20 6.5 N/A 15000.00 7776.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5Q9 2048-12-01 5 N/A 2666.00 216.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GA70 2032-11-15 6 N/A 75000.00 534.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJGP9 2037-06-01 6 N/A 18342.00 112.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HHK7 2029-02-01 6.5 N/A 199231.00 428.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384SE21 2030-02-01 7.5 N/A 13000.00 3.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4P5 2028-08-20 6.5 N/A 205488.00 152.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMD2 2026-01-20 8 N/A 171000.00 8.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QY60 2039-05-15 3.5 N/A 11000.00 553.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLW9 2031-02-20 7.5 N/A 160431.00 102.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MCK6 2032-03-15 6 N/A 25000.00 90.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YRCW6 2030-06-01 3.5 N/A 2000.00 120.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283G3D7 2027-10-01 7.5 N/A 60000.00 9.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAB7 2029-01-20 7 N/A 128000.00 140.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A6CS4 2039-07-15 4 N/A 10000.00 405.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSK0 2029-08-01 3.5 N/A 1000.00 54.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391N6V8 2032-12-01 6 N/A 55455.00 93.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WKW9 2031-05-01 6 N/A 40000.00 23.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AM70 2027-11-01 3 N/A 4000.00 129.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDQ9 2035-05-20 5.5 N/A 30000.00 446.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JKW7 2032-07-01 7 N/A 2250000.00 6106.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390NTS1 2032-07-01 7 N/A 50000.00 80.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390MHU1 2032-08-01 6.5 N/A 50000.00 74.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CPE8 2047-09-01 3.5 N/A 5000.00 619.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JPV0 2030-08-01 7.5 N/A 100000.00 27.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHE2 2036-03-20 5 N/A 5000.00 68.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31378UV41 2028-11-01 6 N/A 4420.00 5.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDL5 2045-12-01 4 N/A 12500.00 1077.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E3J6 2039-03-20 6.5 N/A 145000.00 3694.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CEQ6 2028-07-15 7 N/A 40000.00 109.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283H5V3 2034-12-01 4.5 N/A 5000.00 75.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390CVL7 2032-05-01 6 N/A 20715.00 32.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC83 2049-07-01 4.5 N/A 1500.00 160.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LXN2 2028-04-15 6.5 N/A 35000.00 43.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5V2 2034-01-01 3.5 N/A 2000.00 160.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AVWX9 2026-10-01 3.5 N/A 4000.00 30.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5U9 2039-06-20 5 N/A 10000.00 533.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG93 2029-12-15 7 N/A 30000.00 46.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQE1 2038-01-15 6 N/A 40000.00 460.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371G5D8 2028-08-01 6 N/A 36700.00 20.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206DP27 2026-03-15 7 N/A 69000.00 23.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7EL3 2027-05-01 5 N/A 10000.00 22.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WLM0 2031-05-01 6 N/A 234000.00 175.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DTP7 2036-08-15 6.5 N/A 75000.00 518.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411CPR6 2036-11-01 5 N/A 7000.00 109.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C6C3 2032-03-15 6 N/A 25000.00 170.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUL6 2028-02-01 3 N/A 4000.00 261.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES91 2038-05-20 5.5 N/A 45000.00 570.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDX8 2028-06-15 6.5 N/A 155000.00 58.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213C5L0 2031-09-15 7 N/A 40000.00 70.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ATY3 2035-01-15 6 N/A 25000.00 592.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW39 2038-10-20 5.5 N/A 31667.00 357.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERV3 2038-03-20 6.5 N/A 61022.00 811.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4N0 2028-08-20 6 N/A 438000.00 539.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMB4 2031-03-20 7 N/A 405000.00 465.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY30 2036-05-01 2 N/A 4000.00 2117.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTMH8 2042-06-01 4 N/A 3000.00 258.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCH7 2039-04-01 4.5 N/A 19500.00 261.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWD1 2027-06-20 7.5 N/A 100000.00 18.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAG8 2050-11-01 2.5 N/A 6000.00 2582.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VQJ4 2030-02-01 6.5 N/A 5000.00 4.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QW67 2032-01-15 6 N/A 772579.00 2057.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400QUA9 2033-04-01 6.548 N/A 300000.00 4285.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPL7 2037-09-20 5.5 N/A 54000.00 456.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWU3 2027-07-20 8 N/A 127500.00 31.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPM4 2031-09-15 7 N/A 115000.00 164.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KRV2 2036-05-15 5 N/A 14168.00 450.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200A4E6 2035-08-15 6 N/A 50000.00 659.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMS38 2030-01-01 3 N/A 1011.00 74.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Y6E7 2038-12-15 7 N/A 210000.00 2095.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYPB7 2027-06-01 3 N/A 4000.00 108.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M7M5 2032-01-15 6.5 N/A 48334.00 91.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDE7 2052-05-01 3.5 N/A 4000.00 2870.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400CX82 2033-01-01 6 N/A 11233.00 35.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UT93 2049-06-20 3.5 N/A 35000.00 798.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AR69 2027-02-15 6.5 N/A 155000.00 22.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NAN2 2033-07-15 5 N/A 35000.00 197.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31378YHU1 2028-01-01 6.5 N/A 100000.00 12.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUB8 2048-01-01 4 N/A 4000.00 487.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5SH4 2038-01-01 6.5 N/A 22000.00 195.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARBM2 2035-04-20 6 N/A 35000.00 705.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209N2T8 2029-03-15 6 N/A 84000.00 407.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBE8 2034-11-20 5.5 N/A 67500.00 1000.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XY43 2029-07-15 7 N/A 36300.00 29.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7B44 2043-10-01 3.5 N/A 1000.00 177.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESB3 2032-01-15 6 N/A 30000.00 42.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BDN3 2044-04-01 4.5 N/A 4000.00 364.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDD9 2052-05-01 3 N/A 2000.00 1422.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YYXB4 2045-11-01 4 N/A 11250.00 411.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJA0 2030-08-20 7.5 N/A 115000.00 64.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJE5 2047-04-01 4 N/A 10000.00 967.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEG9 2029-05-15 6.5 N/A 25000.00 24.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179N2N7 2043-12-20 5.5 N/A 2000.00 124.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV40 2033-01-20 6.5 N/A 65000.00 321.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388XZC1 2031-12-01 6 N/A 20000.00 25.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWE7 2033-02-20 5 N/A 406090.00 3115.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GW90 2037-12-01 6.5 N/A 6000.00 42.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208TZY9 2028-02-15 6.5 N/A 38000.00 13.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287MUA6 2032-01-01 6 N/A 75000.00 38.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297KWD0 2029-07-01 8 N/A 100000.00 1183.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XEC7 2033-06-01 5.5 N/A 6000.00 26.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPP8 2037-09-20 7 N/A 92000.00 1068.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400B6H4 2033-02-01 5 N/A 15000.00 65.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QJN6 2033-07-15 5 N/A 60000.00 630.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQV8 2026-08-20 7.5 N/A 655136.00 35.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7EB5 2027-05-01 5.5 N/A 65000.00 135.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GGX8 2036-06-01 5 N/A 6003.00 39.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC56 2035-03-20 6 N/A 28000.00 462.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZK8 2039-01-20 7 N/A 80000.00 1410.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KML2 2032-04-01 6.5 N/A 56558.00 98.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294R6X2 2036-10-15 6.5 N/A 25000.00 193.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BND6 2031-05-15 6.5 N/A 109000.00 170.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UZ45 2033-10-15 5 N/A 31000.00 823.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESH0 2032-01-15 6 N/A 25000.00 89.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DJF1 2033-06-15 5 N/A 29000.00 426.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GGAW5 2041-08-01 4 N/A 3680.00 150.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WRK0 2040-08-01 4.5 N/A 5000.00 120.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC31 2035-03-20 5 N/A 208300.00 3631.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4K1 2029-12-01 8 N/A 16000.00 7.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AFH0 2026-03-15 6.5 N/A 32000.00 6.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XBWZ3 2043-12-01 4.5 N/A 2311.00 125.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HWZ4 2033-04-01 6 N/A 22000.00 50.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FMX8 2038-09-15 5.5 N/A 25000.00 60.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4 N/A 1000.00 769.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VLJ4 2026-04-15 6 N/A 130000.00 80.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382SE64 2029-03-01 6 N/A 15000.00 16.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X5C7 2033-07-15 5.5 N/A 50000.00 492.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KAL1 2034-06-15 6 N/A 75000.00 64.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL61 2040-11-20 4 N/A 30000.00 697.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVH0 2044-11-01 3.5 N/A 4314.00 329.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404RAB3 2030-04-01 8.5 N/A 105000.00 412.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M5SV5 2044-03-01 4.5 N/A 5000.00 339.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTQ6 2027-01-20 7 N/A 591500.00 185.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYS6 2027-12-20 6.5 N/A 70664.00 28.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386DTN0 2030-12-01 7.5 N/A 50000.00 14.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VV39 2032-01-15 6 N/A 37500.00 215.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391PE93 2032-12-01 6 N/A 25000.00 149.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZX3 2032-08-15 6.5 N/A 103377.00 1978.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6J3 2038-11-20 7 N/A 50000.00 4568.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209HQE8 2030-03-15 8 N/A 93179.00 309.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3ND9 2029-11-01 3.5 N/A 3000.00 270.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UPE6 2049-03-20 6 N/A 18000.00 1953.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AVQC2 2041-10-01 4 N/A 1667.00 72.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXL9 2045-12-01 4 N/A 7000.00 708.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPZ6 2037-10-20 6.5 N/A 105000.00 1182.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N4H1 2034-10-15 6 N/A 43196.00 370.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MHU0 2033-04-15 6 N/A 60000.00 215.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1YG7 2039-06-15 4.5 N/A 70333.00 1083.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDW5 2043-04-20 6 N/A 15000.00 704.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4R1 2028-08-20 7.5 N/A 132000.00 49.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KFF2 2028-11-15 6.5 N/A 42651.00 71.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQY8 2038-01-20 5 N/A 18750.00 198.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GN71 2028-04-01 7 N/A 6000.00 1.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296MC49 2033-08-01 5 N/A 4400.00 56.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208HLF1 2027-07-15 8 N/A 116118.00 40.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EQ45 2032-02-15 6 N/A 50060.00 65.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VLT2 2026-04-15 6.5 N/A 200000.00 91.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERB7 2038-02-20 4.5 N/A 20000.00 151.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VRW2 2031-08-20 6.5 N/A 14500.00 3454.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HLK6 2029-05-15 6.5 N/A 50284.00 68.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3K7 2028-06-20 6 N/A 84936.00 127.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX89 2033-06-20 5.5 N/A 116300.00 1035.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JACX4 2049-02-01 3.5 N/A 1000.00 86.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVH8 2029-09-01 7 N/A 25000.00 13.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAR3 2049-03-01 4 N/A 1000.00 67.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNA7 2026-03-20 7.5 N/A 230000.00 19.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N4G3 2034-10-15 5.5 N/A 35003.00 346.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400DYE6 2033-04-01 5.5 N/A 25000.00 131.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NGZ4 2038-04-15 5.5 N/A 6000.00 22.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385W2S7 2033-03-01 6 N/A 65000.00 167.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EN96 2037-08-20 5.5 N/A 116999.00 1300.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWQ9 2045-07-01 3.5 N/A 3000.00 309.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HMU5 2031-12-01 6.5 N/A 5000.00 5.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWBD4 2026-11-01 3 N/A 1000.00 12.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211N3V8 2029-09-15 7.5 N/A 25000.00 16.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRW3 2032-02-20 6.5 N/A 214315.00 447.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GGU8 2028-01-01 8 N/A 37000.00 18.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RGR7 2032-07-15 6 N/A 25000.00 60.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HTE5 2032-08-01 7 N/A 31000.00 27.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ET97 2032-02-15 5.5 N/A 100896.00 401.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GRW8 2027-01-01 6.5 N/A 35000.00 8.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPN2 2031-09-15 6 N/A 305000.00 776.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGQ4 2040-06-20 5.5 N/A 22000.00 1363.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FXN3 2034-04-15 5 N/A 55003.00 319.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJL3 2049-07-01 3.5 N/A 6100.00 707.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200YPL5 2032-02-15 7 N/A 55324.00 1629.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212DGX1 2031-04-15 6.5 N/A 30000.00 158.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RBM0 2045-04-20 3.5 N/A 5000.00 115.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DXC1 2037-12-15 5 N/A 35249.00 257.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EG29 2036-02-20 5 N/A 20000.00 268.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412Q6K0 2040-02-01 4.5 N/A 5000.00 123.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLX9 2025-12-20 8.5 N/A 40000.00 0.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UZJ4 2049-09-20 3.5 N/A 132000.00 6004.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMN6 2037-03-20 5.5 N/A 40680.00 415.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AUB1 2028-11-15 6 N/A 130460.00 171.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPM5 2037-09-20 6 N/A 30000.00 281.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4K2 2039-04-20 6 N/A 59500.00 760.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7F0 2039-07-20 4 N/A 67000.00 2648.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DJZ3 2036-06-01 5 N/A 38000.00 378.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6Y4 2028-12-20 6 N/A 746000.00 1126.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FSJ5 2036-12-01 6 N/A 23000.00 118.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207VL46 2027-12-15 7 N/A 25046.00 31.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CN82 2026-05-20 6.5 N/A 164000.00 20.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMH4 2035-04-01 3.5 N/A 2000.00 640.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388D4K1 2031-09-01 6 N/A 15000.00 0.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XCH9 2033-05-15 5.5 N/A 50000.00 467.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M87G3 2041-11-01 4.5 N/A 2000.00 130.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410SNL7 2036-07-01 6.5 N/A 2000.00 14.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211PHU0 2030-01-15 8 N/A 35098.00 611.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GZ86 2028-09-01 6.5 N/A 1362641.00 772.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FH39 2026-05-01 6.5 N/A 44500.00 4.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKG3 2032-02-15 6 N/A 35000.00 64.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKL9 2040-09-20 3.5 N/A 73500.00 10268.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6D8 2034-06-20 5 N/A 583500.00 8886.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK49 2032-07-01 7 N/A 500000.00 655.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBD9 2028-12-15 7.5 N/A 1919000.00 586.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSP9 2026-11-20 8.5 N/A 47000.00 7.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ADH9 2033-09-15 4.5 N/A 26179.00 403.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDR7 2035-05-20 6 N/A 33900.00 549.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RXS1 2029-06-15 7 N/A 50000.00 127.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y4J8 2031-09-15 6.5 N/A 35000.00 351.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QX26 2029-09-15 7 N/A 210000.00 52.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JF86 2032-06-01 6.5 N/A 23676.00 25.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET33 2038-06-20 6 N/A 20000.00 249.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SHX2 2033-09-15 5 N/A 55000.00 287.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VQB6 2026-04-15 6.5 N/A 31539.00 7.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4F9 2028-03-15 6.5 N/A 80000.00 46.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5T6 2028-10-20 6.5 N/A 862787.00 764.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4J5 2039-04-20 5.5 N/A 1000.00 21.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GMA5 2025-12-15 7.5 N/A 25000.00 0.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213URH5 2031-10-15 6 N/A 117000.00 226.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJZ3 2036-07-20 6.5 N/A 90000.00 1095.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LDA38 2038-07-01 6 N/A 80667.00 522.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVS6 2045-01-01 4 N/A 17000.00 1320.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MK2P0 2027-11-01 2.5 N/A 2000.00 68.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210PWH3 2029-03-15 6 N/A 50000.00 67.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291AQ69 2033-09-15 5 N/A 25982.00 517.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179ME48 2042-06-20 4 N/A 55000.00 3169.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412X2W3 2037-07-01 5.5 N/A 13000.00 56.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPEQ3 2039-10-01 6 N/A 1000.00 105.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294MF97 2026-05-01 3.5 N/A 4000.00 13.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AST5 2028-10-15 6.5 N/A 51476.00 46.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCX8 2049-06-01 3 N/A 4000.00 392.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KTE7 2033-04-15 5.5 N/A 27000.00 358.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EE96 2035-09-20 5.5 N/A 259167.00 4989.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RJ0 2041-12-01 4 N/A 2000.00 86.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KAN4 2037-10-01 6.5 N/A 52000.00 490.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938SY0 2040-01-01 4 N/A 1129.00 43.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQZ5 2038-01-20 5.5 N/A 82000.00 880.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LGK50 2032-05-01 3.56 N/A 17000.00 16085.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQA5 2047-10-01 3.5 N/A 4750.00 571.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415XBA8 2038-10-01 6 N/A 89000.00 135.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSR5 2029-10-01 3 N/A 3000.00 183.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AUL2 2027-06-15 7 N/A 100000.00 20.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4L0 2039-04-20 6.5 N/A 126667.00 2823.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414USX7 2038-03-01 5 N/A 1000.00 7.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHZ4 2029-07-15 6 N/A 11448.00 21.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3K4 2028-05-15 6.5 N/A 48312.00 28.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRE3 2032-01-20 5.5 N/A 125000.00 577.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4C6 2028-03-15 7 N/A 180000.00 57.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387TAW4 2031-10-01 6.5 N/A 1000.00 4.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211QXE6 2029-12-15 7.5 N/A 75000.00 76.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXTY6 2036-09-01 6.5 N/A 19000.00 106.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LFE7 2041-07-01 5.5 N/A 31000.00 472.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAS5 2039-07-20 3.5 N/A 10000.00 557.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312933AP9 2039-05-01 4 N/A 18000.00 174.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYY0 2046-10-01 3 N/A 1000.00 157.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AN89 2026-08-15 7.5 N/A 40000.00 4.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2U4 2033-12-20 5 N/A 273051.00 3326.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET25 2038-06-20 5.5 N/A 90500.00 1181.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FK51 2038-08-15 6.5 N/A 10000.00 388.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RW32 2031-11-15 6.5 N/A 50000.00 159.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406ARX2 2034-11-01 5 N/A 10000.00 27.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413AJF1 2037-07-01 6 N/A 8000.00 67.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y23P9 2048-10-01 4 N/A 6000.00 427.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386HMR9 2031-01-01 7.5 N/A 25000.00 4.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GAH4 2032-01-15 6.5 N/A 35000.00 157.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416M5Z3 2039-04-01 4.5 N/A 2804.00 21.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTC5 2032-06-20 5 N/A 35000.00 423.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NR72 2048-02-01 6.5 N/A 25000.00 304.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WND6 2037-06-01 5.5 N/A 10000.00 42.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAET0 2027-03-01 3.5 N/A 4000.00 85.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BGJ8 2029-05-15 7 N/A 97000.00 63.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298YZJ3 2031-11-01 6 N/A 45000.00 17.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3C6 2048-10-01 3.5 N/A 4500.00 386.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMB2 2037-02-20 6 N/A 133479.00 1860.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVV9 2045-02-01 3.5 N/A 1000.00 91.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQ20 2031-12-20 6.5 N/A 81000.00 175.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208EAR4 2031-04-15 6.5 N/A 227500.00 188.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HQ31 2032-06-01 6 N/A 30000.00 82.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZZ7 2033-10-20 6 N/A 91000.00 924.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DHV8 2032-11-15 6 N/A 112000.00 682.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLV1 2031-02-20 7 N/A 123000.00 117.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HRV7 2032-10-15 5.5 N/A 27002.00 521.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2C2 2039-02-20 6 N/A 75000.00 1325.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CM83 2026-03-20 6.5 N/A 125000.00 13.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWY1 2042-05-01 3 N/A 3000.00 2102.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411UKQ3 2037-04-01 5.5 N/A 10000.00 26.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ85 2030-10-20 7.5 N/A 25000.00 15.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE63 2052-07-01 4.5 N/A 3000.00 2284.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJQ2 2049-07-01 4 N/A 2000.00 227.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGT7 2040-06-20 5 N/A 127000.00 566.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAM8 2039-08-20 4.5 N/A 183000.00 2279.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FD29 2040-01-20 6.5 N/A 50000.00 835.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTM5 2027-01-20 6.5 N/A 40000.00 33.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKC2 2031-12-15 6 N/A 60000.00 92.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HE46 2029-02-01 6.5 N/A 2933.00 2.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295R2B3 2038-05-15 5.5 N/A 50084.00 2019.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBH8 2039-09-20 4.5 N/A 5000.00 177.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQTZ5 2044-06-01 4.5 N/A 1000.00 113.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XES9 2037-06-01 6 N/A 11000.00 121.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3Z6 2049-10-01 3 N/A 23000.00 3410.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412DLV8 2037-02-01 5.5 N/A 200000.00 551.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TFF9 2032-12-15 5.5 N/A 30000.00 82.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EA25 2034-10-20 6 N/A 105000.00 1660.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KDN8 2031-09-01 7.5 N/A 6000.00 4.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZM5 2047-02-01 3 N/A 1000.00 206.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JJ89 2032-01-15 6.5 N/A 81464.00 278.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945SX7 2041-02-01 4.5 N/A 17000.00 273.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TVH3 2031-07-15 6.5 N/A 60000.00 209.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295SC87 2037-12-15 6 N/A 25000.00 29.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291AVB2 2033-10-15 5 N/A 45000.00 478.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WT43 2036-04-01 5.5 N/A 370000.00 2325.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZ39 2032-10-15 6.5 N/A 263382.00 7463.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXL2 2027-09-20 7 N/A 1130643.00 343.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKL6 2025-10-20 7.5 N/A 188500.00 1.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9WL2 2043-10-01 3 N/A 1000.00 166.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391LH73 2033-01-01 6 N/A 72000.00 1077.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K6A0 2040-12-01 4 N/A 4000.00 90.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKQ8 2040-09-20 5.5 N/A 24000.00 847.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SUR5 2031-02-15 7 N/A 200000.00 134.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQ51 2045-10-20 5 N/A 20000.00 1623.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPR6 2031-09-20 6 N/A 268267.00 549.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294N6F0 2036-10-15 6 N/A 55000.00 534.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DPX1 2036-08-01 6.5 N/A 32000.00 174.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413B2Q3 2037-10-01 6.5 N/A 5000.00 82.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209S4V0 2028-10-15 6.5 N/A 25000.00 34.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEK0 2029-05-15 6.5 N/A 200000.00 231.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NEM8 2036-07-15 6 N/A 25000.00 367.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRV5 2032-02-20 6 N/A 952319.00 3445.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBX6 2034-12-20 6.5 N/A 45250.00 523.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400FBV8 2032-09-01 6.5 N/A 55000.00 142.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RG48 2032-07-15 6.5 N/A 50000.00 88.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKA8 2030-10-20 8.5 N/A 200000.00 70.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400DNR9 2032-12-01 5.5 N/A 80333.00 828.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BDX3 2028-09-15 7.5 N/A 25000.00 9.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BEH3 2033-06-01 5.5 N/A 16667.00 44.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KVJ89 2037-08-01 6 N/A 3334.00 63.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XWQ7 2033-04-15 5.5 N/A 25000.00 429.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405AU68 2034-06-01 5 N/A 10000.00 48.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENK1 2037-06-20 5 N/A 32183.00 423.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBK6 2029-04-20 7 N/A 102954.00 105.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKW8 2036-10-20 5.5 N/A 29043.00 264.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387EXR3 2031-06-01 6.5 N/A 11000.00 27.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAH1 2028-11-15 7.5 N/A 69500.00 64.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMP9 2033-02-15 5.5 N/A 80102.00 435.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387FXQ2 2026-10-01 6 N/A 25000.00 41.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389SFD1 2032-03-01 6.5 N/A 50000.00 222.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AY53 2028-03-15 7 N/A 35000.00 18.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SPC5 2037-02-15 5.5 N/A 25000.00 86.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB27 2029-05-01 3.5 N/A 3000.00 210.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBF5 2034-11-20 6 N/A 106300.00 1816.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDB4 2029-08-20 7.5 N/A 1010000.00 1060.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FML4 2033-02-15 5 N/A 140285.00 939.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVR7 2033-02-15 5.5 N/A 75000.00 220.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKB4 2036-08-20 6 N/A 51000.00 422.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XC3U4 2043-11-01 4.5 N/A 2500.00 454.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUB7 2027-02-20 7.5 N/A 680000.00 95.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPP7 2031-09-15 6 N/A 50000.00 99.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287YPC2 2032-09-01 7.5 N/A 497000.00 3058.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YHU3 2033-11-15 6 N/A 86000.00 333.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVX6 2032-12-20 4.5 N/A 125000.00 3159.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T6S3 2028-10-15 7 N/A 25000.00 46.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLZ9 2029-06-15 6 N/A 25000.00 50.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YU50 2038-03-15 4.5 N/A 26195.00 204.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207E7F5 2027-10-15 7 N/A 25811.00 23.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED30 2035-06-20 4.5 N/A 90000.00 2351.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDY9 2040-01-20 5.5 N/A 10000.00 386.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP29 2037-10-20 7 N/A 171000.00 1677.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNT6 2026-04-20 7 N/A 304950.00 32.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVN6 2038-08-20 5.5 N/A 14000.00 167.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386CS52 2030-12-01 7 N/A 60000.00 48.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WBW5 2031-10-15 6.5 N/A 163000.00 464.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J7ZJ4 2043-03-01 3.5 N/A 2167.00 369.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QV40 2044-12-20 3.5 N/A 10000.00 222.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295UD65 2037-12-15 5.5 N/A 25000.00 483.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KZA2 2033-02-01 5.5 N/A 11000.00 39.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212HFP0 2032-05-15 6.5 N/A 35000.00 58.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPD7 2031-08-20 6.5 N/A 1118173.00 1560.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ6R6 2049-05-01 5 N/A 1000.00 117.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PXT5 2036-09-01 6.5 N/A 8000.00 62.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAR2 2029-02-20 7 N/A 175000.00 120.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388ED45 2031-09-01 7 N/A 25000.00 140.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HYA2 2037-06-15 5 N/A 61541.00 385.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211DU81 2029-07-15 7.5 N/A 25000.00 45.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KL71 2037-04-15 5.5 N/A 83807.00 1236.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412BFU1 2036-12-01 6 N/A 35000.00 110.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5F2 2039-05-20 4.5 N/A 30000.00 785.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36219CTR5 2027-11-20 7 N/A 49000.00 265.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HNM6 2029-05-01 6 N/A 15000.00 15.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHF9 2036-03-20 5.5 N/A 35000.00 462.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECN7 2035-02-20 5 N/A 114000.00 1826.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ECK5 2042-12-01 3 N/A 1000.00 181.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MAN3 2033-02-15 5.5 N/A 74000.00 152.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391MJD6 2032-12-01 6.5 N/A 39000.00 93.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416M4U5 2039-03-01 5 N/A 1000.00 4.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWZ7 2033-02-15 6 N/A 122000.00 708.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291RZB1 2035-03-15 5 N/A 25000.00 484.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYL9 2033-07-20 5.5 N/A 176500.00 1874.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EHV4 2031-08-15 7.5 N/A 261160.00 3738.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NA31 2032-03-15 6 N/A 25000.00 140.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLX7 2031-02-20 8 N/A 50012.00 42.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6L2 2028-11-20 7 N/A 240000.00 236.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UV56 2031-07-15 6 N/A 130433.00 319.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JER5 2029-04-01 7.5 N/A 185000.00 37.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415TFV7 2038-08-01 6 N/A 22000.00 193.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJEW4 2042-01-01 4 N/A 12000.00 1390.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK80 2032-08-01 6.5 N/A 69096.00 82.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403C6L0 2036-02-01 5 N/A 28220.00 280.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAM3 2029-02-20 5.5 N/A 45000.00 36.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CS47 2048-01-01 3.5 N/A 1000.00 138.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NTR2 2034-06-15 4.5 N/A 45000.00 874.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QWD2 2034-12-15 5 N/A 30000.00 2179.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383B3T2 2029-05-01 6 N/A 15000.00 22.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288EWB9 2033-01-01 6 N/A 60000.00 128.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402J4A2 2033-08-01 5 N/A 15018.00 66.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TQ77 2036-05-15 6 N/A 125000.00 547.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ARP4 2039-10-01 6.5 N/A 3000.00 37.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EL80 2037-02-20 4.5 N/A 13988.00 559.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FYH3 2041-10-20 3.5 N/A 14000.00 286.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQZ4 2038-02-15 5.5 N/A 60289.00 675.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374F4J5 2026-12-01 8 N/A 6000.00 0.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A5V5 2029-02-15 6 N/A 74265.00 13.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BHY4 2029-01-15 6 N/A 130000.00 404.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DGZ5 2031-08-15 7 N/A 241000.00 750.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1SW8 2043-02-01 3 N/A 1000.00 207.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DG62 2030-05-20 7.5 N/A 275055.00 151.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BV27 2033-08-01 5 N/A 5000.00 67.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPKG9 2049-05-01 4 N/A 5000.00 681.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KUU2 2029-08-15 7.5 N/A 27000.00 15.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EEQX0 2027-03-01 3.5 N/A 1000.00 17.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296P5J7 2033-11-01 5 N/A 45000.00 420.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRU7 2032-02-20 5.5 N/A 265287.00 1330.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NK72 2043-08-20 3.5 N/A 15000.00 342.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5U0 2049-01-01 4.5 N/A 5000.00 306.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV32 2033-01-20 6 N/A 68000.00 427.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GXS0 2034-03-15 5.5 N/A 83000.00 763.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKK6 2030-11-20 7 N/A 399500.00 269.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403V3D9 2034-02-01 5.5 N/A 6000.00 8.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292JBH2 2034-05-01 5.5 N/A 7000.00 80.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6NJ3 2037-01-01 5.5 N/A 10000.00 134.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CJV9 2038-11-01 6 N/A 58000.00 619.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYT4 2027-12-20 7 N/A 147500.00 65.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401CV26 2033-05-01 5.5 N/A 15188.00 45.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GBC2 2026-08-15 8 N/A 45000.00 55.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVD8 2032-12-15 5.5 N/A 53000.00 361.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2AN2 2042-01-15 4.5 N/A 29000.00 784.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HMT2 2028-05-01 8 N/A 48000.00 3.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN4H9 2044-08-01 4.5 N/A 1000.00 103.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225APD6 2026-08-15 7.5 N/A 102771.00 11.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DNP7 2026-12-15 7 N/A 25000.00 10.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q3R3 2032-02-15 6.5 N/A 106000.00 107.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400CEY6 2033-02-01 5.5 N/A 15000.00 45.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413AJM6 2037-07-01 6.5 N/A 100000.00 364.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A7K0 2028-11-15 7 N/A 400000.00 395.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291X4L0 2035-05-15 5.5 N/A 100000.00 1384.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRE3 2034-04-15 5.5 N/A 25000.00 216.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292GT54 2036-01-15 5 N/A 5000.00 228.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209UBR6 2029-09-15 7 N/A 145000.00 316.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4P7 2049-12-01 3 N/A 3000.00 521.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5Z8 2039-06-20 6 N/A 160000.00 1055.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UCG3 2031-11-15 6.5 N/A 35373.00 95.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPS4 2031-09-20 6.5 N/A 366985.00 559.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEH8 2035-07-20 5.5 N/A 115000.00 1829.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207SET6 2027-04-15 7.25 N/A 25000.00 30.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200TQM3 2033-08-15 5 N/A 35000.00 1793.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VL32 2050-05-20 3 N/A 10000.00 1720.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410TAH8 2036-08-01 6.5 N/A 20000.00 122.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TPX8 2029-04-15 6 N/A 45000.00 388.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXW9 2033-06-01 3.5 N/A 2000.00 189.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7NR3 2039-05-01 5 N/A 10000.00 152.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R4H9 2046-03-20 5 N/A 26600.00 2406.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VM50 2028-12-15 6 N/A 180000.00 152.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RRB1 2039-06-01 4.5 N/A 14000.00 169.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FA97 2039-09-20 4.5 N/A 63000.00 874.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379WLZ8 2028-06-01 6 N/A 8000.00 0.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFE7 2034-09-01 2.5 N/A 2200.00 291.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381DX26 2029-01-01 6.5 N/A 45000.00 44.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407KJN0 2035-09-01 5 N/A 20000.00 159.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7A6 2034-02-01 3.5 N/A 1000.00 74.32 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 157094800.00 156104763.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31283HY25 2033-10-01 6 N/A 30000.00 159.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQA0 2037-11-20 6 N/A 80000.00 891.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVZ3 2027-05-20 7.5 N/A 157500.00 33.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXY4 2027-10-20 6.5 N/A 25408.00 7.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V3X1 2028-03-15 7 N/A 125000.00 147.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4 N/A 2000.00 1553.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3W9 2034-02-20 5 N/A 43500.00 497.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ3K6 2031-02-01 3.5 N/A 1000.00 104.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELU1 2037-01-20 5 N/A 15000.00 110.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTF8 2032-06-20 6.5 N/A 57000.00 168.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QKX7 2051-05-01 6.323 N/A 50000.00 8870.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382RNY5 2029-03-01 6.5 N/A 25000.00 7.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Q7B9 2034-07-20 6.5 N/A 90000.00 1967.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRC9 2026-09-20 7 N/A 323730.00 31.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406VC20 2035-04-01 5.5 N/A 15000.00 255.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELA5 2036-11-20 6.5 N/A 25000.00 307.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAK3 2043-11-01 4.5 N/A 1000.00 71.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4X9 2048-12-01 4.5 N/A 2000.00 148.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDJ4 2035-04-15 5 N/A 22500.00 351.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5DM9 2036-12-01 5 N/A 13000.00 120.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B3T1 2046-05-01 3.5 N/A 1000.00 127.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385AT72 2030-06-01 9 N/A 10000.00 22.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HK94 2031-09-01 6.5 N/A 425000.00 313.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EE88 2035-09-20 5 N/A 181542.00 2659.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QQ74 2028-07-15 6.5 N/A 29000.00 31.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVD8 2029-07-01 6 N/A 156000.00 123.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GU46 2034-03-15 5 N/A 96000.00 685.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K2L0 2040-06-01 5 N/A 25000.00 709.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CRD8 2047-11-01 4 N/A 1000.00 117.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4W51 2049-08-01 3.5 N/A 1000.00 130.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213YQC9 2032-04-15 6.5 N/A 35000.00 145.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZN6 2028-02-20 7.5 N/A 427610.00 103.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZH7 2033-09-20 6 N/A 125108.00 1422.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDP3 2029-09-20 7.5 N/A 227000.00 239.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WJL4 2033-04-15 6 N/A 41000.00 293.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4S3 2029-02-15 6 N/A 77500.00 133.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209NEQ1 2028-06-15 6.5 N/A 225000.00 471.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292HSZ7 2035-11-15 6 N/A 61836.00 690.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LQSX3 2027-06-01 3 N/A 3000.00 51.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FVZ7 2032-05-15 7 N/A 25026.00 129.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402XXW1 2033-09-01 5.5 N/A 5000.00 9.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UY79 2033-05-15 5 N/A 25000.00 377.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YTT3 2033-09-15 5 N/A 45000.00 719.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HWP9 2029-07-01 7 N/A 12000.00 9.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPA1 2037-08-20 6 N/A 45000.00 489.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9V93 2050-06-01 3.5 N/A 1000.00 326.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373UK22 2026-02-01 6.5 N/A 125645.00 2.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG51 2029-12-15 7 N/A 20000.00 29.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385W2D0 2033-03-01 6 N/A 12093.00 31.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ANJ2 2039-12-01 5.5 N/A 13000.00 168.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YNH59 2045-05-01 4 N/A 7000.00 186.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQN2 2037-12-20 6.5 N/A 26000.00 319.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HFT6 2030-10-01 7 N/A 6000.00 3.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPA5 2026-05-20 7 N/A 388976.00 32.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CPT4 2026-06-20 8 N/A 108334.00 12.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FKX9 2026-07-01 7.5 N/A 12000.00 0.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CSJ6 2031-06-20 4.875 N/A 1000000.00 1527.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RRY5 2031-08-15 7 N/A 75000.00 88.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMPH0 2027-02-01 3 N/A 1000.00 10.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MN2P4 2042-12-01 3.5 N/A 1667.00 252.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FBL1 2037-07-15 6.5 N/A 50000.00 254.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YXZ1 2038-04-15 5 N/A 14000.00 144.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUG1 2032-08-15 6 N/A 140000.00 640.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AGV6 2025-08-15 8 N/A 49940.00 0.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ER92 2038-04-20 4.5 N/A 44670.00 1058.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RAA0 2032-05-15 6 N/A 45299.00 141.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FB21 2039-10-20 4 N/A 69250.00 2941.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAM0 2028-11-15 6.5 N/A 62500.00 57.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FRY4 2029-01-15 6 N/A 133000.00 262.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BEE2 2041-05-01 5 N/A 3000.00 625.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4L1 2028-07-15 6.5 N/A 7500.00 7.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HBL8 2028-07-01 6 N/A 25000.00 9.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MZ24 2027-12-15 7 N/A 215400.00 84.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPF7 2041-01-20 4 N/A 26000.00 1333.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWV7 2038-10-20 6 N/A 930000.00 834.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBX3 2039-10-20 5 N/A 298000.00 1515.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NHD5 2036-03-15 5 N/A 12632.00 360.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HSN6 2032-05-01 7.5 N/A 64000.00 235.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386GBW2 2031-01-01 7.5 N/A 15000.00 6.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPS6 2026-06-20 7.5 N/A 450336.00 54.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RDF3 2035-04-01 6 N/A 26460.00 210.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CW26 2033-05-01 3.5 N/A 3500.00 326.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411YER0 2037-05-01 5 N/A 33208.00 347.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WJN0 2033-04-15 5.5 N/A 100000.00 700.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YY28 2031-06-15 6.5 N/A 110000.00 657.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVD8 2045-12-20 4.5 N/A 9666.00 775.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403Q2R0 2034-01-01 5.5 N/A 34000.00 209.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2T6 2047-09-01 4 N/A 1000.00 121.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FET3 2035-10-01 5 N/A 5000.00 42.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADK0 2038-02-01 5.5 N/A 4000.00 73.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJU22 2047-01-01 4.5 N/A 4000.00 413.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJD4 2030-08-20 9 N/A 65000.00 5.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAN6 2039-08-20 5 N/A 157353.00 2454.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407PU22 2035-10-01 5 N/A 9000.00 70.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VBD5 2039-04-01 4.5 N/A 37000.00 774.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJR4 2049-12-01 3 N/A 5000.00 841.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410F2R5 2037-04-01 5.5 N/A 30000.00 171.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402UQW5 2025-12-01 8 N/A 20000.00 8.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209UNS1 2028-08-15 6.5 N/A 25000.00 23.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AYW96 2026-11-01 3.5 N/A 2000.00 25.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRE8 2041-01-20 4.5 N/A 35000.00 435.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210NYA1 2029-02-15 6 N/A 50125.00 187.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HAS7 2028-09-01 7 N/A 201290.00 180.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XZD2 2033-06-15 5.5 N/A 25027.00 103.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CT60 2027-02-20 6.5 N/A 55000.00 16.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLZ4 2052-10-01 4.5 N/A 10900.00 8366.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJS84 2043-08-01 4 N/A 5000.00 337.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2BE8 2040-12-01 3.5 N/A 2312.00 139.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPK9 2037-09-20 5 N/A 13000.00 204.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHT9 2036-04-20 6 N/A 10000.00 137.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WHN3 2031-04-01 6 N/A 71626.00 68.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMY49 2034-04-01 3.5 N/A 1000.00 85.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GUKM5 2042-06-01 3.5 N/A 1000.00 77.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGD5 2035-12-20 5.5 N/A 54554.00 841.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201M4J8 2032-08-15 6.5 N/A 36962.00 24.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M2G4 2043-02-20 3 N/A 13000.00 845.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PBM4 2036-08-01 6.5 N/A 42000.00 323.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204VST7 2025-10-20 7 N/A 45000.00 12.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZJ1 2039-01-20 6.5 N/A 87000.00 1228.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HDU9 2028-11-01 6 N/A 127001.00 64.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7FE8 2027-07-01 6 N/A 25000.00 81.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEZ0 2029-12-20 7 N/A 30000.00 23.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SWP9 2033-08-15 5 N/A 45000.00 537.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFS2 2046-11-01 3 N/A 1000.00 169.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNN4 2037-10-01 6.5 N/A 3000.00 51.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SWX1 2047-02-20 3.5 N/A 5000.00 615.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KYM4 2038-12-15 6 N/A 60000.00 1439.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YEE5 2029-03-15 6.5 N/A 145000.00 176.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENP0 2037-06-20 6 N/A 50000.00 562.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405AW66 2034-06-01 6 N/A 21000.00 99.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AU7D3 2041-10-01 4 N/A 8000.00 309.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MYQ2 2027-10-15 7 N/A 57000.00 39.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292F2K2 2035-08-15 5.5 N/A 60006.00 657.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200M3J0 2033-11-15 5 N/A 42000.00 759.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298WMD4 2031-10-01 6 N/A 80000.00 159.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFQ7 2035-10-20 6 N/A 49000.00 974.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWM35 2034-04-01 3.5 N/A 2000.00 451.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E3D9 2039-03-20 4 N/A 18000.00 751.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVP1 2038-08-20 6 N/A 92291.00 838.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291YHE0 2036-06-15 6 N/A 50000.00 629.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQJ0 2038-01-20 4.5 N/A 75000.00 1894.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208T2Q2 2028-03-15 6.5 N/A 158547.00 113.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCU3 2029-07-20 7 N/A 1187334.00 869.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F7B3 2031-11-15 6.5 N/A 25000.00 33.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FPA90 2047-05-01 4.5 N/A 4000.00 564.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JPV4 2032-09-01 6.5 N/A 100000.00 135.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BXE3 2033-03-15 6.5 N/A 25000.00 55.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MYH0 2033-10-15 5 N/A 50000.00 591.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AEK58 2040-02-20 4 N/A 42000.00 7370.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201UCG7 2032-11-15 6 N/A 47000.00 80.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEF2 2035-07-20 4.5 N/A 32000.00 533.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXX35 2027-02-01 3.5 N/A 16000.00 87.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HDJ0 2030-06-01 8 N/A 5000.00 1.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WXH3 2026-05-15 7 N/A 25114.00 1.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FYN3 2029-07-15 6.5 N/A 54000.00 213.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K7E8 2025-08-25 3.5 N/A 18000.00 0.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F2Q8 2041-12-20 6 N/A 30000.00 868.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL7C5 2051-06-01 3 N/A 1000.00 694.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292J4R7 2036-01-15 6 N/A 75293.00 2366.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QDL0 2039-08-01 4.5 N/A 15000.00 687.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HR93 2037-08-15 6.5 N/A 41339.00 146.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210ASU2 2028-10-15 6.5 N/A 32000.00 19.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YJJ7 2029-12-01 4.5 N/A 30000.00 462.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KLU2 2029-03-15 6.5 N/A 560000.00 164.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPZ5 2031-10-15 6.5 N/A 413000.00 557.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296JVY9 2032-11-01 7 N/A 2250.00 1.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JXA1 2029-06-15 6.5 N/A 85000.00 133.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BTA6 2039-01-01 5 N/A 7000.00 61.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202W4A4 2033-08-15 5.5 N/A 50910.00 178.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387UDK4 2030-07-01 6 N/A 130416.00 1001.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMQ7 2033-02-15 6 N/A 84000.00 388.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QWF4 2049-05-01 4 N/A 6000.00 502.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFVY4 2052-02-01 3 N/A 1000.00 667.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUV2 2050-10-01 4.5 N/A 1000.00 253.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.5 N/A 13000.00 7540.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201LUR3 2032-12-15 5.5 N/A 33878.00 168.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419A4L8 2041-01-01 4.5 N/A 4882.00 175.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295MK99 2037-10-15 6 N/A 55000.00 1016.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CM84 2047-07-01 3 N/A 1000.00 171.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6E6 2034-06-20 5.5 N/A 127000.00 1900.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SD88 2033-03-15 5.5 N/A 55980.00 41.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA84 2029-03-20 7.5 N/A 80331.00 63.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2H2 2028-04-15 6.5 N/A 37000.00 31.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEW5 2035-08-20 6 N/A 78000.00 1530.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDC2 2029-08-20 8 N/A 25000.00 2.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN84 2031-09-01 7 N/A 5000.00 2.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMU4 2026-02-20 8 N/A 255000.00 7.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400EA83 2034-01-01 5.5 N/A 1600.00 14.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416QS97 2039-05-01 5 N/A 2000.00 62.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388W7A8 2031-12-01 6.5 N/A 36740.00 342.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXA9 2041-09-20 4.5 N/A 20000.00 95.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2X1 2033-10-01 3.5 N/A 4000.00 307.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3H1 2048-02-01 3 N/A 2000.00 276.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETQJ8 2044-08-01 4.5 N/A 7100.00 835.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FE96 2029-02-15 7 N/A 70000.00 32.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FL80 2029-04-15 7 N/A 144063.00 109.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F6S7 2031-11-15 7 N/A 121500.00 115.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381B2H1 2028-12-01 6 N/A 32732.00 28.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7DH3 2043-08-01 4 N/A 1667.00 286.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LQ42 2028-06-15 7 N/A 100000.00 92.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTR4 2027-01-20 7.5 N/A 382750.00 49.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AX38 2042-01-01 3.5 N/A 2000.00 122.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTAS4 2044-06-01 4 N/A 4500.00 589.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FJJ3 2032-12-15 5 N/A 40044.00 723.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9AN0 2028-07-01 3.5 N/A 6000.00 228.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292GBR5 2036-10-15 6 N/A 50000.00 807.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMR9 2031-04-20 6.5 N/A 219000.00 241.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FC53 2039-12-20 4.5 N/A 85000.00 940.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE28 2040-03-20 5 N/A 56500.00 217.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGW2 2029-11-15 7 N/A 305000.00 374.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296XJ88 2039-01-15 5 N/A 7000.00 86.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CHG2 2047-03-01 4 N/A 1000.00 94.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KVF5 2032-11-01 5.5 N/A 20000.00 66.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402LN24 2033-09-01 5.5 N/A 10000.00 121.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVY4 2033-01-20 5 N/A 187484.00 1898.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UST8 2039-03-15 4.5 N/A 11000.00 641.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M0XQ8 2042-08-01 4.5 N/A 3249.00 385.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GAE3 2036-12-01 5 N/A 3000.00 28.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JEV7 2032-04-15 6.5 N/A 25000.00 183.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4Y5 2051-10-01 2.5 N/A 7000.00 4274.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4R8 2048-08-01 4 N/A 1000.00 74.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HLU0 2029-04-01 6.5 N/A 2500.00 2.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203ALV6 2029-12-15 8 N/A 30000.00 9.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5F6 2028-09-20 7.5 N/A 25000.00 12.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBF2 2039-07-20 3.5 N/A 25000.00 632.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7L1 2029-01-20 6 N/A 845448.00 1247.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ULW8 2034-03-15 5.5 N/A 77000.00 587.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213MZE1 2031-08-15 6.5 N/A 27241.00 31.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DH95 2030-08-20 7 N/A 152547.00 129.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JPA2 2032-12-15 5.5 N/A 26000.00 388.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWC9 2038-09-20 5 N/A 106750.00 1504.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM40 2031-05-20 6 N/A 205456.00 343.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388BJW3 2031-08-01 7.5 N/A 25000.00 119.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KEC68 2036-06-01 6 N/A 50000.00 648.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN7G8 2044-11-01 4.5 N/A 3000.00 282.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LN81 2029-06-01 4 N/A 12000.00 594.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MC6N0 2026-10-01 3.5 N/A 16168.00 107.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPT2 2031-09-20 7 N/A 75000.00 123.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET41 2038-06-20 6.5 N/A 33694.00 497.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBH3 2029-04-20 6 N/A 299691.00 452.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210LXD0 2028-12-15 6 N/A 70000.00 90.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5ED8 2037-11-01 5.5 N/A 78000.00 450.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EK81 2036-11-20 5.5 N/A 18000.00 197.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YJD1 2040-07-01 4.5 N/A 12000.00 901.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUR5 2040-11-20 4 N/A 38000.00 417.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291X5S4 2035-06-15 5.5 N/A 50000.00 550.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2V9 2052-04-20 3 N/A 1000.00 673.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212CZM6 2030-06-15 8 N/A 175562.00 63.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BW38 2033-02-15 6 N/A 60651.00 266.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJ91 2036-08-20 5 N/A 44000.00 887.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8VV6 2050-09-01 3.5 N/A 1000.00 234.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391PNB8 2032-09-01 6.5 N/A 31000.00 41.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31322Y4L2 2045-09-01 3.5 N/A 53000.00 3987.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DVZ9 2036-11-01 6.5 N/A 84000.00 499.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WKW7 2037-05-01 5.5 N/A 69000.00 535.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJT4 2040-08-20 6 N/A 8765.00 254.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HT40 2029-07-01 7.5 N/A 16000.00 28.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJC3 2032-07-01 6.5 N/A 217319.00 328.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411S2T2 2037-03-01 5 N/A 1000.00 17.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEAT3 2048-11-01 4.5 N/A 1000.00 130.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HKP7 2029-06-01 6 N/A 10000.00 7.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXS4 2027-12-15 6.5 N/A 400000.00 207.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YFY7 2033-08-20 5 N/A 115000.00 2193.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KNN0 2038-07-01 6 N/A 16000.00 103.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FU48 2034-03-15 6 N/A 50000.00 110.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CMX9 2047-07-01 4.5 N/A 1000.00 96.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTK4 2028-05-15 7 N/A 100000.00 13.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJY1 2038-05-01 6 N/A 79830.00 506.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQC8 2031-10-20 7 N/A 40000.00 78.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GU41 2031-12-15 7 N/A 199000.00 349.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G5W2 2029-09-01 7.5 N/A 10000.00 6.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JMM0 2029-05-15 7 N/A 50000.00 137.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KRA7 2033-04-15 5.5 N/A 25000.00 532.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLQ3 2040-02-01 3 N/A 6000.00 1141.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6V8 2034-07-20 6 N/A 87000.00 881.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRW0 2032-02-15 7.5 N/A 234353.00 308.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ47 2035-07-01 2 N/A 3800.00 1285.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HRH9 2032-08-01 6 N/A 99990.00 230.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291S6N5 2034-11-15 5 N/A 98000.00 2169.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2K8 2028-04-20 7 N/A 45000.00 37.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYY1 2033-08-20 4.5 N/A 146590.00 2734.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288FB37 2033-02-01 5 N/A 25000.00 132.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295PZ70 2038-03-15 5 N/A 60000.00 316.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JFD6 2032-04-15 7 N/A 125000.00 329.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BN53 2036-07-01 5.5 N/A 6000.00 97.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDH8 2043-05-20 3 N/A 29000.00 1581.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RZ34 2026-05-15 7 N/A 50000.00 31.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BB31 2029-01-15 6 N/A 125000.00 202.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NXW6 2034-12-15 5 N/A 45000.00 267.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5E5 2039-05-20 4 N/A 36000.00 1351.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382U4U7 2029-04-01 6 N/A 237670.00 86.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPP73 2044-08-01 4 N/A 5000.00 612.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VVX7 2033-09-15 4.5 N/A 171363.00 4857.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BMK9 2029-12-01 3.5 N/A 4000.00 363.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FP91 2039-06-20 4.5 N/A 50000.00 660.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HL93 2031-11-01 6.5 N/A 75000.00 68.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W3QL0 2043-02-01 3 N/A 1000.00 209.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EM31 2032-02-15 5.5 N/A 218842.00 1367.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLL0 2030-12-15 7 N/A 400000.00 566.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJF54 2037-03-01 6 N/A 2000.00 17.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE93 2040-03-20 6 N/A 2000.00 45.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JBM0 2032-04-15 6 N/A 25034.00 209.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FAG8 2032-08-15 6.5 N/A 405000.00 413.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335AGJ1 2044-12-01 4.5 N/A 1000.00 76.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387HVY3 2031-05-01 6.5 N/A 5000.00 5.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QLU6 2032-03-15 6 N/A 116000.00 794.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4G1 2039-04-20 4.5 N/A 16000.00 363.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJL1 2040-08-20 4.5 N/A 32000.00 232.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTA1 2026-12-20 8.5 N/A 170000.00 65.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMA4 2037-02-20 5.5 N/A 19166.00 220.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMYK1 2044-04-01 4.5 N/A 6000.00 443.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKN8 2036-09-20 7 N/A 208000.00 1732.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TBC5 2037-04-01 6.5 N/A 90000.00 1564.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ERZ4 2040-09-01 4.5 N/A 21500.00 988.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRW4 2050-08-01 2 N/A 5000.00 2273.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LWS5 2037-09-01 6.5 N/A 2000.00 28.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287RP94 2032-04-01 6.5 N/A 2500.00 2.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EJR2 2031-12-15 6 N/A 61000.00 231.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRJ2 2034-04-15 5 N/A 75101.00 776.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EDZ6 2031-12-15 6 N/A 201000.00 369.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNV1 2026-04-20 7.5 N/A 190041.00 30.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW88 2038-10-20 7.5 N/A 25000.00 431.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2V3 2041-07-01 2 N/A 10000.00 5910.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3F6 2034-01-20 4.5 N/A 25000.00 194.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W14A2 2028-02-01 2.5 N/A 1000.00 49.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJE38 2027-01-01 4.5 N/A 1994.00 0.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415QA71 2038-06-01 5.5 N/A 1000.00 1.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288HEK2 2033-04-01 5.5 N/A 8000.00 16.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETAP1 2042-02-01 5.5 N/A 5000.00 711.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MED0 2032-04-15 6.5 N/A 75000.00 195.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ER6D7 2032-02-01 3 N/A 3000.00 404.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QWJ6 2038-11-20 5.5 N/A 10000.00 632.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5Q0 2034-05-20 5 N/A 92000.00 1482.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390KRR1 2032-06-01 7.5 N/A 1074.00 2.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412TZG1 2038-11-01 5 N/A 3108.00 11.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287PC84 2032-02-01 6 N/A 7000.00 58.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291SQC7 2034-11-15 5.5 N/A 61000.00 273.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C4S0 2032-02-15 6 N/A 30000.00 57.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXE97 2035-12-01 5 N/A 5000.00 37.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAN3 2050-12-01 2 N/A 1770.00 943.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BCK2 2028-08-15 8 N/A 17000.00 10.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMY0 2033-02-15 5 N/A 35000.00 111.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291XBP3 2035-05-15 5 N/A 33000.00 607.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XLZG0 2044-09-01 4 N/A 1000.00 71.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WGV7 2036-08-01 6 N/A 18667.00 156.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7L27 2029-04-01 4 N/A 12000.00 68.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDA1 2039-12-20 4 N/A 18750.00 965.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4U8 2029-02-15 6.5 N/A 37216.00 12.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201A2B3 2032-11-15 5.5 N/A 57000.00 171.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPC6 2031-07-15 7 N/A 207901.00 228.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128CUQM1 2029-01-01 6.5 N/A 49000.00 354.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSS1 2032-04-20 7 N/A 290000.00 532.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213BQW5 2031-06-15 6.5 N/A 126972.00 444.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7F42 2039-08-15 5 N/A 25000.00 816.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412DLU0 2037-02-01 5.5 N/A 1000.00 3.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212PQG0 2031-06-15 7 N/A 75000.00 136.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295RRC4 2038-12-15 6.5 N/A 229297.00 2204.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KHS9 2032-12-15 6 N/A 34000.00 117.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZ63 2028-03-20 7.5 N/A 27000.00 9.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NZP6 2029-02-20 3 N/A 11000.00 370.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAZ2 2034-10-20 5.5 N/A 79000.00 1089.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KML9 2037-06-15 6 N/A 35000.00 263.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y3L9 2041-06-01 4 N/A 1000.00 28.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292LEQ4 2042-02-01 3.5 N/A 4000.00 186.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BMZ8 2031-04-15 6.5 N/A 302000.00 471.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DML3 2050-03-01 4 N/A 3000.00 449.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138L6D47 2029-02-01 4.17 N/A 20000.00 17243.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294NX20 2028-03-01 2.5 N/A 13000.00 633.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMK3 2038-01-01 3.5 N/A 2000.00 1349.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF20 2035-11-20 5 N/A 106426.00 1880.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SEC7 2035-05-15 5.5 N/A 43000.00 371.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408GEZ6 2035-12-01 5.5 N/A 15000.00 63.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AWR7 2027-10-15 6.5 N/A 354300.00 55.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY80 2028-01-20 7 N/A 1123999.00 557.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5CZ1 2037-10-01 6 N/A 40000.00 143.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDW3 2040-01-20 4.5 N/A 10000.00 383.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BEL8 2029-02-15 6 N/A 30000.00 21.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380BBN9 2028-07-01 6 N/A 190000.00 75.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2B5 2028-04-15 6 N/A 407668.00 490.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FHN9 2040-07-20 4.5 N/A 5000.00 48.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TL23 2029-01-01 8 N/A 136000.00 43.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CM78 2038-10-01 6.5 N/A 50000.00 332.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296JTA4 2033-06-01 5.5 N/A 10000.00 30.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAA9 2029-01-20 6.5 N/A 740064.00 914.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QZN7 2035-03-15 5.5 N/A 25413.00 201.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388K2H4 2031-11-01 6.5 N/A 40600.00 68.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAL0 2039-08-20 4 N/A 137500.00 1709.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AHH66 2041-06-01 4.5 N/A 1000.00 52.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QVT5 2034-12-01 6.5 N/A 10000.00 98.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYC8 2046-05-01 3.5 N/A 27874.00 2944.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD40 2029-10-20 6.5 N/A 50000.00 43.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWA3 2038-09-20 7 N/A 656412.00 2245.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297DPH4 2039-05-15 5 N/A 25000.00 161.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KZB0 2032-12-01 6 N/A 14000.00 62.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERZL7 2027-01-01 4.5 N/A 2000.00 1.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPM2 2031-12-15 5.5 N/A 29036.00 55.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206LR27 2025-09-15 8 N/A 118295.00 3.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZE2 2039-01-20 4.5 N/A 73167.00 1093.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWC0 2045-05-01 4 N/A 6000.00 465.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETK96 2046-05-01 4.5 N/A 3000.00 252.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFR8 2049-09-01 3.5 N/A 5000.00 574.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406ARN4 2034-11-01 5 N/A 3000.00 10.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XNQ3 2037-06-01 6 N/A 1000.00 7.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312946C79 2041-02-01 4 N/A 4071.00 203.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SQ26 2046-11-20 5.5 N/A 9000.00 1299.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294YPG3 2037-02-15 6 N/A 50054.00 923.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AR2J9 2039-01-20 6.5 N/A 45000.00 882.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZ48 2028-03-20 6.5 N/A 203000.00 142.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYG8 2038-12-20 6.5 N/A 763000.00 408.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMY2 2037-04-20 5.5 N/A 35000.00 324.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XXL7 2033-06-15 5.5 N/A 35000.00 961.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWU1 2033-03-20 5 N/A 275464.00 2343.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MCY3 2031-07-15 6.5 N/A 25000.00 200.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9N97 2043-09-01 4 N/A 2334.00 270.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G6T8 2029-11-01 7.5 N/A 15000.00 11.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9H89 2048-07-01 4.5 N/A 3000.00 267.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPM2 2038-12-20 6 N/A 10000.00 205.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDXK7 2051-08-01 4 N/A 2000.00 907.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUW7 2038-07-20 7 N/A 65000.00 625.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLC3 2030-01-20 5.5 N/A 25000.00 332.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JBF0 2030-01-01 8 N/A 7000.00 7.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJC1 2025-08-20 4 N/A 300000.00 16.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MK25 2042-07-20 4 N/A 45629.00 1406.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SD44 2038-11-15 6.5 N/A 9616.00 308.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385E6C8 2030-06-01 8 N/A 50000.00 119.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBZ3 2029-05-20 7.5 N/A 25000.00 11.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3Z4 2028-07-20 7 N/A 289630.00 179.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292G6H3 2035-11-15 5.5 N/A 17000.00 1483.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201V5Y4 2032-09-15 7 N/A 63454.00 95.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AWT1 2028-07-01 3 N/A 3000.00 135.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZF9 2039-01-20 5 N/A 10000.00 121.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAT3 2039-08-20 4 N/A 34500.00 1638.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415BPS2 2038-04-01 5 N/A 8000.00 22.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RJV2 2035-07-01 5 N/A 7000.00 71.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3W34 2050-10-01 2 N/A 23000.00 10658.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EG45 2036-02-20 5.5 N/A 15942.00 209.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UD78 2037-07-15 6 N/A 50000.00 354.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYJ4 2033-07-20 4.5 N/A 74500.00 715.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414LYJ1 2038-03-01 5.5 N/A 23000.00 176.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WDM0 2032-02-15 6 N/A 25000.00 105.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TW21 2029-07-01 6.5 N/A 35000.00 31.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EB99 2035-01-20 5 N/A 182950.00 3020.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CT94 2027-02-20 7 N/A 453451.00 117.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307GEL9 2029-02-01 3.5 N/A 5000.00 264.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200K3U9 2035-10-15 5 N/A 400000.00 4947.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LHD4 2034-01-01 5.5 N/A 8000.00 65.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERC5 2038-02-20 5 N/A 179688.00 2280.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VQC4 2026-04-15 7 N/A 76389.00 6.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410AKX3 2036-07-01 7 N/A 75000.00 499.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419J5J3 2025-11-01 3.5 N/A 2000.00 2.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411VHU6 2037-06-01 6.5 N/A 8000.00 351.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED48 2035-06-20 5 N/A 61667.00 851.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCS8 2029-07-20 6.5 N/A 45000.00 46.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCD1 2029-06-20 7 N/A 192000.00 211.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSK0 2026-11-20 7.5 N/A 330500.00 66.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ANR7 2025-12-15 7 N/A 195043.00 7.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MQX3 2032-10-15 6 N/A 100000.00 353.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413RUD6 2037-11-01 5.5 N/A 15000.00 19.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C6A7 2049-01-01 4.5 N/A 1000.00 65.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201KK47 2032-05-15 7 N/A 100000.00 324.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFH9 2030-01-20 8 N/A 215000.00 114.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJAD2 2034-07-01 6 N/A 10000.00 84.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UHA2 2031-02-15 7.5 N/A 116000.00 167.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HQ54 2031-07-01 7.5 N/A 45000.00 37.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CK51 2025-11-20 7 N/A 442300.00 6.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WA5S2 2029-02-01 3.5 N/A 2000.00 77.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401CPL1 2033-05-01 5.5 N/A 42667.00 103.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AZZ8 2028-03-15 6.5 N/A 25000.00 147.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWE5 2038-09-20 6 N/A 32000.00 286.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NLX7 2034-06-15 5.5 N/A 90000.00 1529.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENA3 2037-05-20 5.5 N/A 155207.00 1757.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VPK4 2029-01-15 6 N/A 150000.00 460.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413KYS4 2037-11-01 5.5 N/A 1000.00 3.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBL4 2029-04-20 7.5 N/A 47000.00 19.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307EV27 2028-10-01 3.5 N/A 3000.00 248.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CW82 2027-08-20 7 N/A 238000.00 136.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UBD1 2031-10-15 6.5 N/A 30000.00 55.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HS88 2033-01-01 5.5 N/A 12500.00 49.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y7H4 2031-11-01 3.5 N/A 4000.00 138.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGT2 2030-04-20 8.5 N/A 25107.00 4.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FE4 2030-11-01 3.5 N/A 1000.00 69.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MZD0 2027-11-15 7 N/A 80000.00 22.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS54 2048-01-01 4 N/A 8750.00 1127.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SBJ8 2032-01-15 6.5 N/A 38000.00 177.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MC35 2033-03-15 6 N/A 100000.00 177.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9XS6 2043-12-01 5.5 N/A 2000.00 134.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4N8 2034-03-20 5 N/A 76000.00 986.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2E8 2039-02-20 7 N/A 153000.00 4374.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292AXR4 2035-05-15 5 N/A 41000.00 1153.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3L5 2028-06-20 6.5 N/A 412156.00 287.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298ACN1 2030-05-01 6.5 N/A 155000.00 343.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AQQ6 2026-11-15 7 N/A 170000.00 12.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DGM6 2034-08-01 6 N/A 6672.00 45.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GRZ1 2027-03-01 7 N/A 10000.00 1.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209Q4A0 2029-10-15 8.5 N/A 25000.00 42.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BW77 2041-06-01 5.5 N/A 3000.00 814.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290STH4 2034-02-15 5.5 N/A 70000.00 615.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EU9 2055-01-20 5 N/A 20000.00 19332.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KXQ8 2029-11-15 7.5 N/A 53000.00 87.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292J5V8 2036-11-01 6.5 N/A 3000.00 33.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F3L8 2042-02-20 4 N/A 75000.00 893.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LWR3 2041-06-20 6 N/A 33000.00 1326.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUF4 2038-07-20 5.5 N/A 217000.00 1654.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJ26 2036-07-20 7 N/A 44000.00 594.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2Z5 2028-05-20 7.5 N/A 175000.00 120.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209KYN2 2028-05-15 6.75 N/A 203000.00 135.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5P2 2034-05-20 4.5 N/A 49000.00 862.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7WL5 2033-01-01 3.5 N/A 1000.00 161.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AF69 2037-08-01 5.5 N/A 2000.00 40.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CAK2 2026-11-20 4.75 N/A 503419.00 170.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380XCL4 2028-12-01 6 N/A 65000.00 146.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLQ4 2025-12-20 6.5 N/A 65000.00 4.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MYR2 2026-04-15 7.5 N/A 25000.00 21.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CX40 2027-10-20 8 N/A 125000.00 48.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNN9 2039-09-01 5 N/A 3000.00 52.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CW42 2028-05-01 3.5 N/A 5000.00 314.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4X5 2048-09-01 4.5 N/A 1000.00 84.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313614D22 2027-06-01 4.504 N/A 350000.00 74.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XAS6 2033-05-01 6 N/A 135000.00 413.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414R5B7 2038-03-01 6.5 N/A 23000.00 266.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QHR3 2039-02-15 4.5 N/A 35000.00 1001.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296PZN4 2038-09-15 6.5 N/A 25000.00 155.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUC5 2027-02-20 8 N/A 60000.00 11.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QK33 2049-06-01 6.777 N/A 80000.00 15838.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENQ69 2042-01-01 4.5 N/A 1000.00 72.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210U2H5 2029-04-15 6 N/A 50000.00 164.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGN34 2036-02-01 3.5 N/A 19000.00 1981.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AD96 2042-03-01 3.5 N/A 1000.00 79.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207UR26 2027-04-15 7.5 N/A 175000.00 43.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371M6M4 2037-01-01 5.5 N/A 53000.00 137.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GY34 2034-05-15 5.5 N/A 60110.00 2029.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KXY2 2033-01-01 6 N/A 20000.00 76.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NN29 2035-05-15 5 N/A 25000.00 233.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNJ7 2050-04-01 3.5 N/A 1000.00 161.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JXB5 2031-03-01 8 N/A 100000.00 75.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DN31 2031-07-20 8 N/A 214000.00 206.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RZ34 2038-09-15 6 N/A 32000.00 222.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV24 2033-01-20 5.5 N/A 188000.00 1314.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291F5P9 2034-06-15 5 N/A 70091.00 1082.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CR21 2026-10-20 8 N/A 180000.00 40.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KDL2 2031-10-01 6.5 N/A 30000.00 27.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414NHM9 2039-02-01 4.5 N/A 2000.00 21.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G5D4 2029-08-01 7 N/A 5000.00 2.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED63 2035-06-20 6 N/A 126050.00 2062.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNG4 2038-09-01 6 N/A 135000.00 807.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPN3 2037-09-20 6.5 N/A 30000.00 322.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386MZE3 2030-10-01 7.5 N/A 120000.00 382.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208X3B5 2028-12-15 6.75 N/A 25000.00 100.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7E8 2049-02-01 4 N/A 10500.00 601.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWU9 2038-10-20 5.5 N/A 360000.00 462.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFS80 2045-10-01 4 N/A 6000.00 563.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDE6 2035-04-20 5 N/A 207000.00 2848.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMS9 2026-02-20 7.5 N/A 484717.00 8.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206SYK4 2026-07-15 8 N/A 25000.00 67.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AU82 2038-06-01 6 N/A 14500.00 226.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294BRL1 2029-12-01 7 N/A 5000.00 1.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJE5 2038-06-01 5.5 N/A 1000.00 7.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGB32 2052-03-01 3 N/A 7000.00 4786.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H4F0 2036-07-01 7 N/A 30000.00 597.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMQ9 2037-03-20 6.5 N/A 25000.00 410.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2F7 2033-11-20 6 N/A 83000.00 769.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMQ3 2026-02-20 6.5 N/A 429167.00 28.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGLH5 2046-02-01 4.5 N/A 3000.00 269.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPX1 2037-10-20 5.5 N/A 11666.00 68.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF53 2035-11-20 6.5 N/A 25000.00 468.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MC73 2037-03-20 6.5 N/A 12684.00 619.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 3104.00 1587.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XMK66 2044-03-01 4.5 N/A 6000.00 74.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBJ9 2029-04-20 6.5 N/A 1771000.00 1812.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUU8 2041-06-20 4.5 N/A 85000.00 967.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380HQ42 2028-10-01 6 N/A 30137.00 6.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386FRR8 2030-12-01 6 N/A 8000.00 65.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRE4 2050-07-01 4 N/A 1000.00 242.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9T31 2032-09-01 3.5 N/A 2000.00 262.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QFZ8 2047-08-01 6.695 N/A 90000.00 10311.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTT8 2032-07-20 7 N/A 25000.00 41.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYG2 2027-11-20 7.5 N/A 80000.00 35.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNX5 2031-07-20 6 N/A 107500.00 211.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLV1 2032-02-01 7 N/A 10000.00 16.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEA2 2029-05-15 6.5 N/A 49000.00 51.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBF8 2049-04-01 3.5 N/A 2000.00 152.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DT82 2036-09-01 6.5 N/A 1000.00 6.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413DKD8 2037-08-01 6.5 N/A 66032.00 291.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XQW9 2053-01-20 5 N/A 25000.00 19439.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYW7 2027-12-20 8 N/A 115000.00 71.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY98 2028-01-20 7.5 N/A 1155000.00 386.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6T3 2034-07-20 5 N/A 81000.00 1230.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPS70 2029-02-01 4 N/A 5000.00 16.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FP67 2041-02-20 4 N/A 25000.00 1309.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JMT2 2025-11-01 3.5 N/A 5000.00 3.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETDV5 2026-06-01 5 N/A 25000.00 5.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293PG41 2029-04-01 7 N/A 46000.00 12.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BY93 2033-07-15 5.5 N/A 32000.00 250.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DGR1 2026-04-15 7 N/A 67500.00 27.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUU3 2032-10-20 5.5 N/A 399039.00 2181.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411GBD3 2037-03-01 5.5 N/A 2000.00 31.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXK4 2027-09-20 6.5 N/A 100000.00 39.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLG9 2040-10-20 4 N/A 30000.00 554.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NQD3 2028-10-20 4 N/A 150000.00 3620.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212TVM3 2030-11-15 7.5 N/A 1232000.00 1449.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6G6 2046-06-01 3 N/A 1000.00 150.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZ30 2028-03-20 6 N/A 65000.00 46.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XQWD9 2029-03-01 3.5 N/A 4500.00 150.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HXL3 2033-06-01 6 N/A 48000.00 255.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QTB2 2028-12-15 6 N/A 25000.00 22.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F4A1 2042-02-20 5.5 N/A 10000.00 428.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W2Z73 2043-02-01 3 N/A 1000.00 134.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297GRL6 2026-09-15 4 N/A 50000.00 921.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YRC2 2033-11-15 6 N/A 25000.00 282.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KF96 2030-03-15 8.5 N/A 25307.00 16.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN43 2031-09-01 7 N/A 2750.00 1.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KUS5 2036-02-15 5.5 N/A 52728.00 1036.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208UJF5 2028-02-15 7.5 N/A 75000.00 518.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZL0 2028-02-20 6.5 N/A 152525.00 97.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297DKU0 2039-04-15 4.5 N/A 30000.00 199.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXH8 2027-11-15 6.5 N/A 70000.00 15.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QK94 2034-11-15 6 N/A 201000.00 2025.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AZL7 2028-03-15 6.5 N/A 25000.00 16.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SYJ4 2034-05-15 5 N/A 243629.00 4854.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K3AY8 2050-01-01 4 N/A 6000.00 1154.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY48 2036-05-01 2.5 N/A 1000.00 488.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DDB3 2034-07-01 5.5 N/A 1112.00 10.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RQ97 2033-07-15 5 N/A 35000.00 129.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHN24 2039-05-01 6.5 N/A 51000.00 856.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW70 2038-10-20 7 N/A 11000.00 142.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QPP8 2039-01-15 5.5 N/A 80327.00 681.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206URD3 2026-03-15 7 N/A 30000.00 1.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXP9 2038-11-20 6.5 N/A 1142000.00 2970.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETA7 2038-05-20 6 N/A 50000.00 694.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298SLV4 2030-01-01 7 N/A 28750.00 58.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297VY69 2035-11-01 5 N/A 12000.00 59.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJQ5 2030-09-20 7 N/A 258000.00 328.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCB5 2029-06-20 6 N/A 343500.00 795.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209TQL6 2028-12-15 6 N/A 105000.00 217.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PE23 2039-04-01 4.5 N/A 1000.00 59.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AJD2 2032-12-15 5.5 N/A 36916.00 228.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QC86 2028-06-15 6.75 N/A 175000.00 120.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBX8 2029-05-20 6.5 N/A 570000.00 633.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206KHS3 2025-10-15 7 N/A 37000.00 3.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JXX7 2031-03-01 6 N/A 10000.00 11.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205XC36 2033-09-15 5.5 N/A 48334.00 299.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFN1 2040-04-20 4.5 N/A 7500.00 122.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296NXG7 2033-10-01 6 N/A 30000.00 166.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407CHH3 2035-08-01 5 N/A 2000.00 19.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FX68 2041-10-20 4 N/A 18000.00 211.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GPS4 2031-12-15 6.5 N/A 25114.00 670.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QJD8 2033-06-15 5.5 N/A 75000.00 575.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GQ22 2037-08-01 6.5 N/A 41000.00 337.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207EM76 2033-12-15 5.5 N/A 42000.00 217.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MF93 2025-09-01 5 N/A 28000.00 1.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RX80 2031-12-15 6.5 N/A 177000.00 291.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T2C2 2028-08-15 6.5 N/A 182000.00 259.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAA49 2042-03-01 3.5 N/A 2015.00 175.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF22 2033-08-15 4.5 N/A 25035.00 508.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RSS5 2029-05-20 6.5 N/A 87000.00 1196.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PRN2 2026-03-15 6.5 N/A 25056.00 3.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJLD0 2039-02-01 5 N/A 18334.00 211.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQX4 2026-08-20 8 N/A 489020.00 45.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YLA4 2031-06-15 6 N/A 43500.00 99.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX71 2033-06-20 5 N/A 125080.00 1328.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307YPC8 2034-03-01 3.5 N/A 3000.00 279.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ER81 2032-01-15 6 N/A 95000.00 358.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDKE2 2027-05-01 4 N/A 20000.00 32.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210CVN0 2029-05-15 6 N/A 52000.00 335.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209STH4 2028-07-15 7 N/A 129000.00 88.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLU5 2025-12-20 7.5 N/A 323940.00 13.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJW71 2045-09-01 4 N/A 6500.00 535.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQY0 2031-12-20 5.5 N/A 208040.00 967.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KXC4 2029-08-15 7.5 N/A 40650.00 59.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NPT2 2034-08-15 5 N/A 50070.00 649.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KQB96 2037-04-01 5.5 N/A 33000.00 271.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211BVH4 2030-02-15 8 N/A 36265.00 10.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387NM95 2031-09-01 6.5 N/A 7000.00 5.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KEZ3 2038-05-01 5.5 N/A 12000.00 88.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HC78 2028-08-01 8.5 N/A 215000.00 69.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAP2 2032-02-15 7 N/A 37000.00 51.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJE8 2026-03-15 8 N/A 130000.00 42.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERJD3 2031-08-01 3.5 N/A 1000.00 100.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XQU7 2041-02-01 4 N/A 1334.00 109.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QASP6 2049-03-01 4.5 N/A 4000.00 389.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WMU2 2034-04-15 5 N/A 25226.00 162.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JMM3 2026-09-15 7.5 N/A 25000.00 6.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDE0 2028-06-15 6.5 N/A 100000.00 79.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJBJ8 2035-02-01 5 N/A 10000.00 101.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XJR2 2033-08-15 4.5 N/A 25281.00 829.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DP79 2034-11-01 5.5 N/A 41334.00 318.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388KDA7 2031-10-01 6.5 N/A 52000.00 118.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FPB9 2029-05-15 7 N/A 564000.00 386.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212YGV9 2031-04-15 6.5 N/A 25000.00 87.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298SUS1 2031-01-01 6.5 N/A 25000.00 41.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945ZK7 2041-02-01 4.5 N/A 1096.00 32.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPY8 2031-09-15 8 N/A 40000.00 45.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3G1 2033-12-15 7 N/A 25000.00 78.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGNJ8 2043-12-01 4.5 N/A 2000.00 26.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYE3 2038-12-20 5.5 N/A 404000.00 265.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NTR6 2038-04-01 5 N/A 5098.00 29.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211N2X5 2029-08-15 7 N/A 275000.00 327.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VUH6 2027-11-15 7 N/A 25265.00 4.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQAG7 2045-08-01 4 N/A 11000.00 1034.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKY6 2030-12-20 7.5 N/A 590000.00 381.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335ATA6 2042-02-01 5 N/A 20000.00 2342.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3X7 2034-02-20 5.25 N/A 97000.00 3670.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402X4D5 2033-10-01 5.5 N/A 6000.00 42.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLS8 2032-03-01 5.5 N/A 50000.00 137.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418SUT4 2025-10-01 3.5 N/A 3000.00 1.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6U0 2034-07-20 5.5 N/A 105000.00 1318.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287MQ60 2031-12-01 6.5 N/A 18000.00 28.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BED6 2029-04-15 6.5 N/A 529000.00 529.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJR3 2030-09-20 7.5 N/A 346000.00 192.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BQ68 2029-09-15 6 N/A 1000.00 2.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZF7 2029-01-15 6 N/A 110000.00 111.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.5 N/A 1000.00 644.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKX6 2036-10-20 6 N/A 101000.00 968.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFA0 2052-05-01 3.5 N/A 1200.00 854.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9L86 2050-08-01 4 N/A 2000.00 485.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FGD6 2035-07-01 5 N/A 2000.00 12.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128CUKH8 2026-08-01 5 N/A 56000.00 45.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KF45 2035-10-15 5.5 N/A 112450.00 1921.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AZJ3 2038-09-01 6 N/A 3000.00 33.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ESD2 2029-07-15 7.5 N/A 25487.00 46.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945DN5 2041-01-01 3.5 N/A 12000.00 719.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A53R1 2026-01-01 3.5 N/A 6000.00 13.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371M6N2 2037-01-01 6 N/A 107000.00 292.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBZ7 2052-09-01 4.5 N/A 9600.00 7707.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418PS71 2040-03-01 4.5 N/A 11500.00 331.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211C4C3 2029-08-15 7 N/A 75000.00 21.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ED60 2031-12-15 6 N/A 25000.00 239.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CQC3 2044-09-01 5.5 N/A 18000.00 1815.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5D1 2028-09-20 6.5 N/A 266113.00 200.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JQ80 2030-10-01 7 N/A 15000.00 2.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MZB1 2032-04-15 6.5 N/A 145261.00 504.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292JAL4 2034-04-01 5 N/A 10000.00 108.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HBB9 2030-03-01 8 N/A 10000.00 4.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF71 2033-08-15 5 N/A 30000.00 339.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ6J4 2049-04-01 4 N/A 8000.00 590.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YDU2 2033-11-15 5.5 N/A 72500.00 724.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291WWU1 2035-03-15 5 N/A 50000.00 5221.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLU1 2045-07-20 6 N/A 7000.00 611.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CW74 2027-08-20 6.5 N/A 48750.00 12.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X4N4 2033-07-15 5.5 N/A 75000.00 156.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ACB8 2032-01-15 6 N/A 160000.00 300.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YYR4 2029-03-15 7 N/A 150000.00 188.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXZ1 2027-10-20 7 N/A 121500.00 72.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQF8 2052-07-01 3.5 N/A 4000.00 3047.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ECTY9 2027-03-01 2.5 N/A 1000.00 15.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6J7 2028-11-20 6.5 N/A 532708.00 503.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKX75 2032-05-01 3.5 N/A 1000.00 130.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TFM7 2031-09-15 6.5 N/A 50000.00 223.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409UGA7 2036-02-01 6.5 N/A 9000.00 174.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LXP7 2028-04-15 7 N/A 60000.00 85.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVX8 2027-05-20 7 N/A 533490.00 275.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP80 2026-07-20 7 N/A 352500.00 34.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMPZ0 2027-07-01 2.5 N/A 1000.00 23.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJFJ4 2036-12-01 6 N/A 5000.00 44.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXN8 2027-09-20 7.5 N/A 25000.00 8.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379J2Y1 2028-04-01 7 N/A 6000.00 4.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y1HC5 2048-07-01 4.5 N/A 5750.00 457.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DGY9 2036-05-01 5 N/A 6253.00 59.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MFGY7 2042-11-01 3.5 N/A 1000.00 227.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128FPRK2 2027-06-01 7.5 N/A 50000.00 74.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJUN8 2044-05-01 4 N/A 1000.00 59.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209G2D8 2028-08-15 6.5 N/A 42000.00 26.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU81 2044-09-01 4 N/A 3500.00 235.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375PBZ8 2026-03-01 6.5 N/A 10000.00 0.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414C2W7 2038-04-01 5.5 N/A 39000.00 342.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296P2W0 2038-09-15 6 N/A 25050.00 454.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRP3 2041-03-20 3.5 N/A 10000.00 1649.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDN8 2029-09-20 7 N/A 520500.00 457.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291XAH2 2035-04-15 5 N/A 48000.00 1042.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391K5X1 2032-05-01 6.5 N/A 18000.00 12.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WTB4 2037-07-01 6 N/A 15000.00 171.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408DUG7 2035-12-01 6 N/A 14000.00 122.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MCE5 2035-06-01 5 N/A 6577.00 55.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WK4P7 2047-06-01 3.5 N/A 7750.00 813.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KMM0 2032-03-01 7 N/A 18000.00 38.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403MNM7 2033-12-01 6 N/A 37000.00 255.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290THL6 2035-01-15 5.5 N/A 25000.00 175.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVE5 2029-07-01 8 N/A 61678.00 56.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM57 2031-05-20 6.5 N/A 256500.00 470.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRW5 2026-10-20 7 N/A 335000.00 118.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEJ59 2045-04-01 3.5 N/A 9500.00 1898.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2V2 2033-12-20 5.5 N/A 164834.00 2079.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212EDJ3 2030-06-15 8 N/A 25000.00 92.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CH71 2025-08-20 7 N/A 523929.00 1.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELW7 2037-01-20 6 N/A 90000.00 1040.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHS1 2036-04-20 5.5 N/A 68924.00 822.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NNF1 2034-07-20 6 N/A 35000.00 2076.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN7B9 2042-02-01 5.5 N/A 2000.00 206.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6XE3 2038-10-01 6 N/A 10000.00 195.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YZV2 2041-05-01 4.5 N/A 6032.00 168.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389EFY6 2031-12-01 6 N/A 83000.00 552.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GWG7 2028-09-01 6.5 N/A 445000.00 200.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRX1 2032-02-20 7 N/A 25000.00 55.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFF3 2030-01-20 7 N/A 390459.00 196.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XHR1 2033-07-01 6 N/A 1815.00 5.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XY7E8 2044-07-01 4.5 N/A 3000.00 355.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJCE5 2029-01-01 3.5 N/A 21000.00 496.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CFR0 2035-10-15 5 N/A 113000.00 2167.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAE1 2029-01-20 8 N/A 85000.00 223.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SQK0 2033-12-15 6 N/A 50000.00 699.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296J2J4 2033-07-01 5.5 N/A 34400.00 108.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5C1 2034-04-20 5 N/A 198251.00 2423.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FEG4 2032-10-15 6.5 N/A 25000.00 440.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VLG5 2029-11-01 6 N/A 15000.00 15.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECA5 2035-01-20 5.5 N/A 40000.00 683.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291NPR6 2034-08-15 5.5 N/A 55000.00 641.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HSL8 2032-04-15 6 N/A 35121.00 115.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVQ9 2038-08-20 6.5 N/A 19200.00 262.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298FUS9 2029-02-01 5 N/A 13000.00 105.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211EP51 2029-12-15 8 N/A 64486.00 650.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HNYG1 2048-08-01 4 N/A 3000.00 202.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWA8 2033-04-01 3.5 N/A 1000.00 112.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANDY6 2041-08-01 4 N/A 3000.00 123.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403NF69 2033-11-01 6.5 N/A 87004.00 393.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AMUJ2 2041-07-01 4.5 N/A 22500.00 704.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTT0 2027-01-20 8 N/A 175000.00 11.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201Q6N8 2032-09-15 6 N/A 200000.00 282.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELB3 2036-11-20 7 N/A 82500.00 1475.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXE6 2033-04-20 6.5 N/A 150000.00 794.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NLX6 2032-12-15 6 N/A 27997.00 100.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DG36 2031-08-15 6 N/A 55000.00 173.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211YQX5 2030-02-15 7.75 N/A 60000.00 127.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YF38 2028-07-15 6.5 N/A 130218.00 22.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291PBY1 2034-10-15 6 N/A 33983.00 465.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AE39 2032-11-15 5.5 N/A 143000.00 511.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PST64 2025-10-01 3.5 N/A 6347.00 3.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401G3N2 2033-06-01 4.5 N/A 25000.00 1343.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287XG83 2032-08-01 6 N/A 20000.00 40.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DF70 2034-08-01 6 N/A 64611.00 489.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6C8 2039-06-20 4 N/A 34000.00 1434.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEQ7 2029-05-15 6 N/A 64000.00 148.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KRN0 2038-03-15 4.5 N/A 31500.00 703.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YYB5 2029-03-15 6 N/A 39000.00 19.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1N46 2039-09-15 5 N/A 25000.00 873.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFS3 2035-10-20 7 N/A 50000.00 3149.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBQ43 2049-08-01 3.5 N/A 1000.00 141.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DXR8 2036-12-15 5 N/A 100643.00 284.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KN31 2032-05-01 6 N/A 35000.00 95.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FQW6 2033-04-15 6 N/A 30000.00 160.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178AU96 2042-05-15 4 N/A 20803.00 1456.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385WZT9 2033-01-01 6.5 N/A 42000.00 53.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4H5 2049-11-01 3 N/A 1000.00 160.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J82U3 2043-04-01 3.5 N/A 20000.00 1744.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4Q3 2028-08-20 7 N/A 828332.00 636.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KCG4 2031-06-01 6.5 N/A 175000.00 186.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MLBY9 2042-12-01 4 N/A 2000.00 225.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERPF1 2031-03-01 4 N/A 15000.00 434.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERW1 2038-03-20 7 N/A 41000.00 1131.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290YUN6 2033-10-15 6 N/A 32000.00 96.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B6Z6 2033-08-15 7.5 N/A 23000.00 207.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN3Q0 2028-06-01 3.5 N/A 12000.00 182.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GZ66 2029-05-01 7 N/A 5000.00 2.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384KBA3 2030-04-01 8.5 N/A 100000.00 130.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380FQ38 2028-08-01 6 N/A 60688.00 227.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292MYH9 2036-05-15 6 N/A 25000.00 278.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HHU5 2029-03-01 7 N/A 25201.00 29.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388UC99 2031-12-01 6.5 N/A 18000.00 34.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K4L2 2033-04-01 6 N/A 15000.00 81.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXRW2 2036-07-01 5 N/A 1950.00 16.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DW84 2028-04-15 7.25 N/A 75000.00 41.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407YRU5 2035-10-01 4.5 N/A 10000.00 69.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204MD48 2026-05-15 7 N/A 31200.00 17.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJ72 2033-07-15 5.5 N/A 68000.00 517.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NMP3 2034-06-15 5 N/A 52000.00 728.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201A4M7 2032-05-15 6.75 N/A 50000.00 317.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410YT61 2036-10-01 6.5 N/A 7000.00 42.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KEA2 2035-06-15 6 N/A 25000.00 423.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6Z7 2039-07-20 4.5 N/A 15000.00 21.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEV6 2029-06-15 6.5 N/A 3866.00 4.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXU8 2038-11-20 6 N/A 26000.00 289.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXM6 2038-11-20 5.5 N/A 242000.00 316.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E3K3 2039-03-20 7 N/A 10000.00 392.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296N2W5 2038-08-15 5.5 N/A 5000.00 112.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HQN7 2032-05-01 6 N/A 20000.00 52.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210RHD5 2032-01-15 6 N/A 30041.00 57.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MQK1 2032-10-15 6 N/A 30000.00 99.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KKK6 2032-01-01 6 N/A 22000.00 38.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJU6 2030-09-20 9 N/A 290000.00 82.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418XXX1 2040-08-01 5 N/A 8000.00 96.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJCE8 2035-07-01 5.5 N/A 20750.00 256.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHUW0 2046-08-01 3 N/A 1000.00 152.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVX3 2032-12-15 6.5 N/A 695268.00 1742.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TDH6 2029-03-15 6.5 N/A 30097.00 23.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NEC0 2036-07-15 6 N/A 15000.00 177.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4Q71 2037-04-01 5.5 N/A 28000.00 171.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RZL2 2027-02-15 7.25 N/A 25000.00 13.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ80 2048-09-01 3.5 N/A 6750.00 641.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BZB7 2028-07-15 6.5 N/A 25000.00 33.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AVG2 2027-08-15 6.5 N/A 110000.00 16.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296CWD8 2038-06-15 5.5 N/A 50000.00 192.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MLB1 2035-12-01 5.5 N/A 42047.00 387.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407Y7E3 2035-11-01 6 N/A 38000.00 358.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KWHY2 2037-09-01 5.5 N/A 100000.00 179.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MEV8 2042-06-20 3.5 N/A 23000.00 683.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2Z2 2047-12-01 3 N/A 3000.00 443.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GYB6 2034-05-15 5.5 N/A 75000.00 2636.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5C0 2048-10-01 4 N/A 2000.00 144.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312946JT4 2041-03-01 4 N/A 2077.00 99.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XLPA4 2029-03-01 3.5 N/A 1000.00 42.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MQY2 2033-07-15 5.5 N/A 50350.00 326.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KE5E9 2036-09-01 6 N/A 100000.00 345.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMD8 2037-02-20 7 N/A 95000.00 836.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9WA9 2047-01-01 3.5 N/A 2750.00 472.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX62 2046-03-01 4.5 N/A 6000.00 524.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMP1 2037-03-20 6 N/A 43000.00 431.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEYJ5 2050-09-01 2 N/A 1900.00 975.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVH9 2038-08-20 6 N/A 261000.00 380.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BP28 2031-10-15 6 N/A 11000.00 32.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3L7 2049-07-01 4 N/A 5000.00 511.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKRL1 2047-04-01 4.5 N/A 4500.00 428.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWT2 2038-10-20 5 N/A 89000.00 1397.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KV7K5 2037-09-01 6 N/A 70000.00 202.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYA3 2033-06-20 6.5 N/A 25667.00 97.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GRK3 2033-04-15 5.25 N/A 50882.00 2308.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQQ9 2026-08-20 6.5 N/A 232000.00 63.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UW63 2032-01-15 6 N/A 60335.00 112.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWC93 2034-05-01 3.5 N/A 1000.00 137.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7CA5 2049-03-01 4 N/A 8500.00 1306.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2U7 2032-02-15 7.5 N/A 34500.00 130.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2H2 2047-08-01 4 N/A 5250.00 590.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ98 2048-09-01 4 N/A 7750.00 559.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208XVV0 2028-10-15 6.5 N/A 150000.00 14.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XD95 2033-04-01 6 N/A 38000.00 103.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQK51 2035-05-15 3.5 N/A 32500.00 684.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288FSS4 2033-01-01 6 N/A 6000.00 22.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CV27 2048-04-01 3.5 N/A 3000.00 386.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LTV1 2034-09-01 6 N/A 10000.00 63.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPQ0 2026-06-20 7 N/A 205931.00 24.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ77 2030-10-20 7 N/A 331787.00 279.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206USS9 2026-04-15 7.5 N/A 90000.00 31.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGR6 2030-04-20 7.5 N/A 25000.00 12.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTR2 2034-11-01 6 N/A 35445.00 255.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GL86 2033-05-15 6 N/A 251881.00 4576.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPL0 2050-05-01 4 N/A 1000.00 197.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3YF2 2029-10-01 3 N/A 1000.00 64.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QBW4 2034-01-15 5.5 N/A 77520.00 1085.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LCN0 2039-09-01 6 N/A 1000.00 16.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WARA7 2043-12-01 4.5 N/A 2000.00 66.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWH8 2038-09-20 7.5 N/A 60000.00 1626.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RX81 2033-08-15 5 N/A 37034.00 546.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 2550.00 201.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JA53 2027-09-15 7 N/A 25000.00 5.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MYU1 2033-10-15 6 N/A 431250.00 1596.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206BL58 2025-08-15 7 N/A 38000.00 1.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292AXB9 2035-10-15 5.5 N/A 135000.00 767.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YET2 2029-03-15 6 N/A 25000.00 68.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFG1 2030-01-20 7.5 N/A 593661.00 369.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELM9 2036-12-20 6.5 N/A 37500.00 527.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297EE68 2039-03-15 5.5 N/A 45000.00 965.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WRQ4 2033-04-20 5.5 N/A 108000.00 224.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4C84 2036-12-01 6 N/A 88000.00 750.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPP2 2026-06-20 6.5 N/A 35000.00 1.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GMS6 2028-03-01 7 N/A 15000.00 6.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFLC8 2045-09-01 3.5 N/A 1001.00 97.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DET1 2038-08-15 6.5 N/A 25000.00 197.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMM8 2037-03-20 5 N/A 58750.00 589.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128F7PC2 2026-02-01 7.5 N/A 50000.00 15.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HL28 2031-09-01 6 N/A 19000.00 34.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ART9 2027-01-15 7.5 N/A 29195.00 3.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUH2 2032-09-20 5.5 N/A 372000.00 1385.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTWN1 2044-08-01 4 N/A 1004.00 191.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GUKL7 2042-06-01 3.5 N/A 1000.00 78.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SDX6 2033-11-20 6 N/A 45000.00 804.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207MTV8 2028-03-15 7 N/A 25000.00 18.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEL1 2029-11-20 7.5 N/A 297500.00 204.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQP7 2037-12-20 7 N/A 38000.00 537.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MWJ2 2036-07-01 6 N/A 5000.00 20.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31281BRQ5 2037-05-01 4.5 N/A 165000.00 127.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294ULJ9 2036-09-15 7.5 N/A 48000.00 495.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407RST2 2035-09-01 5 N/A 16000.00 67.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MEQ2 2033-03-15 5 N/A 40000.00 339.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUU1 2038-07-20 6 N/A 25000.00 303.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP94 2037-11-20 5.5 N/A 87000.00 834.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA43 2029-03-20 5.5 N/A 27000.00 80.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404UZF0 2034-06-01 5.5 N/A 3454.00 46.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSP9 2029-09-01 3.5 N/A 4000.00 222.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH69 2036-05-20 6.5 N/A 50000.00 801.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SYQ2 2039-01-15 7 N/A 50000.00 2320.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFH6 2051-05-20 3 N/A 1000.00 488.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389N2E4 2030-09-01 8 N/A 100000.00 25.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKA6 2036-08-20 5.5 N/A 125305.00 893.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BP69 2031-10-15 6 N/A 437168.00 1301.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5E1 2050-02-01 3.5 N/A 1000.00 144.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200BB63 2032-12-15 6.5 N/A 25000.00 306.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AU47 2028-11-15 6 N/A 114000.00 145.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FDS5 2029-02-15 7 N/A 80000.00 139.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQA2 2031-10-20 6 N/A 811666.00 2203.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERU5 2038-03-20 6 N/A 15000.00 176.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT68 2032-08-20 6 N/A 624673.00 2125.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BQA7 2045-04-01 3 N/A 41000.00 2133.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2E9 2028-04-15 7 N/A 97000.00 49.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YDP6 2053-08-20 7.5 N/A 25000.00 7147.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGSR6 2038-02-01 5 N/A 99000.00 2250.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293ADY1 2028-09-01 7.5 N/A 49000.00 29.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKJ4 2040-09-20 5 N/A 27000.00 215.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FYP2 2038-06-15 6 N/A 12500.00 408.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209V6S8 2029-05-15 6.5 N/A 65000.00 11.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDT35 2044-12-01 4 N/A 3000.00 283.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5X3 2039-06-20 5 N/A 25000.00 441.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A46Y6 2041-01-01 4 N/A 40000.00 2320.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335GMB8 2025-10-01 6.5 N/A 25102.00 0.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYH0 2027-11-20 8 N/A 35000.00 11.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G2R6 2029-06-01 6 N/A 70000.00 82.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209W6M9 2028-09-15 6.5 N/A 85000.00 39.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JLU6 2026-07-15 7.5 N/A 25000.00 3.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MXW5 2043-01-20 3.5 N/A 15000.00 480.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JJP5 2032-06-15 6.5 N/A 91043.00 328.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTD3 2032-06-20 5.5 N/A 57500.00 351.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSA0 2032-03-20 5.5 N/A 103000.00 383.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PSW1 2026-03-15 7 N/A 25320.00 1.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7ZE8 2025-08-15 4 N/A 45000.00 7.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHW4 2030-07-20 7.5 N/A 365000.00 54.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VQL1 2029-02-15 6.5 N/A 82000.00 110.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2L5 2051-07-01 2 N/A 14000.00 8461.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEE2 2040-02-20 5.5 N/A 28333.00 715.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7BN2 2026-01-01 5 N/A 100000.00 41.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLF7 2031-12-15 6 N/A 25000.00 97.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312943ZX4 2040-11-01 4 N/A 1034.00 37.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4KW8 2044-10-01 4 N/A 8000.00 706.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NVC9 2043-08-20 3 N/A 18000.00 2629.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTE1 2032-06-20 6 N/A 369366.00 1329.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PVT4 2026-05-15 7.5 N/A 146000.00 14.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVC26 2049-07-01 3.5 N/A 3000.00 378.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KT49 2033-05-15 5 N/A 115100.00 1558.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407UEQ6 2035-12-01 5.5 N/A 7000.00 57.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FHC3 2028-11-15 6.5 N/A 25000.00 23.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297EYY6 2031-03-01 7 N/A 301000.00 127.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUT8 2027-03-20 7 N/A 117000.00 45.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEK3 2029-11-20 7 N/A 337000.00 231.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L5ST1 2043-10-01 4.5 N/A 1000.00 153.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4A6 2034-02-20 6 N/A 25000.00 303.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XGQ4 2036-09-15 6 N/A 45000.00 429.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRF4 2032-03-01 5.5 N/A 52000.00 107.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQZ7 2031-12-20 6 N/A 518500.00 1694.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BM96 2037-08-01 5.5 N/A 15000.00 264.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETV1 2038-06-20 6 N/A 230000.00 508.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGC7 2035-12-20 5 N/A 20000.00 336.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408C4D5 2035-12-01 5.5 N/A 13000.00 155.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQB0 2031-10-20 6.5 N/A 281566.00 458.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416NYW6 2039-03-01 4.5 N/A 3000.00 118.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMA8 2026-01-20 7 N/A 543496.00 16.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CFL3 2035-10-15 5.5 N/A 30000.00 210.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT50 2032-08-20 5.5 N/A 185030.00 1364.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFT8 2040-04-20 4.5 N/A 10000.00 355.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AVA3 2043-07-01 3.5 N/A 8000.00 1352.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31306XQY2 2027-09-01 3 N/A 1000.00 20.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FS5L3 2032-02-01 3.5 N/A 1000.00 102.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4A8 2028-07-20 7.5 N/A 400000.00 123.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RYE7 2033-08-15 4.5 N/A 25000.00 307.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJP3 2026-03-15 7.5 N/A 25000.00 0.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296JME2 2039-05-15 5 N/A 50058.00 933.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUT4 2038-07-20 5.5 N/A 27000.00 334.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZP5 2029-01-15 6.5 N/A 94000.00 212.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJH3 2036-06-20 5.5 N/A 182800.00 1898.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VR69 2050-08-20 2.5 N/A 15000.00 4693.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QUV3 2032-05-15 7 N/A 25000.00 100.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388CFL9 2031-08-01 6 N/A 3667.00 4.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3H2 2034-01-20 5.5 N/A 61000.00 779.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LZC7 2037-10-01 6.5 N/A 67500.00 698.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QYV2 2029-02-15 6 N/A 40000.00 124.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945AM0 2041-01-01 4 N/A 2000.00 110.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJW4 2025-09-20 7 N/A 225082.00 0.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KXEX5 2037-10-01 6 N/A 80000.00 921.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209GLH8 2028-03-15 6 N/A 25000.00 587.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7A5 2028-12-20 6.5 N/A 1172071.00 1261.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H6G6 2036-07-01 6 N/A 8000.00 5.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YDH2 2037-05-01 5.5 N/A 15000.00 24.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206RJR8 2027-05-15 7 N/A 115000.00 70.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y9PE7 2034-02-01 3.5 N/A 1000.00 89.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KWH0 2032-12-01 5.5 N/A 30734.00 98.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKB3 2036-05-15 6.5 N/A 176138.00 1764.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KRH2 2033-04-15 5.5 N/A 34000.00 123.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FWD4 2041-08-20 3.5 N/A 25000.00 1284.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3A6 2028-05-15 6.5 N/A 70000.00 44.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FB70 2039-10-20 6.5 N/A 25891.00 441.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5Z3 2049-01-01 4 N/A 3000.00 201.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHX2 2030-07-20 8 N/A 25000.00 15.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KT92 2032-09-01 5.5 N/A 23000.00 66.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHK0 2030-06-20 7.5 N/A 202000.00 117.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HKW7 2029-03-01 6.5 N/A 155000.00 353.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXA7 2033-05-01 4 N/A 3000.00 266.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHF8 2030-01-15 7 N/A 10000.00 10.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DL34 2050-02-01 4.5 N/A 2000.00 267.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FTF3 2026-05-20 4 N/A 375000.00 1159.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296BJ52 2038-04-15 5.5 N/A 50000.00 474.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KNG56 2037-04-01 5 N/A 5000.00 44.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4F3 2039-04-20 4 N/A 36000.00 1191.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WCA7 2032-01-15 6.5 N/A 25000.00 70.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NA56 2032-03-15 7 N/A 60000.00 54.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6NQ0 2030-08-01 3.5 N/A 4000.00 83.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRH6 2032-01-20 6.5 N/A 120000.00 293.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VBH4 2033-10-15 5 N/A 107000.00 1237.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390ABQ2 2032-06-01 6.5 N/A 53000.00 609.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YUFX4 2030-08-01 3.5 N/A 4000.00 453.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M66H6 2039-01-01 5.5 N/A 5000.00 32.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380M6R2 2028-09-01 6.5 N/A 51000.00 77.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANC84 2041-08-01 4.5 N/A 2000.00 63.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVM0 2032-12-20 5.5 N/A 382650.00 2635.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206B3W9 2026-03-15 7 N/A 25000.00 7.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QTS0 2044-11-20 3.5 N/A 7000.00 181.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGG65 2046-01-01 3.5 N/A 4000.00 474.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS39 2048-01-01 3 N/A 1000.00 158.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEX3 2035-08-20 6.5 N/A 28729.00 583.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ93 2039-02-20 4.5 N/A 30000.00 660.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EX49 2028-11-15 7 N/A 40000.00 41.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKD0 2036-08-20 7 N/A 200000.00 2580.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ECX7 2034-01-15 6 N/A 25000.00 1110.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KVG3 2032-11-01 6 N/A 75000.00 195.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWW6 2045-08-01 4 N/A 4500.00 396.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290Y6E3 2034-02-15 6 N/A 40000.00 508.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEG7 2040-02-20 4 N/A 19000.00 818.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TQQ5 2036-04-15 6.5 N/A 30000.00 131.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXN9 2048-06-01 4 N/A 3000.00 254.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC84 2052-02-01 3 N/A 2000.00 1304.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402NWF1 2033-06-01 6 N/A 44707.00 1201.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294YPC2 2037-02-15 6 N/A 50000.00 341.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3J8 2034-01-20 6 N/A 77500.00 959.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414GEN5 2038-01-01 6.5 N/A 3000.00 48.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG77 2029-12-15 7 N/A 190369.00 218.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WLF5 2031-05-01 6.5 N/A 247000.00 132.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410VJJ0 2036-10-01 6.5 N/A 240500.00 1502.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M46Z0 2027-08-01 3 N/A 1000.00 37.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411DS75 2037-02-01 5.5 N/A 14500.00 67.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KBP1 2033-11-15 5.5 N/A 52500.00 749.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202VXE6 2034-05-15 5 N/A 25000.00 675.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386F6B6 2031-02-01 6 N/A 367336.00 95.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CWS8 2027-07-20 7.5 N/A 810960.00 316.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381BUB3 2028-12-01 6 N/A 90100.00 49.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LBX1 2036-03-15 6 N/A 90746.00 792.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296AWF7 2038-04-15 5 N/A 11000.00 157.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KP70 2032-06-01 6.5 N/A 12000.00 19.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNK3 2031-06-20 6 N/A 386750.00 924.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GPJS8 2047-05-01 4.5 N/A 4000.00 754.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200ECQ2 2033-05-15 5.5 N/A 25000.00 397.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXC9 2045-10-01 4.5 N/A 2000.00 270.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J3B8 2031-04-01 6.5 N/A 5000.00 2.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KFE2 2034-05-15 5 N/A 125150.00 1405.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375VUH4 2026-03-01 6 N/A 110000.00 47.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WW2F5 2043-06-01 4 N/A 1000.00 102.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ51 2039-02-20 6 N/A 572000.00 1865.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6X8 2050-08-01 4 N/A 1000.00 207.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE48 2052-07-01 3.5 N/A 1000.00 749.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAL3 2034-09-20 6 N/A 119000.00 1402.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y5DV5 2027-06-01 3.5 N/A 6032.00 93.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUJ8 2032-09-20 6 N/A 169500.00 718.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCQG1 2044-08-01 4 N/A 3220.00 189.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV71 2038-09-20 5.5 N/A 130050.00 198.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XUE5 2029-03-15 6.25 N/A 125000.00 111.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HAA2 2029-12-01 8 N/A 270000.00 127.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LQRE6 2027-09-01 3 N/A 1000.00 15.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MDX3 2037-12-01 6 N/A 42000.00 32.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AJC4 2032-12-15 5 N/A 29521.00 576.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FCQ7 2039-11-20 5.5 N/A 20000.00 784.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KRB8 2029-06-15 7 N/A 150000.00 238.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406MJA5 2035-05-01 6 N/A 4991.00 10.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVL2 2032-12-20 5 N/A 203904.00 1341.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBY6 2029-05-20 7 N/A 388500.00 467.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M74W3 2040-08-01 4.5 N/A 4000.00 92.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407MZX6 2035-08-01 5 N/A 2000.00 27.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5D8 2048-10-01 4.5 N/A 2000.00 185.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WBE2 2028-05-15 6.5 N/A 125000.00 101.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LFX2 2033-11-01 5 N/A 24000.00 264.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412WG67 2037-06-01 6 N/A 15000.00 229.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBG5 2029-04-20 5.5 N/A 80000.00 9.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MKQ0 2038-03-01 6.5 N/A 77000.00 866.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNY3 2031-07-20 6.5 N/A 473000.00 761.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLJ3 2040-10-20 5 N/A 39000.00 186.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AUN8 2027-06-15 7 N/A 56000.00 7.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294UAR3 2036-10-15 6 N/A 50000.00 831.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204RDH8 2026-10-15 8 N/A 35000.00 4.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A2S5 2029-02-15 6.5 N/A 165000.00 283.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWW5 2038-10-20 6.5 N/A 1612667.00 527.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYK1 2033-07-20 5 N/A 389635.00 4841.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405SBM5 2035-04-01 6 N/A 1468.00 24.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201APF9 2032-01-15 6 N/A 82145.00 465.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XV4Q0 2044-06-01 4 N/A 2192.00 87.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312941U88 2040-08-01 4.5 N/A 2000.00 18.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201SSL4 2033-03-15 6 N/A 270000.00 1881.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413YRR4 2037-11-01 6 N/A 3334.00 11.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XDSQ4 2028-12-01 3.5 N/A 3000.00 134.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LRR2 2034-05-01 6.5 N/A 7000.00 93.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NP66 2038-01-01 6.5 N/A 15000.00 54.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBW0 2029-05-20 6 N/A 389152.00 514.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WKL9 2033-10-15 5 N/A 31000.00 813.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY72 2028-01-20 6.5 N/A 377274.00 266.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y6A5 2031-12-15 6 N/A 45000.00 169.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201LUC6 2032-05-15 6.5 N/A 105333.00 270.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HNX8 2032-01-01 7 N/A 12000.00 15.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKL2 2036-09-20 6 N/A 90914.00 781.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EH7L0 2039-10-01 6.5 N/A 26000.00 803.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F4B9 2038-10-20 6.5 N/A 14000.00 355.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNM9 2031-06-20 7 N/A 80000.00 128.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZK2 2028-02-20 6 N/A 42711.00 36.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AXR37 2041-11-01 4.5 N/A 1000.00 67.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AYZ7 2028-03-15 7.5 N/A 75000.00 19.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAP6 2029-02-20 6.5 N/A 154000.00 168.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TLS4 2033-03-15 6 N/A 75000.00 444.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290YF86 2033-10-15 6 N/A 25000.00 30.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDC1 2052-05-01 2.5 N/A 16000.00 11033.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287YKA1 2032-09-01 6.5 N/A 44000.00 118.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K6D8 2033-05-01 6 N/A 20363.00 85.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MTF0 2033-08-15 5 N/A 26000.00 275.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B2E6 2032-10-15 6 N/A 27000.00 42.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LUR5 2040-12-15 6 N/A 100000.00 2653.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DE23 2029-12-20 7.5 N/A 593000.00 374.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPC7 2037-08-20 7 N/A 40000.00 400.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETZ2 2038-06-20 5 N/A 15031.00 213.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5Z37 2038-03-01 6 N/A 31000.00 270.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293YKM7 2029-11-01 7 N/A 15000.00 3.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AX44 2040-12-01 4.5 N/A 6000.00 268.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375B3D7 2025-11-01 6 N/A 90000.00 8.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WF56 2033-08-15 5 N/A 30039.00 397.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419B7B5 2040-10-01 4 N/A 1000.00 31.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KNZ9 2029-04-15 7 N/A 25614.00 22.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCR0 2029-07-20 6 N/A 100000.00 130.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BST6 2039-01-01 6.5 N/A 19000.00 169.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LDF3 2033-08-01 6 N/A 10000.00 54.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UH29 2031-06-15 6.5 N/A 100000.00 143.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMQ1 2031-04-20 6 N/A 363152.00 548.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRD5 2034-04-15 5 N/A 26996.00 368.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ABBZ1 2041-04-01 4.5 N/A 3072.00 123.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FXD7 2035-08-01 5.5 N/A 5000.00 131.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292L7E8 2036-06-15 6.5 N/A 29000.00 218.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6H9 2034-06-20 7 N/A 25000.00 75.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411CM40 2036-11-01 5 N/A 30000.00 143.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DP48 2035-06-01 2 N/A 3150.00 1052.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6A8 2050-05-01 4.5 N/A 3000.00 699.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6F3 2034-06-20 6 N/A 132600.00 1772.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389MCQ8 2032-02-01 6.5 N/A 40000.00 4.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y9SW9 2045-03-01 3.5 N/A 11000.00 980.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7G0 2034-08-20 5 N/A 179605.00 2055.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FFS0 2040-04-20 4 N/A 8500.00 406.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409JDG2 2036-05-01 6 N/A 10000.00 102.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390YE87 2032-09-01 6 N/A 1000.00 2.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJQ37 2042-01-01 3.5 N/A 1000.00 67.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4F84 2049-05-01 4 N/A 2000.00 328.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211EKS6 2029-11-15 7.5 N/A 500000.00 121.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVN7 2044-12-01 3.5 N/A 1000.00 83.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFM6 2035-10-20 5 N/A 207750.00 3027.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H3T1 2036-06-01 6 N/A 20000.00 85.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NBD8 2038-02-15 6 N/A 30000.00 406.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPAH7 2045-02-01 4.5 N/A 2000.00 131.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU66 2032-11-20 5 N/A 179667.00 1624.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEY1 2035-08-20 7 N/A 25000.00 231.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HAJ3 2030-01-01 7 N/A 3000.00 1.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL53 2040-10-20 3.5 N/A 25000.00 635.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVG0 2029-08-01 6.5 N/A 5000.00 4.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GSK3 2027-05-01 7 N/A 15000.00 2.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382RNZ2 2029-03-01 6.5 N/A 2896.00 1.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHLU4 2046-07-01 3 N/A 1000.00 119.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389TS52 2032-07-01 6 N/A 125000.00 91.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AM2K0 2041-09-01 4 N/A 60000.00 2295.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DL86 2027-07-15 7 N/A 55000.00 129.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LFB5 2036-06-15 6.5 N/A 50000.00 324.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BY85 2033-03-15 6 N/A 106500.00 675.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296CDQ0 2038-06-15 5.5 N/A 12500.00 82.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWC3 2027-06-20 7 N/A 353000.00 151.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CSM6 2026-11-20 8 N/A 160000.00 10.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD73 2029-10-20 8 N/A 60136.00 30.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VQC1 2029-02-15 6.5 N/A 125000.00 304.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAP3 2028-11-15 6 N/A 604500.00 883.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207LBP2 2030-08-15 9 N/A 260000.00 263.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210SFH6 2029-10-15 6 N/A 67545.00 7052.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MD2D3 2027-10-01 3 N/A 1000.00 41.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207END2 2033-12-15 6 N/A 85000.00 78.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPD5 2037-08-20 7.5 N/A 55000.00 649.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP64 2026-07-20 6.5 N/A 125000.00 28.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419GCH5 2040-10-01 4.5 N/A 5000.00 188.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWU4 2048-05-01 4.5 N/A 2000.00 184.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXY1 2046-02-01 4 N/A 10465.00 1015.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BKL1 2038-11-01 5 N/A 1031.00 8.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UE22 2031-12-15 6 N/A 67000.00 257.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374F5G0 2026-12-01 8.5 N/A 100000.00 3.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400KP67 2033-04-01 5.5 N/A 6000.00 24.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZ33 2041-12-20 3.5 N/A 15000.00 485.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371PBA7 2038-12-01 5.5 N/A 23000.00 111.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DMJ8 2050-03-01 3 N/A 4500.00 815.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4H5 2028-03-15 6 N/A 40000.00 82.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AT25 2032-01-01 3.5 N/A 13000.00 718.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4QV1 2049-08-01 3.5 N/A 8000.00 707.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMX24 2033-07-01 3.5 N/A 1000.00 88.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200X4G1 2032-04-15 6 N/A 54618.00 81.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938K51 2039-12-01 4.5 N/A 7999.00 144.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4Y91 2049-09-01 3.5 N/A 2000.00 305.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418APD4 2027-12-01 3 N/A 7000.00 234.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FY34 2041-11-20 4 N/A 50000.00 851.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418U4W1 2040-07-01 5 N/A 4000.00 101.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF38 2035-11-20 5.5 N/A 67242.00 1044.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334XJS9 2049-07-01 4 N/A 3000.00 378.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZG9 2033-09-20 5.5 N/A 120328.00 1479.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LP42 2040-10-15 4 N/A 15000.00 693.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BLK0 2044-11-01 4.5 N/A 1000.00 64.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC49 2035-03-20 5.5 N/A 35000.00 574.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED55 2035-06-20 5.5 N/A 46000.00 711.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGS9 2040-06-20 4.5 N/A 225000.00 7574.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SB59 2028-08-15 5.5 N/A 114500.00 1230.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRG8 2032-01-20 6 N/A 507853.00 1503.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZ45 2047-05-01 4 N/A 2000.00 208.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410SCE5 2036-10-01 6.5 N/A 40000.00 712.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2J8 2028-04-15 7 N/A 325000.00 175.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLT6 2031-02-20 6 N/A 413466.00 360.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B3S3 2046-05-01 3 N/A 6000.00 775.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390LFF8 2032-07-01 6.5 N/A 19000.00 82.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C4Q4 2032-02-15 6 N/A 204000.00 625.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NZ70 2033-05-15 5.5 N/A 70000.00 1319.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AYL6 2043-09-01 4.5 N/A 1000.00 119.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AP50 2039-10-01 6.5 N/A 34000.00 558.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETD1 2038-05-20 7 N/A 10000.00 110.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUA0 2048-02-01 3.5 N/A 2000.00 257.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYPN1 2027-06-01 3 N/A 4000.00 101.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KMK4 2032-03-01 6 N/A 28000.00 54.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PTH6 2036-09-01 6 N/A 8000.00 42.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298NAQ8 2031-05-01 5.5 N/A 10000.00 71.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXC0 2033-04-20 5.5 N/A 50834.00 402.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209Q3Y9 2029-10-15 8.5 N/A 37498.00 20.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212C6X4 2030-11-15 9 N/A 77000.00 152.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXP4 2048-06-01 4.5 N/A 1000.00 94.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3E2 2048-10-01 4.5 N/A 6000.00 506.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6X6 2028-12-20 5.5 N/A 25000.00 25.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X4V6 2033-07-15 5.5 N/A 50000.00 737.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409CV85 2036-05-01 5 N/A 19000.00 75.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HUQ5 2033-02-01 6 N/A 15000.00 76.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KTC5 2032-09-01 6 N/A 50000.00 104.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297NLQ7 2035-01-01 5 N/A 10000.00 64.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TBB7 2037-09-01 6 N/A 3000.00 21.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MM58 2032-09-15 6.5 N/A 25839.00 8.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LKY4 2034-02-01 5.5 N/A 10000.00 82.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QMYB1 2045-02-01 4 N/A 6000.00 525.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLH7 2040-10-20 4.5 N/A 90000.00 2332.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291LGN9 2035-03-15 5 N/A 35091.00 203.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291K5B9 2034-06-15 5 N/A 25000.00 499.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419HC42 2041-02-01 4 N/A 3000.00 289.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VPW6 2029-11-01 6.5 N/A 58668.00 53.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKJ1 2025-10-20 7 N/A 246839.00 6.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379DB99 2028-09-01 6.5 N/A 7000.00 22.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210WL80 2029-07-15 7 N/A 34753.00 72.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD57 2029-10-20 7 N/A 380000.00 298.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GKN5 2036-08-01 5 N/A 5000.00 18.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XLA6 2033-08-15 5 N/A 35000.00 145.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GMR8 2028-03-01 6.5 N/A 7000.00 1.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BM88 2026-12-15 7.5 N/A 25000.00 4.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADV6 2035-12-01 5.5 N/A 12000.00 277.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWX3 2038-10-20 7 N/A 98000.00 416.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVC1 2044-10-01 4 N/A 2006.00 146.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MRS4 2033-07-15 5 N/A 25000.00 274.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CU67 2034-03-01 5 N/A 11000.00 105.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SB22 2036-08-15 5.5 N/A 26402.00 179.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6A91 2036-12-01 2 N/A 1200.00 705.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9XG2 2043-12-01 4 N/A 3000.00 286.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A5L7 2029-02-15 6.5 N/A 140000.00 29.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES75 2038-05-20 4.5 N/A 15000.00 292.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5S0 2050-04-01 3.5 N/A 32000.00 6421.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DWH8 2036-10-01 6.5 N/A 66000.00 392.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUD6 2026-06-20 4 N/A 100000.00 320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209AUP3 2028-03-15 7 N/A 40000.00 61.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLC84 2047-04-01 4.5 N/A 3000.00 375.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWL8 2033-01-15 6 N/A 9000.00 30.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A6G8 2044-01-01 4.5 N/A 4000.00 381.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUL1 2038-07-20 5.5 N/A 10000.00 29.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MEAF7 2042-10-01 3.5 N/A 1000.00 116.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211TPF6 2029-11-20 8 N/A 120000.00 2231.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B5J3 2034-05-20 6 N/A 25000.00 256.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VXY6 2028-01-15 7 N/A 29499.00 10.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TFS7 2032-11-15 6 N/A 139972.00 487.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DY21 2033-08-20 5.5 N/A 194000.00 2382.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHL9 2049-11-01 3 N/A 1000.00 154.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407NJW4 2025-09-01 6 N/A 6000.00 1.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBD0 2034-11-20 5 N/A 149250.00 1857.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLF3 2030-12-15 6.5 N/A 110000.00 165.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BMS4 2038-10-01 6 N/A 54667.00 702.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GPL4 2025-10-01 8 N/A 20000.00 0.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200CS89 2033-03-15 5.5 N/A 25000.00 213.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAJ8 2034-09-20 5 N/A 118000.00 1716.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYV9 2027-12-20 7.5 N/A 690000.00 378.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413MPN1 2037-08-01 6.5 N/A 2000.00 15.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MFP2 2032-05-15 6 N/A 29000.00 113.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJUZ1 2044-08-01 3.5 N/A 2021.00 157.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CS95 2026-12-20 8 N/A 49000.00 3.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QZ51 2031-08-15 7 N/A 105000.00 193.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379CLK5 2026-12-01 8 N/A 150000.00 190.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FR59 2033-05-15 5.25 N/A 70000.00 2972.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294V4Y3 2036-12-15 5.5 N/A 50111.00 206.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DL90 2031-03-20 6 N/A 698377.00 1171.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945ZL5 2041-02-01 4.5 N/A 14000.00 501.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YHRS1 2045-02-01 3 N/A 1003.00 199.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQ69 2045-10-20 5.5 N/A 9800.00 784.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKT8 2050-01-01 3 N/A 1000.00 174.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERR2 2038-03-20 4.5 N/A 39000.00 710.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJV2 2036-07-20 5 N/A 35000.00 329.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201V3E0 2032-09-15 6 N/A 214000.00 607.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296NWR3 2038-08-15 5.5 N/A 25000.00 192.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211CVB5 2029-10-15 7 N/A 29000.00 265.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2A6 2039-02-20 5 N/A 20415.00 311.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AWK2 2027-10-15 6.5 N/A 360000.00 111.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKD0 2031-12-15 6.5 N/A 50151.00 104.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MJE0 2030-10-15 8 N/A 183500.00 120.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JDK5 2036-10-01 6.5 N/A 29000.00 115.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KKB2 2033-01-15 5.5 N/A 25000.00 220.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEV0 2049-08-01 4.5 N/A 5000.00 488.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7FG6 2038-12-01 5.5 N/A 32000.00 219.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKL4 2030-11-20 7.5 N/A 40294.00 22.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXS5 2033-05-20 5 N/A 500840.00 4825.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHAY8 2038-05-01 5 N/A 2000.00 58.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK64 2032-08-01 6.5 N/A 255000.00 381.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZB9 2046-12-01 3 N/A 9423.00 1680.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JKD2 2028-12-15 6.5 N/A 25000.00 203.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QXZ3 2033-07-15 5 N/A 244000.00 1597.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387DG60 2031-05-01 6.5 N/A 15000.00 6.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212RL22 2031-04-15 6 N/A 35000.00 18.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELV9 2037-01-20 5.5 N/A 132336.00 1462.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUA7 2032-10-01 5.5 N/A 35000.00 114.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7TP0 2032-11-01 3.5 N/A 3000.00 779.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417TXW3 2039-12-01 5 N/A 1000.00 30.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXB2 2033-04-20 5 N/A 147368.00 1414.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CY92 2027-06-15 7.5 N/A 40000.00 23.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KAQ6 2037-12-15 6 N/A 40000.00 206.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMT5 2031-04-20 7.5 N/A 50000.00 89.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202END7 2037-05-20 7 N/A 25000.00 168.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RFV6 2035-06-01 5 N/A 51000.00 504.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JKKX3 2048-11-01 4 N/A 1000.00 122.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DC90 2029-08-20 7 N/A 615020.00 619.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNL1 2031-06-20 6.5 N/A 439938.00 613.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YTJ2 2038-03-15 4.5 N/A 50000.00 134.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KXM1 2038-10-01 6.5 N/A 120000.00 895.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW54 2038-10-20 6 N/A 1000.00 10.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XPZJ5 2044-03-01 4.5 N/A 1000.00 34.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENW5 2037-07-20 5.5 N/A 46796.00 481.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PGG2 2036-10-01 6 N/A 29000.00 219.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XXV4 2029-06-15 7 N/A 40064.00 93.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3F5 2027-12-15 7.5 N/A 95000.00 33.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QYE5 2049-05-01 4.5 N/A 1000.00 106.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ93 2030-10-20 8 N/A 33120.00 18.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LEX8 2036-06-15 6 N/A 37000.00 571.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTN8 2028-11-20 7.5 N/A 75000.00 40.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJZ7 2025-09-20 7.5 N/A 165329.00 0.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDN1 2046-01-01 3.5 N/A 1000.00 108.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210QX49 2029-07-15 7.5 N/A 123334.00 79.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210B4J1 2039-04-15 4.5 N/A 25250.00 330.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A6P0 2027-12-15 8 N/A 700000.00 191.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZN5 2032-03-15 7 N/A 132893.00 2154.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PPY0 2026-02-15 7 N/A 50000.00 1.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZY0 2033-10-20 5.5 N/A 113406.00 1390.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RDQ7 2038-11-15 6 N/A 8000.00 288.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XH77 2031-12-15 6 N/A 150000.00 68.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQCT8 2043-01-01 3.5 N/A 20000.00 1000.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV89 2038-09-20 6 N/A 1646232.00 1154.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XSM3 2028-10-15 6 N/A 37000.00 87.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRL1 2032-04-01 7 N/A 768000.00 659.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCY0 2039-04-01 5 N/A 1000.00 27.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEU9 2035-08-20 5 N/A 332187.00 5365.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PTUW3 2026-01-01 3.5 N/A 27000.00 61.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCY6 2049-06-01 3.5 N/A 5500.00 478.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRY1 2026-10-20 7.5 N/A 160000.00 14.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KL37 2029-04-15 6.5 N/A 35000.00 58.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAQ5 2049-03-01 3.5 N/A 4000.00 297.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404YAH5 2034-05-01 5 N/A 15000.00 271.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXA97 2026-11-01 3 N/A 2000.00 22.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HGC2 2030-11-01 7 N/A 50000.00 34.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XYDZ7 2048-04-01 4 N/A 8693.00 1416.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CKH6 2047-05-01 4 N/A 2000.00 199.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NY2R5 2043-02-01 3.5 N/A 1000.00 178.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UGJ2 2026-10-15 7.5 N/A 70000.00 103.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387C4P3 2031-05-01 6.5 N/A 15000.00 145.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMZ9 2037-04-20 6 N/A 51500.00 535.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KQT7 2033-04-15 5.5 N/A 30000.00 301.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382G3W5 2029-02-01 6 N/A 15000.00 10.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EWU6 2032-03-15 6 N/A 145016.00 334.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVD2 2027-04-20 7 N/A 462427.00 101.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206NJ22 2026-03-15 7 N/A 107000.00 21.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296NA23 2033-10-01 5.5 N/A 5000.00 98.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDZ8 2035-05-15 5.5 N/A 20000.00 243.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FFR9 2032-11-15 5.5 N/A 61565.00 1463.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMR7 2037-03-20 7 N/A 26000.00 244.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290S6S5 2034-08-15 6 N/A 102500.00 2580.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NX94 2044-01-20 5.5 N/A 5000.00 271.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PQC4 2028-11-15 6 N/A 80000.00 573.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYF0 2038-12-20 6 N/A 1672740.00 3096.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYR8 2027-12-20 6 N/A 55000.00 137.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PPG2 2036-08-01 6 N/A 44205.00 407.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBNR7 2051-01-01 3.5 N/A 1500.00 505.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VNR7 2050-06-20 3 N/A 10000.00 1560.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206FT28 2025-10-15 7 N/A 225000.00 2.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVR7 2038-08-20 7 N/A 10000.00 67.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRA5 2032-04-01 7 N/A 15000.00 17.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V6R1 2028-04-15 7 N/A 50000.00 23.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201DVW9 2033-09-15 5 N/A 105000.00 2190.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKX5 2029-09-15 6.5 N/A 337400.00 377.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC71 2029-03-15 6 N/A 503000.00 613.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MPEK7 2027-11-01 2.5 N/A 1000.00 30.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6BM2 2034-02-01 3 N/A 4000.00 757.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6F5 2028-11-20 5.5 N/A 65000.00 218.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YXR4 2041-08-01 4 N/A 9000.00 399.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5U3 2028-10-20 7 N/A 773319.00 731.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MAFA2 2045-03-01 3.5 N/A 24000.00 3078.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200EB59 2033-05-15 5.5 N/A 40000.00 260.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUV9 2038-07-20 6.5 N/A 40000.00 449.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAK5 2034-09-20 5.5 N/A 65000.00 774.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AHXV3 2041-06-01 4.5 N/A 4000.00 257.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEZ5 2040-03-20 4.5 N/A 75000.00 1159.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ3F8 2052-08-01 3.5 N/A 2000.00 1538.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211LUW0 2029-12-15 7.5 N/A 25000.00 107.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4ZX4 2037-08-01 6 N/A 13040.00 46.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410Q6L0 2036-11-01 6.5 N/A 6000.00 33.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EW36 2032-03-15 6.5 N/A 56000.00 130.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7C1 2028-12-20 7.5 N/A 50000.00 24.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDV7 2032-03-15 6.5 N/A 11000.00 84.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UM97 2026-02-15 7 N/A 87000.00 9.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213U3Y4 2037-08-15 6.5 N/A 32085.00 708.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403AJT3 2033-10-01 5.5 N/A 10000.00 110.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZM8 2028-02-20 7 N/A 566000.00 302.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETFN1 2031-03-01 3.5 N/A 45000.00 5279.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLU3 2032-03-01 6.5 N/A 70000.00 115.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWD9 2033-02-20 4.5 N/A 63000.00 877.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176UZT5 2042-08-15 4 N/A 28000.00 2277.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LKH2 2037-05-01 5.5 N/A 26000.00 195.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GWM8 2026-07-20 7.5 N/A 25000.00 69.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293LN67 2029-03-01 6 N/A 25000.00 14.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QVG3 2034-12-01 6 N/A 33710.00 253.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZX2 2033-10-20 5 N/A 601460.00 7975.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QYB4 2036-06-15 6 N/A 25321.00 132.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RQZ9 2033-07-15 4.5 N/A 25035.00 765.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QXN4 2031-06-15 6.5 N/A 165825.00 308.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5MF3 2037-04-01 2.5 N/A 1000.00 196.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5T3 2049-01-01 4 N/A 4750.00 308.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGCB8 2041-04-01 4.5 N/A 37000.00 1833.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQMQ2 2043-04-01 3.5 N/A 1334.00 117.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7G28 2026-02-01 3.5 N/A 5000.00 11.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BME5 2031-03-15 6 N/A 31000.00 50.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KB21 2033-11-01 5.5 N/A 20000.00 149.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CXM7 2035-10-15 4.5 N/A 32057.00 216.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413UHB8 2037-11-01 6.5 N/A 3000.00 30.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ADVN2 2041-05-01 4.5 N/A 6500.00 405.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ASL2 2028-10-15 7 N/A 25000.00 18.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2 N/A 1000.00 664.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179N5Y0 2044-02-20 5 N/A 40000.00 2106.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CPU2 2035-07-15 6 N/A 28571.00 528.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PRK8 2026-03-15 7 N/A 60622.00 4.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GTQ0 2026-10-01 7 N/A 2467.00 0.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7A97 2038-12-01 5 N/A 20000.00 173.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5S8 2028-10-20 6 N/A 669000.00 618.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JB49 2028-12-15 6 N/A 30000.00 176.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KXP7 2033-06-15 5.5 N/A 240000.00 697.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A74R6 2041-03-01 4.5 N/A 4000.00 152.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QW27 2033-07-15 5 N/A 265000.00 1916.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206NKL8 2026-04-15 7.5 N/A 25000.00 12.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AC6V1 2039-10-15 5 N/A 40000.00 1794.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295M6H7 2038-01-15 5 N/A 25000.00 25.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFR4 2029-08-15 7 N/A 110000.00 72.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LCD9 2033-09-01 5 N/A 7334.00 60.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N3B5 2034-09-15 6 N/A 34029.00 402.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WLA8 2033-09-15 5 N/A 45000.00 436.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GUL9 2026-08-01 6 N/A 50000.00 8.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PYYP3 2027-04-01 2.5 N/A 5000.00 89.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WAC2 2036-10-01 6.5 N/A 30000.00 478.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389VKJ5 2032-05-01 6 N/A 73000.00 168.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RWB9 2034-01-15 4.5 N/A 46431.00 1009.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SLR6 2046-09-20 3 N/A 6000.00 766.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PTB6 2026-04-15 6 N/A 30000.00 5.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKV0 2036-10-20 5 N/A 10000.00 97.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JHW1 2031-03-15 6 N/A 25002.00 113.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380HSG3 2028-11-01 6 N/A 14667.00 3.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CYY0 2035-11-15 5 N/A 10000.00 148.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211JLG0 2029-07-15 6.5 N/A 25000.00 74.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KW61 2038-11-15 6 N/A 25000.00 237.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SUK4 2031-11-15 6 N/A 25000.00 82.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M8CW2 2038-09-01 6.5 N/A 61000.00 858.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418UEE0 2040-06-01 4.5 N/A 4000.00 87.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA76 2029-03-20 7 N/A 312252.00 316.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410DV49 2036-08-01 6.5 N/A 5000.00 13.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207F5Y3 2026-08-15 7.25 N/A 30000.00 93.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGMZ4 2046-02-01 4 N/A 4750.00 444.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291RW57 2035-02-15 5 N/A 66006.00 1052.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHGK2 2026-09-01 4.5 N/A 60000.00 229.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388WTU0 2031-12-01 7 N/A 51667.00 72.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296KSD5 2038-07-15 5 N/A 60000.00 249.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AW4W0 2026-11-01 3 N/A 22000.00 189.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413FJR4 2037-07-01 6.5 N/A 2000.00 14.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297ARW5 2039-04-20 5.5 N/A 15000.00 1492.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CVZ4 2048-04-01 3 N/A 4000.00 583.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DAV0 2038-07-15 5.5 N/A 66057.00 678.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200W6S5 2032-01-15 6 N/A 25146.00 334.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AAF0 2054-09-20 5.5 N/A 1000.00 951.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAY5 2034-10-20 5 N/A 280041.00 3247.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RRF2 2033-07-15 5.5 N/A 53000.00 358.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NH27 2043-07-20 3 N/A 32000.00 2367.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BE61 2029-06-15 5.5 N/A 45359.00 51.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLS6 2045-08-20 5 N/A 25000.00 2101.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJU9 2031-05-01 7 N/A 60000.00 27.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381C5S2 2028-11-01 7.5 N/A 26000.00 3.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAM9 2032-02-15 6 N/A 120127.00 667.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKZ1 2036-10-20 7 N/A 25000.00 267.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVF3 2038-08-20 5 N/A 73000.00 447.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200D2U6 2032-12-15 6 N/A 60000.00 386.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVH8 2032-09-15 6.5 N/A 25000.00 58.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AT4A5 2042-05-01 3.5 N/A 1000.00 59.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FHP4 2040-07-20 5 N/A 125000.00 1906.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NEV9 2034-02-15 5 N/A 81129.00 1654.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F8DG9 2046-03-01 3.5 N/A 1000.00 77.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387WTT4 2031-08-01 6.5 N/A 13000.00 3.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBT4 2028-12-15 7 N/A 37000.00 17.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BET1 2029-06-15 6 N/A 76000.00 97.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJBE6 2044-01-01 4.5 N/A 2000.00 82.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KHK7 2036-01-15 6 N/A 47000.00 899.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RP70 2040-04-01 5 N/A 2000.00 65.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GSX8 2026-12-15 8 N/A 25038.00 4.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAYY7 2044-02-01 4.5 N/A 5000.00 333.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SFB8 2035-06-15 5.5 N/A 36000.00 791.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EENK1 2042-04-01 3.5 N/A 1000.00 77.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MND8 2042-09-20 4 N/A 25000.00 776.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K5J9 2038-10-01 6.5 N/A 9000.00 99.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379JVK9 2026-10-01 9 N/A 95000.00 28.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6K6 2050-07-01 3 N/A 1000.00 273.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGS20 2044-02-01 3.5 N/A 1000.00 169.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4M3 2048-11-01 5 N/A 1000.00 84.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZG5 2029-01-15 6 N/A 129000.00 245.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BB20 2029-03-15 6.5 N/A 29000.00 17.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ANDM9 2040-07-15 4.5 N/A 42621.00 1160.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XXGE0 2027-01-01 3.5 N/A 6000.00 35.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210NXJ3 2029-01-15 6 N/A 40000.00 222.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU32 2044-08-01 4 N/A 2000.00 140.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A93A7 2033-11-20 6.5 N/A 119000.00 4212.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BHT8 2029-02-15 6.5 N/A 785000.00 336.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387W2T3 2031-11-01 6.5 N/A 25000.00 52.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTEL4 2045-03-01 3.5 N/A 7000.00 785.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETU3 2038-06-20 5.5 N/A 141000.00 82.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203C3Y6 2026-04-15 8 N/A 160000.00 81.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417JNJ5 2039-07-01 5 N/A 7000.00 83.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FHN6 2032-12-15 5 N/A 30000.00 55.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MY84 2026-06-20 8 N/A 70000.00 114.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNW7 2031-07-20 5.5 N/A 52168.00 378.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPC9 2031-08-20 6 N/A 67000.00 184.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410MRV4 2036-06-01 6 N/A 42000.00 113.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCG75 2034-11-01 3.5 N/A 13000.00 2952.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAK4 2028-11-15 8 N/A 32531.00 20.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW62 2038-10-20 6.5 N/A 105000.00 1236.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FG9 2047-02-01 4 N/A 9500.00 1232.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMXT5 2033-05-01 3.5 N/A 1000.00 99.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DCX4 2031-10-15 6.5 N/A 33000.00 56.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7G8 2039-07-20 4.5 N/A 2000.00 68.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296QCQ1 2033-11-01 5.5 N/A 15000.00 106.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y1YY5 2044-09-01 4 N/A 1000.00 57.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJF6 2032-07-01 6.5 N/A 26058.00 34.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJEV8 2036-08-01 6.5 N/A 10000.00 82.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KTZ1 2038-07-15 6 N/A 30000.00 203.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291Y2D8 2035-07-15 5.5 N/A 25524.00 180.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9T94 2048-09-01 4 N/A 1000.00 76.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NJF6 2038-10-20 6 N/A 1000.00 53.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GNZ9 2026-02-15 7 N/A 81300.00 2.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADWF1 2048-12-01 4.5 N/A 17376.00 1244.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SRT6 2037-07-15 5.5 N/A 100268.00 251.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGN2 2028-12-15 6 N/A 15000.00 23.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201J5U9 2032-12-15 6 N/A 201000.00 205.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312935L56 2039-09-01 4.5 N/A 60000.00 2055.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FXL6 2031-12-15 6 N/A 25366.00 157.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JZK7 2029-08-15 7 N/A 32000.00 30.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEL8 2029-05-15 6.5 N/A 25000.00 28.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT76 2032-08-20 6.5 N/A 173884.00 476.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296MGU7 2033-09-01 5 N/A 65977.00 442.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PNM5 2028-10-15 6 N/A 420000.00 606.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WW87 2037-11-01 5.5 N/A 4500.00 31.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7MV5 2039-06-01 4.5 N/A 5000.00 61.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DY54 2033-08-20 6.5 N/A 110000.00 1444.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411SLJ3 2037-02-01 6.5 N/A 36435.00 322.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ADL5 2033-02-15 5.5 N/A 25000.00 88.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200K2B2 2033-01-15 6.5 N/A 72000.00 497.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HZK3 2033-09-01 6 N/A 10000.00 71.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4RR2 2044-09-01 4 N/A 11000.00 544.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMWC3 2032-04-01 3.5 N/A 1000.00 105.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GVB9 2036-12-01 5 N/A 12000.00 105.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211B2P8 2031-05-15 6.5 N/A 51000.00 84.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MRD6 2032-11-15 6.5 N/A 133334.00 1570.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGE5 2030-03-20 8 N/A 50171.00 31.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406MX92 2034-12-01 5.5 N/A 7000.00 92.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390FC72 2032-05-01 6.5 N/A 27000.00 123.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LWK3 2033-08-01 6 N/A 17000.00 85.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211RRB7 2035-03-15 5 N/A 26854.00 309.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GSTW9 2042-04-01 3.5 N/A 1006.00 88.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFY2 2030-02-20 7.5 N/A 160718.00 113.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF55 2033-08-15 5 N/A 55000.00 1058.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UK66 2038-12-15 7 N/A 10000.00 74.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292EM64 2039-01-15 5.5 N/A 30000.00 427.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA50 2029-03-20 6 N/A 265000.00 368.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HVS9 2032-04-15 6 N/A 30000.00 629.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6Y3 2052-05-01 3 N/A 1000.00 723.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2D2 2033-11-20 5 N/A 225000.00 3180.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5K1 2039-05-20 6.5 N/A 50000.00 1063.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVF3 2045-12-20 5.5 N/A 20000.00 2014.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEG0 2035-07-20 5 N/A 164192.00 2385.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BSB5 2032-03-15 5.5 N/A 25724.00 105.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407HTA4 2036-02-01 6 N/A 30000.00 241.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELL1 2036-12-20 6 N/A 50000.00 630.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KYT9 2038-12-15 7 N/A 26250.00 538.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CG65 2047-03-01 3 N/A 1000.00 221.22 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 45645600.00 46038912.94 U.S. Treasuries (including strips) GOVERNMENT 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5V1 2028-10-20 7.5 N/A 50000.00 3.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287TPP4 2032-06-01 7 N/A 33000.00 35.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201M5L2 2032-09-15 6 N/A 50000.00 146.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376PNV3 2026-10-01 7.5 N/A 7333.00 1.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENC9 2037-05-20 6.5 N/A 20000.00 309.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3M3 2028-06-20 7 N/A 368000.00 199.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C6L3 2049-01-01 3.5 N/A 2750.00 282.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E7F70 2045-11-01 4 N/A 16000.00 923.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391A6S3 2032-10-01 6 N/A 28000.00 11.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2W0 2033-12-20 6 N/A 109119.00 1142.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291YE78 2036-03-15 6 N/A 25000.00 420.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.5 N/A 1000.00 673.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W5ZF8 2028-03-01 3 N/A 1000.00 21.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRM7 2037-11-01 7.5 N/A 25000.00 118.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KT34 2029-08-15 7 N/A 260500.00 316.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRK1 2037-10-01 6.5 N/A 28000.00 201.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KUS73 2037-08-01 6 N/A 25000.00 394.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382YAY4 2029-04-01 6 N/A 5000.00 4.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2D0 2039-02-20 6.5 N/A 50000.00 799.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296TQU0 2038-10-15 6.5 N/A 45000.00 288.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUW9 2032-10-20 6.5 N/A 25449.00 76.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFKJ4 2045-08-01 3.5 N/A 12000.00 1082.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPB3 2026-05-20 7.5 N/A 692666.00 94.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M7CD5 2042-10-01 3.5 N/A 2500.00 325.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLF6 2031-01-20 7 N/A 961000.00 917.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6RH3 2038-09-01 5.5 N/A 9000.00 62.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201Q4T7 2032-09-15 6.5 N/A 25000.00 429.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KHA2 2031-10-01 8 N/A 170000.00 150.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2X0 2028-05-20 6.5 N/A 370000.00 262.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQQS5 2049-07-01 4 N/A 4000.00 653.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EM97 2037-05-20 5 N/A 73500.00 930.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418V4T6 2040-08-01 4 N/A 3000.00 95.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295WCY1 2038-07-15 6 N/A 25028.00 1782.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KAU4 2028-08-15 7 N/A 60000.00 29.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FWS8 2033-07-15 5 N/A 64000.00 718.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5P1 2048-12-01 4.5 N/A 4000.00 286.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JVY1 2029-05-15 7 N/A 37118.00 302.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297AVC5 2034-06-01 6 N/A 5000.00 179.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381B2J7 2028-12-01 6.5 N/A 30000.00 22.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKZ3 2030-12-20 8 N/A 40000.00 33.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH51 2036-05-20 6 N/A 159000.00 2044.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291Q5U4 2036-03-15 6 N/A 110000.00 2327.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201PYE9 2032-05-15 6 N/A 25188.00 634.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JK87 2032-02-15 6.5 N/A 25000.00 18.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JG63 2036-11-01 5.5 N/A 25070.00 215.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJJB7 2038-03-01 6 N/A 15000.00 125.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2E54 2025-12-01 3.5 N/A 1000.00 2.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390PX36 2032-05-01 6.5 N/A 7000.00 6.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDV2 2028-06-15 7 N/A 148705.00 57.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374GSR9 2027-10-01 7 N/A 73296.00 19.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KTH9 2035-09-01 6 N/A 31000.00 242.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GYC4 2034-05-15 5 N/A 50000.00 446.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QY98 2032-07-15 6.5 N/A 28500.00 120.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382YH35 2029-04-01 6.5 N/A 10000.00 7.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECM9 2035-02-20 4.5 N/A 50000.00 522.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JL58 2029-05-15 6.5 N/A 25000.00 35.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FG26 2040-06-20 6 N/A 25000.00 576.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKYW9 2043-01-01 4 N/A 3333.00 350.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HKY9 2031-08-01 7 N/A 40000.00 42.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413B5R8 2037-08-01 6 N/A 78000.00 387.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211D3K4 2029-08-15 7 N/A 25000.00 15.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXA6 2027-08-20 7.5 N/A 175000.00 37.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WKP4 2031-05-01 6 N/A 30000.00 19.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QJC9 2032-03-15 6.5 N/A 31000.00 58.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HXB5 2033-06-01 5 N/A 14667.00 90.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZG2 2048-08-01 3.5 N/A 4000.00 383.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VQL9 2030-02-01 7 N/A 90333.00 55.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YAA3 2029-06-15 7 N/A 45000.00 532.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BQN8 2029-04-15 6 N/A 25639.00 976.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HNB6 2032-01-01 6 N/A 25000.00 47.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CT95 2048-01-01 3 N/A 1500.00 231.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NY62 2034-08-15 5.5 N/A 57715.00 1939.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5V7 2039-06-20 4 N/A 85000.00 3352.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPVE4 2052-07-01 4.5 N/A 5200.00 4077.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411HN71 2037-02-01 5 N/A 1000.00 5.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CNV4 2037-08-01 5.5 N/A 61500.00 2163.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QV75 2032-09-15 6.5 N/A 25000.00 165.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FAD5 2032-08-15 6.5 N/A 75000.00 133.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402XDE3 2033-09-01 5.5 N/A 10000.00 23.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202VXC0 2034-05-15 5 N/A 35000.00 159.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410CXA5 2036-07-01 6.5 N/A 24000.00 167.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WY90 2026-08-15 8 N/A 225000.00 30.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR97 2047-12-01 4 N/A 3750.00 474.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ART6 2028-10-15 6.5 N/A 99000.00 100.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SM81 2033-11-15 5 N/A 47000.00 565.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210F7C4 2029-07-15 7 N/A 330000.00 285.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMA6 2031-03-20 6.5 N/A 503178.00 524.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HR59 2029-05-01 7 N/A 14000.00 45.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A7F1 2028-11-15 6.5 N/A 1220000.00 469.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YFP2 2036-09-01 5.5 N/A 1000.00 17.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NNE4 2043-09-20 5.5 N/A 10000.00 546.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DES7 2049-08-01 3 N/A 5000.00 546.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSQ5 2032-04-20 6 N/A 246500.00 750.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GLDQ4 2041-12-01 3.5 N/A 1000.00 137.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402REJ4 2035-05-01 6 N/A 2750.00 21.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GD3F7 2041-05-01 4 N/A 2000.00 145.13 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 31287LR53 2031-12-01 5.5 N/A 34000.00 56.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VSJ8 2032-01-15 6 N/A 25000.00 272.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPT7 2031-12-15 6 N/A 56000.00 54.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FSH7 2038-10-15 6.5 N/A 25000.00 143.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU77 2048-03-01 3.5 N/A 7750.00 1014.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DEU2 2049-08-01 4 N/A 2000.00 213.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411EYE1 2037-01-01 5 N/A 2000.00 49.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ATH0 2025-11-01 4 N/A 6800.00 0.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2JL4 2040-12-01 4.5 N/A 8667.00 482.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLJY3 2048-08-01 4.5 N/A 6000.00 319.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FQT3 2033-04-15 5.5 N/A 25000.00 73.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210X3J4 2029-08-15 7 N/A 65040.00 178.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YD24 2033-11-15 6 N/A 35000.00 201.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUV3 2027-03-20 7.5 N/A 265000.00 83.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJX8 2036-07-20 5.5 N/A 20000.00 235.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRLL3 2043-01-01 3.5 N/A 1000.00 94.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6T65 2038-09-01 4.5 N/A 13500.00 132.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EVJC2 2046-02-01 3.5 N/A 1000.00 115.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NJ69 2034-04-15 5 N/A 51584.00 402.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MJW3 2032-07-15 7 N/A 49000.00 247.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HUP7 2033-02-01 5.5 N/A 20000.00 98.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QJT9 2044-07-20 4 N/A 185000.00 11754.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DLV9 2036-06-01 6 N/A 8000.00 73.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HPA7 2031-10-01 7 N/A 3000.00 1.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SD20 2036-10-15 6 N/A 67919.00 372.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WMCQ5 2047-04-01 4 N/A 15000.00 1486.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292ERU6 2035-07-15 4.5 N/A 60874.00 1048.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M62Y3 2038-11-01 5 N/A 6000.00 15.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HKS0 2029-02-15 6.5 N/A 45000.00 118.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GTE1 2031-10-15 7.5 N/A 70000.00 889.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206V5Q6 2027-06-15 7.5 N/A 247500.00 23.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411VN47 2036-12-01 6 N/A 85000.00 4152.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU82 2032-11-20 6 N/A 72000.00 308.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PUG6 2036-09-01 6.5 N/A 8000.00 28.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKK4 2036-09-20 5.5 N/A 13000.00 107.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209A2T6 2031-04-15 6.5 N/A 160000.00 472.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296NYZ3 2038-08-15 6 N/A 155000.00 384.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH44 2036-05-20 5.5 N/A 45626.00 516.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294PY56 2036-06-15 6 N/A 25000.00 466.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYD9 2027-11-20 6.5 N/A 175000.00 111.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PUP3 2026-05-15 7 N/A 185000.00 4.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ44 2039-02-20 5.5 N/A 90000.00 465.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KCL0 2035-01-15 6 N/A 14000.00 174.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FFXM8 2046-09-01 3.5 N/A 2500.00 379.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414DM60 2038-05-01 5 N/A 1000.00 10.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380ARU8 2028-06-01 6.5 N/A 1000.00 0.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CFB1 2031-07-15 6.5 N/A 30000.00 34.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERF8 2038-02-20 6.5 N/A 25000.00 291.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5E9 2028-09-20 7 N/A 251459.00 229.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASVB2 2041-09-15 4 N/A 305165.00 10555.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJLY2 2038-09-01 6.5 N/A 1000.00 47.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9P48 2040-08-01 5.5 N/A 3000.00 138.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2R4 2032-02-15 6 N/A 43000.00 214.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VM27 2037-01-15 5 N/A 14000.00 185.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5H8 2039-05-20 5.5 N/A 11000.00 285.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKT4 2036-07-15 6.5 N/A 59768.00 443.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5D3 2050-02-01 3 N/A 8000.00 1462.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCKF9 2029-08-01 3.5 N/A 8000.00 425.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294RW47 2037-09-15 6 N/A 25000.00 312.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AVAG7 2042-05-15 3.5 N/A 15000.00 4197.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XEC0 2028-09-15 6.5 N/A 26000.00 26.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGFA7 2041-05-01 4.5 N/A 2000.00 79.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A55R6 2039-06-15 4.5 N/A 35141.00 706.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SEM5 2046-06-20 5.5 N/A 6650.00 734.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408DQK3 2035-12-01 5.5 N/A 1000.00 8.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVE0 2027-04-20 7.5 N/A 625000.00 119.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y6ND2 2044-12-01 4 N/A 9000.00 1095.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415M2W4 2038-07-01 5.5 N/A 7000.00 68.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295FHX5 2037-05-15 6 N/A 60000.00 528.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRD7 2026-09-20 7.5 N/A 450000.00 46.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGVB7 2036-03-01 5 N/A 3000.00 77.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECR8 2035-02-20 6.5 N/A 50000.00 584.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211AD78 2029-06-15 7 N/A 25012.00 110.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4GD9 2037-01-01 6 N/A 18000.00 114.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXA3 2045-10-01 4 N/A 6000.00 510.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KEK0 2035-06-15 6 N/A 55000.00 799.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GYM2 2029-02-01 6 N/A 25000.00 22.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212W2M8 2033-02-15 5.5 N/A 68000.00 216.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELFL2 2028-02-01 3.5 N/A 4000.00 41.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400M3R1 2033-02-01 6 N/A 40000.00 355.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPH5 2031-07-15 7 N/A 24140.00 27.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MCY4 2042-05-20 3 N/A 15000.00 1246.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DUK9 2028-06-15 7 N/A 36000.00 24.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GWC0 2026-06-20 7.5 N/A 30000.00 69.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQM4 2037-12-20 6 N/A 25000.00 272.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUB5 2032-10-01 6 N/A 72000.00 156.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU85 2048-03-01 4 N/A 5000.00 588.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7A1 2039-07-20 5 N/A 1045000.00 2721.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG90 2047-09-20 6 N/A 1000.00 120.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FPP2 2033-03-15 6.5 N/A 84901.00 2094.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CEF7 2046-12-01 3 N/A 1000.00 187.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NX6H5 2043-02-01 3 N/A 1000.00 308.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TRX9 2029-05-01 6 N/A 44000.00 35.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL95 2040-11-20 3.5 N/A 12500.00 710.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAN1 2029-02-20 6 N/A 165248.00 233.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211CXU1 2029-05-15 6.5 N/A 200000.00 463.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288LBS9 2029-08-01 6.5 N/A 370000.00 271.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JRN0 2032-11-01 6 N/A 127040.00 296.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WZQ8 2034-05-15 5.5 N/A 67000.00 591.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGD4 2028-12-15 6.5 N/A 452189.00 470.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ESB6 2038-04-20 5.5 N/A 33334.00 431.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414PZM4 2038-03-01 6 N/A 16907.00 82.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291WHA2 2035-04-15 5.5 N/A 139000.00 5967.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204YBG7 2026-03-15 7 N/A 25000.00 170.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294QA27 2036-08-15 6 N/A 122000.00 2460.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128K8F50 2035-10-01 5 N/A 13000.00 41.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205K6N7 2027-02-15 7 N/A 25020.00 5.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294V6H8 2036-12-15 6 N/A 26000.00 395.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VC62 2026-03-15 7 N/A 25025.00 4.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPE5 2031-08-20 7 N/A 98000.00 197.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406V4B9 2035-06-01 5.5 N/A 13000.00 73.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7B3 2028-12-20 7 N/A 159725.00 52.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWG0 2038-09-20 7 N/A 25000.00 269.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400BWY8 2033-02-01 5.5 N/A 5535.00 9.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX39 2046-03-01 3 N/A 4246.00 558.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MVM2 2033-09-15 4.5 N/A 55860.00 789.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410V7B0 2037-02-01 5 N/A 3000.00 13.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CM91 2026-03-20 7 N/A 1270528.00 105.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NFT2 2032-06-15 6.5 N/A 25000.00 76.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZH0 2048-08-01 4 N/A 16750.00 1255.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412APN8 2038-05-01 6.5 N/A 51000.00 653.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CJ50 2031-08-15 7 N/A 250000.00 285.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZA0 2039-01-20 6 N/A 51000.00 138.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGG1 2034-10-01 3 N/A 3000.00 402.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJY0 2053-10-01 4 N/A 1000.00 834.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENX3 2037-07-20 6 N/A 25000.00 268.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SFU5 2031-01-15 8 N/A 157000.00 488.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVG1 2039-09-20 6 N/A 10000.00 1062.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BEB7 2029-04-15 6 N/A 85000.00 167.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LBU4 2033-08-01 5.5 N/A 50000.00 251.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GHK5 2036-07-01 6.5 N/A 49943.00 139.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUV1 2032-10-20 6 N/A 296000.00 1276.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXN5 2027-12-15 6.5 N/A 135000.00 18.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MFTC1 2042-11-01 3.5 N/A 10000.00 1002.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RXS6 2031-12-15 6 N/A 60000.00 209.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXV6 2038-11-20 6.5 N/A 44277.00 650.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB92 2049-05-01 3.5 N/A 2000.00 149.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NWX9 2038-06-01 5.5 N/A 6000.00 56.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MNC0 2042-09-20 3.5 N/A 33000.00 1174.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VQ31 2033-08-15 5.5 N/A 51053.00 399.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 3000.00 2308.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BRU3 2027-04-01 3 N/A 3000.00 45.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389SU28 2032-02-01 6 N/A 50000.00 79.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382KWU8 2029-06-01 7 N/A 23000.00 13.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4J4 2029-11-01 7.5 N/A 19000.00 9.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAN9 2034-09-20 7 N/A 160000.00 809.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JJQ8 2026-03-15 7 N/A 50000.00 3.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXDP2 2035-10-01 5 N/A 38000.00 275.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SZU4 2037-05-15 5.5 N/A 100000.00 635.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406B6P0 2034-11-01 5.5 N/A 30000.00 228.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945CB2 2041-01-01 4.5 N/A 24000.00 1400.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A97C2 2041-06-01 4.5 N/A 6000.00 332.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389L2Y4 2032-04-01 6.5 N/A 14001.00 139.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XN87 2033-08-15 5 N/A 68374.00 817.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSG8 2050-08-01 4.5 N/A 1000.00 156.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAN7 2032-02-15 6.5 N/A 51054.00 147.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPN91 2045-02-01 4 N/A 4000.00 289.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC35 2052-01-01 3 N/A 1000.00 626.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BHX7 2044-09-01 3.5 N/A 1000.00 100.57 Agency Mortgage-Backed Securities Y Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating A+ Fitch Short Rating NR Moody's Long Rating NR Fitch Long Rating NR Moody's Short Rating NR 2025-08-06 2025-08-06 2025-08-06 N N N 0.0436 200000000.00 200000000.00 0.0007 N N Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.00000000 912797QP5 254900HROIFWPRGM1V77 US912797QP55 U.S. Treasury Debt Y Fitch Short Rating F1+ Moody's Long Rating Aa1 Standard & Poor's Short Rating A-1+ Moody's Short Rating P-1 Fitch Long Rating AA+ Standard & Poor's Long Rating AA+ 2025-11-06 2025-11-06 2025-11-06 N N N 0.0414 841846646.68 841846646.68 0.0028 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO SSB) FIXED INCOME CLEARING CORPORATION (REPO SSB) 4.36000000 N/A N/A OSA004WC3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation (Repo) N UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 25000000.00 26124674.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 198950000.00 170000208.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKN0 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HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 4.46000040 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aa1 Standard & Poor's Short Rating A-1+ Moody's Short Rating P-1 Fitch Long Rating AA+ Standard & Poor's Long Rating AA+ Fitch Short Rating F1+ 2025-08-01 2026-10-29 2026-10-29 N N N 0.0452 1501553550.00 1501553550.00 0.0050 N N N N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 4.34999880 N/A R0MUWSFPU8MPRO8K5P83 0QK010YV5 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 36179XQV1 2052-06-20 4.5 N/A 1000.00 801.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7XD2 2048-01-01 4 N/A 400000.00 88983.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R4D8 2046-03-20 3 N/A 1000.00 106.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7QZ1 2054-03-01 5.5 N/A 2622882.00 2318131.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VFT2 2049-08-20 5 N/A 1001.00 150.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B1DQ6 2055-02-01 6.5 N/A 384510.00 397249.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXTD2 2054-10-01 5.5 N/A 180955.00 179511.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCKH8 2053-08-01 5.5 N/A 31276.00 26586.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MNU1 2055-03-01 6.5 N/A 1032.00 1004.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1CM3 2054-10-01 5 N/A 227748.00 218411.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBB8 2051-03-01 2 N/A 11715518.00 6541981.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WR91 2038-10-20 6 N/A 1000.00 459.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6BJ1 2055-07-01 5.5 N/A 33589312.00 33575282.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRZT5 2048-03-01 3.5 N/A 18867734.00 16405081.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLV9 2034-10-20 6.5 N/A 249000.00 23892.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TV48 2029-05-01 6.5 N/A 34919586.00 23113.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX43 2053-04-20 4.5 N/A 6461000.00 5322767.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XLG9 2052-11-20 4.5 N/A 1000.00 781.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LEDR5 2031-11-01 1.98 N/A 28189464.00 24319287.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQUA2 2044-11-01 4.5 N/A 100000.00 10065.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GC3V2 2054-02-20 7.5 N/A 1323318.00 1396820.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AREZ4 2051-09-01 2.5 N/A 2444000.00 1528838.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAE67 2052-02-01 2 N/A 27590.00 18277.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AUE53 2051-10-01 2.5 N/A 59008.00 36929.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHG8 2052-09-01 3 N/A 35000.00 25730.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYZV3 2054-11-01 5.5 N/A 604236.00 593775.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WXWP8 2043-07-01 4 N/A 100000.00 18489.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XTB2 2053-02-20 4.5 N/A 49081870.00 39281829.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3PL5 2052-02-01 2 N/A 800000.00 522777.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHGD2 2041-09-01 4 N/A 14996018.00 1288724.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4PR9 2053-06-01 5.5 N/A 2566319.00 1699993.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A9JK2 2050-09-01 2.5 N/A 64000.00 27071.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCZ58 2050-02-01 3 N/A 5600000.00 1729752.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B13X2 2055-02-01 6 N/A 634615.00 638010.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8BG5 2055-05-01 6 N/A 10594927.00 10857646.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSRQ7 2052-03-01 3.5 N/A 389000.00 282893.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DKR2 2055-01-01 6.5 N/A 64678.00 66868.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK6P5 2054-08-01 6 N/A 5900872.00 5188340.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3EU0 2039-11-01 5 N/A 5700000.00 279059.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 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36179TV93 2048-04-20 5.5 N/A 1000.00 110.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BRWF0 2054-05-25 5.60001 N/A 13473457.00 11003562.70 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWH30 2053-08-01 6 N/A 5200001.00 4148100.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0QD7 2053-10-01 5.5 N/A 34682084.00 27891248.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPG99 2041-05-01 6 N/A 5469472.00 648939.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329K2S2 2025-09-01 4 N/A 11584004.00 3829.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQBE5 2053-04-01 5.5 N/A 1000.00 907.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVX22 2054-11-01 6 N/A 1118232.00 1131586.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B6N66 2049-11-25 2.5 N/A 5000000.00 4376072.40 Agency Collateralized Mortgage Obligation FEDERAL 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99.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGS0 2039-01-20 6.5 N/A 1000.00 154.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A0MT8 2050-01-01 3 N/A 95000.00 32625.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M9MA2 2052-01-01 2.5 N/A 595000.00 397530.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334YPK7 2046-07-01 3 N/A 148943.00 27409.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7M20 2047-09-01 3.5 N/A 65006336.00 21134994.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XYDF8 2034-09-01 4 N/A 2348807.00 397415.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KP6U7 2052-10-01 5 N/A 22492768.00 17807768.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0RV6 2053-09-01 5.5 N/A 481000.00 412154.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CR5X7 2054-07-01 6 N/A 224835.00 226560.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6A52 2055-07-01 5.5 N/A 5278097.00 5245129.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJY5 2051-07-20 6 N/A 88004.00 27530.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q3L3 2045-02-20 4.5 N/A 100000.00 6371.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383VCJ5 2053-01-20 5.29798 N/A 2922740.00 2327560.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618GX7D2 2054-03-20 5.5 N/A 11746752.00 11115147.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426P2Q7 2055-06-01 6 N/A 510891.00 517160.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178LMH3 2042-07-15 3.5 N/A 1640606.00 76327.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WF3A2 2045-11-01 3.5 N/A 70000.00 11088.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y7PE6 2044-10-01 4 N/A 4454043.00 851345.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FR64 2034-12-01 6.5 N/A 1789000.00 26815.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6M57 2043-02-01 4 N/A 123260.00 39379.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VN30 2050-06-20 3 N/A 1001.00 253.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0SD5 2052-12-01 4.5 N/A 33000.00 27671.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FVU9 2043-03-01 3.5 N/A 1050000.00 129730.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0LZ3 2053-05-01 4.5 N/A 889000.00 727025.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPF3 2050-05-01 3.5 N/A 2021288.00 425163.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410EKC1 2036-09-01 6.649 N/A 1686180.00 12467.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECQ1 2052-04-01 2.5 N/A 56000.00 37770.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419L6V0 2040-12-01 4 N/A 4251501.00 148631.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AAFW7 2050-09-01 5 N/A 1424977.00 772893.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2 N/A 369470.00 245626.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DRP8 2042-12-15 2.5 N/A 1000.00 149.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6Y7 2050-03-01 4.5 N/A 15201728.00 6441525.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AWH72 2051-11-01 2 N/A 99000.00 63113.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180CDA4 2043-04-15 2.5 N/A 1000.00 176.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GGN34 2033-05-01 4.73 N/A 6754651.00 6600385.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENH77 2044-01-01 6.431 N/A 14610000.00 255565.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5UH8 2055-04-01 6 N/A 2320400.00 2374626.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VSG6 2050-08-20 2.5 N/A 293000.00 102512.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4ZG8 2055-04-01 6 N/A 6152986.00 6198751.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426RQU8 2055-07-01 6 N/A 2512180.00 2572366.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAS3 2053-07-20 5.5 N/A 1893000.00 1529066.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UXX5 2049-08-20 5.5 N/A 1000.00 130.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617M7WQ7 2050-02-20 3 N/A 356503.00 108724.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APBY9 2054-09-01 6 N/A 6587920.00 6408904.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHH9 2053-06-01 6 N/A 19775832.00 15558670.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0DZ5 2049-08-01 3.5 N/A 19614993.00 17386378.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVS2 2053-03-20 5 N/A 3455026.00 2767821.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAR5 2053-07-20 5 N/A 1000.00 856.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6Y9 2042-11-01 3.5 N/A 23224301.00 2603910.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBW48 2051-07-01 2.5 N/A 26151552.00 18000957.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384K5J6 2054-03-20 5.75 N/A 17461286.00 17831319.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KLPC5 2051-03-01 3 N/A 321000.00 143256.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181LUW6 2043-08-20 4 N/A 1000.00 115.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNUY6 2052-04-01 2.5 N/A 1262820.00 842335.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L0UU4 2055-06-20 6.5 N/A 2000.00 2098.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V7F1 2051-02-20 3 N/A 1000.00 374.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNH5 2052-12-20 6 N/A 1000.00 598.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHMW3 2055-03-20 6.5 N/A 2000.00 2063.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMK7 2053-12-20 5.5 N/A 24502453.00 20896043.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XLH7 2052-11-20 5 N/A 2495541.00 1958073.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LLNF4 2029-04-01 5.31 N/A 78000.00 79634.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMKC8 2050-03-01 5 N/A 46385.00 6777.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179USX1 2049-05-20 5.5 N/A 478998.00 42228.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJU3 2051-07-20 4 N/A 3995.00 1886.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLU5 2054-06-01 6 N/A 1024.00 863.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HSF6 2054-01-20 5.5 N/A 305779.00 304905.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EQZA3 2045-09-01 4.5 N/A 132000.00 23184.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJNU2 2052-08-01 5 N/A 364692.00 255266.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QT50 2044-11-20 4 N/A 1000.00 65.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VRTQ7 2051-08-20 4 N/A 9001.00 7753.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0PJ1 2055-02-01 5.5 N/A 573996.00 570227.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UEE8 2048-10-20 6.5 N/A 1001.00 120.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFGC8 2055-04-20 6.5 N/A 1000.00 1066.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EV7 2055-01-20 5.5 N/A 315750.00 311493.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMXY6 2049-12-01 4 N/A 2944000.00 1582919.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BKN98 2049-10-15 3 N/A 1000.00 172.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8QT1 2055-06-01 6 N/A 1000.00 1010.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNXY4 2052-03-01 3 N/A 1456375.00 987256.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JXRK6 2049-10-01 3 N/A 9544256.00 1753464.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8MZ7 2050-11-01 2.5 N/A 485000.00 247037.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176D3R2 2041-05-15 4.75 N/A 1028.00 14.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNG7 2052-12-20 5.5 N/A 52159893.00 37747096.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L5HZ7 2055-06-20 6.5 N/A 2000.00 2086.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y9UE1 2049-02-01 4.5 N/A 4002935.00 414454.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425XWB1 2055-01-01 5 N/A 1306523.00 1226294.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WNM6 2037-12-20 6 N/A 1000.00 356.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYRM5 2030-06-01 4.75 N/A 6650000.00 6752006.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CV3A0 2054-10-01 6 N/A 1243722.00 1261663.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGG9 2052-08-01 3 N/A 833103.00 608111.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BHJV9 2053-09-15 6.5 N/A 1000.00 1013.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQNS1 2053-07-01 6.5 N/A 7844029.00 4960341.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFN23 2052-01-01 3 N/A 700000.00 439158.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ99 2048-06-20 6 N/A 1000.00 121.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.5 N/A 1000.00 759.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406BX96 2035-01-01 6 N/A 963374.00 15946.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHD49 2037-08-01 4.17 N/A 3344250.00 3134013.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181CQC5 2044-08-20 4 N/A 1115.00 171.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN4M2 2052-04-01 3.5 N/A 150056.00 106803.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FQS40 2046-11-01 4 N/A 398477.00 102165.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEVU7 2055-05-01 5.5 N/A 15220985.00 15207575.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2DG3 2052-09-01 6 N/A 1087859.00 1088852.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GA7 2046-12-01 3 N/A 1867170.00 332610.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VTV2 2050-09-20 2 N/A 688070.00 312554.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y6YJ7 2044-10-01 4.5 N/A 527000.00 55707.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4Z41 2033-05-01 3 N/A 125000.00 23466.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KQMX1 2055-05-20 6.5 N/A 2457914.00 2569205.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETGX8 2045-12-01 4 N/A 4000000.00 562584.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPCT3 2052-11-01 5 N/A 743371.00 578529.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CAH7 2036-08-01 3 N/A 300000.00 43882.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PBJ1 2048-05-01 5 N/A 3128301.00 599666.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN2Y8 2052-03-01 2.5 N/A 794000.00 546651.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T4P7 2048-07-20 4 N/A 1000.00 90.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2E9 2054-02-01 6 N/A 2294087.00 1793121.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0A44 2047-04-01 3 N/A 1345000.00 1013657.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31396FRK1 2035-08-15 5.1541 N/A 14108374.00 126038.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BC7H7 2032-11-25 1.690179 N/A 24999.00 20772.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKX75 2032-05-01 3.5 N/A 52000.00 6769.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BXB42 2053-03-01 5.5 N/A 586599.00 495890.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YEN3 2029-08-01 4.5 N/A 1000000.00 11672.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406P3R8 2035-02-01 6.313 N/A 245000.00 5147.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387U5V9 2031-08-01 7.5 N/A 499950.00 6366.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMQZ2 2051-07-01 2 N/A 50000.00 34903.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FHA8 2040-01-01 3.5 N/A 1027588.00 947422.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMSS8 2031-12-25 1.93624 N/A 930000.00 725863.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVT0 2053-03-20 5.5 N/A 77140002.00 57797231.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MLEZ3 2042-11-01 3.5 N/A 50000.00 8856.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NAX8 2055-05-01 5 N/A 1000.00 975.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WYYD4 2051-11-20 2 N/A 1001.00 564.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385CAT5 2055-01-20 5.44798 N/A 2300.00 2176.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179WLV8 2049-05-20 5.5 N/A 2000.00 894.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEEK2 2054-06-01 6.5 N/A 260644.00 214614.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180AAG8 2054-09-20 6 N/A 3460499.00 3079363.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KEMA8 2055-04-20 6.5 N/A 2000.00 2083.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UWC2 2049-05-20 5.5 N/A 1000.00 96.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189KWW8 2047-05-15 5 N/A 558102.00 24146.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDKW1 2054-06-01 6 N/A 4682087.00 4262123.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDJ0 2053-07-20 5 N/A 770001.00 662851.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CV3C6 2054-10-01 5.5 N/A 1081550.00 1069856.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9DV0 2054-04-01 6 N/A 11395925.00 8790349.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QGG0 2044-06-20 5.5 N/A 1001.00 68.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176MWD1 2041-06-15 4.75 N/A 1042.00 45.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XQDL2 2044-05-01 4 N/A 161088.00 23723.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NWXU1 2041-08-20 4.5 N/A 281122.00 74658.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617B7HB9 2047-10-15 3.5 N/A 2000.00 167.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFP8 2038-06-20 6 N/A 1000.00 359.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACA67 2047-05-01 3 N/A 197000.00 54980.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 5.45798 N/A 20210720.00 16423248.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AKFW0 2054-08-01 6.5 N/A 20341.00 20979.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KRJ62 2055-04-20 7.5 N/A 1000.00 1071.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ68 2052-10-01 4.5 N/A 29000.00 22407.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WJA45 2036-01-01 6.5 N/A 161795.00 6436.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6HN8 2055-03-01 5 N/A 1016700.00 990817.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NMT4 2055-05-01 5.5 N/A 551903.00 551697.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XHY5 2052-10-20 4.5 N/A 9006430.00 7012106.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176X2L2 2041-10-15 3.5 N/A 1000.00 18.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3Z21 2055-02-01 6 N/A 5329672.00 5106006.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VMD9 2050-05-20 3 N/A 1426000.00 348223.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDZ8 2038-08-20 6.5 N/A 185231.00 34183.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617A7ER8 2045-08-20 4.5 N/A 494000.00 65764.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180DSX6 2043-04-15 3.5 N/A 998883.00 109839.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.5 N/A 2001.00 1505.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXTH5 2040-04-01 6 N/A 540475.00 488621.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSFV9 2051-10-01 1.5 N/A 333897.00 227173.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXEN9 2032-01-01 4.58 N/A 98063.00 98558.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QWK3 2038-02-20 6 N/A 78000.00 7015.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDY1 2051-04-20 6 N/A 47496.00 17109.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137ATB35 2042-08-15 4.9041 N/A 33368837.00 2813379.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132E0P71 2052-01-01 2 N/A 995000.00 701928.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TAH5 2038-01-01 6.918 N/A 1545227.00 74368.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WNBT0 2039-08-01 5 N/A 9226738.00 494926.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TC29 2047-06-20 5 N/A 173000.00 16180.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CHT4 2055-01-01 6 N/A 28167751.00 26741547.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HDQT4 2049-09-01 6 N/A 1209537.00 62836.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TQN8 2048-01-20 3 N/A 1000.00 142.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5UL9 2055-04-01 6.5 N/A 1341536.00 964034.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T4R3 2048-07-20 5 N/A 1004.00 70.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XHZ2 2052-10-20 5 N/A 1094000.00 840007.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YKS2 2053-11-20 5.5 N/A 644000.00 537286.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9HW4 2047-06-01 3 N/A 2434000.00 854631.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6T70 2043-11-01 4.5 N/A 188469.00 35800.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HXEN6 2035-03-01 2.81 N/A 693623.00 595237.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NAH3 2055-05-01 5 N/A 1011.00 991.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406DAD8 2034-10-01 5.598 N/A 1000.00 16.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6HY4 2055-04-01 5.5 N/A 3810799.00 3798453.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XDF0 2052-08-20 5 N/A 1024.00 775.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383WUB0 2053-03-20 5.34798 N/A 14093206.00 6654325.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NQ50 2043-10-20 4 N/A 1363895.00 76575.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WTZ1 2051-12-20 3 N/A 106786.00 66615.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHS2 2050-02-20 3 N/A 38720866.00 6186599.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426KEE2 2055-04-01 5 N/A 3873289.00 3783231.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5RF8 2055-07-20 5.5 N/A 79133824.00 79368244.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNMY9 2052-05-01 3 N/A 821000.00 488604.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFGF1 2055-04-20 6.5 N/A 1000.00 950.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7PT4 2055-04-01 6 N/A 1426750.00 1463264.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BDC53 2044-08-15 3 N/A 5000000.00 6219519.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CVJH8 2054-09-01 5 N/A 1191950.00 1156989.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617A9VK0 2045-09-15 4.5 N/A 1000.00 159.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425WRY9 2054-12-01 6 N/A 93471.00 94726.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGGG8 2052-03-01 3 N/A 20099641.00 12708002.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TSH9 2048-02-20 4 N/A 1005.00 100.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179REC9 2038-09-20 6 N/A 1000.00 92.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VKL3 2050-04-20 3 N/A 18473443.00 3977056.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKBP9 2042-03-01 4 N/A 3506000.00 364199.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426LNU4 2055-04-01 5.5 N/A 5750373.00 5738652.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPJ24 2052-06-01 5 N/A 5000000.00 3520404.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2M7 2053-05-20 6 N/A 1000.00 661.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFWF9 2054-06-01 6 N/A 4013928.00 4040881.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 5.59798 N/A 13009423.00 7078989.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426MPE6 2055-05-01 6 N/A 3496465.00 3566864.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q6V8 2031-05-20 6.5 N/A 2000.00 223.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHRB6 2038-09-01 3 N/A 29752.00 23101.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UQ62 2049-04-20 4.5 N/A 1000.00 86.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WXN3 2045-05-20 4.5 N/A 1000.00 634.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414NBM5 2038-11-01 6.83 N/A 4000000.00 54932.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UD90 2048-10-20 4 N/A 1172.00 108.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GMT4 2053-12-20 5.64798 N/A 3887712.00 1604346.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EPN4 2053-02-01 6.5 N/A 31455744.00 18931580.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.5 N/A 3527919.00 3562462.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36180ACA9 2054-10-20 5.5 N/A 30236440.00 29110272.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AN3G9 2047-06-15 4.5 N/A 1000.00 121.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCP6 2051-11-01 2.5 N/A 411000.00 258807.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DT82 2036-09-01 6.5 N/A 1367059.00 8976.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179USY9 2049-05-20 6 N/A 1000.00 124.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNT6 2055-01-01 7.5 N/A 416110.00 421053.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNUR0 2030-08-01 3.75 N/A 5357940.00 5212182.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMHE0 2053-06-01 6.5 N/A 13037.00 9410.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BWMV2 2053-07-20 6 N/A 1279107.00 974601.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VXX3 2050-11-20 2 N/A 1000.00 477.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6B95 2055-04-01 6 N/A 5059010.00 5161653.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FSQ1 2055-03-01 6 N/A 2206996.00 2256123.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KBZ93 2055-03-20 6.5 N/A 2000.00 2086.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4MQ0 2051-08-25 2 N/A 2401260.00 1328336.32 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XMBW5 2052-06-01 3.5 N/A 17016.00 13037.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SWY9 2047-01-20 4 N/A 1000.00 92.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XTD8 2053-02-20 5.5 N/A 1000.00 731.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RZY8 2038-12-20 6 N/A 583000.00 73629.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7AE7 2053-07-01 4.5 N/A 61000.00 50593.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225DLA0 2035-01-20 5.625 N/A 1000000.00 20703.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189XRS5 2045-11-20 4 N/A 3830163.00 729359.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UWD0 2049-07-20 6 N/A 1005.00 126.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426UQ98 2055-07-01 6 N/A 14784537.00 15171448.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH4D6 2052-08-01 5 N/A 346858.00 279229.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VXQ2 2036-01-01 4 N/A 277097.00 29025.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHUL8 2050-04-01 3 N/A 25000.00 8395.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGG45 2052-03-01 3.5 N/A 82204.00 52133.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPG3 2054-01-20 5.5 N/A 85253491.00 71645384.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKRS0 2052-09-01 4.5 N/A 7000.00 5558.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDQ8 2051-04-20 2 N/A 2962000.00 1555799.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A41 2054-11-20 5.5 N/A 6381789.00 6235040.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLT4 2045-08-20 5.5 N/A 1002.00 65.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDE0 2052-03-01 3 N/A 30358.00 20367.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BHH90 2053-07-15 6.5 N/A 1000.00 1009.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385ES96 2055-04-20 4.5 N/A 31102821.00 29362777.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ET59 2053-07-01 5 N/A 1255101.00 1067868.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383XSX3 2053-04-20 5.24798 N/A 7176970.00 4323173.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418CGE8 2047-02-01 3.5 N/A 112999.00 15991.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWES8 2052-09-01 4.5 N/A 4625130.00 3626059.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WWKG3 2043-06-01 4 N/A 1100000.00 197303.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETY67 2042-10-01 4.5 N/A 2303600.00 447096.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ73 2048-06-20 5 N/A 134669.00 10348.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCK8 2036-10-01 3 N/A 200000.00 32555.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371N4F9 2028-09-01 6 N/A 34402242.00 145516.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BJFB8 2055-07-01 6 N/A 604975.00 616730.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPCK2 2052-11-01 5.5 N/A 32948.00 26174.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KCC39 2055-03-20 6.5 N/A 2000.00 2081.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWH63 2053-07-01 4 N/A 1068000.00 876557.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DXK3 2051-03-01 2 N/A 1609033.00 899733.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPRV5 2032-04-25 3.43373 N/A 1080.00 1019.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133APF79 2051-08-01 2.5 N/A 91660.00 57553.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APBZ6 2054-09-01 6.5 N/A 1631919.00 1475732.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RF37 2046-11-01 6.733 N/A 417324.00 431085.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KUT9 2035-10-01 3.5 N/A 6367000.00 822123.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W5B0 2052-05-20 2.5 N/A 1000.00 654.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LMCL1 2028-11-01 5.85 N/A 499000.00 522485.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381LR41 2029-12-01 4.82 N/A 68676.00 24027.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AAJ2 2054-09-20 7 N/A 1000.00 657.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XJMQ0 2052-04-15 4 N/A 1000.00 901.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HXW89 2030-05-01 2.17 N/A 8332800.00 7566251.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPCQ8 2052-05-01 4 N/A 150000.00 117410.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KB2C2 2055-03-20 6.5 N/A 1848739.00 1925980.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CS3M1 2054-08-01 5.5 N/A 1076810.00 1060584.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KBCP2 2055-03-20 6.5 N/A 1000.00 1036.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XAC0 2052-06-20 5.5 N/A 189345.00 120821.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MLGF5 2042-11-01 3.5 N/A 100000.00 12912.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2MM3 2055-04-01 5.5 N/A 1134593.00 1133920.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KSTZ5 2055-04-20 6.5 N/A 1000.00 1041.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426QQG1 2055-06-01 6.5 N/A 6999.00 7281.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUNX1 2054-01-01 4.5 N/A 9000.00 8184.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLQ0 2045-08-20 4 N/A 1002.00 70.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LM2Z5 2028-04-01 3.46 N/A 86940.00 83708.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B66H3 2055-04-01 6 N/A 5408375.00 5512413.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHG83 2041-09-01 4 N/A 14999020.00 1347754.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJ22 2047-10-20 5 N/A 137382.00 12906.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PG54 2039-04-01 4.5 N/A 1001.00 36.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4QZ6 2055-04-01 5.5 N/A 2604546.00 2602598.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BDTN5 2055-03-20 6.5 N/A 1621988.00 1714713.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TUB9 2048-03-20 4 N/A 2423260.00 220174.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XDB28 2029-12-01 4.5 N/A 1000.00 999.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG90 2047-09-20 6 N/A 717820.00 86453.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP6V1 2036-01-01 6.534 N/A 1300005.00 127873.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYJT6 2054-10-01 5.5 N/A 2254760.00 2242101.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEDY1 2055-06-01 6 N/A 4333348.00 4366283.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D4QF3 2042-02-01 2 N/A 200000.00 130315.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UH62 2048-12-20 5 N/A 1000.00 62.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LWWG8 2052-07-01 5 N/A 5662656.00 4596670.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JBJ2 2054-02-20 5.54798 N/A 12123328.00 6240282.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140EUNG0 2045-12-01 4.5 N/A 813170.00 116331.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618LD5F7 2055-06-20 6 N/A 1125954.00 1170612.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NAS9 2055-05-01 5.5 N/A 2698970.00 2697889.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPB0 2053-02-01 4.5 N/A 258000.00 209938.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0AE2 2053-08-01 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AV3L3 2054-10-01 6.5 N/A 13920.00 14423.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EEQ0 2032-12-01 3 N/A 99000.00 12498.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WCB5 2036-02-01 6.055 N/A 2998308.00 19736.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4FW9 2055-04-20 6.5 N/A 2000.00 2087.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H9JN4 2048-12-01 4.5 N/A 9032874.00 1572823.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQAW2 2043-05-01 3 N/A 106000.00 17673.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KC7J0 2055-03-20 6.5 N/A 22204.00 23120.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHQE0 2050-07-01 3 N/A 6528384.00 4410002.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMJ98 2052-05-01 2 N/A 629911.00 441132.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHY9 2050-02-20 6 N/A 63228.00 13861.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2Q9 2047-04-20 4 N/A 1000.00 89.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4 N/A 1000.00 97.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.5 N/A 1332000.00 775592.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KNPV9 2055-06-20 6.5 N/A 2000.00 2087.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0ZL8 2054-11-01 6 N/A 5466.00 5177.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSZB1 2054-04-01 5.5 N/A 3052741.00 2771521.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MK66 2042-08-20 3 N/A 1000.00 99.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KQTL0 2055-04-20 7 N/A 2000.00 2073.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4WB2 2055-03-01 5.5 N/A 1665635.00 1659098.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CRB2 2037-11-01 3.5 N/A 2500000.00 340734.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 5.34798 N/A 31887228.00 21160847.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DVMK8 2053-04-01 5.5 N/A 24471354.00 19851651.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MWT5 2055-04-01 5.5 N/A 1562284.00 1563351.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCHZ9 2044-07-01 4 N/A 90000.00 10945.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AAD5 2053-05-20 4.5 N/A 141838.00 131762.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPMX3 2052-06-01 5 N/A 3025532.00 2263962.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BLFG8 2040-09-15 3.5 N/A 4657056.00 2981397.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31425X3R8 2055-01-01 6 N/A 7842530.00 6537206.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBV7 2052-07-20 5 N/A 1000.00 745.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H44M9 2051-11-25 3 N/A 1720000.00 208775.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133JMA72 2053-08-01 6 N/A 419000.00 372468.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEKB1 2049-06-01 3 N/A 1505000.00 155669.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VMH0 2050-05-20 5 N/A 1000.00 178.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWPX5 2055-05-01 7.5 N/A 15668.00 13040.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2VE8 2053-06-01 6 N/A 273207.00 232783.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UK27 2049-01-20 5.5 N/A 1655358.00 129722.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH6D4 2050-02-01 3 N/A 3783479.00 2448053.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXPK1 2054-04-01 6 N/A 1651506.00 1557061.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTYL8 2053-05-01 5 N/A 650000.00 589398.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNCZ4 2051-12-01 2.5 N/A 1203158.00 737203.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617X0WM9 2052-02-20 3.5 N/A 10999000.00 8604571.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SCD7 2036-07-20 6 N/A 1002.00 80.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGFZ6 2049-07-01 4.5 N/A 200000.00 36069.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VX54 2050-11-20 5 N/A 1000.00 270.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AA4A9 2046-09-01 3.5 N/A 225000.00 37663.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NK6Y2 2053-06-01 5 N/A 1282950.00 1229018.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2J4 2053-05-20 4.5 N/A 14066655.00 11755928.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SQ42 2038-10-20 6.5 N/A 50004.00 9397.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384PPQ7 2054-06-20 5.54798 N/A 755256.00 441739.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618N5EU9 2055-01-20 5 N/A 852499.00 824065.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RXF1 2045-12-20 4.5 N/A 1000.00 75.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRK2 2054-02-20 6.5 N/A 1000.00 568.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HXXV7 2032-03-01 2.62 N/A 757000.00 616444.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJR4 2049-12-01 3 N/A 115732.00 19484.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WRTB6 2043-06-01 3 N/A 369765.00 76784.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31396XXL3 2037-10-25 5.01449 N/A 40000000.00 678734.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3617AEYS9 2047-04-15 5 N/A 1000.00 63.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CTM4 2033-12-01 6.5 N/A 1210227.00 6015.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9XX6 2053-08-01 6.5 N/A 1556080.00 1543007.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B4J22 2052-02-01 2.5 N/A 494914.00 325980.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AMZ8 2032-12-01 3 N/A 1176000.00 118328.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9FG5 2048-09-01 4 N/A 1548791.00 494941.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176XUV9 2042-06-15 3.5 N/A 1000.00 51.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQQ91 2042-08-01 2 N/A 100000.00 77700.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VSP6 2050-08-20 6 N/A 1000.00 183.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YU77 2054-02-20 6 N/A 1020.00 794.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XDH6 2052-08-20 6 N/A 33992.00 20835.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF47 2052-06-01 5 N/A 503853.00 352391.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5G7 2053-06-20 5 N/A 10946920.00 9297059.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AAPN8 2046-01-15 4.5 N/A 1000.00 87.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BADK4 2052-03-01 2 N/A 114929.00 83356.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWMA8 2053-01-01 6 N/A 1188126.00 823392.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176AM30 2041-03-20 4.5 N/A 1000.00 73.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SJS7 2046-08-20 3 N/A 5233878.00 645278.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVN4 2052-07-01 3.5 N/A 5045000.00 3565314.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MNM8 2042-09-20 5.5 N/A 3345628.00 95204.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TWB7 2048-04-20 6.5 N/A 1000.00 146.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413B4M0 2037-07-01 6.5 N/A 2740000.00 12696.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9JA2 2048-07-01 4.5 N/A 1000000.00 78114.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F5CV3 2046-12-01 3 N/A 1360000.00 288360.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3M5 2049-08-01 3 N/A 427000.00 45854.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDP34 2051-04-01 2 N/A 1333353.00 801548.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XQW9 2053-01-20 5 N/A 6744000.00 5243994.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRJQ0 2053-08-01 6.5 N/A 2477818.00 2147366.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L0SX1 2055-06-20 6.5 N/A 2000.00 2090.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KELK7 2055-03-20 6.5 N/A 1000.00 1045.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJTD0 2047-01-01 3 N/A 418848.00 119450.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XFL5 2052-09-20 6 N/A 1000.00 593.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TSM8 2048-02-20 6 N/A 1000.00 166.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176LTG0 2039-03-20 5.5 N/A 1058.00 145.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WBZ0 2051-03-20 3 N/A 198203.00 79014.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHJL2 2052-06-01 4 N/A 200000.00 145332.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E9KM7 2046-02-01 4 N/A 491752.00 49200.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RWT0 2052-05-20 4.5 N/A 1000.00 710.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618KDEA9 2055-04-20 6.5 N/A 1003.00 1045.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VKS8 2038-10-20 6 N/A 1000.00 252.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XTBN0 2050-10-25 3.5 N/A 40400.00 32199.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLDR6 2052-09-01 5 N/A 1475000.00 1239951.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1ZK2 2055-05-01 5.5 N/A 60877285.00 59952757.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRAH1 2051-07-01 2.5 N/A 45893.00 23630.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LH4G2 2034-11-01 4.94 N/A 5434784.00 5530711.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J7RH5 2054-11-20 6 N/A 7482920.00 7390540.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B1FW1 2055-02-01 5.5 N/A 77127.00 76807.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLM7 2055-06-01 3.5 N/A 1684097.00 1502937.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFAU4 2055-03-20 6.5 N/A 1000.00 1064.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL6Z6 2052-05-01 2.5 N/A 1046347.00 776161.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KNB93 2055-04-20 6.5 N/A 1041.00 1084.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8P54 2055-05-01 6 N/A 1400040.00 1426072.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JNCN8 2034-01-01 4 N/A 2156483.00 536981.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TCY9 2047-07-20 4 N/A 1000.00 97.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334YPW1 2046-07-01 3 N/A 148684.00 28162.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NX5Z2 2032-04-01 4.4 N/A 1000.00 996.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHX1 2049-06-20 5.5 N/A 1001.00 164.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6U31 2053-07-01 5.5 N/A 5931992.00 5804558.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDQK1 2054-05-01 5.5 N/A 28929.00 26427.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTQ60 2054-07-01 5.5 N/A 25334286.00 23272930.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425VNS8 2054-12-01 5 N/A 1378914.00 1334183.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNF9 2052-12-20 5 N/A 14083809.00 11049396.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8ET6 2054-03-01 5 N/A 675975.00 650525.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6JF8 2055-04-01 6 N/A 14624593.00 14755792.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QBG5 2044-04-20 4 N/A 187491.00 11428.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XQY5 2053-01-20 6 N/A 1000.00 604.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSTR3 2054-03-01 5.5 N/A 1000.00 864.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BAEQ5 2055-05-01 5.5 N/A 2434443.00 2435238.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVA4 2045-12-20 3 N/A 305670.00 34862.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VDQ0 2049-12-20 4 N/A 1000.00 138.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7SX8 2050-07-01 3 N/A 32713.00 9450.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AC2W9 2048-10-01 4 N/A 37761638.00 4406911.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2BW1 2051-10-01 2 N/A 1600453.00 858151.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BMTF4 2047-11-15 5 N/A 1000.00 11.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NK33 2055-05-01 5.5 N/A 3948039.00 3858315.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES50 2053-06-01 5.5 N/A 15482.00 12679.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V7K0 2048-07-20 5 N/A 1000.00 363.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUCN5 2053-01-01 6 N/A 1023464.00 1026655.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UPD8 2049-03-20 5.5 N/A 1000.00 81.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137FW2K5 2050-09-25 1 N/A 43795.00 14396.29 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EEH4 2053-08-20 5.54798 N/A 21818432.00 11589543.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426THA8 2055-07-01 6 N/A 1309577.00 1341556.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DTR4 2042-11-01 3.5 N/A 195223.00 21573.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426BRP3 2055-02-01 6 N/A 4949370.00 4802356.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S5M5 2047-05-20 4 N/A 1000.00 91.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XH41 2052-09-20 6.5 N/A 1000.00 528.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANE86 2045-06-25 3 N/A 3500204.00 1178174.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XAB2 2052-06-20 5 N/A 1000.00 728.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4NH3 2055-05-20 6 N/A 1090584.00 1134983.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHE9 2053-09-01 5.5 N/A 1145000.00 977091.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HWKW1 2039-11-01 2.8 N/A 13330000.00 10456642.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJC3 2032-07-01 6.5 N/A 9279527.00 14039.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617KGY20 2049-07-15 4 N/A 1000.00 129.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BHJW7 2053-09-15 7 N/A 1000.00 1039.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SWZ6 2047-02-20 4.5 N/A 160442.00 15465.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRJ5 2054-02-20 6 N/A 23718755.00 16289005.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MVK4 2055-01-01 5 N/A 7918384.00 7438758.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WD2H3 2045-02-01 4 N/A 260609.00 46357.63 Agency Mortgage-Backed Securities Y Fitch Short Rating F1+ Standard & Poor's Short Rating A-1 Moody's Long Rating Aa3 Fitch Long Rating AA- Standard & Poor's Long Rating A+ Moody's Short Rating P-1 2025-08-01 2025-08-07 2025-11-10 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Standard & Poor's Long Rating A+ Fitch Short Rating F1+ Moody's Short Rating P-1 Standard & Poor's Short Rating A-1 Moody's Long Rating Aa3 N N 0.0441 2000000000.00 2000000000.00 0.0067 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.33500120 3130B6YF7 2549001DPIFGXC1TOL40 US3130B6YF79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Long Rating AA+ Fitch Short Rating NR Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Fitch Long Rating NR Moody's Long Rating Aa1 2025-08-01 2026-04-10 2026-04-10 N N N 0.0440 249996490.00 249996490.00 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.47999840 3130AX4K1 2549001DPIFGXC1TOL40 US3130AX4K10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Short Rating NR Standard & Poor's Long Rating AA+ Fitch Long Rating NR Standard & Poor's Short Rating A-1+ Moody's Short Rating P-1 Moody's Long Rating Aa1 2025-08-01 2025-09-11 2025-09-11 N N N 0.0454 1000171440.00 1000171440.00 0.0034 N N N N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. 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NATIONAL MORT N/A 3140AHRT1 2054-08-01 6 N/A 1087496.00 1096685.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVFM1 2054-09-01 6.5 N/A 54162816.00 53417838.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6AP8 2055-06-01 5.5 N/A 10145.00 10002.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABZJ7 2054-07-01 5.5 N/A 800000.00 781254.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L9SV6 2055-07-20 5.5 N/A 1163612.00 1173519.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSNV2 2053-09-01 6 N/A 200000.00 200577.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KGFZ6 2055-04-20 6.5 N/A 791436.00 829494.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8E35 2048-01-01 3.5 N/A 42000.00 6096.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JCHX0 2054-09-20 6.5 N/A 3716280.00 3835879.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUTT4 2055-04-20 6.5 N/A 1464776.00 1525979.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CT6M6 2054-09-01 5.5 N/A 2665876.00 2659507.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNZ56 2053-10-01 3 N/A 734581.00 583739.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K04W0 2054-12-20 5 N/A 1841008.00 1801009.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FTZ1 2034-03-15 5.5 N/A 10709760.00 39827.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLPV0 2055-03-20 6 N/A 220546.00 226963.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L2AE8 2055-07-20 5.5 N/A 1431264.00 1443448.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618LET36 2055-07-20 7.5 N/A 3189484.00 3361885.18 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 3796800.00 3670524.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN 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3138A4CE3 2041-07-01 5 N/A 61536.00 8832.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618LBNY0 2055-07-20 6 N/A 3444488.00 3546379.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J2UB5 2054-09-20 5 N/A 2260128.00 2204695.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L1W22 2055-07-20 5.5 N/A 1509124.00 1521973.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRYY3 2054-08-01 5.5 N/A 1108970.00 1111799.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294W3S5 2037-05-15 5.5 N/A 3000000.00 15507.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMZV0 2055-04-20 6 N/A 2126004.00 2193840.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HMF79 2054-06-20 6.5 N/A 13393.00 9310.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385EZ72 2055-04-16 3 N/A 2146356.00 1439931.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XNF9 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N/A 1000000.00 10279.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WMG96 2043-02-01 3 N/A 25787000.00 3495004.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GT3A2 2055-02-01 6 N/A 40035584.00 39907663.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FGW1 2055-03-01 6.5 N/A 4055072.00 3865595.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RU49 2045-12-20 4 N/A 2400464.00 96710.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426M5G3 2055-05-01 6.5 N/A 1013240.00 1053445.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ2W5 2052-03-01 2 N/A 18832544.00 12863025.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W2YK5 2043-11-01 3 N/A 919551.00 197521.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NPZD0 2055-04-20 6 N/A 28154976.00 28841231.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NSA9 2055-05-01 6.5 N/A 1048450.00 1097267.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YB5L6 2057-05-15 2.74 N/A 3176416.00 2652731.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1EN3 2053-10-01 5.5 N/A 86633.00 84790.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XKXZ5 2029-12-01 4.5 N/A 37395000.00 37588332.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM6V3 2037-10-01 3.5 N/A 10057328.00 8349325.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWQA0 2054-12-01 5.5 N/A 503880.00 499972.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGX9 2055-02-01 5 N/A 221946.00 211369.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTS0 2032-07-20 6.5 N/A 4500000.00 14160.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CE6U1 2053-10-01 6.5 N/A 5000000.00 4104881.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQLZ6 2052-10-01 5.5 N/A 574000.00 471304.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180ACC5 2054-10-20 6.5 N/A 200008000.00 157163369.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AGQ93 2057-12-15 4 N/A 11527900.00 10282625.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YU44 2054-04-20 4.5 N/A 19713760.00 18122988.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AA40 2041-12-01 4 N/A 11500000.00 203547.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617JHFB1 2049-05-20 5 N/A 18779296.00 2610514.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NSAH2 2055-04-20 6.5 N/A 542831.00 519834.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XL7D3 2043-04-01 4 N/A 550000.00 117345.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DQR2 2038-12-15 6 N/A 13427360.00 414724.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPA2 2053-02-01 4 N/A 10019.00 8018.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NH2Q5 2055-03-20 6.5 N/A 959901.00 1004413.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MG53 2042-07-20 3.5 N/A 797612.00 61248.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATVV5 2054-12-01 4.5 N/A 1934334.00 1833580.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRDZ3 2054-08-01 5.5 N/A 1515762.00 1509307.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230SPE8 2041-05-15 5 N/A 1766148.00 98687.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQA22 2052-06-01 3.5 N/A 10168496.00 8094218.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHT44 2046-08-01 4.5 N/A 242381.00 25516.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MEFF5 2050-02-20 3 N/A 1067150.00 207187.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K8RC2 2055-03-20 6.5 N/A 1732464.00 1809608.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3H22 2053-10-01 5.5 N/A 236917.00 206927.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230UP37 2040-12-20 4 N/A 1104766.00 109455.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUTV9 2055-04-20 6.5 N/A 2945152.00 3064358.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NUP94 2034-02-01 4.405 N/A 11751000.00 11547200.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X5E2 2053-06-20 4 N/A 118000.00 95774.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K3R90 2055-02-20 6.5 N/A 1147788.00 1170153.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5GP8 2055-02-20 5.5 N/A 110000000.00 108620723.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DA28 2055-02-01 6 N/A 2726632.00 2779660.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YU77 2054-02-20 6 N/A 8668912.00 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NATIONAL MORT N/A 3140A3ZD8 2053-11-01 6.5 N/A 326337.00 223452.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MBXL5 2042-10-01 3.5 N/A 465000.00 69673.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BSV1 2038-12-01 6.5 N/A 478828.00 4139.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTYD5 2053-11-01 6.5 N/A 5849461.00 4033470.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7XV0 2055-04-01 7.5 N/A 525467.00 565811.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEAT5 2055-06-01 5.5 N/A 6969217.00 7015133.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEAC2 2055-06-01 6 N/A 8756615.00 8963657.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTAW9 2053-09-01 5.5 N/A 300000.00 265056.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTDW6 2053-10-01 4 N/A 5000.00 4375.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BHZ46 2055-07-01 6.5 N/A 3260516.00 3380051.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHED5 2052-02-01 2.5 N/A 4000.00 2471.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFJT9 2051-12-01 2.5 N/A 100000.00 62484.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BELN6 2055-07-01 6 N/A 1456586.00 1501300.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388MWB0 2031-03-01 7 N/A 3051400.00 24479.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXC83 2056-05-01 4 N/A 3550000.00 811370.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APEP5 2054-09-01 5.5 N/A 1266250.00 1121438.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9EH8 2040-04-01 5.5 N/A 1631663.00 1647282.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECE8 2037-03-01 2.5 N/A 55323670.00 33878515.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1WW9 2055-04-01 5.5 N/A 32725342.00 32535920.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3D0 2054-03-01 6 N/A 984012.00 789756.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKNS5 2041-07-01 6 N/A 300000.00 217617.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERUC2 2045-06-01 4 N/A 100000.00 15194.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407CTW7 2030-08-01 5.5 N/A 1000000.00 35171.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMQX7 2053-04-01 4.5 N/A 36000.00 29631.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFJQ3 2035-10-01 2 N/A 75000.00 32025.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3JR4 2055-02-01 5.5 N/A 1165516.00 1172290.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDE7 2052-05-01 3.5 N/A 20845000.00 14960856.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZK3 2052-01-01 3 N/A 1073316.00 725987.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLK64 2053-05-01 4 N/A 8370000.00 6445588.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8PG0 2055-05-01 6 N/A 2522970.00 2582768.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8KE1 2054-02-01 6 N/A 1254664.00 1163899.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KQVE8 2050-11-01 2 N/A 7650822.00 4056530.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A95B2 2054-03-01 6 N/A 1431382.00 1436790.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9Y96 2048-09-01 5 N/A 3178409.00 337641.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUD2 2035-11-01 2 N/A 2350000.00 1022407.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LS4H6 2036-11-01 3 N/A 223062.00 162799.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUQ1 2038-06-01 3 N/A 4604261.00 3658577.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W12T9 2052-09-01 3.5 N/A 10609580.00 9382150.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MKHU9 2052-03-01 2.5 N/A 861228.00 427945.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV6C3 2039-12-01 4.5 N/A 1446381.00 1348247.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQCV2 2054-09-01 6 N/A 1217878.00 1158375.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBSR2 2051-06-01 2.5 N/A 100000.00 52458.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQS86 2054-09-01 5.5 N/A 2104336.00 1999166.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWMM8 2054-12-01 5.5 N/A 1413553.00 1375954.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JGLW3 2048-12-01 4.5 N/A 31000.00 2485.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHPA9 2052-07-01 4 N/A 10000000.00 7140085.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPW42 2038-08-01 6.5 N/A 60000.00 7718.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASQU5 2054-11-01 4 N/A 1436151.00 1318454.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSU45 2052-07-01 4.5 N/A 8138661.00 6242770.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHHK4 2051-02-01 2.5 N/A 627115.00 397836.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFM9 2039-09-01 3 N/A 1500000.00 216228.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8EW7 2055-04-01 6 N/A 5308384.00 5357055.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJUJ5 2047-01-01 3.5 N/A 21000.00 4813.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APJM7 2054-10-01 4.5 N/A 1076945.00 1017382.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJK1 2027-04-01 2.5 N/A 1175000.00 51578.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPNN3 2052-06-01 3 N/A 117077.00 83426.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CDG6 2031-11-01 2 N/A 151131.00 25904.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGG24 2039-08-01 5.5 N/A 1336074.00 1182325.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BJP50 2055-07-01 6 N/A 2099852.00 2157198.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BHZZ7 2055-07-01 6.5 N/A 2739014.00 2839430.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8QG3 2048-03-01 3.5 N/A 396000.00 96832.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BKRB2 2055-08-01 5.5 N/A 1224315.00 1227551.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCL53 2049-09-01 5 N/A 9053123.00 594078.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMZE0 2053-06-01 5.5 N/A 2051550.00 1987013.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BJST5 2055-08-01 5.5 N/A 4514173.00 4516196.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M4CW6 2036-11-01 2 N/A 408600.00 190340.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0Z99 2040-03-01 6 N/A 28725590.00 27656325.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FHV2 2055-03-01 4 N/A 1020000.00 922012.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JTQ1 2025-11-01 3.5 N/A 2200000.00 2249.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEMD7 2055-06-01 6 N/A 1189900.00 1234465.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0F94 2055-04-01 6 N/A 1784359.00 1849816.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K0E38 2049-11-01 4.5 N/A 1360133.00 214224.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW22 2053-10-01 5 N/A 1495000.00 1312414.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRZM0 2052-06-01 3.5 N/A 25523522.00 21485720.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAJD5 2051-03-01 2 N/A 300000.00 178650.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDG38 2055-06-01 5.5 N/A 9087781.00 9079340.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9JB0 2048-07-01 4.5 N/A 4517316.00 357670.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7M67 2055-07-01 5.5 N/A 1377702.00 1405935.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419BBT1 2041-02-01 4 N/A 248000.00 12466.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMR97 2051-12-01 2 N/A 921778.00 585164.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413Y6V8 2037-11-01 6 N/A 516900.00 1825.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6NL5 2055-04-01 6.5 N/A 1362300.00 1424023.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCY97 2055-06-01 5.5 N/A 1085351.00 1100653.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERPF1 2031-03-01 4 N/A 878075.00 25454.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLHN9 2051-07-01 2.5 N/A 4600000.00 2761793.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3BG6 2055-07-01 5.5 N/A 1514449.00 1528944.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKA67 2052-11-01 5.5 N/A 3000.00 2009.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KFF6 2038-05-01 6 N/A 1743500.00 25036.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FMBT2 2031-11-01 2 N/A 42249.00 6571.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFWU1 2050-04-01 3.5 N/A 29423275.00 17817695.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6GY5 2040-03-01 6.5 N/A 1136724.00 1171568.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4XY1 2055-03-01 6 N/A 9405987.00 9522863.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LWN23 2042-06-01 4 N/A 409001.00 85766.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDRB4 2051-11-01 2.5 N/A 32616332.00 22556669.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8FF5 2048-04-01 4 N/A 84144.00 16390.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405MMV6 2034-09-01 5.5 N/A 203241.00 2005.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419LZL0 2040-12-01 4.5 N/A 29545.00 3149.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RFS7 2027-03-01 5 N/A 17612602.00 24932.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRK1 2037-10-01 6.5 N/A 13387479.00 96164.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHH34 2050-12-01 4.5 N/A 100000.00 64940.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWNC9 2054-12-01 6 N/A 100000.00 101852.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGFA7 2041-05-01 4.5 N/A 1209792.00 48038.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LFE7 2041-07-01 5.5 N/A 143000.00 2178.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGXF6 2041-07-01 5 N/A 686000.00 44312.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCN2 2026-10-01 2.5 N/A 115873136.00 2930025.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUKH5 2054-11-01 5.5 N/A 1139187.00 1137262.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRGA5 2053-02-01 5.5 N/A 233350.00 188125.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2ZU8 2038-05-01 3 N/A 478437.00 383010.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNNW8 2052-03-01 2.5 N/A 181000.00 117940.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKH37 2027-03-01 5 N/A 971822.00 17393.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFM9 2057-01-01 4 N/A 10000000.00 2717735.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ARQ3 2043-04-01 3 N/A 4800000.00 360054.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFMC2 2051-12-01 2 N/A 9711139.00 6646035.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YQ26 2030-07-01 5 N/A 3678075.00 68476.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6BK6 2034-02-01 4 N/A 79000.00 10264.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LVQG7 2036-09-01 2 N/A 38661593.00 22748136.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ5R0 2037-07-01 2 N/A 5173049.00 3749336.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQNM5 2039-08-01 6.5 N/A 37644144.00 28625151.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV5M2 2055-01-01 7 N/A 8841990.00 7396507.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0TY4 2055-03-01 6 N/A 2070232.00 2125181.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2TY7 2052-02-01 3 N/A 37059669.00 32021295.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6N48 2055-05-01 6.5 N/A 12309851.00 12961136.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6LS7 2045-04-01 6 N/A 2527337.00 2612331.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X63C3 2048-04-01 2.5 N/A 86000.00 23817.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXH75 2039-12-01 5 N/A 2386441.00 2329622.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFAE3 2055-06-01 7.5 N/A 100060.00 107781.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYML8 2042-10-01 3 N/A 34000.00 2516.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3FN7 2055-03-01 6 N/A 1980838.00 1786839.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JV6C1 2049-07-01 4.5 N/A 5000.00 769.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR3C5 2053-05-01 6 N/A 500000.00 405320.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQZC9 2054-09-01 5.5 N/A 884329.00 838477.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FGAR0 2046-09-01 3 N/A 142000.00 46782.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPKG9 2049-05-01 4 N/A 169000.00 23044.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMV6 2040-07-01 5 N/A 605639.00 599211.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DGM6 2034-08-01 6 N/A 125000.00 855.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4ET3 2055-02-01 6 N/A 1187475.00 1213296.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMBW5 2052-06-01 3.5 N/A 5000.00 3830.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6MN3 2053-12-01 7.5 N/A 448679.00 290795.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFQJ7 2055-06-01 6.5 N/A 1358248.00 1414591.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNLB8 2038-11-01 2 N/A 105045.00 80847.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGM48 2037-04-01 3 N/A 315718.00 176962.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSEG2 2053-06-01 5 N/A 5800.00 5141.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9UQ2 2031-04-01 5.5 N/A 44695.00 787.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CPF7 2028-06-01 5 N/A 203607.00 3682.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BJTJ6 2055-07-01 6.5 N/A 2712370.00 2868685.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGAY5 2052-03-01 3.5 N/A 1500000.00 1167189.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRAK1 2054-09-01 5.5 N/A 707000.00 674192.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XSC92 2054-09-01 6.5 N/A 11495312.00 10361774.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPZ36 2054-05-01 5.5 N/A 1530000.00 1342736.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402TM77 2033-09-01 6.5 N/A 535000.00 5939.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQRQ0 2037-10-01 4.5 N/A 152000.00 96839.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7VY8 2048-01-01 3.5 N/A 1300000.00 323158.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHXB8 2052-07-01 5 N/A 371726.00 278486.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408ER46 2036-02-01 5.5 N/A 1043030.00 7552.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFUG4 2052-02-01 2.5 N/A 16136593.00 10185370.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQJA9 2037-02-01 2 N/A 825440.00 493270.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AM6C0 2055-03-01 5.5 N/A 2543861.00 2562354.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FE37 2054-12-01 5.5 N/A 56872673.00 53713106.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7L0 2036-12-01 2.5 N/A 8970659.00 4963916.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GL27 2037-10-01 6.5 N/A 560000.00 1384.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X66J5 2049-09-01 4.5 N/A 760000.00 197473.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZ39 2036-06-01 2.5 N/A 4697938.00 2350637.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NABH5 2053-02-01 4.5 N/A 126956.00 107094.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ4D2 2052-11-01 4.5 N/A 167559.00 133430.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MR2U4 2042-12-01 3.5 N/A 1253505.00 146186.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NSP1 2028-03-01 6 N/A 1030000.00 6771.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFCL5 2040-07-01 5.5 N/A 1309285.00 1345823.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHBG6 2046-05-01 3 N/A 75328.00 8321.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WPHJ6 2043-04-01 3.5 N/A 56663.00 7776.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2YC2 2055-02-01 6 N/A 2622365.00 2678679.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPWN7 2037-05-01 2.5 N/A 440708.00 320134.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6LB4 2045-04-01 5.5 N/A 2004353.00 2029005.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDV49 2055-05-01 5.5 N/A 1650137.00 1648716.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDMS2 2051-10-01 3.5 N/A 815000.00 464315.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFHF6 2045-08-01 3.5 N/A 8000.00 1032.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFKQ1 2035-10-01 3 N/A 142000.00 63327.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQK1 2050-06-01 2.5 N/A 1000000.00 214611.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KEK80 2050-08-01 2.5 N/A 28000.00 13367.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BA5M4 2055-06-01 5.5 N/A 3396366.00 3393894.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEA1 2054-11-01 4 N/A 176650227.00 158043436.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LNDT1 2051-06-01 2.5 N/A 10783593.00 7094247.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AABB2 2039-03-01 6 N/A 1141760.00 1111724.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDKE5 2051-11-01 3 N/A 1364000.00 856144.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140METY2 2055-04-01 6.5 N/A 2594562.00 2729328.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEL34 2050-08-01 3 N/A 73750.00 33388.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJYL6 2054-08-01 5.5 N/A 5205341.00 5017117.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411LYA3 2037-04-01 6.5 N/A 1630000.00 9585.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ4A0 2052-12-01 6 N/A 1700000.00 1286660.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MPJ0 2026-01-01 5 N/A 25587386.00 4160.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHM1 2052-11-01 4 N/A 139000.00 113979.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6XE8 2039-10-01 5.5 N/A 1253551.00 1182757.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4M3 2048-11-01 5 N/A 24000.00 2032.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFU60 2055-07-01 6.5 N/A 1109250.00 1161711.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ET59 2053-07-01 5 N/A 3319645.00 2824428.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B47B0 2055-04-01 6 N/A 7031528.00 6910837.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4WK2 2055-03-01 6 N/A 9116093.00 9215122.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412FS61 2037-05-01 6 N/A 12575729.00 83096.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FLY2 2028-02-01 2 N/A 94283.00 4262.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSPR6 2053-07-01 5 N/A 102000.00 87421.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MKQM7 2045-07-01 6 N/A 2563548.00 2620645.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3FK3 2055-01-01 6 N/A 5937192.00 5146283.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANG29 2054-09-01 6 N/A 2720932.00 2073354.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKW89 2052-03-01 2 N/A 500000.00 337793.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YZ92 2035-02-01 4.5 N/A 1000000.00 21886.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXGC0 2040-07-01 4.5 N/A 270000.00 51188.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B24G6 2055-03-01 6 N/A 1060096.00 980856.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XG5G0 2052-04-01 2.5 N/A 2289664.00 1617843.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBE9 2037-02-01 2 N/A 15426921.00 9379366.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVS36 2054-12-01 5 N/A 1545128.00 1367736.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNZ56 2053-10-01 3 N/A 2457982.00 1953251.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNXQ0 2042-04-01 3.5 N/A 100000.00 64282.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EES5 2052-05-01 4 N/A 322586.00 230661.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419CQT3 2040-03-01 4.5 N/A 57990.00 2320.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXS8 2038-06-01 3.5 N/A 4200000.00 532192.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDQS8 2051-11-01 3 N/A 2650000.00 1570081.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JNW22 2049-05-01 5 N/A 477137.00 48044.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFP25 2055-06-01 6.5 N/A 2499990.00 2636680.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCPF9 2036-09-01 2 N/A 119845.00 66877.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YNLK1 2045-08-01 3.5 N/A 20500000.00 4868699.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A34H3 2053-10-01 5.5 N/A 2085832.00 1043202.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKWR2 2054-08-01 6.5 N/A 1874611.00 1916850.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QL6W1 2051-10-01 2.5 N/A 50000.00 31951.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJJ33 2054-08-01 5.5 N/A 3335146.00 3231568.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CG65 2047-03-01 3 N/A 56000.00 12388.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAJU9 2051-12-01 2 N/A 7433312.00 5082585.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLQ3 2040-02-01 3 N/A 4000.00 761.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9JE6 2049-08-01 4.5 N/A 300000.00 100002.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6FV2 2055-03-01 6.5 N/A 7087491.00 7324318.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEY9 2054-12-01 4 N/A 67892712.00 61207328.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6TF7 2055-06-01 4.5 N/A 53601523.00 50889913.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJYQ5 2039-11-01 5.5 N/A 10197840.00 161632.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMY28 2052-08-01 4.5 N/A 12035335.00 8899022.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRNL3 2053-03-01 5 N/A 365741.00 334931.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXDM1 2056-06-01 4.5 N/A 230000.00 56033.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAG84 2054-06-01 5.5 N/A 3471838.00 3300153.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ84 2052-10-01 5.5 N/A 28000.00 20137.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5FG8 2054-01-01 6 N/A 868563.00 707872.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEEX2 2055-07-01 5 N/A 3524324.00 3465029.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FHY6 2055-03-01 5.5 N/A 5421288.00 5215965.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRPZ2 2054-11-01 3.5 N/A 157000.00 134795.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM5A8 2052-01-01 2.5 N/A 387956.00 265092.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WTV4 2040-09-01 4 N/A 75000.00 5029.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQT0 2038-03-01 4 N/A 133931.00 92353.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDEK8 2048-06-01 4 N/A 13000.00 6528.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCTC6 2040-05-01 5.5 N/A 1496178.00 1512591.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMVD3 2051-12-01 2.5 N/A 2475000.00 1580597.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7RY1 2055-06-01 5.5 N/A 1095808.00 1109618.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N06W0 2037-08-01 3 N/A 1306690.00 781018.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NCY9 2037-03-01 5.5 N/A 6250000.00 19353.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPR33 2052-07-01 5 N/A 1534000.00 1140643.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERB74 2046-08-01 3 N/A 25000.00 6365.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B33P5 2055-03-01 6.5 N/A 1236406.00 1291856.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFHM6 2052-01-01 2.5 N/A 454055.00 312639.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLVV7 2052-01-01 3 N/A 3337855.00 2540238.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415RL36 2038-09-01 6 N/A 67000.00 595.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGH77 2037-04-01 2.5 N/A 13147575.00 8416003.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X3EH1 2043-08-01 3 N/A 219000.00 36617.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACBN2 2054-04-01 5.5 N/A 986651.00 929344.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DT69 2030-11-01 1.5 N/A 534581.00 163877.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGXT9 2036-02-01 2 N/A 275000.00 135767.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJFP3 2042-08-01 3.5 N/A 200000.00 146554.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0XJ9 2054-02-01 5 N/A 245637916.00 231615699.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDXF2 2055-07-01 5.5 N/A 4966270.00 5001581.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNVT8 2051-12-01 2.5 N/A 4059837.00 3039302.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B22J2 2055-02-01 6 N/A 2068728.00 2110854.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HQV3 2029-04-01 7.5 N/A 406179.00 1057.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K3AY8 2050-01-01 4 N/A 12000.00 2309.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXAR8 2055-02-01 5 N/A 1107988.00 963536.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNE65 2052-02-01 2.5 N/A 5689824.00 3622505.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KRJ91 2050-11-01 2.5 N/A 2184072.00 1019423.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KUCJ9 2036-10-01 2 N/A 17057548.00 10669591.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRJW7 2053-09-01 6.5 N/A 300000.00 229199.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EEE6 2042-06-01 3 N/A 1800000.00 1283270.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYL9 2034-10-01 7 N/A 123001.00 1152.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MBFD3 2042-10-01 4 N/A 100000.00 12138.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQV93 2052-11-01 5.5 N/A 33000.00 28024.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRSB2 2037-08-01 2.5 N/A 6241087.00 5334044.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACWS8 2054-06-01 5.5 N/A 3508225.00 3342345.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEUK0 2055-04-01 6.5 N/A 2433760.00 2567584.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417CLD5 2042-07-01 3.5 N/A 300000.00 11706.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5HW2 2047-03-01 2.5 N/A 1125000.00 294395.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LGJ2 2033-11-01 6.5 N/A 1000541.00 8387.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414PEL9 2048-02-01 5 N/A 3927343.00 154653.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4YY6 2048-11-01 4 N/A 45000.00 4453.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ80 2048-09-01 3.5 N/A 23000.00 2186.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLYS9 2051-09-01 2 N/A 1030881.00 638765.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPYL2 2045-06-01 4 N/A 35000.00 4545.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDL1 2042-05-01 2 N/A 3033646.00 2074696.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECZ1 2042-04-01 2.5 N/A 5622000.00 3769911.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2D1 2054-02-01 5.5 N/A 3386527.00 2947171.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6KE9 2055-04-01 6.5 N/A 34274301.00 31482213.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BKDR2 2055-07-01 6.5 N/A 3832240.00 3981688.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N83S5 2038-08-01 3 N/A 1965437.00 1586317.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBEC6 2050-06-01 2.5 N/A 1000000.00 246732.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXLQ3 2059-01-01 3.5 N/A 1700000.00 566068.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RUN7 2035-02-01 5.5 N/A 4733000.00 38368.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJQM8 2052-10-01 4.5 N/A 117500.00 94158.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GXA6 2048-01-01 5.5 N/A 3000000.00 38390.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANE21 2054-09-01 5 N/A 2411000.00 1917698.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATX92 2055-04-01 6 N/A 3513385.00 3608771.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AND22 2039-09-01 6 N/A 1053462.00 881222.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BELK2 2055-07-01 5.5 N/A 3002491.00 3025553.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUUT1 2054-06-01 5.5 N/A 1250000.00 1118985.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNZ23 2052-05-01 3 N/A 12523909.00 9677585.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLN0 2035-02-01 3.5 N/A 327000.00 54602.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCTQ1 2051-09-01 2.5 N/A 1345762.00 884619.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AMM7 2042-10-01 3 N/A 2700000.00 463623.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUUM6 2054-06-01 5.5 N/A 45000.00 40197.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4EM4 2039-04-01 3.5 N/A 25000.00 4732.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GEJ1 2043-04-01 2.5 N/A 79160.00 15000.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K7KV4 2049-12-01 4.5 N/A 717794.00 144268.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RK7 2041-12-01 4 N/A 17587750.00 805693.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVR37 2054-12-01 5.5 N/A 5215880.00 5192406.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR71 2047-12-01 3 N/A 72000.00 12598.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7K69 2055-06-01 6 N/A 1948230.00 2016773.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEPD4 2055-07-01 6 N/A 9189489.00 9470044.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBF8 2049-04-01 3.5 N/A 21000.00 1596.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLA57 2053-04-01 5.5 N/A 1310000.00 1030963.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6FR7 2027-03-01 5 N/A 1420000.00 661.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FNL7 2055-07-01 6.5 N/A 18301333.00 18972290.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGB0 2037-08-01 3 N/A 425413.00 282596.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPA56 2052-05-01 4 N/A 2000.00 1596.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7CT6 2040-01-01 5 N/A 1471549.00 1449918.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5P50 2055-04-01 6 N/A 1231707.00 1016369.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDBN5 2051-10-01 3 N/A 200000.00 117802.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AE87 2032-05-01 3 N/A 4000000.00 301490.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414KPD6 2038-01-01 6 N/A 340000.00 1021.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M8CS6 2051-12-01 2 N/A 688492.00 448773.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHUZ6 2053-01-01 6.5 N/A 4473303.00 3800354.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6U1 2052-05-01 3 N/A 3000.00 2081.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NWM3 2028-06-01 6 N/A 500000.00 2415.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJD7 2047-04-01 3.5 N/A 20000.00 2721.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AU4T7 2054-12-01 5.5 N/A 1390638.00 1231758.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QABG4 2033-11-01 3.5 N/A 15000000.00 1933106.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQT85 2054-09-01 6.5 N/A 2399776.00 2318057.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMTM8 2053-10-01 6.5 N/A 1210000.00 843037.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBZ7 2052-09-01 4.5 N/A 1464757.00 1175966.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSQ73 2052-12-01 4 N/A 2084258.00 1764408.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0EJ3 2055-01-01 6 N/A 1055490.00 1088404.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2JK6 2041-01-01 4.5 N/A 572166.00 27983.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JXTG3 2049-11-01 3.5 N/A 1280000.00 369283.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BLL8 2029-11-01 3.5 N/A 135000.00 11574.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FD38 2039-08-01 3.5 N/A 1925231.00 1767253.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYY2 2051-05-01 2.5 N/A 49000.00 26951.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEWV6 2055-07-01 6 N/A 3416105.00 3514946.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH7F8 2050-10-01 2.5 N/A 165000.00 107158.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXC39 2055-06-01 5 N/A 2788888.00 2741102.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X86H5 2050-08-01 3 N/A 11292000.00 3328039.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQNE6 2052-03-01 2.5 N/A 202659.00 146972.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K5AF4 2050-02-01 3 N/A 61000.00 18894.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQRF1 2054-10-01 5.5 N/A 2355074.00 2274249.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EG6X7 2039-06-01 6.5 N/A 240780.00 6016.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRGS0 2037-05-01 2.5 N/A 623143.00 372576.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391HTS3 2032-10-01 7.5 N/A 1766000.00 19463.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWGT0 2055-01-01 5.5 N/A 3205027.00 3183585.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFQQ1 2055-07-01 6 N/A 10265116.00 10491992.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDA2 2054-10-01 5 N/A 3368317.00 3137409.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ62 2035-07-01 3 N/A 550000.00 134305.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W13F8 2053-03-01 3 N/A 27202730.00 23053658.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N26N6 2052-09-01 6 N/A 2195598.00 1393980.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFR3 2039-11-01 3.5 N/A 15114574.00 13276319.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKT1 2052-04-01 2.5 N/A 850000.00 576063.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LPL83 2051-06-01 2.5 N/A 100000.00 64595.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF4Y4 2052-01-01 3.5 N/A 2000.00 1327.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHXZ5 2029-09-01 6 N/A 676838.00 60573.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCW93 2050-02-01 4 N/A 96950153.00 27609498.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECS7 2052-04-01 3.5 N/A 7475576.00 5161557.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LS5H5 2037-04-01 2 N/A 2046459.00 1423327.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQTC1 2054-05-01 5.5 N/A 725000.00 630209.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KST56 2036-12-01 1.5 N/A 11018180.00 6662418.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AF5T9 2039-07-01 5 N/A 1079606.00 990294.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJS53 2050-08-01 3.5 N/A 750000.00 522617.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL4B1 2038-07-01 5 N/A 3500000.00 2378130.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4K3 2039-04-01 6 N/A 10324105.00 7121082.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VYU0 2030-07-01 6.5 N/A 75321229.00 45523.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6DA0 2055-05-01 5.5 N/A 2633691.00 2657202.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYHW0 2042-09-01 3.5 N/A 1299056.00 361895.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMGA3 2054-08-01 6.5 N/A 14000.00 11643.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJV91 2052-06-01 3.5 N/A 61000.00 44443.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXG89 2057-09-01 4.5 N/A 500000.00 146472.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0AE5 2054-11-01 6 N/A 22881802.00 22248978.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5BL6 2034-06-01 3.5 N/A 717000.00 60296.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BFS0 2034-06-01 4.5 N/A 555000.00 69413.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCY22 2055-06-01 5.5 N/A 3423722.00 3425378.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJBH7 2052-03-01 3 N/A 1703180.00 1042157.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMQB0 2054-10-01 5.5 N/A 609858.00 553679.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7LG6 2055-06-01 6.5 N/A 2033890.00 2125237.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4KJ4 2029-09-01 6 N/A 4524541.00 214678.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M1V27 2051-09-01 2.5 N/A 126000.00 83080.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHFU6 2052-03-01 2.5 N/A 3174290.00 2226832.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP6B0 2054-03-01 5.5 N/A 330575.00 292588.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B15Y8 2055-02-01 6 N/A 4898210.00 4957918.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPQR1 2052-07-01 4.5 N/A 1316000.00 1020085.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTXK0 2039-01-01 5 N/A 1012000.00 692128.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBL8 2037-06-01 3 N/A 1439522.00 940616.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HP63 2031-05-01 8 N/A 24631550.00 30098.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RDF3 2035-04-01 6 N/A 1423000.00 11296.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDH37 2050-06-01 6 N/A 1164709.00 1187814.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKHH6 2037-12-01 4 N/A 1100000.00 641825.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X5SG3 2043-09-01 3 N/A 1400000.00 214609.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNNB6 2053-11-01 5.5 N/A 11690000.00 10079655.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJNH7 2054-07-01 5.5 N/A 51980.00 46839.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6LP3 2045-04-01 5.5 N/A 2874454.00 2890136.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWZ6 2052-02-01 3 N/A 1236000.00 844560.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N84P0 2053-09-01 4.5 N/A 1004277.00 820368.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XC5R5 2036-10-01 2 N/A 427456.00 264375.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BD6J4 2055-07-01 5.5 N/A 1170744.00 1182564.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMKJ2 2051-11-01 3 N/A 6192761.00 4071007.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9J48 2051-01-01 2.5 N/A 5300000.00 2728215.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU4N3 2039-07-01 6 N/A 1793065.00 1543434.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDM72 2055-06-01 5.5 N/A 2327750.00 2335501.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EX21 2033-09-01 3 N/A 1555245.00 1042305.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPVD8 2039-04-01 3.5 N/A 18139876.00 14378775.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APPX6 2054-09-01 6 N/A 2040445.00 2064118.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFW68 2055-07-01 5.5 N/A 4914111.00 4955975.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E6U9 2039-04-01 3.5 N/A 654656.00 504580.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8J57 2050-12-01 2 N/A 22811756.00 13850192.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6RE7 2055-03-01 6 N/A 1064276.00 1089651.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPN6 2035-05-01 3.5 N/A 3000.00 653.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6ZX1 2040-07-01 4.5 N/A 3209425.00 3189051.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LKD1 2037-05-01 5.5 N/A 3175000.00 34719.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQVT6 2054-09-01 5 N/A 2037953.00 1964813.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HP4C8 2048-09-01 5 N/A 1767897.00 170243.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVSK8 2054-12-01 5.5 N/A 1903143.00 1896054.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AASG3 2039-04-01 5.5 N/A 1083329.00 973089.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.5 N/A 131000.00 15820.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNFL1 2052-02-01 2.5 N/A 3814808.00 2549466.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H7XT9 2048-02-01 4 N/A 1047551.00 157857.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RAB5 2035-04-01 5 N/A 270000.00 2781.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKVF2 2051-05-01 3 N/A 23474986.00 14258746.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELM0 2037-12-01 3 N/A 108843.00 79987.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GUR2 2037-11-01 6.5 N/A 220000.00 1752.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CV74 2034-03-01 5 N/A 165000.00 1493.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6AH3 2055-02-01 6.5 N/A 61411705.00 61378159.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFNJ0 2055-07-01 5.5 N/A 1800481.00 1815562.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKPZ7 2053-02-01 5.5 N/A 1690000.00 1299641.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7LX7 2055-02-01 5 N/A 1943019.00 1892082.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BQA9 2038-10-01 6.5 N/A 3700000.00 34235.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBR67 2049-09-01 3 N/A 2642514.00 950783.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBD56 2047-07-01 5 N/A 2525200.00 1164446.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EEB2 2037-06-01 3 N/A 43516895.00 27860628.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJTF0 2052-11-01 5 N/A 300000.00 199702.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9V51 2036-02-01 2 N/A 1500000.00 729167.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8HM2 2047-04-01 3 N/A 49500.00 22802.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MGYD1 2032-11-01 3.5 N/A 3035000.00 306726.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NEY7 2027-06-01 5.5 N/A 1785000.00 3909.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUXQ4 2039-06-01 6.5 N/A 2290914.00 2131564.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPEJ4 2054-01-01 7 N/A 19014232.00 14092357.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7CC5 2055-03-01 5.5 N/A 4017928.00 4002382.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJYX5 2052-09-01 4.5 N/A 82000.00 66284.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DTR3 2050-10-01 2.5 N/A 21000.00 9059.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0SY5 2055-02-01 6.5 N/A 1140053.00 1144176.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ESAD0 2044-05-01 5.5 N/A 85000.00 15619.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLJD1 2037-04-01 2.5 N/A 7930889.00 5440636.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6UT5 2055-06-01 6.5 N/A 64616063.00 67901900.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BD5C0 2055-05-01 5.5 N/A 1246451.00 1249035.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAF37 2048-11-01 3 N/A 165000.00 37621.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7HQ7 2040-03-01 6 N/A 1212698.00 1120593.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q95N9 2048-11-01 5 N/A 2562950.00 291413.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MLRU6 2053-03-01 4.5 N/A 3855269.00 2498304.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BJRT6 2055-08-01 6 N/A 1900131.00 1958288.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXR22 2052-08-01 4.5 N/A 183992.00 132221.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRLZ4 2038-02-01 4.5 N/A 1718351.00 972637.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BJTQ0 2040-07-01 5 N/A 6789572.00 6841326.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RGD7 2040-04-01 4.5 N/A 550503.00 27853.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKQ4 2050-01-01 2.5 N/A 11360747.00 2565363.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q75P8 2047-12-01 3.5 N/A 2000.00 522.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E7A2 2054-06-01 5.5 N/A 22371784.00 19948027.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M8PM5 2051-12-01 2.5 N/A 1047333.00 741547.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPM3 2052-11-01 4.5 N/A 38087064.00 32757234.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEE20 2055-06-01 5 N/A 1145488.00 1130604.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EG5J9 2026-09-01 4 N/A 450000.00 3025.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKV8 2045-05-01 6 N/A 1045408.00 1050269.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJXX1 2047-02-01 3 N/A 109000.00 32131.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419GCH5 2040-10-01 4.5 N/A 92000.00 3464.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCZV4 2053-03-01 5.5 N/A 3272092.00 3159006.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BAFD3 2055-05-01 6.5 N/A 1211447.00 1277242.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPDC8 2037-03-01 2.5 N/A 378888.00 273106.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRM42 2052-12-01 6 N/A 1189563.00 874634.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KYYH1 2036-01-01 2 N/A 1895000.00 1016199.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKH9 2045-04-01 6.5 N/A 691186.00 698190.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EWJ5 2038-09-01 5 N/A 27000.00 18566.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUBV7 2054-03-01 5.5 N/A 450000.00 391432.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETA55 2031-01-01 2 N/A 105000.00 11505.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKL7 2052-08-01 3.5 N/A 12059049.00 9516562.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNPL4 2052-05-01 3 N/A 910664.00 609189.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6NB7 2028-09-01 3.5 N/A 2620365.00 127755.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3UL4 2055-02-01 5.5 N/A 2463170.00 2358061.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKE38 2051-04-01 2 N/A 12200950.00 7851826.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMS3 2045-07-01 6 N/A 34727795.00 35445154.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B85Y3 2055-05-01 6 N/A 2339271.00 2173772.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DXA5 2036-02-01 1.5 N/A 1000000.00 445363.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNHE5 2052-02-01 2.5 N/A 1081982.00 745285.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4G53 2055-03-01 5.5 N/A 1541957.00 1550563.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJ73 2040-04-01 6 N/A 32352405.00 30028043.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPQD4 2054-04-01 6.5 N/A 815000.00 650335.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413HSP4 2037-09-01 6.5 N/A 29420911.00 441347.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUGZ3 2054-04-01 5 N/A 50000000.00 43449091.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFU3 2047-01-01 3.5 N/A 250400.00 79402.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MMX3 2028-03-01 5 N/A 7008670.00 9454.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AUF77 2026-09-01 4 N/A 4505472.00 74101.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6S44 2050-03-01 3.5 N/A 1744000.00 364101.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8DP3 2055-06-01 5.5 N/A 1102481.00 1114834.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6BA7 2040-02-01 6 N/A 680895.00 657581.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDZ0 2032-04-01 2.5 N/A 4000000.00 1963722.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XME85 2051-09-01 3.5 N/A 19085731.00 14870229.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRQS7 2052-11-01 5 N/A 20714469.00 19417042.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BENU8 2055-07-01 5.5 N/A 3421494.00 3456038.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRML4 2053-02-01 5.5 N/A 40618.00 33254.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382LC20 2029-03-01 7 N/A 213534.00 1455.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7NN7 2055-04-01 6 N/A 2711581.00 2792832.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHLA3 2052-06-01 4 N/A 3930000.00 2709716.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6R2 2050-03-01 4.5 N/A 100000.00 33044.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKZ6 2053-12-01 7 N/A 1100000.00 649784.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CVZ4 2048-04-01 3 N/A 40824.00 5957.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNC77 2038-10-01 6 N/A 2011834.00 1535344.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2T35 2052-09-01 4.5 N/A 22057078.00 21139238.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BECQ9 2055-07-01 6 N/A 6933561.00 7148057.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DWR9 2051-02-01 2 N/A 5004000.00 2749853.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVU44 2054-09-01 5.5 N/A 352893.00 337753.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ5K5 2052-01-01 2.5 N/A 72846.00 52055.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W12M4 2052-02-01 4 N/A 10891881.00 9956355.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AWG9 2043-08-01 3.5 N/A 400000.00 69647.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNDE9 2052-02-01 3 N/A 3053799.00 2185528.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7F5 2049-02-01 4.5 N/A 7634043.00 500310.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4RF0 2053-12-01 6 N/A 1379929.00 1104203.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FNE3 2055-07-01 3.5 N/A 959371.00 861791.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0VA3 2040-07-01 5.5 N/A 9447498.00 9661175.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAEK0 2049-01-01 5 N/A 300000.00 51658.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X52G7 2035-02-01 2.5 N/A 143000.00 27110.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVFG1 2054-12-01 4 N/A 1009171.00 926749.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPJ24 2052-06-01 5 N/A 700000.00 492856.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9VF9 2036-01-01 2 N/A 475000.00 242792.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8AB7 2055-04-01 6 N/A 1000789.00 1017306.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVZE4 2054-12-01 5 N/A 2877619.00 2787902.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417Y3A3 2031-07-01 4.5 N/A 570000.00 22795.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0GN2 2055-03-01 6.5 N/A 1660519.00 1736667.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVL8 2052-07-01 3.5 N/A 189000.00 137690.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE2D0 2054-06-01 5.5 N/A 543891.00 484635.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NNZ32 2053-07-01 5.5 N/A 2971666.00 2492126.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBK2 2054-08-01 4 N/A 11703186.00 10194235.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDSQ1 2053-04-01 5.5 N/A 4850000.00 3865389.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNEL2 2052-02-01 2 N/A 34972.00 22217.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFLJ6 2050-10-01 2.5 N/A 2731584.00 1399005.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAEP8 2054-04-01 5.5 N/A 104846.00 100146.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA4W9 2050-01-01 3.5 N/A 5000.00 2038.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEGN2 2055-07-01 6.5 N/A 1013236.00 1069503.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMP99 2036-11-01 2.5 N/A 7918301.00 5133417.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6BV1 2040-02-01 5.5 N/A 4171393.00 4004053.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNR87 2037-03-01 2.5 N/A 117841.00 81343.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0D93 2052-08-01 4.5 N/A 74853.00 58888.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBZA1 2036-07-01 2 N/A 56947.00 33881.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9QP7 2055-05-01 5.5 N/A 2190875.00 2192668.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASK23 2054-11-01 5.5 N/A 105047.00 104164.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFAS4 2055-07-01 6 N/A 1222669.00 1267334.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L8LE8 2051-05-01 2.5 N/A 286739.00 188501.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HKL6 2028-05-01 6.5 N/A 16113975.00 3553.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHGD3 2052-02-01 2.5 N/A 1460366.00 1032710.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLDQ8 2040-06-01 6.5 N/A 100000.00 73913.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPF93 2037-05-01 2.5 N/A 252954.00 134990.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.5 N/A 111000.00 11256.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E6Y1 2054-06-01 4.5 N/A 930292.00 842362.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402JR74 2033-08-01 4.5 N/A 121041.00 785.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ3X8 2054-10-01 5 N/A 5053304.00 4873312.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7A84 2055-01-01 6 N/A 2666346.00 2322314.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FGY7 2055-02-01 5.5 N/A 27692521.00 26605619.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KMBN9 2050-09-01 2.5 N/A 429135.00 182706.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDCD6 2051-10-01 2.5 N/A 1787391.00 1184052.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AP5A8 2055-05-01 5 N/A 1228244.00 1199996.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BHHR5 2040-07-01 5.5 N/A 1250846.00 1285755.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBS68 2051-06-01 2.5 N/A 544000.00 355042.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2UA7 2055-07-01 6.5 N/A 70822085.00 73583981.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVQ5 2052-11-01 4.5 N/A 93200.00 73811.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EYN4 2053-12-01 6 N/A 4000.00 3107.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBK25 2051-04-01 2 N/A 3280350.00 2017154.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVE34 2054-09-01 6 N/A 239000.00 230629.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQP58 2052-10-01 4.5 N/A 1480000.00 1181977.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVT46 2039-11-01 6 N/A 1672052.00 1485933.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNG3 2050-04-01 2.5 N/A 8000.00 1752.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXG0 2038-10-01 6 N/A 1092882.00 639746.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADK0 2038-02-01 5.5 N/A 100000.00 1845.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 172869623.00 152763352.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCP51 2044-11-01 5 N/A 4000.00 2055.13 Agency Mortgage-Backed Securities Y Standard & Poor's Long Rating A+ Fitch Long Rating NR Moody's Short Rating NR Moody's Long Rating NR Fitch Short Rating NR Standard & Poor's Short Rating A-1 2025-08-06 2025-08-06 2025-08-06 N N N 0.0436 2500000000.00 2500000000.00 0.0084 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.00000000 313385JW7 2549001DPIFGXC1TOL40 US313385JW70 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Short Rating NR Fitch Long Rating NR Standard & Poor's Long Rating AA+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ 2025-08-01 2025-08-01 2025-08-01 N N N 0.0418 169448040.06 169448040.06 0.0006 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.51000080 3130B2V28 2549001DPIFGXC1TOL40 US3130B2V288 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Moody's Short Rating 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(REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 4.38500000 N/A 82VOJDD5PTRDMVVMGV31 0CTG15YV1 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 3132DWLJ0 2054-05-01 4.5 N/A 10223700.00 9231634.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395J3S3 2034-11-15 6 N/A 3336000.00 2018825.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FGKA2 2048-06-15 4 N/A 4400000.00 4102807.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BWMW3 2055-07-25 5.55001 N/A 82973505.00 82869838.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BMHC3 2045-12-15 3.5 N/A 1000000.00 843043.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BS4M2 2046-09-15 3.5 N/A 6996828.00 7900349.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142GRQU7 2054-04-01 5 N/A 1047640.00 980083.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCC28 2054-05-01 6 N/A 1052210.00 880117.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLK7 2054-05-01 5 N/A 122608.00 110050.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AF5A8 2033-08-25 3 N/A 25000000.00 11399612.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137BWSZ8 2047-03-15 3.5 N/A 6843000.00 4643356.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A3BB4 2040-11-15 4 N/A 200000.00 235405.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397UEX3 2041-06-25 4 N/A 800000.00 512414.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398CGL6 2039-04-15 5 N/A 10000000.00 184453.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 35563PAA7 2055-09-25 3 N/A 23212000.00 8514297.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BVN46 2055-05-25 5.95001 N/A 50000000.00 47856354.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 35563PHH5 2058-03-25 3.5 N/A 2098636.00 1424022.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136A84D9 2032-10-25 3 N/A 8195978.00 7622037.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133WBDE3 2054-05-01 5.5 N/A 36300000.00 30541523.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSZR6 2054-04-01 5.5 N/A 5078643.00 4463780.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BVNE4 2036-04-25 5 N/A 5795858.00 5672618.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ATY24 2045-11-25 3.72235 N/A 1194000.00 1042040.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B64Y6 2049-11-25 4.91449 N/A 9250000.00 3149017.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BU4J6 2052-08-25 5.5 N/A 7282458.00 6728630.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136BWBM7 2055-01-25 5 N/A 45641224.00 42722817.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396XC69 2036-06-27 4.541013 N/A 5500000.00 59972.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BG4M0 2046-01-25 2 N/A 400000.00 220831.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BCDV7 2041-06-15 4.125 N/A 7330469.00 4348724.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AKWD1 2044-08-25 4.74703 N/A 2543000.00 174290.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 30326DAJ4 2042-01-25 7.5 N/A 28179274.00 23389377.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DUSC2 2054-04-01 6 N/A 52459526.00 50073095.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BWW85 2055-08-25 0 N/A 12338423.00 12455736.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B0ZZ2 2048-02-25 3.5 N/A 400000.00 195144.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVSA7 2055-03-25 5.25001 N/A 700000.00 672001.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BT7D9 2054-12-25 5.75001 N/A 50000000.00 43573912.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AHK66 2043-05-25 4 N/A 16751000.00 395128.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396PRS2 2037-01-25 17.690616 N/A 23529588.00 158598.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKA22 2048-07-15 4 N/A 1467300.00 665272.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31392CEQ3 2032-06-25 4.59449 N/A 244295000.00 197240.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLUJ1 2049-05-15 4 N/A 576675.00 434205.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4UN0 2048-02-15 3.5 N/A 2179551.00 1880908.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397N2D6 2039-06-25 6.5 N/A 64028.00 182049.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BDZP6 2051-02-25 1.25 N/A 581389.00 311694.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31427NSN0 2054-04-01 4.5 N/A 22025805.00 20683665.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BN5K8 2052-09-25 4 N/A 4500000.00 4258667.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31427M2F7 2054-04-01 5 N/A 4858620.00 4558866.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F3AS3 2038-02-15 4 N/A 400000.00 212606.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 35563PHF9 2058-03-25 3.5 N/A 167355973.00 46164531.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FET59 2038-06-15 4 N/A 200000.00 116221.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31392FYC5 2032-12-25 5.5 N/A 5000000.00 176869.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMNX2 2052-04-25 2.5 N/A 14479924.00 9420817.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AP2K7 2035-08-25 3 N/A 14921718.00 5162435.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AE2J5 2043-07-25 3.5 N/A 1000000.00 848160.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AEG58 2031-08-15 4 N/A 1383000.00 466441.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AGYB2 2033-10-25 3 N/A 8425000.00 5064665.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BERC0 2054-09-15 4 N/A 7000000.00 9645887.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359VYH0 2039-01-19 7.5 N/A 8675000.00 52688.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F43Y6 2048-03-15 4 N/A 600000.00 471806.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AMTT4 2042-01-15 3 N/A 2500000.00 78766.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTK85 2054-12-25 5.75001 N/A 50000000.00 41329338.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137ADWV5 2041-07-15 5 N/A 20000000.00 1859970.53 Agency Collateralized Mortgage 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Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426PJM8 2055-06-01 6 N/A 3059876.00 3052138.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B1DC7 2055-01-01 6.5 N/A 523496.00 542151.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H0RQ3 2049-08-25 1.5 N/A 23859562.00 8522974.60 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138EKJ63 2042-10-01 6.708 N/A 1434.00 67.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176LTR6 2034-04-20 5.5 N/A 91139.00 981.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEP4 2052-09-01 3 N/A 105000.00 76662.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AAL28 2045-12-15 4.5 N/A 1007.00 72.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XEEP2 2038-06-01 4.27 N/A 1000.00 934.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AQG7 2041-12-01 4 N/A 49132.00 6719.24 Agency Mortgage-Backed Securities FEDERAL 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N/A 36179WB56 2051-03-20 5 N/A 2004.00 745.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1PE7 2054-10-01 5.5 N/A 3000.00 2889.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MNU1 2055-03-01 6.5 N/A 1024.00 996.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382LPL4 2028-11-01 6.536 N/A 1850000.00 2666.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426P2E4 2055-06-01 6.5 N/A 1360014.00 1416471.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384AT94 2053-06-20 5.49798 N/A 1982939.00 1521819.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31404WPZ3 2034-06-01 6.5 N/A 948997.00 7465.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S5GH1 2037-02-01 6.754 N/A 1655.00 53.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NMW7 2055-05-01 5.5 N/A 1540280.00 1540955.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179USY9 2049-05-20 6 N/A 70687.00 8828.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31342A7C7 2033-10-01 7.219 N/A 22995738.00 197176.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EV7 2055-01-20 5.5 N/A 39493.00 38960.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179STB3 2046-12-20 4.625 N/A 1000000.00 35043.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189MTY4 2047-01-15 4 N/A 2018.00 205.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BKMG6 2055-08-01 6 N/A 19687.00 20109.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NKVM5 2055-04-20 6 N/A 1006.00 1033.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2YU0 2047-02-20 4 N/A 3528.00 854.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HFQH5 2050-04-01 3 N/A 1541684.00 612132.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TAH5 2038-01-01 6.918 N/A 1032.00 49.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5HX6 2047-12-01 3 N/A 672681.00 99395.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QS3A2 2036-12-01 6.58 N/A 1000000.00 27921.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WNL0 2031-04-01 6.125 N/A 125007.00 153.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177PP66 2035-10-20 5.5 N/A 105047.00 9326.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6Y9 2042-11-01 3.5 N/A 3420.00 383.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W14W0 2054-06-01 5.5 N/A 7085630.00 6972626.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK5Q9 2053-04-01 6 N/A 95999.00 80262.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDT58 2027-12-01 6.397 N/A 18720.00 0.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSG96 2053-06-01 5.5 N/A 1008.00 838.15 Agency Mortgage-Backed Securities FEDERAL HOME 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HOME LOAN MOR N/A 3133KN7A5 2052-04-01 3.5 N/A 149000.00 109328.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384CBM0 2053-07-20 5.36798 N/A 5479704.00 4683589.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HLJP8 2055-06-25 5.25 N/A 388990.00 352672.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128NGEX9 2036-10-01 7.167 N/A 84546960.00 897556.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180KPE5 2043-02-20 4 N/A 592936.00 49161.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XMKA7 2044-02-01 4.5 N/A 1017.00 75.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJAF5 2037-08-01 5.967 N/A 4108893.00 296412.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 5.34798 N/A 3575582.00 2803458.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LDWH8 2031-11-01 1.75 N/A 1798137.00 1541244.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGXY5 2046-04-01 4 N/A 775000.00 59116.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJJ41 2038-12-01 6.85 N/A 1024.00 37.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFAU4 2055-03-20 6.5 N/A 5904.00 6284.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KCG68 2055-03-20 6.5 N/A 1000.00 1041.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRVD3 2053-08-01 5 N/A 31608585.00 28605400.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KYAV1 2055-05-20 6.5 N/A 2003.00 2089.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391BS32 2032-09-01 7.425 N/A 1100000.00 4203.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181CFD5 2044-03-20 4 N/A 1069986.00 46538.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S4FY8 2036-10-01 7.021 N/A 1897.00 14.61 Agency Mortgage-Backed Securities GOVERNMENT 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2053-03-20 5.5 N/A 15356154.00 11505615.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179ST31 2032-01-20 3 N/A 1060652.00 111842.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417SK90 2034-05-01 6.509 N/A 1000.00 31.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHUR9 2029-10-01 4.43 N/A 90000.00 89663.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RG94 2034-01-01 6.425 N/A 250000.00 793.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426RBN0 2055-06-01 5.5 N/A 20322251.00 20301328.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J85 2045-04-01 4 N/A 49000000.00 12933649.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CC23 2053-08-20 5.52798 N/A 13042800.00 8261308.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140Y6PY0 2055-05-01 6 N/A 19973398.00 19552617.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN 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5.875 N/A 1831412.00 33059.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SSST2 2045-01-01 3.5 N/A 2000.00 1754.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413ANA7 2037-07-01 6 N/A 444362.00 7058.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VA91 2049-10-20 4.5 N/A 1000.00 65.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NUWX3 2041-04-01 5.13 N/A 79503.00 77327.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VDV9 2036-10-20 6.5 N/A 2000.00 357.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31300MNY5 2037-09-01 6.71 N/A 39153.00 2645.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XDB77 2030-01-01 4.72 N/A 1100.00 1105.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2N6 2047-04-20 3 N/A 98000.00 14962.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31378B2Z6 2027-07-01 6.145 N/A 3201.00 4.06 Agency Mortgage-Backed 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Securities GOVERNMENT NATIONAL M N/A 36179WDM7 2051-04-20 4.5 N/A 11666.00 5205.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620E0CB0 2039-08-20 4.625 N/A 2409.00 65.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.5 N/A 54303834.00 43315618.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFB33 2055-01-20 6 N/A 5000.00 5177.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJ48 2038-09-20 6 N/A 465000.00 57412.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MKM71 2050-08-15 3 N/A 1008.00 413.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H9JN4 2048-12-01 4.5 N/A 1000.00 174.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9UP4 2030-02-01 5.5 N/A 400000.00 43813.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NU6L8 2029-06-01 4.76 N/A 1821.00 1853.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ81 2048-06-20 5.5 N/A 1162.00 104.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCW1 2051-12-01 3.5 N/A 16000.00 9785.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384C7Y9 2053-10-20 6 N/A 1016080.00 1035700.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XRH8 2054-10-20 5.44798 N/A 6420679.00 5646725.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179SUU9 2047-01-20 3 N/A 2000.00 280.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCKH8 2053-08-01 5.5 N/A 3681384.00 3129353.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KLE52 2055-03-20 6.5 N/A 1006.00 1070.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GU2S1 2055-06-01 6 N/A 3755232.00 3820345.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EUE0 2039-08-20 5.875 N/A 3608.00 84.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBT6 2052-02-01 3 N/A 11000.00 7060.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDZT9 2030-12-01 4.187 N/A 4890.00 18.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SJU2 2046-07-20 4 N/A 1705.00 169.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JBKM7 2031-04-01 1.730834 N/A 23124301.00 16036518.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MF39 2042-06-20 7.375 N/A 1048.00 21.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 5.34798 N/A 26804534.00 16649227.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426RV57 2055-06-01 6 N/A 3440929.00 3506094.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VDR8 2050-01-20 4.5 N/A 2023.00 262.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JVW6 2055-04-01 6.5 N/A 1008.00 1043.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XDB28 2029-12-01 4.5 N/A 2230247.00 2228451.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QLQ61 2035-09-01 6.77 N/A 1116.00 14.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B62Q7 2055-04-01 5.5 N/A 722848.00 721918.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A41 2054-11-20 5.5 N/A 13192241.00 12888886.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGR2 2036-04-20 6 N/A 484000.00 50386.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VV72 2050-10-20 6 N/A 50000.00 13582.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADWD6 2048-12-01 3.5 N/A 91469.00 8061.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TUE3 2048-03-20 5.5 N/A 1930.00 233.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417NNX5 2039-11-01 6.38 N/A 6006.00 50.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCTL7 2044-09-01 3.5 N/A 391998.00 62126.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A04C7 2029-12-01 6.5 N/A 1450000.00 8035.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUNE9 2055-04-01 4.5 N/A 13327576.00 12613259.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FH41 2038-12-20 7 N/A 2016.00 52.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2B27 2041-10-15 4 N/A 1041.00 45.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERMV9 2046-10-01 3 N/A 2959000.00 759622.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RJL4 2038-12-20 6.5 N/A 2000.00 196.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAF25 2036-01-01 3 N/A 60000.00 12051.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WNM6 2037-12-20 6 N/A 2000.00 712.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405FSX1 2029-04-01 6.5 N/A 1748.00 0.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376FL47 2026-09-01 7.325 N/A 2665.00 8.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AGC3 2030-11-01 5.45 N/A 4133.00 0.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LE3U9 2032-01-01 1.93 N/A 50000.00 42799.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407PWL8 2035-10-01 6.183 N/A 50013319.00 84959.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6SD8 2055-04-01 6 N/A 1000.00 1024.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQUE4 2044-11-01 4 N/A 502996.00 28937.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407X4W8 2035-11-01 6.079 N/A 1760000.00 11532.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BKWY3 2047-12-15 3.5 N/A 1020.00 65.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DBW0 2042-07-15 3.5 N/A 584929.00 39405.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617V15G2 2041-09-20 4.5 N/A 1955332.00 911776.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KCFA5 2050-05-01 2.5 N/A 175000.00 63991.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BPU6 2038-03-01 6.568 N/A 16630.00 74.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQF43 2044-07-01 3.5 N/A 342000.00 26298.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W93S7 2043-10-01 4 N/A 1000.00 153.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HHW92 2048-09-01 3.273 N/A 4000.00 360.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WP85 2051-10-20 1.5 N/A 801835.00 470542.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMFX4 2054-07-01 6.5 N/A 3634267.00 2854962.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAH6 2050-11-01 3 N/A 86984.00 30988.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFGC8 2055-04-20 6.5 N/A 4583.00 4889.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XDF0 2052-08-20 5 N/A 5007.00 3791.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H92P3 2032-11-25 4.118 N/A 297811.00 293087.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179U3V2 2049-10-20 4.5 N/A 1040.00 212.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LKRX3 2033-05-01 4.78 N/A 150000.00 147897.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617J6ER1 2049-09-15 3 N/A 1001.00 240.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LMK69 2048-02-01 3.74 N/A 1178020.00 908441.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B16Y7 2055-02-01 5 N/A 1078274.00 1051224.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJR0 2051-07-20 2.5 N/A 11000.00 6276.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XW5S8 2047-06-01 4 N/A 10147411.00 1846197.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R4D8 2046-03-20 3 N/A 6517235.00 696393.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6AD2 2036-05-01 2.5 N/A 79000.00 34674.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BSP64 2026-07-25 2.34 N/A 1166.00 248.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179TLV5 2047-11-20 5 N/A 40401.00 4515.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426ULQ5 2055-08-01 6 N/A 290136.00 296118.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHGH9 2026-12-01 3 N/A 18000000.00 153794.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CLH5 2055-02-01 5.5 N/A 14866656.00 14333858.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFK9 2051-05-20 4 N/A 2000.00 845.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QGFJ6 2036-07-01 6.307 N/A 29498.00 263.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VQ29 2038-10-20 6.5 N/A 47000.00 26841.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287VDL1 2032-07-01 6.5 N/A 9758.00 141.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JQ35 2032-10-01 6.817 N/A 1021.00 1.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QHUW8 2036-07-01 6.415 N/A 5000.00 526.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q6T3 2038-11-20 5.5 N/A 2000.00 140.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B5K0 2034-03-15 6.5 N/A 14030079.00 93759.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNG3 2050-04-01 2.5 N/A 6749999.00 1478372.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426RQU8 2055-07-01 6 N/A 2328097.00 2383873.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392R3H2 2032-07-15 6.5 N/A 698.00 25.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HVUW7 2055-03-20 6.5 N/A 2000.00 2055.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTVF0 2055-01-01 6.5 N/A 14535001.00 14106746.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WXN3 2045-05-20 4.5 N/A 322000.00 204390.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NHD26 2055-04-20 6.5 N/A 1000.00 1042.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMXZ6 2032-01-25 1.927799 N/A 510000.00 438696.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6SM8 2055-04-01 5.5 N/A 1001.00 998.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QGD58 2036-02-01 6.147 N/A 1628.00 10.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A4P0 2028-11-01 4 N/A 89265.00 5008.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FRR80 2047-01-01 4.5 N/A 1818132.00 192358.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128SGAP5 2035-03-01 4.231 N/A 67936.00 1585.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 230510.00 181990.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ5A2 2038-01-01 6.441 N/A 22521005.00 678904.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LULR5 2037-04-01 6.901 N/A 6109.00 62.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F3TN3 2053-07-20 6 N/A 5403.00 3749.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKF3 2055-04-01 3.5 N/A 304711.00 265793.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409TVS4 2036-10-01 6.5 N/A 3000000.00 16793.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UXX5 2049-08-20 5.5 N/A 12000.00 1571.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2S78 2040-08-15 6 N/A 92611.00 17544.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPY61 2053-08-01 6.5 N/A 1127999.00 1155323.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31295LBG6 2030-07-01 6.536 N/A 300000.00 92.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1S46 2055-04-01 5 N/A 15098105.00 14697881.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JWMN2 2055-04-20 6.5 N/A 1013.00 1069.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132V8BG0 2029-10-01 5.018 N/A 1061.00 1060.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LCZU2 2026-01-01 3.08 N/A 30000.00 27525.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.5 N/A 191271.00 193143.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LDTM1 2031-07-01 1.895 N/A 11858.00 10226.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D3MP7 2040-08-01 3 N/A 1196146.00 518112.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMSM4 2054-09-01 6.5 N/A 1368232.00 693687.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426PCA1 2055-05-01 6 N/A 1274920.00 1308321.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381C6Y8 2027-05-01 6.695 N/A 7660978.00 10872.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KVC5 2036-05-01 4.492 N/A 1450000.00 22024.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JLPY9 2034-01-01 6.75 N/A 85251.00 49.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV7B5 2050-09-01 2 N/A 12811976.00 6083840.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQBE5 2053-04-01 5.5 N/A 1000.00 907.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426LGD0 2055-04-01 6 N/A 1194849.00 1214587.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHY55 2038-08-01 6.376 N/A 1046.00 24.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VTW0 2050-09-20 2.5 N/A 3000.00 1144.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ET5D4 2025-10-01 2.75 N/A 1258.00 340.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHZB1 2037-01-01 6.695 N/A 12720000.00 708637.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNXY4 2052-03-01 3 N/A 1069.00 724.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7EC4 2054-02-01 5 N/A 2000.00 1920.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MLAY3 2050-01-20 4.5 N/A 2000.00 341.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407XJR3 2035-09-01 6.3 N/A 17273.00 139.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WQA9 2051-10-20 2.5 N/A 3000.00 1824.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UQ96 2049-04-20 6 N/A 1000.00 138.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31300LV36 2036-09-01 7.048 N/A 53745848.00 3134839.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RZY8 2038-12-20 6 N/A 2000.00 252.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5GP8 2055-02-20 5.5 N/A 68338900.00 67482006.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3KU5 2051-10-25 3 N/A 452000.00 158338.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137HLKN1 2051-12-25 5.5 N/A 14288434.00 14118341.26 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3617GLFL3 2048-07-15 4 N/A 431967.00 60775.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX43 2053-04-20 4.5 N/A 2000.00 1647.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QXJ4 2043-06-01 6.869 N/A 163334.00 123441.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8QT1 2055-06-01 6 N/A 1000.00 1010.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6S77 2050-03-01 3 N/A 35000.00 11016.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NGD4 2038-11-20 6.5 N/A 1009.00 60.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31347AX33 2047-03-01 2.685 N/A 1446.00 192.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TES0 2047-07-20 4.5 N/A 1047.00 78.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DXX5 2055-03-01 6 N/A 3422572.00 3439264.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RFZ6 2052-07-01 2.086 N/A 3463490.00 3216769.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MCBC3 2052-02-01 1.838 N/A 488560.00 359083.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JSQ23 2055-01-20 6 N/A 1008.00 1031.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3GW1 2052-02-01 2 N/A 835587.00 514975.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X5H5 2053-06-20 5.5 N/A 43780.00 35018.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDW21 2030-09-01 6.79 N/A 7641.00 2.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31348UKA6 2028-08-01 4.572 N/A 1164.00 0.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.99798 N/A 46018066.00 39098937.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EMFH9 2038-04-01 6.608 N/A 1011.00 7.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LMCJ6 2028-11-01 5.76 N/A 1000.00 1044.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225DLQ5 2035-02-20 5.625 N/A 12334067.00 135049.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AH85 2041-11-01 4 N/A 6679010.00 656959.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXNM1 2030-02-01 4.81 N/A 45000.00 45872.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184XCR8 2045-04-15 3.5 N/A 633580.00 229493.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WG93 2051-06-20 5.5 N/A 1000.00 483.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHXG2 2046-09-01 3 N/A 182258.00 50162.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQSW5 2065-02-20 6.5 N/A 204459.00 209982.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y2AW8 2048-07-01 4.5 N/A 6718554.00 1202627.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 5713935.00 5049353.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJVC8 2044-06-01 4.5 N/A 497048.00 7730.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GUKS1 2055-04-01 6.5 N/A 1024.00 1020.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDXJ3 2031-07-01 7.353 N/A 2363.00 0.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN7C1 2052-04-01 3.5 N/A 1000.00 686.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31300MLR2 2034-12-01 6.407 N/A 762184.00 1527.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CHT4 2055-01-01 6 N/A 40786605.00 38721476.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GXD3 2043-06-01 3.5 N/A 585061.00 101140.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MS29 2055-05-01 6 N/A 1261611.00 1291651.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLN63 2034-01-25 2.34594 N/A 249000.00 179394.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2T3 2047-03-20 5.5 N/A 2003.00 232.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGEZ0 2052-03-01 2.5 N/A 9000.00 6021.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVP71 2049-08-01 3.5 N/A 255000.00 42447.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HJE3 2036-12-01 4.885 N/A 7135.00 4.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385EP65 2055-04-20 5.64798 N/A 14316173.00 14165468.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383XSX3 2053-04-20 5.24798 N/A 5939655.00 3577855.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618BDTN5 2055-03-20 6.5 N/A 2000.00 2114.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKUQ1 2053-04-01 5 N/A 125000.00 100187.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177PE27 2042-07-15 3.5 N/A 1011.00 148.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VKM1 2050-04-20 3.5 N/A 1001.00 201.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W5F1 2052-05-20 4.5 N/A 2000.00 1479.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K4EH4 2055-03-20 6.5 N/A 3024.00 3185.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF47 2052-06-01 5 N/A 16145.00 11291.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SB71 2046-05-20 3 N/A 4994590.00 561769.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VSA9 2050-08-20 4.5 N/A 1200.00 163.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128NEAA8 2035-04-01 6.301 N/A 4991974.00 70011.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDU98 2031-06-01 6.39 N/A 260130.00 63.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XFLZ9 2032-11-01 1.22 N/A 2584.00 2019.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416JAU5 2034-09-01 5.5 N/A 2778.00 55.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407VH40 2045-08-01 6.422 N/A 48322957.00 245980.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288REZ7 2043-10-01 6.872 N/A 3890.00 3900.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B5ED0 2052-02-01 2.5 N/A 868966.00 560673.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5G7 2053-06-20 5 N/A 66075.00 56116.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBB8 2051-03-01 2 N/A 1139.00 636.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416HKG9 2039-04-01 6 N/A 1008.00 26.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACJW1 2053-04-15 6 N/A 2000.00 1987.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7ZB2 2055-04-01 5.5 N/A 1742698.00 1746956.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHMV5 2055-03-20 6.5 N/A 2000.00 2087.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBPP8 2052-05-01 3 N/A 413518.00 297056.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGLT4 2051-12-01 3.5 N/A 702164.00 456145.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5EU9 2055-01-20 5 N/A 851597.00 823193.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLNU6 2048-11-01 5 N/A 1344938.00 590394.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XTC0 2053-02-20 5 N/A 1000.00 789.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4SJ6 2047-12-01 3.5 N/A 200000.00 56905.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EUW0 2039-09-20 5.875 N/A 2240.00 52.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5A25 2054-11-20 4.5 N/A 3526143.00 3294558.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 5.34798 N/A 1405.00 957.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179UED0 2048-10-20 6 N/A 157000.00 20628.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFF88 2055-04-20 6.5 N/A 5003.00 5331.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPL6 2053-06-01 5.5 N/A 1009.00 823.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6JS1 2044-12-01 4 N/A 1030390.00 343457.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 5.40798 N/A 6111.00 5297.25 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31288QFS4 2047-11-01 3.654 N/A 3155.00 629.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKTK0 2052-02-25 5 N/A 191983.00 184462.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31384V4S8 2030-10-01 8 N/A 2320.00 1.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHRE2 2032-10-01 4.12 N/A 1021.00 994.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4Q0 2050-12-20 4.5 N/A 219252.00 145397.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MS86 2055-05-01 6 N/A 1450656.00 1474186.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KKCG2 2055-03-20 6.5 N/A 440603.00 458612.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCTR9 2051-09-01 2.5 N/A 100000.00 61943.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFGB0 2055-04-20 6.5 N/A 4000.00 4264.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACYK0 2048-10-01 5 N/A 460000.00 43215.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AZL4 2036-08-01 6.5 N/A 477621.00 17170.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TV93 2048-04-20 5.5 N/A 1000.00 110.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGK0 2052-08-01 4.5 N/A 6683024.00 5113200.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6JF8 2055-04-01 6 N/A 9935017.00 10024145.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NQTP8 2055-02-20 6 N/A 1367607.00 1402719.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUF1 2041-06-20 4.5 N/A 1000.00 41.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ET67 2053-07-01 5.5 N/A 24309034.00 20142185.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UGF3 2048-09-20 5.5 N/A 1116.00 103.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AF83 2030-06-01 4.642 N/A 184824.00 59.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWJ55 2030-05-01 4.3 N/A 1211546.00 1201720.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE55 2052-07-01 4 N/A 1000.00 759.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2U0 2038-09-20 6 N/A 20257.00 2716.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406N6K5 2035-03-01 6.902 N/A 11542723.00 39764.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHY9 2050-02-20 6 N/A 2000.00 438.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QTQ4 2039-05-01 3.5 N/A 2041719.00 214771.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V5C0 2051-01-20 6 N/A 487610.00 135601.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M7K0 2043-03-20 6.375 N/A 7795.00 62.83 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENSR2 2042-03-24 3.7 N/A 2673000.00 2208391.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132A3PP9 2041-03-01 4 N/A 7576275.00 874505.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346AF91 2029-06-01 4.253 N/A 2613697.00 1299.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLY9 2051-08-01 2.5 N/A 1192.00 707.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384PPQ7 2054-06-20 5.54798 N/A 2467779.00 1443372.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137FW2K5 2050-09-25 1 N/A 6982769.00 2295375.27 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XJHA4 2052-01-01 3 N/A 4534264.00 3065596.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YCTY0 2052-03-20 4 N/A 10006.00 8074.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 90823159.00 7193200.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38382E6U6 2046-04-20 4.84335 N/A 1550000.00 456220.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128S4W45 2035-09-01 6.496 N/A 7108.00 122.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FSM0 2055-03-01 6.5 N/A 1000.00 1041.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6SX2 2054-09-01 6.5 N/A 290080.00 266996.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VKS8 2038-10-20 6 N/A 2037.00 514.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419APE1 2040-10-01 7.31 N/A 1003.00 5.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1PG2 2054-09-01 6 N/A 2000.00 2030.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNGT4 2051-12-01 2 N/A 835578.00 525254.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BUW55 2051-02-25 5.5 N/A 16041799.00 15563181.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179BZP2 2043-01-15 3.5 N/A 186080.00 16705.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GGPU2 2034-01-01 3.75 N/A 2906401.00 2682460.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W2W7 2052-04-20 3.5 N/A 1010.00 710.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2J4 2053-05-20 4.5 N/A 3001.00 2508.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPFV5 2052-05-01 3.5 N/A 282858.00 191744.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KDBG9 2055-04-20 6.5 N/A 3000.00 2364.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379FYH6 2045-10-20 3 N/A 134256.00 146036.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179TUF0 2048-03-20 6 N/A 40000.00 4972.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387DDZ9 2031-12-01 6.563 N/A 1530867.00 36699.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LUQE9 2037-06-01 6.495 N/A 17461.00 235.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBD49 2047-07-01 4.5 N/A 33000.00 14437.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WNQ8 2042-10-15 3.5 N/A 1085000.00 57684.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SCE5 2034-01-20 6.5 N/A 255000.00 28184.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XSQ60 2052-01-20 3 N/A 1000.00 656.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2V8 2038-12-20 6.5 N/A 53165.00 5571.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2M7 2053-05-20 6 N/A 1000.00 661.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKYJ3 2053-03-01 4.5 N/A 494000.00 401261.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.5 N/A 2000.00 1518.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S5PA6 2038-02-01 6.549 N/A 8130.00 401.00 Agency Mortgage-Backed Securities Y Moody's Short Rating P-1 Fitch Short Rating F1+ Moody's Long Rating Aa3 Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating A+ Fitch Long Rating AA- 2025-08-01 2025-08-07 2025-11-07 Y BNP PARIBAS (REPO) 1.0000 7 N Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 Moody's Short Rating P-1 Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 N N 0.0441 1000000000.00 1000000000.00 0.0034 N N Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 4.37000000 N/A FOR8UP27PHTHYVLBNG30 0GOL25R27 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 3140XDV94 2036-11-01 2 N/A 5173320.00 3070656.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALAJ2 2054-08-01 5.5 N/A 6313570.00 6188797.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFJ93 2052-01-01 2 N/A 1960000.00 1236696.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6PV1 2043-10-01 3 N/A 2460000.00 454699.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPQZ6 2053-07-01 5 N/A 6976360.00 6309156.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WNE83 2039-09-01 5.5 N/A 1850000.00 76619.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QST84 2053-08-01 6 N/A 1530000.00 1330329.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN2Z6 2054-02-01 6 N/A 20000000.00 17741620.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUG35 2053-11-01 5.5 N/A 27548000.00 24448240.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMK6 2054-09-01 5.5 N/A 91858880.00 84650944.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AMA44 2040-05-15 5 N/A 2128877.00 122327.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP5W3 2042-08-01 5 N/A 1313278.00 1201187.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECR9 2052-04-01 3 N/A 1207000.00 833112.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKU0 2045-05-01 5.5 N/A 84020352.00 82513654.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLT41 2053-06-01 5 N/A 14434112.00 10839775.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417MLN1 2039-10-01 5 N/A 2065000.00 84450.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.5 N/A 21603200.00 17124418.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDZ53 2045-02-01 4.5 N/A 8225344.00 1843420.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMMP6 2051-11-01 3 N/A 13283776.00 8307411.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEBK0 2053-04-01 5 N/A 11437568.00 9880435.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GDKR0 2036-06-01 2 N/A 200000.00 90302.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QF95 2039-08-01 5 N/A 4350000.00 176018.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEZY4 2053-04-01 5 N/A 18525664.00 14282715.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AAJ7 2031-11-01 4 N/A 24692864.00 1249777.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDML5 2050-05-01 4.5 N/A 9933392.00 2924694.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGHU8 2052-03-01 3 N/A 224568.00 141511.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD4Z1 2054-08-01 5.5 N/A 649451.00 628451.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH2R7 2052-08-01 4.5 N/A 27810000.00 23473233.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCHH0 2055-07-01 3.5 N/A 12918000.00 10082669.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381HMM0 2063-11-16 1.5 N/A 28607584.00 13730181.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N9UY0 2053-02-01 6 N/A 7653072.00 4379356.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374UJR3 2039-05-20 6 N/A 42400000.00 2437357.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138WJWF1 2047-02-01 3 N/A 2800000.00 804522.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7NE7 2055-04-01 6.5 N/A 3276496.00 2917075.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTAR1 2054-04-01 5.5 N/A 200000.00 178590.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJ24 2045-04-01 6 N/A 1040958.00 1025379.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDJ57 2053-03-01 6 N/A 9281664.00 6716039.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLL4 2035-02-01 2.5 N/A 4350000.00 818825.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNDT7 2049-08-01 4.5 N/A 5178470.00 3242768.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJDK6 2052-09-01 2.5 N/A 4409000.00 3044251.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTAU3 2053-10-01 5 N/A 1272286.00 1135259.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4W9 2051-10-01 1.5 N/A 5986232.00 3660341.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMDF1 2053-06-01 5 N/A 4044424.00 3594303.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHWJ3 2053-07-01 5.5 N/A 3567880.00 3457770.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGT6 2039-10-01 3.5 N/A 14016544.00 11477067.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2E67 2055-02-01 6 N/A 6780960.00 6937379.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKXU4 2054-07-01 6 N/A 3607380.00 3179103.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NG7B0 2053-04-01 5 N/A 9476450.00 7840262.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGP45 2052-04-01 3 N/A 1737000.00 1193063.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZD9 2033-08-01 4 N/A 80000000.00 6296683.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5P1 2054-05-01 5.5 N/A 517716480.00 454400662.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NP4K3 2053-07-01 5 N/A 11949408.00 10106555.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ABW7 2032-01-01 4 N/A 25298240.00 1287257.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC7B6 2050-03-01 5 N/A 2317796.00 1000169.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38380NGV5 2058-09-16 3.25 N/A 8084368.00 6703534.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DUHB6 2045-02-01 4 N/A 13625632.00 11914325.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUP59 2054-05-01 6 N/A 1366170.00 1262964.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M82X6 2051-12-01 2 N/A 1916868.00 1196063.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMR75 2052-04-01 3 N/A 3700000.00 2636629.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38378VTA3 2043-03-20 2.5 N/A 150000000.00 9275157.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NL3P2 2053-06-01 5 N/A 9210784.00 7715145.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXKE1 2048-05-01 3 N/A 1700000.00 685764.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHMP0 2053-05-01 5 N/A 5477952.00 4783588.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTCE7 2053-10-01 6 N/A 35000000.00 30461033.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YQF6 2033-09-15 5 N/A 100000.00 7267.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECY4 2042-04-01 2 N/A 1810000.00 1210482.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADRC4 2044-01-01 4 N/A 29077440.00 5166131.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUE51 2054-01-01 5.5 N/A 14222560.00 12686247.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ5Y8 2053-08-01 4.5 N/A 738000.00 607437.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KFCV5 2050-07-01 2.5 N/A 17253664.00 7114937.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38380M7R6 2058-09-16 2.5 N/A 44196352.00 40486957.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D7G1 2051-12-01 3 N/A 3600000.00 2166755.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385GNX3 2055-05-20 5.64798 N/A 133333248.00 133180244.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NHYU6 2053-06-01 5 N/A 4220024.00 2817187.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPDY2 2042-08-01 4 N/A 4369464.00 3352973.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBPM2 2053-05-01 2.5 N/A 5295864.00 2915389.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQT21 2042-11-01 5.5 N/A 2203300.00 1822909.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRPX5 2053-03-01 5 N/A 10000000.00 8443764.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MKG89 2052-06-01 3 N/A 2123736.00 1538645.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2NX6 2052-02-01 3.5 N/A 4367752.00 3040184.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAS9 2037-01-01 2 N/A 14111740.00 8452253.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLVQ9 2053-06-01 5 N/A 7933880.00 6400884.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYA2 2043-11-01 5.5 N/A 18500000.00 14731994.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQH0 2032-10-01 3 N/A 7646000.00 941856.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D3GY5 2040-03-01 3 N/A 2238424.00 1077123.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVA87 2054-08-01 6.5 N/A 20395616.00 19516003.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR6Z1 2043-05-01 5.5 N/A 1867932.00 1484231.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV3B8 2055-01-01 5.5 N/A 1200000.00 1172826.46 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254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 20.65 20.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 41.29 38.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 289.03 270.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 1032.26 1007.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 191194.84 190612.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 20.65 20.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 11664.52 11830.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 2735876.13 2783870.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 50085.16 50982.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 41.29 53.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKB6 2026-02-28 4.625 N/A 61.94 63.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 20.65 19.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 82601.29 88743.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 1858.06 1469.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 206.45 142.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 5945.81 5850.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 165.16 162.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 N/A 1066900.64 1538481.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PQ4 2025-08-28 0 N/A 20.65 20.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 268.39 271.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 20.65 20.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 41.29 39.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGA3 2025-12-15 4 N/A 20.65 20.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAQ4 2025-10-15 0.125 N/A 2476160.00 3061191.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 121207.74 122541.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 41.29 42.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MH7 2025-09-04 0 N/A 20.65 20.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 2456.77 2432.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 20.65 22.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 7159349.67 4733382.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 20.65 19.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 3303.23 3323.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 4934.19 4910.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 41.29 43.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 805.16 504.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797RB5 2025-10-07 0 N/A 21945.81 21769.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 20.65 19.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 41.29 40.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 N/A 6653687.74 7698001.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 433.55 388.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286A3 2026-01-31 2.625 N/A 41.29 40.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286F2 2026-02-28 2.5 N/A 41.29 41.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 3227664.51 2306821.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 4.467935706 N/A 41.29 41.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 103.23 100.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 20.65 32.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 227.10 170.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 20.65 22.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 20.65 20.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 20.65 20.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFE6 2025-08-15 3.125 N/A 41.29 41.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.5 N/A 1108500.64 1728856.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 1465.81 1162.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 41.29 28.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 223834.84 226880.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284Z0 2025-08-31 2.75 N/A 41.29 41.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 98477.42 100432.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 2725.16 2793.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 41.29 41.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875 N/A 41.29 40.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBC4 2025-12-31 0.375 N/A 2043.87 2011.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 165.16 219.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 4500.65 4615.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 20.65 19.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 20.65 12.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797RC3 2025-10-14 0 N/A 41.29 40.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 20.65 21.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 3001249.03 3306396.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 22400.00 22441.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 152753.55 247695.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 140923.87 143088.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 24567.74 24019.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 20.65 20.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 20.65 14.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 20.65 17.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 20.65 19.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 233083.87 238259.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NL7 2025-11-28 0 N/A 82.58 81.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 20.65 13.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 41.29 42.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 268.39 189.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 14348.39 14298.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 20376.77 20260.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 18621.94 19139.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 41.29 42.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 20.65 20.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 20.65 19.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 103.23 48.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 19716.13 19092.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 144.52 147.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 3160134.19 1908693.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 N/A 495.48 497.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 454.19 254.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 41.29 41.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.75 N/A 206.45 216.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 329682.58 326719.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 1507.10 1032.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 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FEDERAL NATIONAL MORT N/A 3140ALA45 2039-08-01 5 N/A 1088442.00 888719.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV6J8 2040-01-01 5 N/A 6080692.00 5737249.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAY3 2054-07-01 6.5 N/A 100000.00 80096.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9WC5 2051-01-01 2.5 N/A 3045000.00 1525667.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8JJ1 2055-04-01 6 N/A 1335732.00 1371158.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP6Z7 2054-06-01 5.5 N/A 500000.00 464476.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMB0 2055-05-01 7.5 N/A 158993.00 166052.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVG7 2037-11-01 2.5 N/A 2136435.00 1463549.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANRH4 2054-08-01 6 N/A 1553364.00 1520207.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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N/A 5100000.00 155511.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NFCG5 2053-04-01 4.5 N/A 655402.00 528892.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W12X0 2050-01-01 3.5 N/A 38253908.00 34381396.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LTHB3 2051-09-01 2.5 N/A 798655.00 375662.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6EH4 2055-06-01 6 N/A 27335532.00 27506072.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8L21 2035-12-01 2 N/A 240000.00 115422.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV98 2053-09-01 6 N/A 4375000.00 3431558.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD4Z1 2054-08-01 5.5 N/A 49697.00 48090.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEJ7 2029-07-01 3.5 N/A 151439.00 13701.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJK80 2042-05-01 4 N/A 125000.00 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2FE9 2055-02-01 6.5 N/A 1079860.00 1133279.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YKWV1 2045-05-01 2.5 N/A 218000.00 33402.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AASN8 2054-04-01 6.5 N/A 100000.00 80147.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAS9 2037-01-01 2 N/A 7287907.00 4365105.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAH39 2051-03-01 2 N/A 40000.00 22177.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7C2 2039-02-01 4 N/A 6225000.00 647699.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNM1 2039-06-01 4.5 N/A 32000.00 647.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET26 2038-06-01 3.5 N/A 1018221.00 783965.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFBF5 2050-10-01 2.5 N/A 175000.00 78689.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRR5 2035-08-01 2 N/A 11415916.00 3895053.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EL4S9 2026-10-01 4.5 N/A 10609690.00 56643.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEAC0 2052-01-01 2.5 N/A 1030000.00 632876.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNDE9 2052-02-01 3 N/A 367240.00 262824.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRBA2 2039-09-01 6 N/A 33002217.00 29404348.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQHB1 2039-09-01 5 N/A 2053294.00 1556512.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406FS51 2035-01-01 5.5 N/A 25000.00 505.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASNU8 2054-10-01 5.5 N/A 10379000.00 9960209.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUCS3 2054-03-01 6.5 N/A 50000000.00 38993481.14 Agency Mortgage-Backed Securities FEDERAL 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3276684.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MN6X9 2037-04-01 2 N/A 50000.00 31459.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVLE2 2054-10-01 5.5 N/A 2365000.00 2270841.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CNE0 2047-08-01 4 N/A 348250.00 36932.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPK2 2050-05-01 2.5 N/A 1000000.00 173368.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP3B1 2052-08-01 4.5 N/A 900000.00 736837.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4JG2 2032-07-01 2.5 N/A 10195889.00 2026795.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CGR9 2047-02-01 4 N/A 175000.00 19043.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUHP4 2054-04-01 5.5 N/A 3445000.00 3117145.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR2C8 2053-04-01 4 N/A 3709362.00 3265473.22 Agency 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244197.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FKE6 2055-04-01 7.5 N/A 415944.00 349528.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPTY5 2038-02-01 2 N/A 1784560.00 1400914.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQMU9 2054-08-01 5.5 N/A 1946348.00 1921032.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2S0 2036-07-01 2.5 N/A 3000.00 1587.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389TQC9 2032-05-01 8 N/A 173538.00 3287.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FN45 2035-07-01 5 N/A 23555014.00 23813569.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HKD54 2050-09-01 2.5 N/A 1311012.00 744093.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7PH0 2040-04-01 5 N/A 1006897.00 1006342.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407UM46 2035-09-01 4.5 N/A 4025844.00 22375.45 Agency 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91282CCB5 2031-05-15 1.625 N/A 156841300.00 137860700.89 U.S. Treasuries (including strips) Y Fitch Short Rating F1 Standard & Poor's Short Rating A-1 Moody's Short Rating P-1 Fitch Long Rating AA- Standard & Poor's Long Rating A+ Moody's Long Rating Aa3 2025-08-07 2025-08-07 2025-09-22 Y CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO) 1.0000 7 N Moody's Long Rating Aa3 Standard & Poor's Short Rating A-1 Moody's Short Rating P-1 Fitch Long Rating AA- Fitch Short Rating F1 Standard & Poor's Long Rating A+ N N 0.0435 750000000.00 750000000.00 0.0025 N N Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.47500160 3133EPWW1 254900C5LP6DN9OP9V83 US3133EPWW13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Long Rating AA+ Moody's Long Rating Aa1 Fitch Short Rating F1+ Moody's Short Rating P-1 Fitch Long Rating AA+ Standard & Poor's Short Rating A-1+ 2025-08-01 2025-09-25 2025-09-25 N N N 0.0454 600137052.00 600137052.00 0.0020 N N N N FEDERAL HOME 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GOVERNMENT NATIONAL M N/A 3617FTBF4 2057-11-15 4.48 N/A 797200.00 752552.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AMCF7 2040-05-15 5 N/A 14857000.00 562633.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KQQ0 2032-06-01 3.5 N/A 1756000.00 126788.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385B5L0 2055-01-20 5.5 N/A 10745000.00 10615504.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38385GVR7 2055-05-20 5 N/A 4482152.00 4245864.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36193BMR4 2046-03-20 4 N/A 2734440.00 373574.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618K4J71 2055-03-20 6.5 N/A 785068.00 820133.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384YJ28 2052-10-20 4.5 N/A 53645000.00 44921226.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618NPRN7 2055-04-20 6 N/A 4453320.00 4594294.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLPY4 2055-03-20 6.5 N/A 517651.00 543019.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KDD93 2055-04-20 6.5 N/A 701912.00 731566.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FC5J0 2057-11-15 4.46 N/A 18500000.00 17430355.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383DQF8 2051-11-20 3 N/A 5978000.00 268974.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EZ64 2052-01-16 3 N/A 23822000.00 21328248.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179U6Y3 2049-10-20 5 N/A 3135992.00 420172.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384ABU6 2050-05-20 3.5 N/A 9095000.00 6851755.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618KLKU0 2055-06-20 5.5 N/A 1006854.00 1014438.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JKVV0 2054-10-20 5 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6GD1 2055-03-01 7.5 N/A 32765.00 35189.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8U58 2040-05-01 5.5 N/A 1272620.00 1270001.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBUK2 2049-09-01 4.5 N/A 1780000.00 239472.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4CB4 2055-02-01 6 N/A 1652783.00 1701733.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR5F8 2051-11-01 3 N/A 71114241.00 58262381.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFCH4 2040-06-01 5 N/A 1606061.00 1622485.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH5W3 2052-02-01 2.5 N/A 350000.00 240515.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FNY9 2045-07-01 5.5 N/A 12719081.00 12859669.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHSA1 2031-08-01 3 N/A 67000.00 7131.04 Agency 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FEDERAL NATIONAL MORT N/A 3140XQDH7 2054-06-01 5.5 N/A 627000.00 571043.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YAZ0 2029-04-01 5 N/A 460332.00 1634.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFD4 2044-12-01 5.5 N/A 1223518.00 1126565.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGF3 2034-10-01 2.5 N/A 8000.00 1199.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ME5H5 2055-07-01 6 N/A 8527888.00 8839554.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ZY9 2054-03-01 5.5 N/A 1849307.00 1714137.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CSA3 2047-12-01 4.5 N/A 40000.00 5136.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFDN3 2054-06-01 5.5 N/A 2719419.00 2602036.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410DNC0 2036-07-01 6.5 N/A 149000.00 1847.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7P60 2035-08-01 2 N/A 235000.00 83832.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BD7M6 2055-06-01 6 N/A 1760679.00 1823605.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWQ66 2038-02-01 3 N/A 391708.00 254808.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFKM0 2035-10-01 2.5 N/A 17590000.00 8667322.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6FH8 2040-03-01 4.5 N/A 3031652.00 2724026.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW55 2053-10-01 6.5 N/A 1985468.00 1362606.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389A7H0 2032-01-01 7 N/A 469330.00 1334.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9KZ3 2048-10-01 4.5 N/A 1067000.00 313113.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHEN3 2047-12-01 2.5 N/A 818000.00 529413.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TFS3 2028-09-01 8 N/A 99804662.00 3079.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FK30 2040-05-01 6 N/A 32783016.00 31366698.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFTJ4 2055-07-01 6 N/A 4921945.00 5043607.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSZ59 2037-01-01 2 N/A 4443694.00 2610109.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NLH6 2027-10-01 6 N/A 345000.00 986.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKXD2 2054-08-01 6 N/A 5381737.00 5352916.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MH84 2038-01-01 5.5 N/A 78751.00 7636.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJXT0 2042-03-01 4 N/A 37000.00 2491.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9DA4 2040-04-01 5.5 N/A 2857017.00 2883371.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJE74 2050-04-01 5.5 N/A 784000.00 524128.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FF51 2055-01-01 6 N/A 1606000.00 1523569.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHRM6 2054-08-01 5.5 N/A 28136000.00 26530998.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BJWM5 2040-08-01 6.5 N/A 1011330.00 1057567.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NQ40 2028-02-01 5.5 N/A 9510000.00 36794.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FNV5 2040-07-01 6.5 N/A 182841.00 192646.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKQE3 2036-10-01 2 N/A 2250000.00 1558603.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXE37 2054-12-01 5 N/A 1908236.00 1858705.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CBJ2 2026-09-01 2.5 N/A 130047350.00 2909007.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DLR8 2035-06-01 6.5 N/A 10181748.00 169254.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BELQ9 2055-07-01 6 N/A 1579049.00 1625520.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAY6 2032-01-01 1.5 N/A 1032764.00 503717.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0Z57 2040-02-01 5.5 N/A 41245972.00 40011381.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DMJ8 2050-03-01 3 N/A 20000.00 3622.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BYF7 2046-01-01 3 N/A 55000.00 3881.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KBVA9 2050-05-01 2.5 N/A 40000.00 24549.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVWR8 2055-01-01 5.5 N/A 2411628.00 2427162.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMKF0 2051-11-01 3 N/A 3330000.00 2179962.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6J30 2055-04-01 5.5 N/A 2531927.00 2520565.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETJ56 2045-10-01 4.5 N/A 98706.00 13242.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AHXV3 2041-06-01 4.5 N/A 12000.00 773.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4Z4 2038-12-01 4.5 N/A 5200000.00 524448.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1EN3 2053-10-01 5.5 N/A 1421.00 1390.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXNC2 2049-02-01 3 N/A 795000.00 243668.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLH92 2037-06-01 2.5 N/A 1434442.00 1023645.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV56 2053-09-01 4 N/A 7000.00 5820.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2V32 2055-08-01 5.5 N/A 38087806.00 38153367.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNK0 2035-11-01 4.5 N/A 125000.00 1710.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B43H1 2055-03-01 5.5 N/A 970928.00 914764.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMTE1 2054-07-01 7 N/A 100000.00 56193.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AX6J1 2054-12-01 4 N/A 1120923.00 926749.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHRB6 2038-09-01 3 N/A 1050181.00 815415.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ2J0 2054-09-01 6.5 N/A 360000.00 318065.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPFJ8 2026-07-01 5 N/A 27655621.00 696.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412FS95 2037-05-01 6.5 N/A 10000000.00 242494.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138END30 2040-01-01 4.5 N/A 108537.00 8726.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANVL0 2054-08-01 6 N/A 5274780.00 4776809.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTS26 2054-01-01 6 N/A 326998.00 252596.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUVT0 2054-06-01 6.5 N/A 16616000.00 14999337.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BCX56 2055-06-01 5.5 N/A 1294803.00 1304295.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEUY2 2055-06-01 6 N/A 1097832.00 1134810.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAQH6 2034-02-01 4 N/A 10000.00 1542.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BALU8 2055-06-01 6.5 N/A 4584482.00 4795415.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XACJ9 2050-03-01 5 N/A 584078.00 143723.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ENB2 2052-11-01 3 N/A 1065218.00 785247.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B13U8 2055-03-01 6.5 N/A 1098175.00 1141381.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WTY8 2040-09-01 4.5 N/A 1195000.00 68329.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9QB4 2050-12-01 2 N/A 938481.00 586397.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0QW8 2053-09-01 6.5 N/A 30487618.00 28652153.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACX73 2054-05-01 5.5 N/A 2869907.00 2597344.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMDW1 2051-10-01 3 N/A 74000.00 46088.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVD1 2050-12-01 3 N/A 28000.00 10755.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EB74 2052-03-01 1.5 N/A 17506004.00 10868160.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENVZ9 2044-10-01 4 N/A 51000.00 7783.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMT95 2051-12-01 2.5 N/A 7791000.00 4992242.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGK5 2053-02-01 5.5 N/A 20714615.00 18732724.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAZ89 2053-02-01 4.5 N/A 4751963.00 4032278.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPYK7 2052-08-01 4.5 N/A 1525509.00 1202888.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XME44 2052-11-01 4.5 N/A 17000.00 14332.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6TE1 2048-05-01 4 N/A 30000.00 5952.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2YG0 2053-05-01 3 N/A 10966714.00 8465435.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJF73 2051-07-01 3.5 N/A 42000.00 28273.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6PH8 2038-03-01 2.5 N/A 1900000.00 485690.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANEM7 2054-09-01 6 N/A 1437440.00 1456346.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MTC1 2026-05-01 6 N/A 1252894.00 1037.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AH6D9 2054-07-01 5.5 N/A 50321.00 49766.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8NT0 2035-11-01 2 N/A 720000.00 273635.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTG7 2030-10-01 2.5 N/A 16487796.00 4718591.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LV2H1 2051-08-01 2.5 N/A 354537.00 220819.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHXV4 2050-04-01 5.5 N/A 354000.00 240308.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADDP3 2054-07-01 5.5 N/A 3088230.00 2864186.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GYGZ6 2048-01-01 3.5 N/A 131000.00 20030.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUM0 2038-07-01 5.5 N/A 1000.00 674.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDK0 2044-09-01 6.5 N/A 85000.00 45023.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B1JP2 2055-02-01 5.5 N/A 1467548.00 1458851.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMU28 2051-12-01 2.5 N/A 3603048.00 2475436.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELP3 2037-12-01 4 N/A 225157.00 138274.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7H9 2051-12-01 3.5 N/A 500000.00 280376.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPKX4 2052-06-01 4 N/A 2000.00 1551.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MLRN2 2037-10-01 3 N/A 37580.00 30599.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8K87 2048-02-01 4.5 N/A 12000.00 1337.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXKF8 2048-07-01 3 N/A 11000000.00 2772022.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BJS57 2055-08-01 7 N/A 4406425.00 4665004.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJDV2 2052-09-01 4 N/A 300000.00 216977.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409XBT5 2036-09-01 5.5 N/A 44867.00 3008.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ43 2052-10-01 3.5 N/A 725000.00 558932.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASNJ3 2039-10-01 6 N/A 1000000.00 983714.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BD6M7 2055-06-01 5.5 N/A 2763133.00 2788574.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9NP2 2046-12-01 3.5 N/A 1775493.00 490912.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFZ99 2055-07-01 6 N/A 32031589.00 32652136.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC83 2049-07-01 4.5 N/A 201698.00 21513.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGNL9 2052-03-01 3 N/A 579468.00 429529.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HHQ4 2029-02-01 6 N/A 473545.00 594.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BEGC6 2055-07-01 6 N/A 1290836.00 1338798.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXLV7 2054-12-01 4.5 N/A 8676785.00 7933358.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4UG3 2055-04-01 6 N/A 1382792.00 1433276.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQBV8 2054-06-01 6 N/A 31700000.00 29694177.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QWA5 2035-01-01 5.5 N/A 440000.00 3898.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9DY2 2040-04-01 5 N/A 2304228.00 2293736.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTXX2 2039-01-01 6.5 N/A 4250841.00 2684922.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJAR9 2046-10-01 3 N/A 1372000.00 311349.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNVW1 2052-05-01 2.5 N/A 900000.00 666318.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLR6 2055-06-01 5.5 N/A 63064102.00 62283366.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQHH8 2039-08-01 6 N/A 1045764.00 1033911.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DD82 2049-07-01 4 N/A 7180000.00 578276.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4X62 2055-02-01 5.5 N/A 2620251.00 2612235.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1K36 2040-03-01 5.5 N/A 29159908.00 27976911.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF6R7 2052-03-01 2.5 N/A 340000.00 222649.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413BUA7 2037-06-01 7 N/A 160000.00 2825.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L4NP0 2036-08-01 2 N/A 36135.00 20553.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQUP5 2054-09-01 7 N/A 148000.00 116015.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQB80 2053-08-01 5.5 N/A 1017136.00 878171.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4V1 2051-09-01 4 N/A 27000.00 13422.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEBW5 2052-09-01 4.5 N/A 1380000.00 989117.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHND5 2052-06-01 4 N/A 1200000.00 837686.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVJC6 2054-11-01 5 N/A 1562842.00 1528661.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7PU1 2055-04-01 6.5 N/A 1402057.00 1465624.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYD8 2051-04-01 3 N/A 30000.00 13895.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AYCC7 2054-12-01 5 N/A 1137114.00 1108049.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410DW97 2036-08-01 6.5 N/A 175000.00 707.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXDR5 2040-06-01 5.5 N/A 2094710.00 2150622.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGKS5 2051-01-01 3 N/A 6445000.00 3598051.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV6F6 2040-01-01 4.5 N/A 2916061.00 2754082.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFEP2 2052-01-01 2.5 N/A 1470000.00 920697.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9UW3 2049-03-01 4.5 N/A 2620000.00 711746.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EFE5 2037-07-01 2 N/A 17809712.00 11807485.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BHBQ3 2040-07-01 5.5 N/A 1038334.00 1062041.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNC2 2035-04-01 3.5 N/A 9426496.00 1419914.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJKU1 2054-08-01 5.5 N/A 1210603.00 1157429.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QH44 2029-08-01 5 N/A 246458.00 6476.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BETK4 2055-07-01 5.5 N/A 1165074.00 1176536.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABQY4 2054-09-01 5.5 N/A 2746519.00 2589747.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGK0 2053-02-01 5.5 N/A 1000000.00 854442.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GFF5 2037-01-01 5.5 N/A 265000.00 4014.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8GZ8 2040-04-01 5 N/A 5344353.00 5277600.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N9CL8 2053-08-01 3 N/A 10112035.00 7958649.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403C6U0 2036-01-01 5.5 N/A 95000.00 1268.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPE86 2037-05-01 2 N/A 15716147.00 10085284.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGRK2 2054-07-01 6 N/A 1275281.00 1085929.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6BK5 2040-02-01 5 N/A 7334547.00 7091686.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPHT7 2052-06-01 3.5 N/A 28000.00 20257.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNRP1 2053-06-01 4 N/A 280488.00 244117.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MVC8 2026-07-01 6 N/A 925000.00 1005.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKT8 2050-01-01 3 N/A 7461000.00 1303391.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSYC5 2052-01-01 2 N/A 50725000.00 33060465.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMP59 2052-10-01 4 N/A 565000.00 448961.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ6G7 2054-09-01 5.5 N/A 4000.00 3787.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BHW72 2055-08-01 6 N/A 5753946.00 5916437.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H2XK9 2048-01-01 4 N/A 268246.00 97460.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQDS1 2052-09-01 4.5 N/A 941887.00 717372.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9CK9 2035-12-01 3 N/A 5394402.00 2355781.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMBE5 2053-08-01 5.5 N/A 400000.00 370006.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLKG2 2037-08-01 2 N/A 12609409.00 8933799.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6YY4 2051-04-01 2.5 N/A 365000.00 195404.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFGB6 2045-08-01 3.5 N/A 1834000.00 385753.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4XK1 2055-03-01 5.5 N/A 3527589.00 3524903.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AEK0 2032-04-01 3 N/A 1475000.00 98287.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M82X6 2051-12-01 2 N/A 1500000.00 935951.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPC80 2044-05-01 5.5 N/A 400000.00 338325.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATYC4 2040-04-01 5 N/A 2976646.00 2961543.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B77L1 2055-04-01 5.5 N/A 2276882.00 2266689.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBNJ5 2050-03-01 3.5 N/A 3000.00 1037.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W12W2 2050-07-01 3.5 N/A 34118164.00 31274006.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MUP87 2037-06-01 2 N/A 2148841.00 1448728.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4SB8 2053-12-01 6 N/A 1230850.00 1003620.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNE73 2052-02-01 2.5 N/A 13500000.00 8699959.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CVE1 2033-03-01 3 N/A 592000.00 72769.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QV6M1 2040-01-01 5 N/A 2488277.00 2433890.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMQ56 2051-12-01 2.5 N/A 110000.00 71297.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QSM2 2039-11-01 4.5 N/A 149000.00 6701.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL6Z6 2052-05-01 2.5 N/A 4781550.00 3546868.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQA5 2047-10-01 3.5 N/A 1637000.00 197032.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDTZ3 2055-06-01 6 N/A 3052695.00 3157067.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBTN0 2036-06-01 2 N/A 241267.00 131361.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGD1 2052-02-01 3.5 N/A 18344063.00 15355293.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQXX0 2054-08-01 6 N/A 7057475.00 6340523.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUK36 2054-11-01 5.5 N/A 1761105.00 1759601.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2QL8 2052-10-01 4.5 N/A 229185.00 201745.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7K93 2040-06-01 5.5 N/A 1254609.00 1279368.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4HM5 2055-03-01 6 N/A 1251683.00 1281187.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409UAW5 2036-02-01 6.5 N/A 5200000.00 3602.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4SG6 2055-03-01 6.5 N/A 1097910.00 1123971.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ER85 2053-05-01 5.5 N/A 609000.00 491294.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X83D7 2048-04-01 3.5 N/A 9358080.00 3961490.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3Y6 2051-09-01 2.5 N/A 1811257.00 1092539.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MA4S0 2052-04-01 3.5 N/A 44212244.00 31135474.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7S30 2047-05-01 3.5 N/A 750000.00 173995.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A05G0 2053-11-01 5.5 N/A 177346.00 131011.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ5U3 2038-02-01 2.5 N/A 13883721.00 10038982.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6TH6 2054-09-01 5.5 N/A 1862382.00 1828380.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7XA6 2055-04-01 4 N/A 1003767.00 926748.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMW49 2054-08-01 6 N/A 2248868.00 2273175.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAA8 2041-12-01 1.5 N/A 356639.00 222328.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMQT6 2053-01-01 4.5 N/A 7781000.00 6696706.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXKM3 2058-08-01 3.5 N/A 10000000.00 3012348.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEDU6 2053-04-01 5 N/A 30090.00 23665.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFLM9 2050-10-01 3 N/A 200000.00 112575.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417VQW6 2040-01-01 4.5 N/A 348000.00 7026.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BJPW1 2055-07-01 5 N/A 1050098.00 1032431.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CTH7 2028-01-01 3.5 N/A 200000.00 9848.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADNQ0 2054-05-01 5.5 N/A 16129681.00 15558525.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NSLH5 2053-11-01 6 N/A 935000.00 934776.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHDC8 2042-05-01 2 N/A 2500000.00 1662070.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2EK6 2055-02-01 5.5 N/A 2214525.00 2224563.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E2H61 2045-10-01 3 N/A 305000.00 42944.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6KL3 2055-04-01 7 N/A 37186995.00 37911967.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVC1 2038-08-01 5 N/A 53000.00 36842.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B23J1 2055-02-01 5 N/A 1337163.00 1303809.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXHA8 2054-12-01 5.5 N/A 2725000.00 2358726.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLUA2 2036-08-01 2.5 N/A 26865.00 15255.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BKMH4 2055-08-01 6 N/A 5552900.00 5667012.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGFH7 2037-04-01 2.5 N/A 500000.00 330624.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WE6B0 2045-07-01 3.5 N/A 10000.00 1729.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LWWJ2 2052-07-01 3.5 N/A 2000.00 1526.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKE63 2051-05-01 3 N/A 3200000.00 2228930.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LSKW5 2040-03-01 5 N/A 2382796.00 2062468.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCYC6 2051-09-01 2.5 N/A 5000.00 3132.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLZ4 2052-10-01 4.5 N/A 98900.00 75912.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBR5 2037-05-01 2.5 N/A 6530377.00 4562385.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUDU4 2054-11-01 5.5 N/A 1641057.00 1638442.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B33S9 2055-03-01 6 N/A 1287314.00 1316818.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KGP3 2037-03-01 6 N/A 845000.00 7365.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVE56 2054-12-01 5.5 N/A 813920.00 775858.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 481331031.00 425347963.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHVX7 2054-08-01 5.5 N/A 162000.00 149104.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRPZ4 2037-05-01 2 N/A 41431.00 29926.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LEH1 2026-08-01 4.5 N/A 1050000.00 6602.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCH43 2051-09-01 1.5 N/A 594658.00 355030.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLT7 2050-02-01 3 N/A 8000.00 1387.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7X32 2055-04-01 6 N/A 1206726.00 1240978.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNAR5 2053-11-01 6.5 N/A 400000.00 319826.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BE6E3 2055-06-01 6.5 N/A 1671910.00 1749944.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KCJT0 2050-05-01 3 N/A 240685.00 84194.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QM6A7 2052-01-01 3 N/A 1500000.00 973761.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MLW5 2025-12-01 5.5 N/A 1312992.00 507.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XR3F0 2054-11-01 5 N/A 500000.00 469800.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0AH8 2054-09-01 6 N/A 42002327.00 41132514.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KTMH5 2050-11-01 2 N/A 212978.00 113621.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADC8 2038-02-01 5.5 N/A 310000.00 6451.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUXF8 2039-06-01 5.5 N/A 8638621.00 7241491.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPQU4 2052-07-01 4.5 N/A 2015000.00 1644423.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLRK4 2051-08-01 2.5 N/A 572456.00 350625.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXR20 2060-09-01 3.5 N/A 12253482.00 4668614.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5V70 2053-12-01 6.5 N/A 27000.00 15961.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DP97 2050-06-01 2 N/A 240000.00 102370.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLWR5 2053-07-01 5 N/A 3300000.00 2654748.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS4E8 2053-09-01 6 N/A 150000.00 128083.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B24J0 2055-03-01 6 N/A 1824510.00 1879271.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCN5 2039-09-01 5.5 N/A 4000.00 3068.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B5NW3 2055-03-01 5.5 N/A 1126695.00 1123533.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN6M6 2044-03-01 5 N/A 680468.00 64612.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVSR3 2054-12-01 6 N/A 1062559.00 1005146.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4X5 2039-03-01 3.5 N/A 639062.00 353392.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFG4 2037-01-01 3 N/A 176000.00 32690.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFF4 2049-09-01 2.5 N/A 111000.00 18306.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZL1 2048-08-01 4 N/A 492124.00 28056.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVWS7 2049-06-01 3.5 N/A 2371702.00 288013.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHPY5 2036-03-01 2 N/A 76815.00 42091.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FED5 2054-11-01 5.5 N/A 1702904.00 1588733.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418SYU7 2030-05-01 4.5 N/A 280000.00 2839.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AVW31 2055-01-01 5.5 N/A 104413.00 97516.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU6Q4 2054-08-01 5 N/A 110000.00 104993.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A12P1 2053-10-01 6.5 N/A 180000.00 129415.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9DD8 2040-04-01 6 N/A 1906512.00 1946697.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRG4 2052-07-01 4 N/A 3725000.00 2827748.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B85K3 2055-05-01 5.5 N/A 5120495.00 5107407.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSCQ2 2038-05-01 5 N/A 2615394.00 1777948.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NM2E6 2053-06-01 6 N/A 749524.00 444790.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3AJ1 2055-06-01 5.5 N/A 1248509.00 1250805.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A34D2 2053-10-01 5.5 N/A 459020.00 326435.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHQA6 2036-03-01 2.5 N/A 55379.00 32012.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414LQF8 2038-01-01 5 N/A 585000.00 3510.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ5Y4 2029-06-01 5.5 N/A 1540733.00 2882.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7D97 2050-07-01 3 N/A 145000.00 49341.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MP5Y3 2037-05-01 3 N/A 65102.00 38611.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPU64 2038-02-01 2.5 N/A 24223662.00 19369146.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU4J2 2039-07-01 5.5 N/A 4408472.00 4093087.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ECK5 2042-12-01 3 N/A 17000.00 3079.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUZZ9 2039-11-01 3.5 N/A 1078673.00 990531.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9MS1 2044-11-01 4 N/A 81000.00 34246.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F0JJ4 2046-10-01 3 N/A 635000.00 126474.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BFHP3 2055-06-01 5.5 N/A 1203156.00 1216187.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XBXV1 2043-12-01 4 N/A 130000.00 16514.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVC93 2039-08-01 3.5 N/A 2493858.00 2144932.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8D40 2055-04-01 6.5 N/A 1130707.00 1172711.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7XA2 2035-09-01 3 N/A 172000.00 49609.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418V2W1 2040-07-01 4.5 N/A 3927863.00 55919.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHDT6 2037-01-01 5.5 N/A 29000.00 953.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUS79 2054-11-01 5 N/A 35837308.00 33457864.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATE77 2054-10-01 5 N/A 1001275.00 971893.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRJR7 2050-04-01 4.5 N/A 1298000.00 1169559.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2MV1 2037-01-01 2 N/A 303660.00 193174.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJQ2 2049-07-01 4 N/A 20000.00 2272.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2Z6 2038-10-01 3.5 N/A 199096.00 21122.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCB6 2049-05-01 4.5 N/A 53000.00 6131.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHHZ8 2040-01-01 5 N/A 1403931.00 1383242.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BC3J9 2055-05-01 6 N/A 1813706.00 1872067.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FNH6 2055-07-01 5 N/A 10058365.00 9828900.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EUT5 2038-07-01 5 N/A 5000.00 3256.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQC65 2052-02-01 2.5 N/A 1134397.00 833272.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHT36 2039-02-01 7 N/A 300000.00 6790.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXB30 2055-05-01 7.5 N/A 3531184.00 3792514.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHLR1 2041-07-01 3 N/A 20000.00 2659.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECV0 2037-04-01 2.5 N/A 54095984.00 34075745.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMQC3 2053-09-01 6 N/A 332364.00 262890.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQ86 2053-04-01 5 N/A 503040.00 413035.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7SK0 2055-04-01 5.5 N/A 1907852.00 1907505.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y5AP1 2045-01-01 3 N/A 9000.00 1480.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4Y5 2051-10-01 2.5 N/A 1876785.00 1146081.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUXM3 2039-06-01 6 N/A 3664743.00 2959630.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2E34 2055-02-01 6 N/A 3219650.00 3297271.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHPY2 2031-07-01 2.5 N/A 55000.00 6548.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5N6 2054-05-01 5 N/A 37000.00 33459.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0Q68 2055-02-01 5.5 N/A 1939544.00 1866404.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARV72 2054-10-01 5.5 N/A 3119058.00 3000303.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGR0 2054-04-01 7.5 N/A 57168779.00 45569272.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LS4U7 2052-02-01 2 N/A 1275400.00 702238.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFW58 2037-06-01 2 N/A 102468.00 60927.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2T68 2048-11-01 4.5 N/A 16673597.00 16178357.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPWD5 2037-07-01 3.5 N/A 22000.00 14540.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELS87 2043-09-01 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Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31426KRY4 2055-04-01 6 N/A 16608311.00 16727978.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 30291SAC7 2040-03-25 3.788373 N/A 14500000.00 8608655.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BJZ0 2034-11-01 4 N/A 5652350.00 542598.83 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ERC90 2034-11-20 5.48 N/A 25000.00 25066.69 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 38384ABL6 2049-12-20 6 N/A 22000.00 11693.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKKZ8 2028-10-25 5.04374 N/A 20509000.00 8835609.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379VHJ6 2044-03-20 2 N/A 32377744.00 3453576.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN N/A 3130AHX40 2030-01-28 2.4 N/A 60000.00 55637.40 Agency Debentures and Agency 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N/A 12181520.00 6515617.32 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 1083300.00 1140280.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPHW8 2028-06-26 5.05374 N/A 18500000.00 2726591.33 Agency Collateralized Mortgage Obligation FRESB MTG TR 2016-SB1 549300G1LSFZALV3VL31 302614AF9 2036-01-25 5.13374 N/A 42562000.00 6961999.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRSK4 2044-05-25 4 N/A 35067140.00 27558169.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38382TER1 2051-05-20 1.5 N/A 14000.00 6900.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AV6R5 2027-06-25 2.898 N/A 82216000.00 78560927.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179NAH1 2028-04-20 2.5 N/A 5000000.00 181755.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GT2D7 2055-02-01 5 N/A 801939.00 780774.12 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 313313KK3 2025-08-14 0 N/A 7600000.00 7586548.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31426KRU2 2055-04-01 6 N/A 20183494.00 20546803.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335GLZ6 2025-09-01 7.5 N/A 5000.00 0.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 302966AH9 2038-09-25 5.13374 N/A 32140000.00 7070685.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 30303HAJ2 2027-05-25 2.83 N/A 4500000.00 2761728.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179NSM1 2028-11-20 3 N/A 10000000.00 346478.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130B72J2 2029-04-10 4.25 N/A 100000.00 100022.21 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 38381NW61 2055-06-20 5 N/A 50000.00 48773.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 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3140J5NB1 2047-05-01 4.5 N/A 6000.00 743.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BG59 2034-09-01 4 N/A 9154311.00 1088824.73 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ETRR0 2035-07-30 5.37 N/A 47000.00 46854.77 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 783200.00 897927.96 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140BCUK6 2055-05-01 5.5 N/A 632472.00 632385.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 313385JZ0 2025-08-04 0 N/A 547000.00 546677.27 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B N/A 3133ETPN1 2028-07-10 4.28 N/A 100000.00 100063.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137F6UJ4 2050-11-25 2.5 N/A 25000.00 14264.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3142GS5J3 2054-10-01 5 N/A 32660044.00 30181135.92 Agency Mortgage-Backed Securities FRESB MTG TR 2016-SB2 N/A 30289VAF7 2036-07-25 5.13374 N/A 28250000.00 10279947.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128MD5C3 2029-01-01 2 N/A 12100000.00 827737.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGR74 2051-01-01 2.5 N/A 4870064.00 3182244.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWY25 2032-02-01 4.55 N/A 8706289.00 8751393.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ADYJ1 2055-06-20 6.5 N/A 135000.00 139094.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVT6 2031-01-01 1.5 N/A 5000000.00 1662398.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137FBU79 2027-09-25 3.187 N/A 4500000.00 4323775.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AY7L1 2027-12-25 2.987667 N/A 49638027.00 30229566.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 30300KAA7 2037-01-25 5.13374 N/A 24529000.00 6429982.54 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 273100.00 283015.87 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 35803BAE0 2037-09-25 5.13374 N/A 56250000.00 5967431.86 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B N/A 3133ETQA8 2032-07-15 5.11 N/A 175000.00 174763.59 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140NYCS8 2030-05-01 4.62 N/A 32955000.00 33410108.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3134HBZT1 2030-07-15 5 N/A 75000.00 74774.08 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31402QTS0 2034-11-01 6 N/A 1000.00 5.36 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ETPC5 2033-07-07 5.25 N/A 15000.00 15004.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137HJG43 2055-02-25 5.25 N/A 80000.00 78368.64 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 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N/A 313589JW4 2025-08-01 0 N/A 10700000.00 10697432.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMM62 2028-12-25 3.10466 N/A 10000000.00 8843128.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MCH1 2027-05-20 2.5 N/A 40911575.00 750182.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AQSZ4 2025-10-25 2.92261 N/A 494454.00 98513.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31408C4D5 2035-12-01 5.5 N/A 3000.00 35.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AHXY1 2034-01-25 3.5 N/A 12993330.00 11533588.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AFH64 2041-09-25 4.76449 N/A 38937000.00 287180.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN N/A 3130AQEV1 2026-12-28 1.4 N/A 35000.00 33697.42 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179NZN1 2029-02-20 2.5 N/A 2000000.00 67709.38 Agency 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Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38384Y5Y3 2054-12-20 5 N/A 150000.00 141231.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BS5N9 2026-07-25 2.72 N/A 10000000.00 9883146.67 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 7200.00 9216.32 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XNZA5 2037-10-01 3.5 N/A 11241261.00 8345658.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5NS2 2035-06-15 1.75 N/A 20000000.00 9026717.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XR3B9 2054-11-01 5 N/A 146340741.00 136445861.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9PH6 2055-05-01 5 N/A 1202550.00 1160399.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9E21 2055-04-01 5.5 N/A 1029993.00 1026066.97 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ETQN0 2030-07-22 4.76 N/A 500000.00 498870.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36225A3A6 2028-05-15 6.5 N/A 25000.00 15.89 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B N/A 3133ED2L5 2031-09-23 4.3 N/A 22000.00 22342.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140X5HJ5 2030-07-01 3 N/A 5000000.00 1012115.86 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAQ4 2025-10-15 0.125 N/A 262600.00 324643.37 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38382PBN1 2051-03-20 1.5 N/A 15000.00 6996.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FCKC7 2027-10-25 4.79374 N/A 80387000.00 36752127.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132D9V50 2035-05-01 3.5 N/A 9046697.00 7978606.54 Agency Mortgage-Backed Securities FRESB MTG TR 2018-SB4 N/A 30296RAN0 2038-01-25 5.13374 N/A 30000000.00 6959721.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN N/A 3130ANRG7 2028-08-24 1.25 N/A 50000.00 46264.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137F5LN7 2027-06-25 3 N/A 2545000.00 2178710.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132FGB39 2033-04-01 3 N/A 1500000.00 865250.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AXR34 2033-11-23 5.17 N/A 250000.00 251953.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJY52 2030-07-25 3.9 N/A 24250000.00 18520805.48 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137FF3Y1 2027-12-25 1.199 N/A 45000000.00 41899327.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137H74L4 2029-04-25 4.79594 N/A 10000000.00 6151564.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4AA2 2031-03-15 6.75 N/A 50000.00 57917.10 Agency Debentures and 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N/A 31476877.00 3417006.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WD6F3 2045-02-01 3.5 N/A 23000000.00 2869173.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LWDT5 2042-07-01 3.5 N/A 31640536.00 2993730.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6NY7 2043-10-01 3.5 N/A 2040678.00 498994.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEVY2 2045-06-01 3.5 N/A 15849248.00 2771275.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MF4F1 2042-12-01 3.5 N/A 28774460.00 3372175.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WVYB1 2043-07-01 3 N/A 15842273.00 3296212.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AX3W9 2042-01-01 3.5 N/A 34251914.00 3498882.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YMU64 2045-04-01 3 N/A 23606389.00 3126431.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4VR7 2045-10-01 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N/A 141592688.00 27933591.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XSX62 2047-09-01 3.5 N/A 111796755.00 21457130.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MNQA1 2042-12-01 3.5 N/A 25183398.00 3362171.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L8VW4 2047-08-01 3.5 N/A 266128723.00 53900159.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EEPV5 2042-03-01 3.5 N/A 1269.00 108.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWJ5 2045-06-01 3 N/A 300000000.00 42779561.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHND3 2051-03-01 2.5 N/A 1024.00 585.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XS4B3 2047-09-01 3.5 N/A 132853019.00 26469626.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF4B2 2050-12-01 2 N/A 15091.00 8532.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QNDQ9 2044-12-01 3 N/A 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3.5 N/A 17022715.00 3581654.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GUMA2 2047-11-01 3.5 N/A 2000.00 319.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9VN7 2043-10-01 4.5 N/A 20190935.00 2806733.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBPS8 2042-03-01 3.5 N/A 3412.00 270.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QK4B1 2051-06-01 2 N/A 1024.00 605.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XSED8 2047-08-01 3.5 N/A 250000000.00 29206682.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHWZ1 2046-09-01 3 N/A 1263.00 195.81 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 AA+ Moody's Long Rating Aa2 Standard & Poor's Long Rating A+ 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1200000000.00 1200000000.00 0.0040 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.37000000 3130B4HV6 2549001DPIFGXC1TOL40 US3130B4HV64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Fitch Short Rating NR Standard & Poor's Long Rating AA+ Fitch Long Rating NR Moody's Long Rating Aa1 2026-02-06 2026-02-06 2026-02-06 N N N 0.0428 998703950.00 998703950.00 0.0034 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.32000000 3130B5GM4 2549001DPIFGXC1TOL40 US3130B5GM40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Standard & Poor's Short Rating A-1+ Fitch Short Rating NR Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Moody's Long Rating Aa1 2025-08-01 2025-10-07 2025-10-07 N N N 0.0438 649993701.50 649993701.50 0.0022 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.44999960 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Fitch Long Rating AA+ Fitch Short Rating F1+ 2025-08-01 2027-02-03 2027-02-03 N N N 0.0451 110040111.50 110040111.50 0.0004 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.39999920 3133ERS36 254900C5LP6DN9OP9V83 US3133ERS363 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Short Rating F1+ Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Fitch Long Rating AA+ 2025-08-01 2026-05-07 2026-05-07 N N N 0.0446 365149409.10 365149409.10 0.0012 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.31499960 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+ 2025-08-01 2025-11-04 2025-11-04 N N N 0.0438 700000301.00 700000301.00 0.0023 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.51000080 3130B4BD2 2549001DPIFGXC1TOL40 US3130B4BD21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aa1 Moody's Short Rating P-1 Fitch Short Rating NR Fitch Long Rating NR Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ 2025-08-01 2026-12-23 2026-12-23 N N N 0.0457 1000479060.00 1000479060.00 0.0034 N N N N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 4.37000000 N/A R0MUWSFPU8MPRO8K5P83 0QK011AP2 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 3142GUZU0 2055-06-01 5 N/A 4049630.32 3958490.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DJF8 2034-08-01 6 N/A 15223719.87 94824.19 Agency Mortgage-Backed Securities 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S6XOOCT0IEG5ABCC6L87 3137HAD29 2031-10-25 4.796 N/A 82510.13 83890.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137BJ6Z1 2045-05-15 3 N/A 382704.26 323796.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWG80 2053-05-01 5 N/A 6647415.31 5617018.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31398NWJ9 2040-10-25 4.86449 N/A 690.14 21.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DND42 2052-05-01 4 N/A 13325.28 9186.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKMG1 2042-10-01 4 N/A 1582.38 278.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPTQ1 2053-02-01 5.5 N/A 16732558.54 12820257.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NBK4 2054-12-01 5 N/A 15335550.62 14427388.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426QQH9 2055-06-01 6.5 N/A 602423.69 625388.61 Agency Mortgage-Backed Securities FEDERAL 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2026-04-25 2.896 N/A 627.95 14.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QAD49 2048-12-01 5.5 N/A 7258719.75 1418848.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414EYN8 2038-07-01 6.745 N/A 11108727.38 202899.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCSN5 2051-01-01 6.526 N/A 129077.55 126054.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQEA7 2040-11-15 2.5 N/A 12817610.15 4324487.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128SGAP5 2035-03-01 4.231 N/A 1184.28 27.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BJRN9 2055-08-01 6 N/A 198374.00 203041.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287VDL1 2032-07-01 6.5 N/A 10257.13 148.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1CY7 2054-04-01 5 N/A 6773.13 6515.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTKC3 2054-06-01 6 N/A 610742.00 614775.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUC0 2052-08-01 4.5 N/A 30481.58 22422.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AWL49 2054-12-01 6 N/A 2776.10 2836.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GMS2 2043-05-01 3.5 N/A 531106.80 32571.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392R3H2 2032-07-15 6.5 N/A 1046.59 37.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NUNB1 2034-02-01 4.76 N/A 22208.80 22485.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142J6BJ1 2055-07-01 5.5 N/A 4318648.29 4316844.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FST5 2055-03-01 5.5 N/A 62116.90 61886.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412ADW1 2036-08-01 6.03 N/A 4110.85 138.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGYT0 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FEDERAL HOME LOAN MOR N/A 31426LWY6 2055-05-01 6.5 N/A 566490.97 589026.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PZC0 2048-12-01 4.5 N/A 807.85 39.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLRL6 2031-09-25 1.53157 N/A 609582.15 286072.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0K35 2053-09-01 5.5 N/A 3792378.02 3132404.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AFGA6 2043-04-25 2.5 N/A 352470.87 402672.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWCZ4 2052-01-01 2 N/A 209873.16 134091.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426QBT9 2055-06-01 6 N/A 39503.90 40222.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128S5BZ6 2040-03-01 6.855 N/A 6758.14 31.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5Q4 2050-04-01 2.5 N/A 555.22 123.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKZQ5 2042-12-01 3 N/A 110400.50 18164.02 Agency Mortgage-Backed Securities Y Moody's Long Rating Aa3 Standard & Poor's Long Rating A+ Fitch Short Rating F1+ Standard & Poor's Short Rating A-1 Fitch Long Rating AA- Moody's Short Rating P-1 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 138805000.00 138805000.00 0.0005 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.42000080 3133ETNS2 254900C5LP6DN9OP9V83 US3133ETNS24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aa1 Standard & Poor's Short Rating A-1+ Fitch Short Rating F1+ Moody's Short Rating P-1 Fitch Long Rating AA+ Standard & Poor's Long Rating AA+ 2025-08-01 2027-06-29 2027-06-29 N N N 0.0448 200086936.00 200086936.00 0.0007 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.00000000 912797QD2 254900HROIFWPRGM1V77 US912797QD26 U.S. Treasury Debt Y Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Moody's Long Rating Aa1 Fitch Short Rating F1+ Standard & Poor's Short Rating A-1+ Fitch Long Rating AA+ 2026-04-16 2026-04-16 2026-04-16 N N N 0.0396 6800500919.90 6800500919.90 0.0228 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 4.38000000 N/A 82VOJDD5PTRDMVVMGV31 0CTG15YA7 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 3138L1GX1 2042-11-01 3.8 N/A 1120000.00 780456.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4JE9 2043-11-01 4 N/A 830000.00 108645.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KWG5 2037-02-01 3.5 N/A 300000.00 52486.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409ARH4 2036-02-01 6.563 N/A 15210000.00 99843.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406MAT3 2035-01-01 6.437 N/A 10213693.00 174126.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYGY1 2035-05-01 4.8 N/A 29266000.00 29502410.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYU72 2041-03-01 2.5 N/A 10786993.00 5678555.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QQQ62 2045-06-01 3.5 N/A 950000.00 256645.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXVU3 2037-06-01 2.5 N/A 4917558.00 4469047.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYVA4 2041-04-01 2.5 N/A 6099250.00 3071573.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F5CP6 2046-12-01 3.5 N/A 2500000.00 613760.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQQS4 2043-04-01 3 N/A 15855000.00 2608790.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GA7 2046-12-01 3 N/A 16453349.00 2930940.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAR1 2037-01-01 1.5 N/A 21703920.00 13263739.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PNM1 2038-11-01 4.5 N/A 2660000.00 368377.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACZG8 2034-12-01 5.5 N/A 2100000.00 65639.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXBX9 2035-06-01 3.5 N/A 85256.00 56528.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAU4 2040-07-01 5.5 N/A 4046228.00 4137641.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWKN3 2035-04-01 2.5 N/A 334194.00 131383.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8HW8 2036-06-01 2 N/A 178751.00 91406.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SNDG7 2036-09-01 2 N/A 1144250.00 819585.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAP73 2045-08-01 3.5 N/A 13500000.00 2791470.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPYN1 2034-10-01 4 N/A 65000.00 59006.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWPH1 2035-10-01 2 N/A 1119237.00 490868.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D55S7 2035-08-01 2 N/A 571000.00 199010.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBE63 2047-01-01 3 N/A 47722537.00 24051748.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWBK0 2034-10-01 4.36 N/A 5321000.00 5193829.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6NU0 2035-08-01 2 N/A 211000.00 89053.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERFK1 2046-08-01 2.896 N/A 10000000.00 1482927.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWV2 2038-04-01 3 N/A 21392966.00 3532751.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWR71 2036-04-01 1.5 N/A 117689.00 52744.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXT69 2037-03-01 2.5 N/A 4446205.00 3947438.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3A0 2038-10-01 4 N/A 98952889.00 10650875.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENYD5 2044-12-01 6.275 N/A 1600000.00 82249.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EU2J7 2046-03-01 6.542 N/A 1000000.00 78246.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTLY3 2034-05-01 3.35 N/A 5382907.00 4893862.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXBY7 2038-08-01 5.5 N/A 100000.00 65965.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KTQ7 2034-10-01 3.5 N/A 1142998.00 115544.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ABCP5 2046-09-01 4.5 N/A 6154926.00 782373.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWS47 2035-09-01 2 N/A 833848.00 412397.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUN8 2038-07-01 6 N/A 125000.00 74728.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAQ3 2040-07-01 3.5 N/A 4566813.00 4391121.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5AU9 2043-06-01 3 N/A 4010535.00 628915.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTYT1 2046-01-01 4 N/A 2770000.00 257645.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418NAB6 2040-04-01 6.697 N/A 5000000.00 66505.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFAN1 2045-04-01 2.5 N/A 3181884.00 1754392.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMC8 2040-06-01 3.5 N/A 119765.00 113566.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WNJ27 2040-07-01 5.5 N/A 3751628.00 3837980.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTB41 2045-08-01 3.5 N/A 3356500.00 537624.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWTB1 2034-11-01 4.7 N/A 6330000.00 6340233.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GEX45 2036-09-01 2 N/A 153576.00 83950.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY5Q8 2045-07-01 5.5 N/A 89461674.00 89175980.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131YAE22 2034-04-01 2.5 N/A 500000.00 78847.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6GK0 2039-05-01 4.5 N/A 2458000.00 1975361.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDN31 2039-12-01 3.5 N/A 9524552.00 677077.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJGV8 2042-04-01 4 N/A 989000.00 106776.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y63F4 2043-12-01 4.5 N/A 400000.00 80313.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5EE1 2045-10-01 3.5 N/A 1975000.00 195419.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHK70 2041-10-01 4.5 N/A 5755795.00 172300.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AA2H6 2046-08-01 3.5 N/A 8082441.00 1491348.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXWF5 2037-02-01 3.5 N/A 8725006.00 8235754.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418M7L0 2040-03-01 6.901 N/A 9216156.00 55799.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WJTJ8 2037-07-01 4 N/A 1358256.00 941406.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8LH4 2038-03-01 4 N/A 23986711.00 7130906.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406GLL1 2035-02-01 6.62 N/A 5165000.00 58508.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31323FAN1 2046-10-15 3 N/A 19790971.00 15201486.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XV5X9 2047-02-01 3.5 N/A 1499000.00 159693.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9WR1 2042-09-01 3 N/A 22866406.00 19901668.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYX79 2042-11-01 5 N/A 395000.00 279692.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LMHB2 2038-02-01 3.56 N/A 2039711.00 1586688.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXB27 2034-09-01 4.5 N/A 2558898.00 1861238.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KX25 2038-02-01 3 N/A 33641392.00 4654041.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FK22 2040-05-01 5.5 N/A 203000.00 197128.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LJWD8 2037-07-01 3.29 N/A 10000000.00 8807636.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XRVV3 2044-12-01 4 N/A 909000.00 137239.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPYE1 2034-09-01 5 N/A 1164000.00 809468.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KUL6 2035-07-01 3.5 N/A 360000.00 51025.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LEN60 2041-12-01 2.41 N/A 1786152.00 1243137.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y6DC0 2041-03-01 4.5 N/A 1500000.00 80001.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QWFX2 2046-03-01 4 N/A 9908145.00 1204403.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAH3 2040-07-01 4 N/A 2059120.00 1998314.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8HX4 2037-09-01 6.678 N/A 857000.00 160131.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAV2 2040-07-01 6 N/A 7175229.00 7405381.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTUP3 2045-12-01 3 N/A 17000000.00 4100254.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XFEC0 2035-08-01 3.5 N/A 11907120.00 2201482.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X55G4 2040-03-01 2.5 N/A 11691938.00 3028484.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GCE24 2036-03-01 1.5 N/A 394730.00 204941.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QB6D5 2034-10-01 3.5 N/A 10636340.00 2762534.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXNE9 2035-02-01 5.17 N/A 1229770.00 1256975.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WMN99 2040-02-01 5 N/A 531201.00 474099.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6N55 2036-05-01 2 N/A 121397.00 64118.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLX3 2045-06-01 5.5 N/A 10618605.00 10497533.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAG65 2036-09-01 3 N/A 200000.00 55843.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6DZ0 2038-02-01 5.5 N/A 90000.00 53784.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNE8 2040-04-01 3 N/A 15000028.00 3330841.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AAA5 2034-10-01 6.732 N/A 3975000.00 192113.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTF47 2045-09-01 4 N/A 1085514.00 133911.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMK87 2043-05-01 3.5 N/A 2000000.00 298173.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJV23 2045-03-01 3.5 N/A 5000000.00 483869.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ARGD0 2041-08-01 7.5 N/A 6603000.00 381786.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DXR5 2035-06-01 7.204 N/A 5646782.00 61357.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9WB7 2047-01-01 3.5 N/A 18577206.00 5531673.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAEC4 2035-05-01 3.5 N/A 37011873.00 4412884.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXK44 2035-01-01 5.19 N/A 4985000.00 5126748.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ET4E3 2046-07-01 6.435 N/A 3000000.00 165217.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNRE5 2043-08-01 3.5 N/A 3430000.00 491221.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D4VK6 2042-05-01 3 N/A 2000000.00 1358186.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQBT8 2045-08-01 7.213 N/A 7350000.00 123386.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JA3K2 2042-08-01 6.676 N/A 590000.00 81548.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9JJ2 2041-12-01 4.5 N/A 12519297.00 1096802.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XECC6 2043-08-01 3.5 N/A 56714543.00 33863329.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KUQ5 2035-09-01 3.5 N/A 1608000.00 199308.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KXS8 2038-01-01 3.5 N/A 550000.00 92732.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY5D7 2045-05-01 5.5 N/A 3871668.00 3841867.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AA5U4 2046-11-01 3.5 N/A 76228656.00 24946820.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENH77 2044-01-01 6.431 N/A 3323278.00 58132.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXBC6 2035-01-01 4.755 N/A 8054759.00 8071637.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWZ31 2037-04-01 2.5 N/A 501000.00 322874.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETNJ1 2046-01-01 6.66 N/A 1000000.00 56085.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JM46 2043-01-01 3 N/A 53698203.00 9755757.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NK56 2047-02-01 4 N/A 2800000.00 488272.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXJB9 2034-07-01 3 N/A 100000.00 69425.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHYF3 2046-09-01 3 N/A 22767768.00 3353924.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NAY5 2047-02-01 3 N/A 1484480.00 1312170.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JPG6 2043-03-01 3 N/A 4000000.00 768693.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYV71 2041-12-01 2 N/A 300000.00 188578.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUX6 2043-07-01 4.5 N/A 2000296.00 1596478.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXDC3 2035-12-01 3.5 N/A 1876587.00 1399981.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GBSF2 2036-01-01 2 N/A 1249755.00 665913.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWS96 2036-03-01 2 N/A 137009.00 73555.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NC48 2045-10-01 4 N/A 10070000.00 983871.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNAJ2 2043-06-01 3.5 N/A 1475000.00 183808.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP2Z6 2045-06-01 3 N/A 10860000.00 2327531.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYSK6 2039-11-01 3 N/A 10208550.00 2083985.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEKD7 2034-06-01 3.5 N/A 577000.00 54296.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XFE55 2035-12-01 3.5 N/A 10435008.00 3777350.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVSP1 2044-12-01 4 N/A 1075000.00 180742.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WNDN7 2040-06-01 3.5 N/A 540089.00 517259.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8AU9 2036-02-01 2 N/A 433806.00 196053.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPYQ4 2034-11-01 5 N/A 279673.00 229830.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8BG7 2044-08-01 4 N/A 6469111.00 1804916.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6FU9 2039-01-01 6 N/A 320447.00 173662.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4P85 2044-10-01 4 N/A 3692000.00 558655.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D54Q2 2035-02-01 2.5 N/A 5901414.00 1149576.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y36L5 2037-06-01 5.55 N/A 3345050.00 167360.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A14C5 2036-03-01 6.5 N/A 2949879.00 65014.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WKG46 2037-09-01 6 N/A 9650000.00 52581.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMHN8 2043-04-01 3.5 N/A 2659500.00 373662.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXPX4 2037-06-01 2.5 N/A 6977949.00 5912774.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XFCT5 2035-04-01 3.5 N/A 11655132.00 1446842.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPZE0 2035-04-01 5.5 N/A 5038791.00 4864857.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J85H9 2043-04-01 3.5 N/A 2000000.00 136235.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404FVB6 2034-04-01 6.455 N/A 6267878.00 64834.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAPE2 2043-03-01 6.587 N/A 700000.00 104747.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDUJ6 2038-10-01 2.15 N/A 19027878.00 13729692.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6N30 2036-02-01 2 N/A 191000.00 104690.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTYV6 2046-01-01 4 N/A 4175000.00 488094.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XRB60 2045-02-01 3.5 N/A 970000.00 271388.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVYJ8 2047-01-01 3.5 N/A 5532691.00 1617406.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPXW2 2034-05-01 5 N/A 563469.00 355963.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNBX0 2043-07-01 4 N/A 400000.00 74185.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HY9 2040-01-01 4 N/A 4104339.00 3738012.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NV4A2 2034-10-01 4.12 N/A 40014135.00 38375929.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292SBK5 2043-05-01 3.5 N/A 1345000.00 150680.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNQE6 2043-08-01 3.5 N/A 1395000.00 258971.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YW2S5 2045-07-01 6.225 N/A 20000000.00 590413.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SNDN2 2036-06-01 2.5 N/A 2879925.00 1985230.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHNA0 2041-10-01 4 N/A 10750765.00 802652.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KUG7 2035-06-01 3 N/A 1700000.00 202875.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPYJ0 2034-10-01 5 N/A 389771.00 309353.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6J76 2040-05-01 6 N/A 728500.00 692137.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9WS9 2041-04-01 3 N/A 2917806.00 2615908.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKF87 2042-09-01 3.5 N/A 690000.00 83266.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286DNN7 2037-11-01 5.5 N/A 825000.00 81784.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GBPK4 2036-02-01 1.5 N/A 7708227.00 4098543.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYWE5 2042-02-01 2 N/A 200000.00 130130.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D55H1 2035-06-01 2 N/A 175000.00 59593.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAQW7 2042-05-01 4.5 N/A 3154507.00 331997.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYTJ0 2035-06-01 4.9 N/A 19645920.00 19878102.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EU6W4 2046-05-01 3 N/A 48338516.00 15142962.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JQW0 2043-12-01 4 N/A 800000.00 53001.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132LVVF0 2043-08-15 3.5 N/A 11018017.00 9010178.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JA3P1 2040-01-01 7.077 N/A 796000.00 201499.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMR5 2045-07-01 5.5 N/A 28183415.00 28135825.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D53W0 2034-09-01 2.5 N/A 1000000.00 134969.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404UDQ0 2034-05-01 6.257 N/A 25000000.00 362027.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYXJ5 2035-07-01 4.63 N/A 24458419.00 24291058.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417U3D5 2040-01-01 6.708 N/A 8212258.00 189607.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D3WF8 2041-02-01 2 N/A 7839286.00 4111563.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133G76Q1 2035-03-01 2.5 N/A 179000.00 60993.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MMY5 2039-10-01 7.394 N/A 3300000.00 52874.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XFG95 2037-01-01 3 N/A 1496672.00 284457.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBEH9 2046-05-01 2 N/A 25000000.00 15244757.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KXH2 2037-11-01 3 N/A 6200000.00 806936.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAP5 2040-07-01 3.5 N/A 12028710.00 11521753.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6GM6 2039-05-01 5.5 N/A 100000.00 72895.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYR84 2039-10-01 3 N/A 15000000.00 2225246.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AARQ9 2045-10-01 3.5 N/A 9680000.00 1788242.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJYN6 2042-08-01 3.5 N/A 2320000.00 194134.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXPZ9 2037-01-01 3.5 N/A 10596006.00 9161442.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYW39 2042-07-01 3 N/A 100000.00 71780.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132FCHC2 2043-08-01 3 N/A 19934105.00 14769332.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8GG4 2036-05-01 2 N/A 492081.00 247203.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACLR9 2046-11-01 3.5 N/A 3550000.00 628767.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETGH3 2046-03-01 6.917 N/A 15000000.00 475668.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6NY2 2036-02-01 2 N/A 474809.00 224240.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SNDD4 2034-06-01 3.5 N/A 374644.00 117536.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LAQN2 2045-07-01 3.98 N/A 1009500.00 834876.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CW4V3 2035-05-01 3 N/A 9000000.00 5758387.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GG4 2047-01-01 4 N/A 2360000.00 346885.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WL6S8 2039-11-01 3.5 N/A 723065.00 669952.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYPZ8 2035-06-01 4.65 N/A 16318000.00 16247555.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406AUA8 2034-12-01 6.143 N/A 9740000.00 104639.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J55F2 2043-09-01 6.705 N/A 11603120.00 538793.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ72 2038-09-01 4 N/A 38009916.00 4165376.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KUHG5 2044-11-01 5 N/A 1237541.00 1198864.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8UP8 2036-12-01 2 N/A 811531.00 478914.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XSAZ5 2045-07-01 4 N/A 8310000.00 625447.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5D69 2045-08-01 3 N/A 22500000.00 3415126.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXWG3 2035-07-01 3 N/A 9852199.00 9354598.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNAF0 2043-06-01 3 N/A 46855477.00 10231428.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HX4D9 2040-03-01 2.4 N/A 1750000.00 1270596.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP6V1 2036-01-01 6.534 N/A 1900000.00 186891.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKAM1 2042-09-01 3 N/A 950000.00 150552.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTR27 2034-05-01 3.435 N/A 5900000.00 5311294.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NX2K8 2035-04-01 4.89 N/A 14974000.00 15219932.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYXD8 2035-07-01 4.63 N/A 43277000.00 42980869.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KWA8 2037-01-01 3 N/A 2050151.00 379525.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D44W0 2045-05-01 5.5 N/A 2608574.00 2621171.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NU2V0 2034-04-01 4.45 N/A 3347811.00 3306526.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4NP9 2044-08-01 4 N/A 890000.00 114760.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTPF1 2045-11-01 3.5 N/A 1750000.00 289735.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5AL9 2043-03-01 3 N/A 625000.00 96202.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYLX7 2035-05-01 4.8 N/A 11508396.00 11601360.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY5K1 2045-06-01 5.5 N/A 34654344.00 34564050.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WKNQ5 2038-04-01 4 N/A 807458.00 562251.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYK4 2038-07-01 4 N/A 24162723.00 2746097.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWTB0 2036-01-01 2 N/A 770285.00 352891.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMFQ3 2043-04-01 3.5 N/A 2447863.00 283421.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NT74 2046-11-01 2.5 N/A 5693781.00 4860698.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FLY1 2045-06-01 6 N/A 355500.00 349276.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYL66 2035-06-01 4.62 N/A 8151000.00 8096233.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XN6Q1 2043-10-01 3.5 N/A 3452551.00 773336.74 Agency Mortgage-Backed Securities FEDERAL HOME 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N/A 3132A5FX8 2046-10-01 3 N/A 372000.00 58525.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXT44 2037-03-01 2 N/A 10749456.00 9329666.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXAU6 2038-05-01 3 N/A 741987.00 548993.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGJG0 2046-01-01 3.5 N/A 3400000.00 565135.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5EN1 2045-12-01 3 N/A 6577095.00 925607.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJN38 2046-12-01 3 N/A 15054507.00 4720801.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WMZE5 2040-04-01 5 N/A 1550092.00 1536915.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y4MK7 2045-01-01 3 N/A 2630000.00 120878.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHWE8 2046-09-01 3 N/A 23387796.00 5040340.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31377U5M1 2038-09-01 3.88 N/A 9931613.00 8682236.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6JU5 2040-02-01 6.5 N/A 1318427.00 1156305.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYXB2 2035-07-01 4.63 N/A 56030000.00 55646605.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WKQC7 2037-11-01 6 N/A 7113717.00 272317.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYNB3 2035-06-01 4.42 N/A 18996000.00 18564132.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6A67 2036-11-01 2.5 N/A 529386.00 280054.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTR28 2039-10-01 4.5 N/A 819000.00 84760.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6AH3 2036-06-01 2.5 N/A 119000.00 54942.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D56E7 2035-10-01 2 N/A 500000.00 197673.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D57D8 2036-03-01 1.5 N/A 554970.00 283098.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXGT4 2035-01-01 4.57 N/A 189000.00 186879.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XR6S8 2045-07-01 3 N/A 2665878.00 412013.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HX1 2039-12-01 4 N/A 4205591.00 3782946.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XUAB3 2046-03-01 4 N/A 3375000.00 399796.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTFY0 2034-05-01 3.59 N/A 3039627.00 2815186.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6EU0 2038-08-01 5 N/A 100000.00 67383.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAX58 2046-04-01 4 N/A 117000000.00 18530366.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QB6E3 2034-11-01 3.5 N/A 22163712.00 5769739.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWDJ0 2034-10-01 2.5 N/A 1600000.00 391948.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQJ49 2044-08-01 3.5 N/A 1150000.00 185604.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVXB6 2047-01-01 3 N/A 300000.00 85404.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FQM3 2043-02-01 3 N/A 10000000.00 2155559.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS5G3 2045-05-01 4 N/A 14055049.00 11765929.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AH59 2039-01-01 6.523 N/A 2878351.00 154098.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9B86 2035-05-01 3.5 N/A 452163.00 150927.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XSCQ3 2045-08-01 3.5 N/A 5502000.00 555916.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWN84 2034-11-01 4.57 N/A 2135000.00 2119724.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAF7 2040-06-01 3.5 N/A 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174209.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXVV1 2037-03-01 2 N/A 4500419.00 4017016.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HUZR0 2044-09-01 3.01 N/A 213315.00 153348.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412UU99 2039-11-01 6.375 N/A 13084467.00 207919.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XRV84 2045-06-01 4 N/A 2800000.00 559226.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXTY8 2037-02-01 1.5 N/A 59688795.00 50781082.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMC5 2035-06-01 3.5 N/A 1028959.00 223672.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYVY2 2041-10-01 2 N/A 1450000.00 896151.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQMU3 2043-04-01 3.5 N/A 5500000.00 1292138.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XG6J2 2041-08-01 4.5 N/A 3693283.00 126415.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGHT4 2046-01-01 3.5 N/A 3500000.00 748955.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4GH5 2043-08-01 3.5 N/A 2705000.00 350694.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWC9 2041-12-01 3 N/A 6245260.00 3794918.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5UX5 2037-07-01 4 N/A 9457656.00 1758540.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WF4G1 2046-08-01 3.5 N/A 38400000.00 5368116.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXBJ1 2035-01-01 4.885 N/A 4082580.00 4122249.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVCB9 2046-10-01 3 N/A 3500000.00 1032920.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVB48 2034-05-01 5.12 N/A 4010000.00 4116440.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WKL38 2038-04-01 4.5 N/A 1110374.00 555248.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AYM3 2040-12-01 4 N/A 10120588.00 1069056.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5DP7 2045-04-01 3.5 N/A 3880000.00 370733.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QVJT9 2046-01-01 3.5 N/A 434000.00 84246.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WNGV0 2037-07-01 5 N/A 2589817.00 259942.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY5U9 2045-07-01 5.5 N/A 511688.00 517164.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELHY2 2043-02-01 6.494 N/A 5000000.00 183766.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBTW0 2036-06-01 2 N/A 19492000.00 10552984.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQZ59 2040-12-01 4 N/A 15355491.00 982939.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HUH58 2034-06-01 3.37 N/A 4203551.00 3839285.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HSNV9 2044-01-01 4.75 N/A 878832.00 741222.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAYF5 2042-02-01 5 N/A 628405.00 76328.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYAF8 2035-04-01 4.53 N/A 20457000.00 20158634.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417VQE6 2040-01-01 6.69 N/A 20483000.00 68851.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6AD2 2036-05-01 2.5 N/A 650000.00 285297.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6A91 2036-12-01 2 N/A 281000.00 165211.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHY97 2039-09-01 6.76 N/A 3575000.00 147379.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPZF7 2035-04-01 4.5 N/A 731041.00 699524.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WRAW5 2040-12-01 4.5 N/A 1978000.00 97098.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAR55 2045-10-01 4 N/A 94000000.00 15527790.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FL39 2040-06-01 5 N/A 101000.00 99469.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8HL0 2045-08-01 6.552 N/A 800000.00 101102.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KVE1 2036-04-01 4 N/A 1207000.00 198962.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GEL97 2036-08-01 2 N/A 240000.00 118026.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NYG39 2035-05-01 5.22 N/A 9555000.00 9847125.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132FCJK2 2043-12-15 3.5 N/A 11137461.00 9427392.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAEK2 2038-12-01 4.5 N/A 10023583.00 3116325.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVCJ4 2034-05-01 5.33 N/A 5345000.00 5556344.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAD2 2040-06-01 5.5 N/A 98679.00 97048.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPHH0 2043-09-01 6.666 N/A 5250000.00 201701.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAR1 2040-07-01 4 N/A 3813516.00 3715254.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETX68 2045-02-01 6.78 N/A 6400000.00 195155.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JL70 2042-09-01 3.5 N/A 1800000.00 225774.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMSD8 2043-05-01 3.5 N/A 3638332.00 510120.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XLPY7 2043-02-01 3 N/A 36265751.00 6356023.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132H5BQ0 2042-12-01 3.5 N/A 66958078.00 5858953.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWKJ2 2035-03-01 3 N/A 501000.00 154011.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D56P2 2035-12-01 1.5 N/A 151057.00 70259.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBCR5 2043-08-01 6.51 N/A 2100000.00 170977.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAYY4 2046-02-01 4 N/A 655000.00 78581.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5D77 2045-08-01 3.5 N/A 2503000.00 246081.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWSB1 2036-04-01 1.5 N/A 587007.00 283361.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GA7D2 2035-12-01 2 N/A 366112.00 181371.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEKJ7 2045-04-01 3.5 N/A 11718236.00 1603936.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6JN1 2040-03-01 4 N/A 3849214.00 3482562.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5E84 2046-04-01 3.5 N/A 7730194.00 817507.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWJU0 2034-10-01 4.42 N/A 17043019.00 16687336.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329LK76 2045-05-01 3 N/A 2250000.00 144414.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSG89 2041-08-01 5.5 N/A 1530320.00 1298145.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXLF7 2037-01-01 2 N/A 760000.00 600028.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9BT0 2040-02-01 3 N/A 27385756.00 9519855.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6JL5 2040-02-01 3.5 N/A 258264.00 238746.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAK6 2040-07-01 5 N/A 296339.00 295558.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWHE7 2035-01-01 2.5 N/A 454617.00 124543.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5EK7 2045-11-01 3.5 N/A 5100000.00 535389.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DVS5 2036-09-01 7.186 N/A 6800000.00 116429.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HH6 2039-10-01 4 N/A 484918.00 418318.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9CG4 2045-12-01 6.46 N/A 1666000.00 97104.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J6WC4 2043-02-01 3.5 N/A 403299.00 64312.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9QA5 2043-07-01 3.5 N/A 27313379.00 22288380.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AALF9 2038-02-01 3 N/A 500000.00 115160.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8QX4 2038-05-01 3.5 N/A 14502159.00 3196037.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138L8ZB3 2045-06-01 3.77 N/A 1000000.00 736975.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVS65 2034-07-01 4.485 N/A 48426000.00 47875372.17 Agency Mortgage-Backed Securities 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FEDERAL HOME LOAN MOR N/A 3133KY4Z9 2045-04-01 5 N/A 219059.00 209877.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5FS9 2046-09-01 3 N/A 1633854.00 253806.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8SH9 2036-10-01 1.5 N/A 9655831.00 5462848.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WQE3 2040-08-01 7.54 N/A 6776000.00 95516.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAM35 2043-07-01 3.5 N/A 1355000.00 218655.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYSQ3 2040-01-01 3 N/A 37000000.00 7661749.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4Y72 2036-08-01 5.5 N/A 4294000.00 51816.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133G9LW7 2035-08-01 2 N/A 289000.00 117907.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y6RQ4 2042-10-01 4 N/A 1100000.00 126151.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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242915.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3FP0 2039-01-01 5.5 N/A 73300000.00 1648869.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8PA7 2036-09-01 2 N/A 124742039.00 70479454.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMLD5 2043-05-01 3.5 N/A 2125000.00 230863.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHFX9 2041-09-01 4 N/A 4311000.00 217556.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVUK9 2046-08-01 4 N/A 3575000.00 717320.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WLTW8 2037-08-01 5 N/A 3807678.00 77348.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JRC3 2045-02-01 4 N/A 1480000.00 66031.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAW67 2046-03-01 3 N/A 710000.00 168379.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419BAZ8 2040-10-01 7.28 N/A 18258000.00 52149.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXRV6 2037-04-01 2 N/A 460282.00 395145.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X63B5 2035-05-01 3.5 N/A 19497672.00 5370210.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMZ40 2043-06-01 3.5 N/A 2000000.00 340686.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYUP2 2040-12-01 2 N/A 11025000.00 5771713.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D57B2 2036-02-01 2.5 N/A 365000.00 137434.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7PH2 2037-04-01 4 N/A 8811963.00 2530711.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEV94 2046-12-15 3 N/A 2044886.00 1614396.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5EJ0 2045-11-01 3 N/A 4000000.00 564817.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411FJU9 2037-01-01 6.732 N/A 4827117.00 64032.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLDW5 2043-05-01 5 N/A 9810718.00 7467781.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ET3V6 2046-07-01 2.696 N/A 15000000.00 2275204.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5DM4 2045-03-01 4 N/A 8948000.00 759580.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY5T2 2045-07-01 5 N/A 500346.00 498300.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWJT3 2034-10-01 4.42 N/A 19983935.00 19566876.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPGK4 2045-03-01 6.883 N/A 3250000.00 92749.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY5E5 2045-05-01 6 N/A 1983772.00 1998180.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D57A4 2036-02-01 2 N/A 574752.00 272929.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXWH1 2037-03-01 2 N/A 4354443.00 3953897.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XV3J2 2047-02-01 4 N/A 3810000.00 734579.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY5L9 2045-06-01 6 N/A 1215800.00 1210004.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6B58 2037-06-01 3 N/A 225000.00 144808.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XGX86 2036-07-01 5 N/A 760000.00 81263.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138L9L67 2045-05-01 3.45 N/A 1000000.00 821843.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WMC83 2039-12-01 4 N/A 122315.00 106101.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMF91 2043-04-01 3.5 N/A 5650000.00 912366.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XV6R1 2047-02-01 3.5 N/A 5356312.00 1465491.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FJ65 2040-04-01 5.5 N/A 5300359.00 4943324.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XGEM6 2034-10-01 5.5 N/A 4781591.00 93043.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GEGP7 2036-08-01 2 N/A 500000.00 289020.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XRBP8 2045-02-01 3.5 N/A 4805000.00 845745.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J74E2 2045-05-01 6.36 N/A 9814000.00 950343.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y6XF1 2043-04-01 4 N/A 400000.00 71741.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6JQ4 2040-03-01 5 N/A 147687.00 138231.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LBQD8 2041-03-01 2.15 N/A 1159807.00 792428.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KV68 2036-11-01 2.5 N/A 300000.00 55337.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6BY5 2037-05-01 3 N/A 604417.00 386895.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XG7B8 2041-08-01 4.5 N/A 1711327.00 153619.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GB2A1 2036-02-01 2 N/A 12646538.00 5708640.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAKN3 2037-10-01 4 N/A 310000.00 60048.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9X82 2041-11-01 2 N/A 3069364.00 2603745.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NUVU0 2034-03-01 5.12 N/A 1000.00 1024.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CX6 2037-09-01 4.5 N/A 200000.00 119585.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YUF48 2045-09-01 7.267 N/A 15000000.00 248395.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXWJ7 2037-03-01 2 N/A 5327523.00 4778629.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVSK2 2045-01-01 3.5 N/A 6105000.00 1055293.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132JADY8 2043-06-01 3.5 N/A 659760.00 131317.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GL3 2047-02-01 3 N/A 1293138.00 266809.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNBY8 2043-07-01 4 N/A 700000.00 110318.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXBG7 2035-01-01 4.755 N/A 967000.00 964719.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J69 2045-08-01 4 N/A 26380267.00 7707789.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D56J6 2035-11-01 1.5 N/A 420783.00 185242.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329MAA8 2043-08-01 4 N/A 500000.00 68393.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CW5Q3 2037-07-01 3 N/A 1100000.00 725354.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACSR2 2046-08-01 3.5 N/A 232645000.00 50793865.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LCF89 2036-06-01 2.07 N/A 5420000.00 4282515.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY4H9 2044-12-01 5 N/A 546427.00 508218.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERLK4 2038-07-01 6.777 N/A 2471000.00 123522.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NV4L8 2034-09-01 4.38 N/A 29120000.00 28578600.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFCK7 2040-07-01 5.5 N/A 1480046.00 1515688.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GBLD4 2036-01-01 2 N/A 816366.00 348635.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNAH6 2043-06-01 3.5 N/A 4800000.00 448254.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2LS9 2035-03-01 7 N/A 3019142.00 69502.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KUJG3 2045-01-01 5 N/A 1193661.00 1184684.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXPY2 2036-06-01 2 N/A 3938636.00 3275167.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNJX0 2038-05-01 3.56 N/A 13639985.00 11807393.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYVS5 2041-09-01 2 N/A 200000.00 121791.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GBN67 2036-01-01 1.5 N/A 16188889.00 8133616.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EREY2 2046-01-01 6.544 N/A 1808000.00 110443.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4Q76 2045-01-01 3.5 N/A 2071000.00 301487.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWA3 2042-01-01 2 N/A 200000.00 128977.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6NT3 2035-08-01 2 N/A 585000.00 248864.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GE9 2047-01-01 3 N/A 8764931.00 1645024.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WLRY6 2035-05-01 5 N/A 21954216.00 890112.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETNA0 2046-04-01 3.136 N/A 14999000.00 1532286.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACNN6 2046-10-01 4 N/A 1500000.00 295712.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADME5 2046-01-01 3 N/A 14144000.00 4671684.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6H86 2039-12-01 3.5 N/A 567917.00 512462.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D44M2 2045-02-01 5.5 N/A 1030286.00 896035.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVN52 2034-07-01 4.74 N/A 7717000.00 7770478.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XR7K4 2045-07-01 3.5 N/A 9455159.00 2595734.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMFL4 2043-04-01 3.5 N/A 4325000.00 749021.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXBV3 2037-06-01 3 N/A 700000.00 484790.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XGY36 2041-07-01 4.5 N/A 1492526.00 90656.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWJB1 2034-06-01 4 N/A 3495503.00 118192.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWH40 2034-10-01 4.19 N/A 23798900.00 22880230.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XLVF1 2043-02-01 3.5 N/A 2925000.00 802195.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWRZ0 2034-11-01 5.01 N/A 800000.00 811798.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KVR2 2036-09-01 3 N/A 2000000.00 325505.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XFGQ7 2036-11-01 3 N/A 1195000.00 243870.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBN85 2046-05-01 6.619 N/A 248539.00 63802.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XG5K0 2041-07-01 4.5 N/A 12857500.00 1497824.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AASR6 2045-10-01 4 N/A 4000000.00 791383.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9DL5 2034-11-01 3.5 N/A 1681566.00 567553.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAE0 2040-06-01 6 N/A 1612813.00 1549118.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACSS0 2046-10-01 3 N/A 8975000.00 2251767.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AD7M4 2034-03-01 4 N/A 13366.00 1271.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQT55 2044-11-01 3.5 N/A 3005000.00 488826.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6NS5 2035-08-01 2 N/A 139000.00 58959.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6DK3 2038-01-01 5 N/A 100000.00 61973.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XPY77 2044-04-01 4 N/A 1000000.00 202449.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D4R39 2042-03-01 2.5 N/A 2685000.00 1843760.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKJ63 2042-10-01 6.708 N/A 7400000.00 348968.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9AX9 2038-08-01 4 N/A 8546429.00 1512325.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132LVVG8 2043-11-15 3.5 N/A 20063675.00 16893755.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D57L0 2036-04-01 2.5 N/A 257000.00 99312.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NXBE2 2035-01-01 4.885 N/A 2400000.00 2421549.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKGL7 2042-09-01 3.5 N/A 4580000.00 611085.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWVR2 2037-01-01 3.5 N/A 6426118.00 3313213.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAM2 2040-07-01 6 N/A 2166823.00 2203513.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPML5 2045-04-01 6.512 N/A 15000000.00 676940.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXGH9 2036-12-01 2 N/A 2284391.00 1720942.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACCB4 2041-05-01 5 N/A 512000.00 106654.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XQKH8 2044-08-01 4.5 N/A 2805554.00 67478.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6BE9 2037-01-01 2 N/A 952295.00 570090.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNPB3 2043-07-01 3.5 N/A 2046222.00 502210.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WMEG3 2039-12-01 4.5 N/A 1292057.00 1183887.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9X74 2041-12-01 2 N/A 3119962.00 2649826.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J2UD6 2041-02-01 1.98 N/A 1600767.00 1069597.29 Agency 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2055-05-01 6 N/A 2208756.00 2080046.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283NB76 2035-01-01 5 N/A 4208.00 159.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTU99 2054-08-01 5.5 N/A 11026215.00 9512641.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XXNS4 2048-03-01 3.5 N/A 2059771.00 331163.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW30 2053-10-01 5.5 N/A 1650000.00 1393579.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CACY4 2053-08-01 6 N/A 1060302.00 811219.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTJY5 2042-05-01 3.5 N/A 103004740.00 7949708.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHVQ1 2055-01-25 5.65001 N/A 8011287.00 7143895.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137HJGF8 2055-02-25 5.35001 N/A 10000000.00 9240412.77 Agency Debentures and Agency Strips FEDERAL NATIONAL 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(REPO) CITIGROUP GLOBAL MARKETS INC. 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2450000000.00 0.0082 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.37000000 3130B4HW4 2549001DPIFGXC1TOL40 US3130B4HW48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Fitch Long Rating NR Fitch Short Rating NR Standard & Poor's Long Rating AA+ 2026-02-06 2026-02-06 2026-02-06 N N N 0.0428 861382156.58 861382156.58 0.0029 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.50000000 91282CBQ3 254900HROIFWPRGM1V77 US91282CBQ33 U.S. Treasury Debt Y Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Fitch Short Rating F1+ Fitch Long Rating AA+ 2026-02-28 2026-02-28 2026-02-28 N N N 0.0420 489062500.00 489062500.00 0.0016 N Y Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. 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1270546.00 1322859.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMM4 2053-06-01 5 N/A 3458568.00 2829610.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0P74 2055-01-01 5.5 N/A 1428508.00 1401442.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31323ECD4 2045-08-01 3.5 N/A 6357624.00 935952.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JW5L5 2055-03-20 6.5 N/A 1391160.00 1442084.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVUX4 2052-08-01 2.5 N/A 2443884.00 1841159.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L96F5 2055-07-20 6 N/A 1807330.00 1860792.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMYM1 2051-07-01 2 N/A 2616740.00 1498821.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8UW3 2036-12-01 1.5 N/A 30000.00 17481.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XAUL3 2029-09-01 4 N/A 1260288.00 49417.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JCK3 2055-04-01 6.5 N/A 2301944.00 2401647.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WHXG7 2036-06-01 6 N/A 869950.00 9107.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JEJH9 2055-01-20 5.5 N/A 494749.00 494965.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLQR3 2053-06-01 5 N/A 8398032.00 7235820.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRCD5 2047-02-01 3.5 N/A 31789152.00 27029052.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618LEBR2 2055-07-20 6 N/A 10006544.00 10302547.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L2U63 2055-06-20 6.5 N/A 4977616.00 5212014.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NRYL1 2062-10-15 2.9 N/A 6179999.00 5260885.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTFL9 2045-09-01 4 N/A 573000.00 49770.92 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1ES2 2053-10-01 6 N/A 8757680.00 6881531.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KAU58 2055-02-20 5.5 N/A 3228280.00 3237749.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WHDE2 2064-06-15 2.79 N/A 43563.00 36041.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426BGW0 2055-02-01 6.5 N/A 1338960.00 559020.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F0WT4 2058-01-15 4.1 N/A 5450000.00 5026544.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPVR7 2053-07-01 2 N/A 1195000.00 872137.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHDR3 2040-05-01 4 N/A 1518050.00 673267.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9EC5 2050-11-01 4 N/A 1115000.00 342483.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426LEM2 2055-04-01 6.5 N/A 4022088.00 4192382.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEB39 2049-04-01 4.5 N/A 2385100.00 391783.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHLV6 2055-03-20 5.5 N/A 21209080.00 21297807.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFX68 2045-11-01 3.5 N/A 2220000.00 367173.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6S27 2055-06-01 6 N/A 143192576.00 146341109.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411DAA7 2036-11-01 6 N/A 1000000.00 20798.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HSWP9 2036-11-01 3.5 N/A 1212500.00 320949.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NSVE6 2055-07-20 5.5 N/A 1159640.00 1172576.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L9P23 2055-07-20 6 N/A 2065604.00 2116880.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426KD94 2055-04-01 6 N/A 3959352.00 4055225.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9A34 2043-07-01 3.5 N/A 1159840.00 132248.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7KL0 2053-07-01 5 N/A 1005830.00 822598.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFVH9 2050-05-01 3.5 N/A 4462200.00 1242761.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4EF7 2055-05-20 5.5 N/A 6345032.00 6393388.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MPA3 2052-02-01 2 N/A 39201000.00 30033193.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHLP5 2046-07-01 3 N/A 3200000.00 715971.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQG42 2053-04-01 5.5 N/A 1700000.00 1407936.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J85 2045-04-01 4 N/A 40027584.00 10565361.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CNT7 2047-08-01 4.5 N/A 4105976.00 492210.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERPS3 2046-10-01 3 N/A 1368000.00 351523.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMH5 2053-02-01 4 N/A 3800000.00 2847899.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBG60 2052-05-01 3 N/A 11750000.00 7859233.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y1WR7 2048-06-01 4.5 N/A 1863250.00 410873.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3W82 2053-11-01 6.5 N/A 3610924.00 2210296.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X63C3 2048-04-01 2.5 N/A 11116000.00 3078566.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YYW8 2054-06-20 5.5 N/A 289187840.00 267019007.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXC70 2055-06-01 6 N/A 2437416.00 2526754.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRUV3 2054-07-01 6 N/A 2465944.00 2148424.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPNL7 2052-06-01 2 N/A 478814.00 318244.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APPK4 2054-08-01 6 N/A 3118348.00 3175130.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WGVL8 2046-09-01 3 N/A 1810000.00 426307.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2S8 2047-10-01 3.5 N/A 1103000.00 137704.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339U4S6 2049-11-01 3.5 N/A 3994992.00 1468383.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KPCX4 2055-04-20 6 N/A 30386176.00 31193549.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KASX0 2055-02-20 5 N/A 3178264.00 3073372.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0JT0 2053-09-01 6 N/A 2363000.00 2139382.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ECTL7 2027-03-01 3.5 N/A 5979472.00 59466.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GMG7 2055-04-01 6.5 N/A 1839462.00 1916805.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNNW9 2052-07-01 5 N/A 1990000.00 1502040.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGKE7 2049-08-01 4 N/A 10882000.00 1872528.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLUC1 2053-06-01 5.5 N/A 695778.00 520751.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426RBV2 2055-06-01 6.5 N/A 1254050.00 1307108.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292SAX8 2042-12-01 3 N/A 130000.00 19569.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B25R1 2055-04-01 6.5 N/A 1770204.00 1835797.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L0RP9 2055-05-20 5.5 N/A 7538256.00 7574212.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQC47 2040-06-01 5.5 N/A 4604128.00 119499.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38378DPV1 2042-03-20 3 N/A 290000.00 344889.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AF6M3 2054-08-01 5.5 N/A 5050000.00 4393478.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWPH1 2035-10-01 2 N/A 1503000.00 659177.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GHZT1 2055-05-20 5.5 N/A 1644068.00 1654739.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSG8 2050-08-01 4.5 N/A 98000.00 15297.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRA5 2044-09-01 3.5 N/A 4015792.00 1850975.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBP7 2051-05-01 2 N/A 6849360.00 3960465.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHTQ2 2052-03-01 3.5 N/A 4698336.00 3418333.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426UHV9 2055-07-01 6.5 N/A 1001450.00 1043289.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JRW1 2055-03-01 6 N/A 6528500.00 6736450.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUDM5 2044-02-01 6 N/A 6156112.00 5341843.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413DKD8 2037-08-01 6.5 N/A 3007170.00 13280.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAJL8 2053-01-01 6 N/A 6890224.00 5087177.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCPF9 2036-09-01 2 N/A 90000.00 50222.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CY40 2055-02-01 6 N/A 1274412.00 1284220.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426J3J6 2055-04-01 6 N/A 2334312.00 2379952.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6R1 2050-06-01 2 N/A 4100000.00 1734253.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCDM5 2053-08-01 5.5 N/A 1887338.00 1419394.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XXX71 2047-09-01 4.5 N/A 16398592.00 1993534.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VXX3 2050-11-20 2 N/A 54785920.00 26158062.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNGN7 2046-09-01 4 N/A 6158784.00 3510390.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYY1 2035-02-01 5.5 N/A 76420480.00 691841.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F43J3 2046-05-01 4 N/A 901477.00 74025.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWA3 2042-01-01 2 N/A 10589500.00 6829033.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5F78 2053-11-01 5.5 N/A 1338564.00 1051840.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NJNF2 2055-03-20 6 N/A 321857.00 329840.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GE90 2035-11-01 6 N/A 39143680.00 649515.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133APUF4 2051-08-01 2.5 N/A 767740.00 462367.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJE4 2053-09-01 5 N/A 8711680.00 7539409.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5QG1 2038-06-01 4.5 N/A 9377504.00 2893289.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GPKV9 2047-06-01 4 N/A 4006984.00 568290.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YXC89 2058-06-15 4.82 N/A 4500000.00 4376374.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPKU1 2052-12-01 3.5 N/A 1015000.00 775712.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AB93 2054-10-20 5 N/A 76063.00 72359.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRDV2 2043-01-01 5 N/A 2739008.00 1975987.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKV72 2049-12-01 4 N/A 33033216.00 24814498.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQXY8 2040-11-01 4 N/A 481194.00 36723.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W0H32 2048-05-01 4.5 N/A 20532704.00 18717615.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335AJQ2 2044-01-01 3.5 N/A 3635000.00 792455.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMP47 2054-09-01 6.5 N/A 1019272.00 439313.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132G7H73 2033-03-01 3 N/A 1200000.00 135568.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNS78 2052-04-01 3 N/A 1025000.00 741434.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HUQ5 2033-02-01 6 N/A 107664000.00 545849.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179U6U1 2049-11-20 3 N/A 9323000.00 1546481.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PRJ4 2048-11-01 4 N/A 5113000.00 577238.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLY81 2055-04-20 6.5 N/A 2245936.00 2345893.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT7D6 2054-09-01 5.5 N/A 41978640.00 39016675.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASU71 2054-10-01 6 N/A 1742250.00 1768138.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NN63 2055-05-01 6 N/A 3585452.00 3688613.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LKPK7 2032-09-01 3.18 N/A 5000000.00 4605450.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YACD8 2057-09-15 3.59 N/A 5278000.00 4707288.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38380P2Q6 2063-03-16 1.15 N/A 25000000.00 16378354.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140MEVH6 2055-04-01 6.5 N/A 13317184.00 13562943.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JCH0 2055-04-01 6.5 N/A 1815094.00 1896585.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426K5A0 2055-03-01 6 N/A 1002646.00 538275.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426USX3 2055-08-01 6 N/A 2583020.00 2646404.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY4R7 2045-02-01 4.5 N/A 1159720.00 1101229.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFRT0 2052-01-01 2 N/A 753000.00 442415.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTZG8 2054-07-01 6 N/A 253686.00 233187.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QTAC0 2045-09-01 3.5 N/A 39000.00 8318.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YACC0 2057-09-15 3.59 N/A 4636700.00 4135332.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXV7 2053-11-01 6 N/A 50000.00 40000.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W92G4 2043-10-01 3 N/A 1067000.00 186331.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CEZ5 2039-05-01 4.5 N/A 14692220.00 734681.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2G8 2048-09-01 4.5 N/A 450000.00 18331.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0UF3 2055-04-01 6 N/A 12100720.00 11930398.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WF2K4 2046-08-01 3.5 N/A 3696388.00 732777.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHR20 2031-08-01 2.5 N/A 125000.00 18164.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BDCN8 2055-06-01 6 N/A 4870720.00 4991014.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHKA9 2046-07-01 3 N/A 1925130.00 606879.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KGRN0 2055-02-20 6.5 N/A 3369236.00 3281570.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CLQ7 2035-01-01 7 N/A 47700608.00 1384489.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KRA4 2032-11-01 3 N/A 20000000.00 2028891.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381T2E4 2049-04-20 3 N/A 154000.00 30456.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31329KQ80 2032-10-01 3 N/A 25000000.00 2457430.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAS3 2053-07-20 5.5 N/A 490000000.00 395796323.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AUP1 2043-07-01 3 N/A 2900000.00 440881.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NN2Z2 2055-03-20 6.5 N/A 1116720.00 1169390.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FMG9 2055-07-01 4.5 N/A 494392.00 468637.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVBG8 2044-08-01 5 N/A 5016424.00 4446084.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CC2T2 2053-09-01 5.5 N/A 72373.00 71233.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W92A7 2028-10-01 3.5 N/A 277116.00 11068.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KWT7 2037-05-01 3.5 N/A 7235048.00 978073.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNS60 2052-04-01 3 N/A 22694.00 15243.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KHFZ4 2055-02-20 6 N/A 3397452.00 3480688.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMFW9 2036-10-01 2 N/A 1867894.00 1204064.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9CF4 2055-05-01 6.5 N/A 2800804.00 2924362.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J5XD1 2054-09-20 6 N/A 499272.00 511122.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRRM9 2037-05-01 2.5 N/A 1930000.00 1609449.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KEKY8 2055-03-20 5.5 N/A 5000.00 5056.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M3V31 2051-10-01 3 N/A 1063520.00 413873.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381ERV2 2058-01-16 1.75 N/A 200000.00 141736.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618NNKS8 2055-07-20 6.5 N/A 2136296.00 2234502.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MW65 2055-04-01 6.5 N/A 2378492.00 2473161.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142JCAJ9 2040-07-01 4.5 N/A 250191.00 245853.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K4LV0 2050-04-01 4.5 N/A 1381174.00 717889.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9BH2 2043-07-01 3 N/A 1258000.00 183999.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJ3K8 2053-07-01 5.5 N/A 527425.00 514823.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAM68 2045-02-01 4.5 N/A 3375000.00 398333.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NRGQ8 2060-05-15 5.44 N/A 7840000.00 8037232.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVLD4 2054-10-01 5.5 N/A 1405000.00 1345523.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JNZA6 2054-11-20 5.5 N/A 1506560.00 1515881.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426GR56 2055-04-01 6.5 N/A 1322624.00 1386803.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMPQ2 2055-05-20 7.5 N/A 3478760.00 3766248.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KG4U9 2049-11-01 4 N/A 1683000.00 277159.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KC3G0 2055-01-20 6 N/A 689243.00 704796.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DVX8 2042-11-01 3.5 N/A 27150000.00 4008328.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YHT4 2053-09-20 6 N/A 152112.00 106755.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHB71 2037-05-01 3 N/A 3318572.00 2045505.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KFJB7 2055-04-20 6.5 N/A 2653576.00 2763314.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5CJ2 2044-07-01 4 N/A 1167474.00 77164.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132H7BY9 2043-06-01 4 N/A 1700000.00 237451.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKU6 2054-03-01 5 N/A 12319408.00 10823490.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8HK6 2048-10-01 4 N/A 1975000.00 467049.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLRD8 2055-03-20 6 N/A 1078180.00 1111335.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XZQF1 2044-08-01 3.5 N/A 100000.00 10572.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B7L35 2055-07-01 6.5 N/A 1689476.00 1755337.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XFJG6 2037-05-01 4 N/A 1004370.00 145392.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASWP9 2054-11-01 4.5 N/A 1492326.00 1412806.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WN3X0 2040-03-01 5 N/A 421518.00 33980.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JQMS4 2054-11-20 6.5 N/A 1772866.00 1837389.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381W2X5 2049-07-20 2.5 N/A 365000.00 145030.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ASLF3 2055-03-01 6 N/A 9979968.00 10125004.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BADW3 2055-05-01 6.5 N/A 9358992.00 9708042.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426CNF7 2055-02-01 6.5 N/A 1646238.00 1710431.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJQG6 2036-12-01 3 N/A 2493000.00 432511.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B9A82 2055-05-01 6 N/A 8417632.00 8611367.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NNLD0 2055-07-20 5.5 N/A 2470904.00 2491942.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FURS6 2062-08-20 5.5 N/A 12236976.00 5944274.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KRNS9 2055-06-20 7 N/A 2514468.00 2679006.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38380AKK2 2046-09-20 3 N/A 384500.00 372961.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618L4LF9 2055-06-20 6 N/A 4414280.00 4559020.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTND7 2054-08-01 6.5 N/A 2962480.00 3044829.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38379MWF7 2041-11-20 1.8 N/A 11378928.00 910736.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38380AAT4 2046-08-20 3.5 N/A 150000.00 138466.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DPY36 2052-10-01 4 N/A 4406600.00 3264560.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31302US20 2047-11-01 5.5 N/A 11370032.00 317865.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEJD9 2048-06-01 4 N/A 26757088.00 9991844.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQRJ6 2054-08-01 6 N/A 818489.00 826623.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426AH68 2055-01-01 6 N/A 3122124.00 3184631.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418A3V8 2043-11-01 4.5 N/A 1360000.00 214434.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WLS5 2051-06-20 4 N/A 420730.00 208763.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DQ39 2055-03-01 6 N/A 1653614.00 1690577.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PEF6 2043-03-01 4 N/A 51057984.00 10984838.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3K68 2055-03-01 6 N/A 304623.00 311305.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSF72 2054-01-01 6.5 N/A 19566784.00 16904570.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GYN59 2060-06-15 5.84 N/A 3929140.00 4133635.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A6D40 2050-05-01 3.5 N/A 1057570.00 312770.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KYZS1 2055-05-20 6 N/A 291843.00 299925.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ4J4 2054-07-01 6 N/A 4431200.00 4198970.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AJJW4 2051-04-01 3.5 N/A 1083634.00 581508.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAL6 2034-03-01 3.5 N/A 70000.00 5562.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5AY5 2054-10-20 3.5 N/A 31521056.00 27964978.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6A26 2036-07-01 3 N/A 3575000.00 1505709.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177JY29 2055-07-20 6 N/A 1463010.00 1506287.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6BM2 2034-02-01 3 N/A 1512000.00 286500.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JQTZ1 2054-10-20 6.5 N/A 1142240.00 1183287.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9RK2 2033-11-01 3 N/A 2332796.00 1664323.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY4W6 2045-03-01 5.5 N/A 566058.00 554344.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L9PY3 2055-07-20 6 N/A 16666460.00 17080188.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5L23 2032-06-01 3.5 N/A 50000000.00 7677669.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ER85 2053-05-01 5.5 N/A 10004000.00 8070453.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQW85 2053-05-01 5.5 N/A 85000.00 73414.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38383M3M8 2051-07-20 4 N/A 500000.00 447536.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426BV94 2055-02-01 6.5 N/A 1198754.00 1243562.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHM82 2054-08-01 6.5 N/A 2077560.00 1995118.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BQY5 2045-05-01 3 N/A 175994624.00 12889559.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CG6R3 2053-10-01 5.5 N/A 581950.00 570856.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B4PN4 2055-01-01 6.5 N/A 1332162.00 1380151.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NYU8 2055-05-01 6 N/A 1288406.00 1313397.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38374LF22 2035-08-20 5.5 N/A 200000.00 45504.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DPES3 2052-11-01 4.5 N/A 43000.00 34482.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P77E7 2034-10-01 3.5 N/A 7000000.00 708459.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427NYG8 2054-06-01 5.5 N/A 75126784.00 74261652.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHLY9 2041-02-01 3 N/A 1336492.00 521388.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WR26 2051-11-20 2.5 N/A 40000000.00 24582813.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413HLJ5 2037-08-01 5.5 N/A 7046520.00 24685.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGES4 2048-10-01 4 N/A 798000.00 473302.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YPF42 2057-08-15 3.7 N/A 21362560.00 19005470.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WD4Z6 2034-05-01 5 N/A 1050000.00 17039.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ABBG6 2047-01-01 4 N/A 57027840.00 10990548.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKEY2 2053-01-01 6 N/A 7147136.00 5073879.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D1BA6 2054-11-01 5.5 N/A 10229920.00 10246169.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NN97 2055-05-01 6.5 N/A 1106576.00 1159629.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVD95 2034-05-01 5.49 N/A 11099000.00 11729001.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38378NWU3 2048-06-16 3.53523 N/A 250000.00 8454.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140HFFC8 2048-03-01 4 N/A 1009344.00 116082.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDM9 2042-05-01 2.5 N/A 100000.00 68357.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9XB6 2047-04-01 4 N/A 2034000.00 856038.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BXVB4 2053-03-01 5.5 N/A 9805024.00 8119950.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405KCQ2 2034-09-01 6 N/A 18212740.00 212829.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HV36 2033-04-01 6 N/A 29548480.00 67430.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVFC4 2054-11-01 4.5 N/A 270000.00 249304.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F0GY4 2046-10-01 3 N/A 1192000.00 276271.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXT2 2053-11-01 5 N/A 263000.00 234711.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJQ6 2049-12-01 2.5 N/A 6455000.00 1501274.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381B5W0 2049-02-20 6.5 N/A 141693.00 237032.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140B15G7 2055-02-01 5.5 N/A 463825.00 463435.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385GVK2 2055-05-20 5.44798 N/A 6400000.00 6372127.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132H7D76 2043-01-01 3 N/A 65000000.00 11401318.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEWD0 2050-09-01 2 N/A 463000.00 237928.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38376CR92 2039-10-16 5.15449 N/A 100000000.00 1598678.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132M4YV1 2044-02-01 3.5 N/A 1000000.00 148215.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWU7 2052-07-01 5 N/A 31706.00 24011.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWK93 2054-04-01 5.5 N/A 292696064.00 254766045.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389S4A9 2032-03-01 6 N/A 8008912.00 8530.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KL36 2029-12-01 4.5 N/A 750000.00 11117.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0BK7 2053-09-01 6 N/A 1100000.00 920363.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2HT1 2045-02-01 3.5 N/A 11964928.00 11109993.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FT98 2055-03-01 6 N/A 3295260.00 3248611.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FNA1 2040-07-01 6.5 N/A 314179.00 327096.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAP5 2052-01-01 3 N/A 2870000.00 1786360.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED72 2052-06-01 3.5 N/A 38000.00 27988.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C52T7 2053-06-01 5 N/A 5002952.00 4245630.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140BADK9 2055-05-01 6 N/A 4912104.00 5139097.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFPJ4 2052-01-01 2.5 N/A 500000.00 313823.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSAT8 2053-05-01 5 N/A 520000.00 448784.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38377TWK3 2041-02-20 4.91513 N/A 195000000.00 7254669.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QUZR0 2054-07-01 6 N/A 73672064.00 70216623.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381MBF6 2064-12-16 4.5 N/A 5864576.00 5621989.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618LECH3 2055-07-20 6.5 N/A 19099200.00 19953806.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU3W4 2044-07-01 6 N/A 3131992.00 2774218.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B3XZ0 2055-03-01 6 N/A 420054.00 420411.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NAQ3 2055-05-01 6.5 N/A 1890764.00 1971638.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBN97 2036-06-01 2 N/A 925000.00 431170.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NTJW8 2055-03-20 6.5 N/A 5477856.00 5712040.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426FT72 2055-03-01 6 N/A 3459868.00 3124815.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2WG9 2053-05-01 5 N/A 3382632.00 2463386.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPEL4 2045-02-01 3.5 N/A 4700000.00 990617.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNEK4 2052-02-01 2 N/A 887525.00 555025.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK6H8 2042-09-01 2.5 N/A 8306624.00 6148036.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L4JP0 2055-06-20 5.5 N/A 8387120.00 8447531.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5HX6 2047-12-01 3 N/A 113792.00 16814.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2M8 2052-08-01 4 N/A 354665.00 291684.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEPM2 2049-06-01 3.5 N/A 3090000.00 1294444.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K7Y49 2050-04-01 4.5 N/A 3717196.00 755947.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2NT7 2055-02-01 6.5 N/A 21800960.00 22198229.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CF82 2031-12-01 2 N/A 1065500.00 104465.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W94X5 2043-10-01 5 N/A 29453888.00 1383635.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KVA47 2055-05-20 6.5 N/A 5846650.00 6097770.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WTUU8 2043-05-01 3 N/A 10975616.00 1540668.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MMAE2 2042-12-01 3 N/A 53044.00 7962.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JM97 2055-04-01 6.5 N/A 1674284.00 1736250.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426MLG5 2055-05-01 6.5 N/A 1044334.00 1090797.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY5B1 2045-03-01 6 N/A 394241.00 387792.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LNCY1 2051-05-01 2.5 N/A 1480762.00 739098.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B93N2 2052-04-01 2.5 N/A 99000.00 68418.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKZA9 2051-06-01 3 N/A 1438270.00 830598.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F6ZU5 2052-06-20 4 N/A 3820200.00 2953700.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVL94 2052-01-01 2.5 N/A 100000.00 63635.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WTU95 2043-04-01 3 N/A 1047308.00 447252.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPH1 2053-12-20 6 N/A 400209408.00 266442484.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PZS5 2039-01-01 4.5 N/A 271840.00 38967.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38385EAA2 2055-03-20 5 N/A 12472400.00 11684165.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NAXD0 2053-03-01 5.5 N/A 5200000.00 3730864.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD2P5 2054-05-01 5.5 N/A 37588.00 35497.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ2W6 2054-06-01 6.5 N/A 5300000.00 4250298.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2K76 2038-04-01 5 N/A 10000000.00 156783.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B0Z50 2055-01-01 6 N/A 1402770.00 1435686.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B2LC6 2055-03-01 6.5 N/A 2307688.00 1890705.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWM35 2034-04-01 3.5 N/A 1166000.00 263130.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W2J36 2046-06-01 3 N/A 8503408.00 7547939.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7PG0 2055-03-01 6 N/A 11030784.00 11263835.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6W1 2050-03-01 4.5 N/A 11467856.00 2992660.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA3J9 2050-06-01 3.5 N/A 1800000.00 806372.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329MJ76 2031-10-01 2.5 N/A 13135000.00 2166645.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKRM9 2054-08-01 6.5 N/A 1713010.00 1764081.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KLB30 2055-06-20 5.5 N/A 1158876.00 1167540.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQPM2 2053-06-01 5 N/A 8993248.00 7767024.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMYV7 2055-04-01 6 N/A 405535.00 414897.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132H7F41 2047-01-01 3.5 N/A 9559000.00 1968753.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ6E2 2054-09-01 6 N/A 75000.00 70622.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXYD8 2052-08-01 3.5 N/A 662111.00 456939.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXWT3 2054-10-01 5.5 N/A 9965792.00 9849360.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M4PB8 2051-11-01 3 N/A 6108736.00 4330086.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WEBK9 2034-05-01 5 N/A 538371.00 7870.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQGV2 2053-05-01 5 N/A 3107000.00 2539472.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKJM4 2053-05-01 5.5 N/A 390000.00 307840.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKR23 2054-08-01 5.5 N/A 1153600.00 1000426.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XT3C2 2046-02-01 4 N/A 17859488.00 6073315.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404NET9 2034-05-01 5.5 N/A 350000.00 7120.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZV3 2052-05-01 4.5 N/A 6210980.00 3916354.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5UY5 2053-06-01 5.5 N/A 3473212.00 2638396.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KAK67 2055-05-20 6 N/A 263681.00 270827.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHUC4 2054-08-01 5 N/A 1056080.00 1031916.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQH90 2053-06-01 5 N/A 5000000.00 4105443.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y66G9 2047-02-01 3.5 N/A 1883400.00 281275.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38381JQS9 2055-03-16 3.5 N/A 10855000.00 9670450.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31426CVL5 2055-03-01 6.5 N/A 2379004.00 2474005.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B6MQ5 2055-04-01 6 N/A 435410.00 427131.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDF35 2041-10-01 2 N/A 170000.00 106073.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B8BW0 2055-04-01 6.5 N/A 1781936.00 1860422.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426NWM8 2055-05-01 6.5 N/A 1291704.00 1343494.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426DYU0 2055-01-01 6 N/A 1048170.00 275290.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVZ98 2040-01-01 6 N/A 10267760.00 9996770.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MLK6 2028-09-01 6.5 N/A 1940810.00 7733.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KRX82 2055-04-20 6 N/A 1642912.00 1688028.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31426JDQ9 2055-04-01 6 N/A 3985776.00 4052200.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38379H8G3 2045-01-20 4 N/A 135000.00 186370.26 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EP3A0 2045-07-01 3 N/A 2086000.00 422898.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Y6C32 2055-03-01 5 N/A 4170008.00 4109200.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XQ91 2033-11-01 5.5 N/A 3187024.00 18660.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMCK1 2054-10-20 5.5 N/A 1123740.00 1125976.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFK3 2057-01-01 3.5 N/A 1706544.00 497122.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANAA7 2054-08-01 5.5 N/A 2006832.00 1893464.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHFB6 2053-11-01 5.5 N/A 1091880.00 1070351.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 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254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 3643163.59 2430747.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 133801.29 135108.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 10301.94 10681.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 126926121.28 130454665.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 6602785.00 3844055.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 5531870.97 5637421.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 32988.06 14733.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 374110.97 384499.64 U.S. Treasuries (including strips) 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strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 570054.19 542038.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 211261.94 342569.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 70205896.57 34775999.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 4289121.10 1401689.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FS7 2040-08-15 0 N/A 845625.81 411638.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 6462374.19 2677419.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 25.81 8.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 11323536.31 8895702.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 1336602.00 868123.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 2895.76 875.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 6400.00 6241.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0 N/A 15705042.58 4362593.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 97300.65 98371.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 1981935.48 1899637.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0 N/A 0.74 0.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 164.30 58.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 122698095.47 135357522.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 7279313.38 5515171.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 7329.03 2444.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 20397.42 19814.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 6461.94 6493.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 11974.72 3578.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 8544645.16 7577681.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 224123.87 228689.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0 N/A 146193.62 42617.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 N/A 10095.48 10423.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 50188.39 48352.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 3860.65 3946.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 31207824.51 28894939.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 4.490935706 N/A 290993.55 291197.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 4616258.06 1965196.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 78658.06 76356.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 83117.42 77636.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 8768401.35 2980423.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 56.11 16.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 263978.91 140998.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 118565.16 112920.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 1046420.65 1008063.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 171561.29 72014.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HF3 2054-11-15 0 N/A 6400.00 1517.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 68727.74 63784.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 19556665.80 19762414.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 3038389.68 3079730.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 169971.61 171718.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 18474967.74 14686546.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 16990.97 15549.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 41.29 88.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 16114869.68 21183495.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 1090105.81 1067369.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 227096.77 216024.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 10326874.84 2596692.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797QH3 2025-08-05 0 N/A 5243.87 5240.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 929032.26 859746.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 1827096.77 520148.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 4005285.16 4166233.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 2188.39 2153.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 59478.71 55129.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 277223.23 276776.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 107974.19 26139.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 371.61 357.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 1126267.52 664530.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 21518534.19 21040177.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 743205.16 641971.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 65419.35 25518.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 132686.45 93552.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 290560.00 282217.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 103.23 92.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 20.65 20.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 1404309.68 646253.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 41.29 49.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625 N/A 48412.90 65194.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 4672227.10 2821984.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 142843.87 144462.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 28.14 17.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHB0 2026-05-15 3.625 N/A 30616.77 30720.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 8083720.42 3947280.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 3076.13 2884.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 5076314.84 6589150.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 N/A 2945714.53 973726.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 749770.32 792989.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 320165.16 325900.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 7632433.55 7269608.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 N/A 25.80 12.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 3146095.48 1994778.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0 N/A 3846276.13 953876.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 758296.77 518176.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 4299148.39 3647854.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MH7 2025-09-04 0 N/A 49007587.09 48804695.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 N/A 25.81 18.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 728960.00 548854.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 163922.58 103794.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 96.24 59.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797QF7 2025-10-16 0 N/A 123.87 122.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 37739.35 37896.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 978787.10 953449.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 242869.68 220527.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAZ4 2025-11-30 0.375 N/A 41.29 40.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 32660.65 29604.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 50167.74 46891.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 1824061.94 1798951.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 13873.55 13856.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 196774.19 54616.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 7166430.97 5420309.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 N/A 65419.35 58599.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 206.45 185.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 41.29 42.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 311762.58 251379.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAJ0 2025-08-31 0.25 N/A 20.65 20.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 N/A 286064.52 222139.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 973006.45 658151.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 5498632.26 5055814.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 4775296.25 2404013.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 71.78 27.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 81630.97 81764.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 61.94 63.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 2515819.35 1249270.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 10.94 2.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 N/A 82.58 20.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 22157501.93 20645968.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 405305.81 397831.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0 N/A 512082.58 130452.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 1407194.84 1416042.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 3011365.16 3002200.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PD3 2026-01-22 0 N/A 13700397.42 13425019.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 41249.03 48045.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 5819644.95 3019476.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 2043747.10 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HNA98 2060-03-15 5.82 N/A 1001.00 1048.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618LBBB3 2055-07-20 6 N/A 1000.00 1018.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617ALXP0 2047-05-15 4 N/A 1000.00 301.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NRYL1 2062-10-15 2.9 N/A 8000.00 6810.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JRQK5 2054-10-20 4.5 N/A 13096.00 12416.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MX47 2042-12-20 3.5 N/A 331585.00 32317.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CFU5 2028-03-20 5.625 N/A 68458137.00 34293.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36197EGP5 2047-05-20 4 N/A 1000.00 208.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KTW22 2055-07-20 5.5 N/A 1008.00 1016.58 Agency Mortgage-Backed Securities FEDERAL HOME 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WBY3 2051-03-20 2.5 N/A 1000.00 484.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KDMR3 2055-06-20 6.5 N/A 3321910.00 3467805.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L75K9 2055-07-20 6.5 N/A 1000.00 1049.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140B12R6 2055-02-01 6.5 N/A 2598547.00 2693618.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2VZ2 2046-04-15 4 N/A 1000.00 162.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425XW47 2055-01-01 5.5 N/A 1016169.00 937945.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKR6 2040-09-20 6 N/A 1001.00 28.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KJJC7 2055-02-20 5 N/A 1000.00 979.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J85 2045-04-01 4 N/A 51000000.00 13461553.25 Agency Mortgage-Backed Securities 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196D2M0 2046-12-15 2.5 N/A 1000.00 522.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CGH3 2028-05-20 4.875 N/A 28976392.00 10540.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UQ62 2049-04-20 4.5 N/A 314000.00 27099.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 108714242.00 55601651.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAWR1 2051-01-20 3 N/A 1024.00 728.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NKWV4 2055-05-20 5.5 N/A 2000.00 2012.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5RG6 2055-06-20 6 N/A 300000000.00 306387000.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAWH3 2050-12-20 4 N/A 19637.00 6545.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQD37 2052-11-01 4.5 N/A 1984436.00 1310214.07 Agency 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GOVERNMENT NATIONAL M N/A 3618KUZE0 2060-06-15 5.94 N/A 1147655.00 1216028.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHYT3 2054-08-01 7 N/A 1005407.00 1045061.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425USZ9 2054-12-01 4.5 N/A 1491911.00 1426496.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACKB5 2053-05-20 5.5 N/A 1007458.00 830772.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AYAG0 2055-01-01 6.5 N/A 2082753.00 1864935.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGL5 2046-07-20 3.5 N/A 94732.00 10399.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4Y3 2051-01-20 4 N/A 1616.00 539.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2CE0 2042-09-15 3 N/A 1000.00 118.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPZ6 2037-10-20 6.5 N/A 2000.00 22.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NWXR8 2049-08-20 4 N/A 1003.00 401.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VF4D9 2051-06-20 3 N/A 3984442.00 2154416.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K2Z7 2026-06-20 4.875 N/A 49802000.00 5052.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CEG7 2027-11-20 4.75 N/A 16762014.00 6819.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375JZQ1 2037-04-20 4.76513 N/A 21581990.00 204739.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36225BY93 2033-07-15 5.5 N/A 1000.00 7.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDCB6 2054-06-01 6.5 N/A 2919654.00 3025025.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KMQP3 2075-03-20 6.779 N/A 2529711.00 2645459.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618L75U7 2055-07-20 6.5 N/A 2896556.00 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2053-02-01 5.5 N/A 2624320.00 1715775.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K2Y0 2026-06-20 4.875 N/A 232713257.00 21103.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KUUM7 2055-05-20 6.5 N/A 2998856.00 3090948.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CCJ3 2027-05-20 4.875 N/A 239056718.00 50198.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4WE7 2053-12-01 6.5 N/A 2673700.00 2198948.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAHA5 2049-10-20 3.5 N/A 1000.00 38.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDR35 2030-06-01 5.165 N/A 67563765.00 25850.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKUJ7 2042-02-01 2 N/A 49242167.00 34500351.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTF61 2054-09-01 5.5 N/A 1019035.00 1020083.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y5WT2 2072-01-20 5.694 N/A 1024.00 1108.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618KBQW2 2055-03-20 6.5 N/A 1173486.00 1221926.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189EA97 2045-11-20 3.5 N/A 1000.00 317.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618LFTP4 2055-07-20 6.5 N/A 1000.00 1047.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397Y3S8 2038-08-15 5.4541 N/A 21250000.00 184440.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179U3S9 2049-10-20 3 N/A 1000.00 69.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202K6C4 2026-09-20 4.625 N/A 40000000.00 6277.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GDUZ1 2059-07-15 6.44 N/A 823902.00 879158.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618NLQP2 2055-03-20 6.5 N/A 306384.00 318729.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F5ZG8 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0 N/A 1522167.74 648005.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 5072103.23 1854756.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 N/A 2835612.90 874015.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 6707819.35 3685524.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 N/A 5310141.93 1945705.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 1554580.64 1150526.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 2391246.45 2337905.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0 N/A 10165677.42 2823852.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821FL4 2025-10-31 0 N/A 12800.00 12660.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0 N/A 294400.00 85796.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 N/A 1824825.81 1634582.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0 N/A 1289083.87 392546.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EW9 2047-02-15 0 N/A 33032.26 11162.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 N/A 532438.71 170498.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 N/A 90838.71 21758.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 247122.58 124408.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 6534606.45 3909217.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 6606658.06 3528794.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DY6 2042-08-15 0 N/A 20645.16 8921.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 N/A 1222131.61 1803536.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 113176.77 112463.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FS2 2026-01-15 2 N/A 2382080.00 3866722.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 5959019.35 3469263.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 90219.35 34806.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 4143896.77 1424137.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 545032.26 204921.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EE9 2043-11-15 0 N/A 158967.74 63974.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 4671194.84 5119173.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 706683.87 588177.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 7445161.29 8213318.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821AQ8 2025-09-30 0 N/A 86709.68 86077.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 350967.74 99770.65 U.S. Treasuries (including strips) UNITED 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Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 2278193.55 551525.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 N/A 73083.87 20594.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 N/A 2188387.10 961478.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 N/A 2331870.97 565805.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 6892449.03 5848286.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625 N/A 13870864.51 18679105.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 5074580.64 1534715.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 11866012.90 4694147.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 6596954.84 2650260.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 105703.23 34543.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 211612.90 179976.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 425703.23 161727.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 2609754.84 1954862.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 79896.77 55472.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 N/A 79483.87 20508.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 73290.32 20864.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 5202580.64 1882226.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 541212.90 357821.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 2203726.45 2112218.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TW8 2025-08-31 0 N/A 3096.77 3085.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 18993.55 5595.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 199225.81 75826.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 206038.71 105061.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 3350400.00 3455925.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 366864.52 124699.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 55927.74 61865.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 117470.97 73229.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 9315716.13 7496114.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0 N/A 185145.81 49678.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 N/A 34735256.77 33034509.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 1051251.61 454862.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 19200.00 17363.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 N/A 1763303.23 443215.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 840877.42 790968.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 203354.84 70722.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 3459819.35 7375469.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TY4 2025-09-30 0 N/A 9290.32 9225.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0 N/A 130064.52 37915.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 3214926.45 3685868.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821FB6 2025-08-31 0 N/A 173832.26 173191.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 2601290.32 1578085.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 1317594.84 941689.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 96206.45 44273.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 3177909.68 1721035.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GA5 2051-08-15 0 N/A 1054967.74 285986.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 N/A 1125120.00 2425354.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 N/A 796283.87 618342.30 U.S. Treasuries (including strips) UNITED 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UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 90012.90 37783.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 2213780.64 2438863.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 N/A 495070.97 237889.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LX6 2025-11-15 0 N/A 7948387.10 7850621.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 78451.61 27601.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 12048516.13 9577883.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FY4 2051-05-15 0 N/A 12236387.10 3359206.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LY4 2026-02-15 0 N/A 996748.39 974743.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 N/A 180645.16 54361.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 N/A 52025.81 14970.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 6871329.03 3355269.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 52851.61 26179.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 1212283.87 776544.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 2985434.84 3142464.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 5466219.35 2714338.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 82787.10 33787.73 U.S. Treasuries 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Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQSZ0 2053-05-01 5 N/A 502789.00 439313.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CANY2 2053-08-01 5 N/A 1195939.00 850006.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3SY3 2053-04-01 4.5 N/A 100307.00 81061.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRE22 2054-03-01 5 N/A 3350000.00 2888191.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRNH3 2053-07-01 5 N/A 22728850.00 19732825.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJE4 2053-09-01 5 N/A 150000.00 129815.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJH7 2053-09-01 6.5 N/A 500000.00 371123.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9E31 2054-03-01 5.5 N/A 7038529.00 6015155.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3KG7 2053-11-01 7 N/A 1017079.00 1075701.28 Agency Mortgage-Backed 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FEDERAL HOME LOAN MOR N/A 3133C66K0 2053-07-01 6 N/A 3443611.00 2657221.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.5 N/A 4225000.00 3553382.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRM35 2053-07-01 5.5 N/A 4013000.00 3399674.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU73 2053-08-01 4.5 N/A 805015.00 689809.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2CM8 2053-05-01 5 N/A 1087591.00 889622.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHR7 2053-07-01 4.5 N/A 546000.00 467368.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKP7 2054-02-01 6 N/A 29364180.00 23376976.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJN4 2053-10-01 6.5 N/A 2124034.00 1509483.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0CU4 2053-09-01 5.5 N/A 155000.00 127311.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDUD4 2053-09-01 5.5 N/A 12721937.00 11211480.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0HP0 2053-10-01 6 N/A 400000.00 339992.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHU0 2053-07-01 6 N/A 52642293.00 42328323.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0ZA3 2053-09-01 5 N/A 135000.00 113765.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W93N9 2054-04-01 6.5 N/A 1128973.00 969346.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWH30 2053-08-01 6 N/A 1043725.00 832591.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DU2S5 2053-08-01 6 N/A 18167016.00 16728914.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9ZK0 2054-04-01 5.5 N/A 1907427.00 1571606.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DU2Y2 2054-02-01 6.5 N/A 34121838.00 33225137.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1LG3 2053-04-01 3 N/A 9615494.00 7099883.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRB78 2053-05-01 5.5 N/A 54783809.00 49564152.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQF43 2053-05-01 6 N/A 100000.00 77364.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6MK9 2053-12-01 7 N/A 10506316.00 5247267.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWK28 2054-02-01 4 N/A 153000.00 136431.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0Q96 2053-09-01 5.5 N/A 1001299.00 849623.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBM52 2054-04-01 6.5 N/A 1780068.00 1828016.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QZK9 2053-09-01 5.631 N/A 2286209.00 1957141.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDP40 2053-09-01 6.5 N/A 5966793.00 5449328.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0AH2 2053-09-01 5.5 N/A 150000.00 137352.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0PA4 2053-10-01 6 N/A 1100000.00 904265.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQSS2 2053-12-01 6.5 N/A 1000000.00 748328.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAHW3 2053-08-01 6.5 N/A 1940080.00 1722654.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS2S0 2053-05-01 4.5 N/A 1340387.00 1111970.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9CT8 2053-08-01 4.5 N/A 1181153.00 883577.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9A27 2054-03-01 7 N/A 93928.00 67805.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEPV8 2053-09-01 5.5 N/A 3548156.00 3424015.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQXT8 2053-04-01 5 N/A 800000.00 667003.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3D52 2053-05-01 4.5 N/A 676221.00 545496.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8VD4 2053-07-01 6 N/A 1630885.00 1461495.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRTQ9 2053-11-01 7 N/A 1098779.00 856606.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3EF9 2053-04-01 5 N/A 400000.00 297232.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRGU8 2054-03-01 6 N/A 800000.00 660122.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFF38 2053-10-01 7 N/A 2480685.00 1598520.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2SV1 2053-05-01 5.5 N/A 3266872.00 2860155.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJ46 2053-12-01 5.5 N/A 24025691.00 20965960.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3Y91 2053-05-01 5 N/A 2111267.00 2014594.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLM29 2054-01-01 7.5 N/A 2660892.00 1718313.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9UE1 2053-08-01 6.5 N/A 1070456.00 1101575.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMZU1 2054-02-01 5 N/A 5498450.00 5072597.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4NC4 2053-06-01 6 N/A 1013570.00 1010748.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1KL3 2053-04-01 6 N/A 2771188.00 2776593.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJT61 2053-05-01 6.5 N/A 2512790.00 2113453.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9HS5 2053-08-01 5.5 N/A 1651479.00 1270355.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140W1S61 2054-01-01 2.5 N/A 8694001.00 7022766.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1P79 2053-04-01 6 N/A 1686686.00 1215987.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3B70 2053-05-01 6.5 N/A 1019162.00 709975.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133JMAL1 2053-04-01 5.5 N/A 1637565.00 748284.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQXP6 2053-07-01 5.5 N/A 1170870.00 1055602.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31427MBD2 2054-02-01 6.5 N/A 7445119.00 7267295.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKB42 2053-06-01 5.5 N/A 1409211.00 1082061.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRM43 2053-07-01 5.5 N/A 25564833.00 23906524.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSUG5 2054-03-01 5.5 N/A 2207006.00 1897244.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJ20 2053-12-01 4.5 N/A 1011007.00 874668.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTKP4 2054-04-01 6.5 N/A 91441.00 73724.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRJP0 2053-06-01 5.5 N/A 198426.00 163822.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSM90 2054-02-01 6 N/A 69540888.00 65929959.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNS47 2053-11-01 5.5 N/A 1508143.00 1332788.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0HQ8 2053-09-01 5.5 N/A 415000.00 364525.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CC5S1 2053-09-01 6.5 N/A 779150.00 468045.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8PQ2 2053-07-01 6 N/A 413803.00 213486.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7N68 2054-03-01 6 N/A 1288683.00 1163327.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGSN8 2053-11-01 7 N/A 1098675.00 839389.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSJ37 2053-11-01 5.5 N/A 300000.00 247288.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSNE7 2053-07-01 4.5 N/A 17059543.00 13556125.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CALA6 2053-09-01 6.5 N/A 3823800.00 3023268.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5HH7 2053-06-01 5.5 N/A 1879120.00 1573579.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJJ3 2053-10-01 4.5 N/A 92000.00 79760.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCF76 2053-09-01 6.5 N/A 2312262.00 1553920.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0XM9 2053-11-01 5.5 N/A 25600476.00 23114936.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJS3 2053-11-01 6 N/A 175116113.00 141113968.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSSC7 2054-03-01 5 N/A 410000.00 362052.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5BZ3 2053-06-01 5.5 N/A 2474404.00 1912005.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQXK7 2053-03-01 4 N/A 3514.00 2752.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9KN2 2053-08-01 5.5 N/A 927466.00 739498.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4Z80 2053-06-01 7 N/A 9966385.00 8007100.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHG74 2053-11-01 6.5 N/A 6234195.00 5236499.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6MD5 2053-12-01 7 N/A 9036946.00 5628508.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6KA6 2053-07-01 5 N/A 1394043.00 1222733.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A42Z3 2053-11-01 7 N/A 1266285.00 1143504.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHSL0 2053-11-01 5.5 N/A 3684527.00 3532734.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6MH6 2053-12-01 7 N/A 15732360.00 9943908.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLMX1 2053-12-01 7.5 N/A 2304830.00 1409223.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWG98 2053-05-01 5.5 N/A 3918034.00 3203984.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6PR2 2054-02-01 7.5 N/A 1024420.00 471246.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKH5 2054-01-01 6 N/A 31024322.00 23826136.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WAQ27 2054-04-01 5.5 N/A 1008758.00 926322.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQEK4 2053-12-01 5 N/A 1293133.00 1157264.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3JQ7 2053-11-01 6.5 N/A 1663370.00 1398122.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0H88 2053-09-01 6 N/A 52809635.00 46781963.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E06Y3 2053-12-01 7 N/A 26618339.00 19692952.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5ZJ3 2053-06-01 5 N/A 400622.00 381589.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQVH6 2053-07-01 6 N/A 25687564.00 19804607.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQKR2 2053-11-01 6 N/A 22870742.00 21128595.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRCR3 2053-05-01 6.5 N/A 1900000.00 1360326.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGYZ4 2053-11-01 6.5 N/A 3142430.00 2389927.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A26K6 2053-10-01 5.5 N/A 1225625.00 1004956.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQGJ9 2053-05-01 5 N/A 80000.00 72039.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQT89 2053-07-01 5.5 N/A 15808729.00 12923286.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT4L0 2054-02-01 6.5 N/A 28043553.00 20602608.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQBT8 2053-10-01 5 N/A 400593.00 362927.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSRU8 2053-08-01 5 N/A 32703000.00 28477018.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CG6G7 2053-11-01 7 N/A 1148515.00 692248.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3EY8 2053-05-01 6 N/A 2774287.00 2246151.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NS6E9 2053-10-01 6 N/A 787888.00 791031.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6N70 2053-06-01 6.5 N/A 1447035.00 1093343.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRQC7 2054-04-01 6 N/A 1300000.00 1176081.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9UM1 2054-04-01 7 N/A 1905097.00 1997106.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8M93 2053-07-01 6 N/A 1142586.00 696584.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 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2025-08-01 2025-08-01 2025-08-01 N N N 0.0438 200000000.00 200000000.00 0.0007 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 0.0419 1463813435.39 1463813435.39 0.0049 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.47000120 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+ 2025-08-01 2025-12-15 2025-12-15 N N N 0.0453 185104319.65 185104319.65 0.0006 N N N N JPMORGAN TRUST II 2025-08-07 /s/Timothy J. Clemens Timothy J. Clemens Treasurer