N-MFP3/A 0000763852 XXXXXXXX 2026-02-27 JPMORGAN TRUST II 0000763852 549300IMXLYKELY96B40 JPMorgan U.S. Government Money Market Fund 549300NQ5E5B7ZV4T516 S000003909 12 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. SS&C GIDS, Inc. 0000027048 084-00448 N N N Government N N 47 112 238031649110.72 292096511413.33 0.6557 0.8046 2026-02-02 241627791487.97 288193260833.51 0.6728 0.8025 2026-02-03 235369423768.67 287485500156.77 0.6567 0.8021 2026-02-04 230930862726.75 279147546157.67 0.6598 0.7976 2026-02-05 229698550739.30 280501691942.24 0.6541 0.7987 2026-02-06 240019941794.89 287524962563.55 0.6700 0.8026 2026-02-09 240799110832.85 281844758123.57 0.6827 0.7991 2026-02-10 235844920882.73 286391056445.16 0.6601 0.8016 2026-02-11 224969668753.77 274366292588.19 0.6490 0.7915 2026-02-12 218381158842.13 270378270948.56 0.6392 0.7913 2026-02-13 234238213591.83 280537278785.91 0.6666 0.7984 2026-02-17 222627172246.45 278926725712.37 0.6365 0.7974 2026-02-18 219115955997.49 271265997735.46 0.6401 0.7924 2026-02-19 217265113607.97 270508709839.59 0.6378 0.7941 2026-02-20 222146635293.67 276141970007.77 0.6400 0.7955 2026-02-23 228888958918.93 277134845904.86 0.6566 0.7950 2026-02-24 214092778530.61 271839217788.66 0.6227 0.7906 2026-02-25 213371880112.40 267718871642.24 0.6308 0.7915 2026-02-26 209034595083.44 266488363605.80 0.6157 0.7850 2026-02-27 10834668072.41 327073625282.10 327013824302.92 1645209151.40 1927214921.19 337566486605.54 337623244073.4000 Y 1.0000 0.0375 2026-02-02 0.0375 2026-02-03 0.0375 2026-02-04 0.0375 2026-02-05 0.0375 2026-02-06 0.0374 2026-02-09 0.0374 2026-02-10 0.0373 2026-02-11 0.0373 2026-02-12 0.0373 2026-02-13 0.0374 2026-02-17 0.0375 2026-02-18 0.0375 2026-02-19 0.0375 2026-02-20 0.0375 2026-02-23 0.0375 2026-02-24 0.0375 2026-02-25 0.0374 2026-02-26 0.0374 2026-02-27 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 N N Institutional C000010940 10000000.00 44254212794.92 44261653572.1000 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 2326253249.41 2098325622.74 2026-02-02 1822832776.62 1825806906.83 2026-02-03 2457932913.23 1843902786.72 2026-02-04 2340661722.93 2950037754.38 2026-02-05 1649462849.77 2196382716.62 2026-02-06 1475592492.18 1607103287.97 2026-02-09 1412808570.86 1332423295.26 2026-02-10 1126858146.68 1620643256.11 2026-02-11 2586158829.20 1737294499.95 2026-02-12 2197264714.51 1403923087.34 2026-02-13 1793425902.31 2444046822.21 2026-02-17 1242990859.39 1289518105.35 2026-02-18 1438348160.15 1674125613.93 2026-02-19 1614636122.39 1520443286.26 2026-02-20 1378757855.26 1639994235.75 2026-02-23 1303170428.93 1397736139.03 2026-02-24 1504921215.24 1608080022.71 2026-02-25 2379870738.44 2196190951.48 2026-02-26 3264525188.38 2002544882.14 2026-02-27 35316472735.88 34388523272.78 0.0355 2026-02-02 0.0355 2026-02-03 0.0355 2026-02-04 0.0355 2026-02-05 0.0354 2026-02-06 0.0353 2026-02-09 0.0353 2026-02-10 0.0353 2026-02-11 0.0353 2026-02-12 0.0353 2026-02-13 0.0353 2026-02-17 0.0354 2026-02-18 0.0354 2026-02-19 0.0354 2026-02-20 0.0354 2026-02-23 0.0354 2026-02-24 0.0354 2026-02-25 0.0354 2026-02-26 0.0354 2026-02-27 Y 816872.75 Broker-dealer 0.0794 0.0000 Broker-dealer 0.1584 0.0000 Depository institution or other banking institution 0.0640 0.0000 Depository institution or other banking institution 0.2101 0.0000 N Capital C000010941 50000000.00 205157598321.78 205192092937.6200 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 17289044571.13 15335173894.57 2026-02-02 12606221622.85 14749799430.41 2026-02-03 11993290253.17 13016082973.12 2026-02-04 10975913356.50 14254258691.45 2026-02-05 14143635483.19 14046212869.06 2026-02-06 15009342196.88 13379844322.39 2026-02-09 10520932453.15 14172638189.47 2026-02-10 13494964901.29 12097658487.97 2026-02-11 13350516987.07 15477337360.55 2026-02-12 9396324326.90 13901848398.97 2026-02-13 15373132204.44 10054812593.69 2026-02-17 8770267128.87 10911802953.29 2026-02-18 10731479398.01 10459991532.37 2026-02-19 10236235900.71 12581700365.21 2026-02-20 10690083828.28 8867528252.07 2026-02-23 9477746553.69 8370389023.24 2026-02-24 8180695276.66 11565212591.82 2026-02-25 9984538243.87 11138573747.02 2026-02-26 10798138440.42 12659886503.10 2026-02-27 223022503127.08 237040752179.77 0.0359 2026-02-02 0.0359 2026-02-03 0.0358 2026-02-04 0.0358 2026-02-05 0.0358 2026-02-06 0.0356 2026-02-09 0.0356 2026-02-10 0.0356 2026-02-11 0.0356 2026-02-12 0.0356 2026-02-13 0.0356 2026-02-17 0.0357 2026-02-18 0.0357 2026-02-19 0.0357 2026-02-20 0.0357 2026-02-23 0.0357 2026-02-24 0.0357 2026-02-25 0.0357 2026-02-26 0.0357 2026-02-27 Y 726903.10 Broker-dealer 0.0809 0.0000 Depository institution or other banking institution 0.1247 0.0000 Depository institution or other banking institution 0.0542 0.0000 Depository institution or other banking institution 0.1269 0.0000 N Morgan C000010942 1000.00 17037979250.32 17040843967.5400 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 13417087197.68 13178031119.46 2026-02-02 13472899864.38 13395657447.66 2026-02-03 13507659956.28 13449374180.38 2026-02-04 13658250656.78 13524033307.81 2026-02-05 13581452108.29 13663676545.10 2026-02-06 13499562090.30 13549261236.45 2026-02-09 13535042068.81 13592708226.21 2026-02-10 13405832809.50 13550391245.54 2026-02-11 13319547650.81 13401527842.10 2026-02-12 13263818122.12 13318151119.61 2026-02-13 13299983846.03 13261572934.49 2026-02-17 13262320323.63 13290751620.33 2026-02-18 13298412510.29 13248447674.96 2026-02-19 13286663691.02 13313313130.85 2026-02-20 13315013147.64 13296175783.05 2026-02-23 13270889541.92 13319720531.23 2026-02-24 13397925501.18 13277811343.58 2026-02-25 13331426033.72 13474596408.39 2026-02-26 13464300557.48 13360153044.01 2026-02-27 254588087677.86 254465354741.21 0.0319 2026-02-02 0.0318 2026-02-03 0.0318 2026-02-04 0.0318 2026-02-05 0.0317 2026-02-06 0.0316 2026-02-09 0.0316 2026-02-10 0.0315 2026-02-11 0.0315 2026-02-12 0.0315 2026-02-13 0.0316 2026-02-17 0.0317 2026-02-18 0.0317 2026-02-19 0.0317 2026-02-20 0.0317 2026-02-23 0.0317 2026-02-24 0.0317 2026-02-25 0.0316 2026-02-26 0.0316 2026-02-27 Y 35767.14 Broker-dealer 0.1420 0.0000 Depository institution or other banking institution 0.0527 0.0000 Depository institution or other banking institution 0.2609 0.0000 Depository institution or other banking institution 0.0982 0.0000 Depository institution or other banking institution 0.0810 0.0000 Depository institution or other banking institution 0.0854 0.0000 N Premier C000010943 1000000.00 20959567877.96 20963091958.0900 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 683908583.42 679330947.65 2026-02-02 680147619.51 360461887.14 2026-02-03 714109712.22 602374712.85 2026-02-04 694666439.60 641891930.85 2026-02-05 996427200.31 411860898.35 2026-02-06 1220287774.97 1749298492.28 2026-02-09 299394897.46 1145450140.96 2026-02-10 425868335.16 957883628.16 2026-02-11 403798869.22 392258831.99 2026-02-12 454117478.11 576620812.68 2026-02-13 528118208.10 739206584.74 2026-02-17 443200660.13 570613888.50 2026-02-18 445381892.56 476617076.19 2026-02-19 574146256.47 362646374.92 2026-02-20 554772359.55 402587986.58 2026-02-23 925723940.76 549933471.55 2026-02-24 704055401.88 486987610.16 2026-02-25 460479069.28 773544798.04 2026-02-26 2014344111.17 467867183.86 2026-02-27 13222948809.88 12347437257.45 0.0334 2026-02-02 0.0333 2026-02-03 0.0333 2026-02-04 0.0333 2026-02-05 0.0332 2026-02-06 0.0331 2026-02-09 0.0331 2026-02-10 0.0331 2026-02-11 0.0330 2026-02-12 0.0330 2026-02-13 0.0331 2026-02-17 0.0332 2026-02-18 0.0332 2026-02-19 0.0332 2026-02-20 0.0332 2026-02-23 0.0332 2026-02-24 0.0332 2026-02-25 0.0331 2026-02-26 0.0331 2026-02-27 Y 41372.08 Broker-dealer 0.2948 0.0000 Broker-dealer 0.0543 0.0000 Broker-dealer 0.3941 0.0000 Broker-dealer 0.0840 0.0000 Depository institution or other banking institution 0.1000 0.0000 N Reserve C000010944 10000000.00 39579763.19 39586418.0200 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 112929.09 2528.08 2026-02-02 28320.83 11813.50 2026-02-03 12803.77 5255.12 2026-02-04 407322.15 3632.14 2026-02-05 9335.82 262.68 2026-02-06 21872.66 33854.25 2026-02-09 5804.55 531707.20 2026-02-10 8775.01 9031.35 2026-02-11 2026.41 138.57 2026-02-12 2568.90 192.62 2026-02-13 630367.59 118312.92 2026-02-17 9435.11 436200.61 2026-02-18 9805.52 159.59 2026-02-19 9494.85 10152.61 2026-02-20 398699.88 61259.30 2026-02-23 26717.08 216903.84 2026-02-24 11706.57 274.49 2026-02-25 8170.24 1427.65 2026-02-26 4438.21 7048.35 2026-02-27 1720594.24 1450154.87 0.0309 2026-02-02 0.0309 2026-02-03 0.0308 2026-02-04 0.0308 2026-02-05 0.0307 2026-02-06 0.0306 2026-02-09 0.0306 2026-02-10 0.0306 2026-02-11 0.0305 2026-02-12 0.0306 2026-02-13 0.0306 2026-02-17 0.0307 2026-02-18 0.0307 2026-02-19 0.0307 2026-02-20 0.0307 2026-02-23 0.0307 2026-02-24 0.0307 2026-02-25 0.0307 2026-02-26 0.0307 2026-02-27 Y 82.71 Depository institution or other banking institution 0.0673 0.0000 Depository institution or other banking institution 0.2609 0.0000 Depository institution or other banking institution 0.1174 0.0000 Retail investor 0.1458 0.0000 N Agency C000010945 5000000.00 15864654605.98 15867322044.1600 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 6634283302.72 6936200156.26 2026-02-02 6802854036.48 6665262905.64 2026-02-03 6854142996.93 6729987341.01 2026-02-04 6752255809.93 6704055026.51 2026-02-05 6782825358.30 6806430908.00 2026-02-06 6819910930.16 6806697002.92 2026-02-09 6590771096.34 6717021269.35 2026-02-10 6731960794.40 6570913499.89 2026-02-11 6844294428.54 6707995012.76 2026-02-12 6914795671.06 6929204917.08 2026-02-13 6984016126.19 6863421187.46 2026-02-17 7279888802.90 6983623629.34 2026-02-18 7086143470.87 7374749219.24 2026-02-19 7069478736.50 7441394276.63 2026-02-20 7632639740.48 7315979720.80 2026-02-23 8794497284.54 7210129460.35 2026-02-24 7227807462.09 9188003814.95 2026-02-25 8011310529.87 7185291843.74 2026-02-26 7869146107.42 8320041816.46 2026-02-27 135683022685.72 135456403008.39 0.0350 2026-02-02 0.0350 2026-02-03 0.0350 2026-02-04 0.0350 2026-02-05 0.0349 2026-02-06 0.0348 2026-02-09 0.0348 2026-02-10 0.0348 2026-02-11 0.0348 2026-02-12 0.0348 2026-02-13 0.0348 2026-02-17 0.0349 2026-02-18 0.0349 2026-02-19 0.0349 2026-02-20 0.0349 2026-02-23 0.0349 2026-02-24 0.0349 2026-02-25 0.0349 2026-02-26 0.0349 2026-02-27 Y 283352.57 Broker-dealer 0.0838 0.0000 Depository institution or other banking institution 0.0888 0.0000 Depository institution or other banking institution 0.0735 0.0000 Depository institution or other banking institution 0.1252 0.0000 Depository institution or other banking institution 0.2798 0.0000 Non-financial corporation 0.0552 0.0000 N Service C000010946 10000000.00 98084973.29 98101465.0200 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 305463.65 64162.65 2026-02-02 84796.90 540824.93 2026-02-03 1086863.48 4412.47 2026-02-04 11818.08 75252.60 2026-02-05 25831.57 102655.61 2026-02-06 50209.03 95681.46 2026-02-09 165677.31 39539.19 2026-02-10 22526.97 24995.49 2026-02-11 9169.59 10328.44 2026-02-12 25545.98 169028.56 2026-02-13 58454.15 198214.94 2026-02-17 127720.36 53380.03 2026-02-18 350786.26 398447.80 2026-02-19 51472.42 25390.95 2026-02-20 117890.55 61044.91 2026-02-23 24019.56 72050.18 2026-02-24 15194.95 6193.50 2026-02-25 9375.60 125430.55 2026-02-26 20308.02 7124.93 2026-02-27 2563124.43 2074159.19 0.0274 2026-02-02 0.0273 2026-02-03 0.0273 2026-02-04 0.0273 2026-02-05 0.0272 2026-02-06 0.0271 2026-02-09 0.0271 2026-02-10 0.0270 2026-02-11 0.0270 2026-02-12 0.0270 2026-02-13 0.0271 2026-02-17 0.0272 2026-02-18 0.0272 2026-02-19 0.0272 2026-02-20 0.0272 2026-02-23 0.0272 2026-02-24 0.0272 2026-02-25 0.0271 2026-02-26 0.0271 2026-02-27 Y 205.45 Depository institution or other banking institution 0.1171 0.0000 Depository institution or other banking institution 0.0609 0.0000 Retail investor 0.7920 0.0000 N Investor C000078417 1000000.00 1380627089.73 1380859224.5100 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 83932054.46 12029.28 2026-02-02 933.96 8227030.59 2026-02-03 6318.33 41849172.83 2026-02-04 54038978.14 12793.54 2026-02-05 9059.82 48266833.94 2026-02-06 9165859.34 1197.95 2026-02-09 58626411.07 14169.01 2026-02-10 41768.91 67868931.30 2026-02-11 11746502.97 3984.87 2026-02-12 131.64 19396097.67 2026-02-13 109177657.19 12834.38 2026-02-17 3368.07 29902440.73 2026-02-18 1349.42 16379489.25 2026-02-19 3377.85 33420507.68 2026-02-20 6145.74 21192151.89 2026-02-23 79856.38 468926600.52 2026-02-24 0.00 22746753.94 2026-02-25 1849.16 12513241.74 2026-02-26 7418.47 43034885.51 2026-02-27 326849040.92 833781146.62 0.0329 2026-02-02 0.0328 2026-02-03 0.0328 2026-02-04 0.0328 2026-02-05 0.0327 2026-02-06 0.0326 2026-02-09 0.0325 2026-02-10 0.0325 2026-02-11 0.0325 2026-02-12 0.0325 2026-02-13 0.0326 2026-02-17 0.0326 2026-02-18 0.0327 2026-02-19 0.0327 2026-02-20 0.0327 2026-02-23 0.0327 2026-02-24 0.0326 2026-02-25 0.0326 2026-02-26 0.0326 2026-02-27 Y 3919.14 Depository institution or other banking institution 0.9995 0.0000 N IM C000115393 50000000.00 18003993297.95 18007020438.2300 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 412105800.00 906924288.21 2026-02-02 1095461897.93 187846618.90 2026-02-03 335387913.60 933093177.50 2026-02-04 283245480.61 998856475.67 2026-02-05 918154522.82 129537935.14 2026-02-06 467809655.30 942718567.40 2026-02-09 280921274.92 414279155.45 2026-02-10 675346119.60 216953938.95 2026-02-11 308876096.25 231617340.93 2026-02-12 215314850.61 288130385.72 2026-02-13 770643773.39 107243197.70 2026-02-17 601600556.54 263361694.01 2026-02-18 203896793.06 1351223479.58 2026-02-19 233848827.80 194740278.52 2026-02-20 722330335.96 145965685.73 2026-02-23 253462227.42 558581527.08 2026-02-24 351785554.16 889309842.06 2026-02-25 649440889.46 695112048.65 2026-02-26 2571908659.29 2174635953.30 2026-02-27 11351541228.72 11630131590.50 0.0364 2026-02-02 0.0363 2026-02-03 0.0363 2026-02-04 0.0363 2026-02-05 0.0362 2026-02-06 0.0361 2026-02-09 0.0361 2026-02-10 0.0360 2026-02-11 0.0360 2026-02-12 0.0360 2026-02-13 0.0361 2026-02-17 0.0361 2026-02-18 0.0362 2026-02-19 0.0362 2026-02-20 0.0362 2026-02-23 0.0362 2026-02-24 0.0362 2026-02-25 0.0361 2026-02-26 0.0361 2026-02-27 Y 37821.01 Broker-dealer 0.1469 0.0000 Depository institution or other banking institution 0.4437 0.0000 Non-financial corporation 0.1854 0.0000 Non-financial corporation 0.1171 0.0000 N Academy C000212348 5000000.00 3650171884.25 3650785613.8400 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 45140555.42 75626260.82 2026-02-02 27990414.05 58154200.00 2026-02-03 14500263.54 49845407.71 2026-02-04 107244308.30 63070215.90 2026-02-05 753565904.50 129064152.87 2026-02-06 131534892.67 7925091.79 2026-02-09 130614363.00 156153816.69 2026-02-10 81852231.66 28782494.80 2026-02-11 1670078.08 832274278.67 2026-02-12 673511696.03 24367649.47 2026-02-13 306939998.16 142709458.77 2026-02-17 211411820.06 218029243.11 2026-02-18 140831773.69 62950607.29 2026-02-19 93714063.45 170836206.61 2026-02-20 138475140.03 17261.27 2026-02-23 22531981.20 145108478.96 2026-02-24 121009691.66 624999329.00 2026-02-25 124342121.00 58469609.06 2026-02-26 4042905.21 286733871.61 2026-02-27 3130924201.71 3135117634.40 0.0359 2026-02-02 0.0359 2026-02-03 0.0358 2026-02-04 0.0358 2026-02-05 0.0358 2026-02-06 0.0356 2026-02-09 0.0356 2026-02-10 0.0356 2026-02-11 0.0356 2026-02-12 0.0356 2026-02-13 0.0356 2026-02-17 0.0357 2026-02-18 0.0357 2026-02-19 0.0357 2026-02-20 0.0357 2026-02-23 0.0357 2026-02-24 0.0357 2026-02-25 0.0357 2026-02-26 0.0357 2026-02-27 Y 13987.72 Non-financial corporation 0.0549 0.0000 Non-financial corporation 0.0892 0.0000 Non-financial corporation 0.0547 0.0000 Non-financial corporation 0.0950 0.0000 Non-financial corporation 0.0788 0.0000 State or municipal government entity (excluding governmental pension plans) 0.3089 0.0000 N Empower C000225258 50000000.00 11019649668.09 11021502480.7500 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 578185605.12 351822244.55 2026-02-02 547624828.95 252536083.88 2026-02-03 355273440.99 321588743.16 2026-02-04 341146932.37 338588306.33 2026-02-05 322401484.24 512394521.00 2026-02-06 428862359.47 682995500.44 2026-02-09 401113473.47 468192773.25 2026-02-10 273266242.89 588747620.32 2026-02-11 307083778.74 485331782.25 2026-02-12 420804522.89 394489501.26 2026-02-13 409610378.66 382591406.58 2026-02-17 412221282.61 303065000.21 2026-02-18 340135275.94 443171184.16 2026-02-19 504180421.92 288824681.22 2026-02-20 428520004.59 440075762.05 2026-02-23 364299200.09 439055258.01 2026-02-24 377798098.58 360970859.27 2026-02-25 851208547.20 620481389.99 2026-02-26 367540354.97 797401729.19 2026-02-27 8031276233.69 8472324347.12 0.0359 2026-02-02 0.0359 2026-02-03 0.0358 2026-02-04 0.0358 2026-02-05 0.0358 2026-02-06 0.0356 2026-02-09 0.0356 2026-02-10 0.0356 2026-02-11 0.0356 2026-02-12 0.0356 2026-02-13 0.0356 2026-02-17 0.0357 2026-02-18 0.0357 2026-02-19 0.0357 2026-02-20 0.0357 2026-02-23 0.0357 2026-02-24 0.0357 2026-02-25 0.0357 2026-02-26 0.0357 2026-02-27 Y 34805.80 Broker-dealer 0.0610 0.0000 Depository institution or other banking institution 0.0628 0.0000 Non-financial corporation 0.0684 0.0000 Non-financial corporation 0.0516 0.0000 Non-financial corporation 0.0559 0.0000 Non-financial corporation 0.0556 0.0000 Non-financial corporation 0.0725 0.0000 N Digital C000265237 50000000.00 100367078.08 100383953.5200 1.0000 2026-02-02 1.0000 2026-02-03 1.0000 2026-02-04 1.0000 2026-02-05 1.0000 2026-02-06 1.0000 2026-02-09 1.0000 2026-02-10 1.0000 2026-02-11 1.0000 2026-02-12 1.0001 2026-02-13 1.0000 2026-02-17 0.9999 2026-02-18 0.9999 2026-02-19 1.0000 2026-02-20 0.9999 2026-02-23 0.9999 2026-02-24 0.9999 2026-02-25 0.9999 2026-02-26 1.0000 2026-02-27 150.60 0.00 2026-02-02 153347.88 45.83 2026-02-03 0.00 35.15 2026-02-04 0.00 201.54 2026-02-05 57.23 0.00 2026-02-06 15.89 0.00 2026-02-09 3095.88 20000000.00 2026-02-10 20000000.00 3296.80 2026-02-11 5737.10 35000000.00 2026-02-12 35000000.00 5991.67 2026-02-13 273.36 0.01 2026-02-17 0.00 79.28 2026-02-18 0.00 69.54 2026-02-19 0.00 113.33 2026-02-20 134.67 0.00 2026-02-23 94.95 0.00 2026-02-24 0.00 302.93 2026-02-25 0.00 18.15 2026-02-26 12.11 0.00 2026-02-27 55162919.67 55010154.23 0.0358 2026-02-02 0.0358 2026-02-03 0.0358 2026-02-04 0.0358 2026-02-05 0.0357 2026-02-06 0.0356 2026-02-09 0.0356 2026-02-10 0.0356 2026-02-11 0.0356 2026-02-12 0.0356 2026-02-13 0.0356 2026-02-17 0.0357 2026-02-18 0.0357 2026-02-19 0.0357 2026-02-20 0.0357 2026-02-23 0.0357 2026-02-24 0.0357 2026-02-25 0.0357 2026-02-26 0.0357 2026-02-27 Y 300.43 Depository institution or other banking institution 0.9997 0.0000 N BANCO SANTANDER S.A. NEW YORK BRANCH (REPO) BANCO SANTANDER S.A. NEW YORK BRANCH (REPO) 3.66 N/A 5493006QMFDDMYWIAM13 OVU001JG6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 5000000.00 4970097.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 8697000.00 7880713.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286L9 2026-03-31 2.25 N/A 1631400.00 1644539.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 25000000.00 24923116.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 22632100.00 20030842.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 100.00 105.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 35180000.00 31035767.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 50000000.00 49970709.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 6009000.00 6436063.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 600.00 595.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 100.00 104.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 38347400.00 34074342.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 45000000.00 51582417.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 600.00 531.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 15000500.00 18612177.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 99969400.00 100901828.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 13059800.00 14010993.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 149999800.00 133842560.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 61600.00 63055.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 984400.00 937349.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 6223100.00 6318541.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 17984400.00 18339728.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 107793100.00 115636969.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 10702000.00 11688906.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 25000000.00 26139437.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 100.00 105.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 94739900.00 91341264.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 4835200.00 4846196.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 20000000.00 25644446.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 16108600.00 15375419.64 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 800000000.00 800000000.00 0.0024 N Y Y N BANCO SANTANDER S.A. NEW YORK BRANCH (REPO) BANCO SANTANDER S.A. NEW YORK BRANCH (REPO) 3.67 N/A 5493006QMFDDMYWIAM13 OVU001JH4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPN53 2053-01-01 5.5 N/A 59332352.00 51242519.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPE66 2055-12-25 4.86721 N/A 1630.00 1600.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6AN3 2055-06-01 5 N/A 202729190.00 196195431.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQ3J3 2053-05-01 6.5 N/A 4491360.00 3630035.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WPM36 2041-02-01 5 N/A 1044500.00 1048475.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMM2 2054-09-01 6.5 N/A 12587963.00 7495788.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPF94 2052-12-01 5 N/A 6393.00 5514.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6AG5 2036-06-01 2 N/A 1000.00 503.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNYQ0 2052-09-01 5 N/A 59623186.00 45312923.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A94F1 2028-04-01 7 N/A 13720969.00 43660.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUSG3 2053-12-01 6 N/A 12032378.00 9638792.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWML4 2054-09-01 6 N/A 13780138.00 9693169.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUEB9 2054-05-01 5.5 N/A 6659425.00 6144004.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMPD1 2050-02-01 3.5 N/A 27883445.00 12083322.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5 N/A 22181756.00 17407346.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQY59 2053-07-01 6 N/A 98000.00 74914.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312940R50 2040-05-01 5 N/A 10348.00 326.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNBJ1 2052-04-01 3 N/A 3613735.00 2386393.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312933UE2 2039-06-01 5 N/A 6002.00 200.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQFB7 2053-05-01 6 N/A 37173.00 25560.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312932BG0 2039-03-01 5 N/A 674875.00 52802.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y9U76 2049-02-01 4.5 N/A 5626720.00 1587198.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XW2W2 2047-06-01 4.5 N/A 7176250.00 1644325.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQPT7 2053-02-01 5 N/A 74867030.00 62106003.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTD31 2054-05-01 6 N/A 35203409.00 29051822.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNUC5 2052-08-01 5 N/A 2847857.00 2144984.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6TQ3 2055-06-01 5 N/A 29436400.00 27564621.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6TU4 2055-06-01 5.5 N/A 7580570.00 7709613.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRWB7 2050-07-01 3.5 N/A 438000.00 365101.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1Y74 2056-01-01 5.5 N/A 7068.00 7271.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKP95 2042-12-01 3.5 N/A 398000.00 296437.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEHE5 2050-07-01 2.5 N/A 2995480.00 1170520.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXT2 2053-11-01 5 N/A 23001.00 20157.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4V45 2049-09-01 4.5 N/A 37768.00 7390.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6B3 2051-11-01 2 N/A 50000.00 31970.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XN4R2 2054-02-01 5 N/A 121000.00 105473.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDC1 2052-05-01 2.5 N/A 11000.00 7671.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CV92 2033-04-01 3 N/A 978184.00 104065.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K5MD6 2050-03-01 3 N/A 3595000.00 989588.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BSR0 2038-11-01 6.5 N/A 71563807.00 1127841.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XG2L2 2052-04-01 4 N/A 3637590.00 2598530.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGC98 2042-03-01 2.5 N/A 2400000.00 1543438.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4K7 2038-11-01 4.5 N/A 61851.00 6980.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J94S7 2048-11-01 4.5 N/A 36298846.00 9604665.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BR7E3 2055-10-01 5.5 N/A 4042592.00 4113570.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y65F3 2055-08-01 4.5 N/A 9612840.00 9445434.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWC87 2055-08-25 4.81721 N/A 20437930.00 20121084.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGRW9 2051-01-01 2.5 N/A 165000.00 77193.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEQA9 2055-06-01 5.5 N/A 1006550.00 1016187.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHDM4 2051-02-01 2.5 N/A 33399104.00 19668872.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKU73 2053-03-01 2.5 N/A 21347280.00 15740922.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XN6G4 2042-08-01 2 N/A 98000.00 72749.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y64T4 2055-08-01 5 N/A 24209900.00 24111802.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XP6E4 2054-05-01 5.5 N/A 57155.00 43226.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7JJ8 2055-10-01 6 N/A 449376.00 454854.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W44Z7 2056-01-01 6 N/A 1222557.00 1260632.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSA56 2035-11-01 2 N/A 378860.00 139090.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCMJ2 2049-12-01 3 N/A 81000.00 27265.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLFY9 2053-05-01 5.5 N/A 1775356.00 1498269.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPDH9 2053-07-01 5 N/A 7692283.00 6916878.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AKN7 2032-10-01 3 N/A 471000.00 37866.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKGZ7 2051-09-01 3.5 N/A 15200.00 11285.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL2S6 2050-09-01 3.5 N/A 1251000.00 903577.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBD56 2047-07-01 5 N/A 66000.00 28221.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHXU6 2038-10-01 5.5 N/A 75000.00 6676.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQUL9 2053-07-01 2.5 N/A 369700.00 290658.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ME7E0 2055-06-01 5 N/A 3386204.00 3390142.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJED1 2046-03-01 4 N/A 482000.00 342839.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNUH5 2053-05-01 4 N/A 150146.00 117174.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7P60 2035-08-01 2 N/A 156999.00 52627.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RJV2 2035-07-01 5 N/A 1999.00 18.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BV6C9 2055-12-01 5.5 N/A 1320092.00 1355725.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZV7 2051-06-01 2 N/A 9070000.00 5502167.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4JB4 2053-07-01 4 N/A 28779280.00 27465818.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAR95 2036-04-01 2 N/A 11590999.00 5036924.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJSB0 2052-07-01 3.5 N/A 167000.00 121573.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHKK7 2046-07-01 3.5 N/A 49995800.00 12841941.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZC1 2033-08-01 3.5 N/A 943272.00 64880.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL2N7 2053-07-01 5 N/A 15991240.00 14794775.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYDZ2 2055-12-25 4.86721 N/A 24188300.00 23807812.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPW96 2052-03-01 2 N/A 699000.00 501227.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMJ3 2055-07-01 5.5 N/A 263999.00 245527.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMQX7 2053-04-01 4.5 N/A 651317.00 515998.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYBP6 2055-12-25 4.86721 N/A 10256338.00 9970201.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXB96 2055-12-01 6.5 N/A 1262367.00 1345142.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUU95 2054-06-01 6 N/A 3974876.00 3304304.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N7FG0 2052-12-01 5.5 N/A 1658624.00 1318649.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRCG6 2053-01-01 5.5 N/A 2486524.00 1903769.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRER2 2052-01-01 2.5 N/A 81000.00 61477.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D7E6 2051-12-01 2 N/A 265561.00 170958.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEVE9 2050-09-01 2.5 N/A 2321925.00 958190.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRR64 2054-03-01 4.5 N/A 831582.00 748604.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQ6H5 2039-09-01 6 N/A 31554.00 25022.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6XU9 2055-07-01 5 N/A 16044480.00 15653723.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPGS2 2052-04-01 2.5 N/A 995000.00 741296.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6J69 2045-08-01 4 N/A 169058450.00 48616623.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSJ2 2050-09-01 2.5 N/A 402001.00 162860.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLV47 2049-12-01 3.5 N/A 19153.00 14212.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7JN9 2055-10-01 5.5 N/A 5040.00 5128.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AVV7 2033-08-01 3 N/A 1002.00 112.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPQV2 2052-07-01 4.5 N/A 25330176.00 19979947.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJS7 2055-04-01 5 N/A 31000.00 29639.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLEE4 2053-05-01 5.5 N/A 70224834.00 52977217.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MGQQ7 2052-05-01 3 N/A 451000.00 294447.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140YXGZ8 2054-01-01 7.5 N/A 1742007.00 1164546.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPWK1 2052-05-01 2.5 N/A 193000.00 145919.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLTR9 2048-11-01 3.5 N/A 994999.00 746534.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6GY0 2055-04-01 5.5 N/A 67215200.00 65879593.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M5U29 2053-10-01 6 N/A 1008.00 628.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGV8 2049-10-01 3 N/A 8438150.00 683270.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPCS6 2053-03-01 5 N/A 249000.00 209269.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLVU9 2051-05-01 2.5 N/A 251664.00 182646.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPXT1 2052-06-01 3 N/A 20725440.00 16139783.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLHJ0 2053-02-01 6.5 N/A 66465603.00 47160218.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMTM8 2053-10-01 6.5 N/A 1006.00 597.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YQ26 2030-07-01 5 N/A 2249000.00 35521.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHXB8 2052-07-01 5 N/A 472062.00 349621.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4DF0 2048-11-01 3.5 N/A 239000.00 34260.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNEZ3 2053-08-01 5.5 N/A 205000.00 148783.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0JQ1 2056-02-01 5.5 N/A 37445.00 38860.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EFB1 2042-07-01 3.5 N/A 139122.00 96455.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9FV6 2055-04-01 6 N/A 218512.00 206027.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMUK0 2047-02-01 3.5 N/A 46722944.00 35240422.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVU3 2031-01-01 2 N/A 245000.00 68477.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FE37 2054-12-01 5.5 N/A 7000.00 6024.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRBT1 2053-10-01 6.5 N/A 9949440.00 6494692.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4TC1 2056-01-01 5 N/A 54038850.00 54708688.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKQN3 2036-08-01 1.5 N/A 698000.00 448045.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTEB3 2054-12-25 6.5 N/A 8428.00 6773.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJMR1 2052-07-01 4 N/A 2998970.00 2223043.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ43 2052-10-01 3.5 N/A 27000.00 20927.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4AC1 2055-11-01 5.5 N/A 28441373.00 28467854.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMFD3 2050-08-01 3.5 N/A 113821266.00 87125660.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKPZ7 2053-02-01 5.5 N/A 437985.00 320296.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N27A3 2052-10-01 4 N/A 80000.00 63432.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8SR7 2033-03-01 3 N/A 3027764.00 558150.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HWUD2 2040-02-01 2.94 N/A 594006.00 422843.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNLX0 2052-09-01 3.5 N/A 3062372.00 2375408.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EUP3 2053-07-01 4 N/A 3573440.00 2954598.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZA1 2053-12-01 4 N/A 4189221.00 3415459.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRWD7 2055-11-01 6.5 N/A 122400.00 128006.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRV28 2054-09-01 6.5 N/A 3690000.00 2659244.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJZL0 2042-05-01 3 N/A 525000.00 369425.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNFM1 2052-05-01 3 N/A 148000.00 114487.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EU99 2053-08-01 5.5 N/A 4693990.00 3607418.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH5W3 2052-02-01 2.5 N/A 6122312.00 4257229.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLP93 2053-01-01 4 N/A 914157.00 735303.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMBS4 2052-03-01 3 N/A 5974188.00 4537772.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414QA64 2038-02-01 6 N/A 4938688.00 33875.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4S24 2048-11-01 3.5 N/A 50565280.00 48069370.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECS7 2052-04-01 3.5 N/A 1467164.00 1002940.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8DU7 2056-02-01 5 N/A 19704479.00 19951492.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NEEH4 2053-04-01 5 N/A 102062.00 75671.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFQ53 2052-02-01 2 N/A 45000.00 29498.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXF2 2053-10-01 4 N/A 96816.00 81478.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPS3 2053-01-01 3 N/A 751000.00 590518.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFRG2 2055-07-01 5.5 N/A 36756.00 37577.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNLM4 2052-07-01 2.5 N/A 431053.00 329974.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4Z4 2038-12-01 4.5 N/A 475460.00 44395.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CHJ8 2029-05-01 5.5 N/A 40873600.00 124239.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKP20 2053-02-01 5 N/A 65243.00 48567.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4EP8 2055-11-01 6 N/A 26298.00 26569.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9BT1 2049-05-01 4 N/A 48197246.00 16908227.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9V57 2048-07-01 4 N/A 38197266.00 10987610.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMRP3 2053-02-01 6 N/A 22140330.00 16642939.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHHC4 2052-05-01 3.5 N/A 16222227.00 10994635.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFH6 2051-05-20 3 N/A 32053300.00 15497250.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.5 N/A 18051485.00 14719194.12 Agency Mortgage-Backed Securities Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 1375000000.00 1375000000.00 0.0041 N Y Y N BANK OF AMERICA N.A. (REPO) BANK OF AMERICA N.A. (REPO) 3.68 N/A 9DJT3UXIJIZJI4WXO774 0BAN03MH8 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 B1V7KEBTPIMZEU4LTD58 31417BP27 2042-04-01 3.5 N/A 90893149.00 7362394.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CSR7 2042-08-01 3.5 N/A 85225876.00 13952196.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417G4D5 2043-07-01 3 N/A 21842171.00 4247672.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CSS5 2042-08-01 3.5 N/A 70284487.00 11251445.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BTB3 2042-04-01 3.5 N/A 249773402.00 12588770.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WH4U3 2046-10-01 3 N/A 59829435.00 8970368.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GTN6 2043-06-01 3 N/A 75435288.00 14464030.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417G2T2 2043-07-01 3.5 N/A 50424901.00 9623310.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EC58 2042-12-01 3.5 N/A 50375565.00 7059184.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ANH7 2042-12-01 4 N/A 108263655.00 13642666.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CVR3 2042-08-01 3.5 N/A 83046856.00 8467401.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGFE9 2046-01-01 3.5 N/A 35819353.00 7001009.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BHK5 2044-08-01 4.5 N/A 45585539.00 7877126.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417F2M9 2043-04-01 3 N/A 48454079.00 9076906.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CP99 2047-10-01 3 N/A 79397340.00 12509461.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BAM9 2042-02-01 3.5 N/A 181145231.00 11852238.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418APN2 2042-12-01 3.5 N/A 50000000.00 7087924.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417C4H5 2042-09-01 3.5 N/A 110611540.00 12344371.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BCX3 2042-03-01 3.5 N/A 50337649.00 7628219.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BSW8 2042-04-01 3.5 N/A 109873630.00 7634973.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BS99 2042-04-01 3.5 N/A 232204269.00 12258272.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GWW2 2043-06-01 3 N/A 72428639.00 13679335.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417D3M3 2042-11-01 3 N/A 50795447.00 8498409.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EDK4 2042-12-01 3.5 N/A 125075675.00 13182971.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CSJ5 2042-08-01 3 N/A 49751520.00 7312573.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417HBZ6 2043-07-01 3.5 N/A 45260142.00 8711438.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BVW3 2045-10-01 4 N/A 42287579.00 7709987.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BZ42 2042-05-01 3.5 N/A 214632322.00 14304191.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BXN2 2042-05-01 3.5 N/A 62973111.00 8262252.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CJM8 2042-07-01 3.5 N/A 145058688.00 9260086.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GTL0 2043-06-01 3 N/A 48604453.00 8586029.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CJN6 2042-07-01 3.5 N/A 79921748.00 7531169.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417C4L6 2042-09-01 3.5 N/A 75854033.00 8082275.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GJF4 2043-05-01 3.5 N/A 150832540.00 13611858.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418A3U0 2043-11-01 4.5 N/A 91773855.00 11631784.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417AX53 2042-01-01 3.5 N/A 149986320.00 10481907.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CRM9 2042-08-01 3.5 N/A 50480670.00 9177965.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CJG1 2042-07-01 3.5 N/A 70721599.00 7641254.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GZ82 2043-06-01 3.5 N/A 100046684.00 10995871.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BJF5 2042-03-01 3.5 N/A 222137705.00 11631013.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CJJ5 2042-07-01 3.5 N/A 113566741.00 13733979.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CV36 2042-08-01 3.5 N/A 103715309.00 7193778.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CVD4 2042-08-01 3 N/A 100334549.00 10018437.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GMQ6 2043-05-01 3.5 N/A 66002800.00 12463030.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417G4C7 2043-07-01 3 N/A 75047578.00 14401267.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BNN2 2045-02-01 3.5 N/A 118271579.00 13131479.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417C4A0 2042-09-01 3.5 N/A 74561718.00 9357419.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BHY6 2042-03-01 3.5 N/A 201347358.00 10473919.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BRD0 2045-04-15 4 N/A 32011637.00 7077030.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AHY7 2042-07-01 4 N/A 125623389.00 11637645.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417B2Q9 2042-06-01 3.5 N/A 50039103.00 7775880.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CSV8 2042-08-01 3.5 N/A 92282561.00 12619772.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPA4 2040-05-01 2.5 N/A 50000000.00 12040841.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CJH9 2043-05-01 3.5 N/A 82560938.00 14229323.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419BCT0 2041-03-01 3.5 N/A 163639709.00 8346640.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EZ46 2043-02-01 3.5 N/A 92542466.00 14372678.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AXV5 2043-08-01 4.5 N/A 56784629.00 8938734.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BU38 2045-09-01 4 N/A 6606830.00 1213663.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417HBU7 2043-07-01 3.5 N/A 68122454.00 10193110.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CJS5 2042-07-01 3.5 N/A 116332124.00 9740962.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417DTG8 2042-11-01 3 N/A 84401864.00 12358184.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417F6C7 2043-04-01 3.5 N/A 75029877.00 9429110.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BCZ8 2042-03-01 3.5 N/A 100852674.00 10884561.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417DG49 2042-10-01 3.5 N/A 77523350.00 10444335.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417DLG6 2042-10-01 3.5 N/A 76374794.00 11667452.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BMM5 2045-02-01 3.5 N/A 75232430.00 8297882.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CRQ0 2042-08-01 3.5 N/A 75565147.00 10607914.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EDL2 2042-12-01 3.5 N/A 84130017.00 9507154.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ARZ3 2043-03-01 3.5 N/A 56792967.00 7973055.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BTA5 2042-04-01 3.5 N/A 231923215.00 14086877.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WTRQ1 2043-06-01 3 N/A 39468800.00 7029534.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CGD0 2047-02-01 3 N/A 56213854.00 11805250.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417HBR4 2043-07-01 3.5 N/A 62092443.00 11489283.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CTM7 2042-09-01 3.5 N/A 114236612.00 11883750.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AQ35 2043-03-01 3.5 N/A 50735232.00 8169876.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417DLF8 2042-10-01 3.5 N/A 60898476.00 8752816.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BJE8 2042-03-01 3.5 N/A 207570466.00 9372615.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417FZU5 2043-03-01 3.5 N/A 44270752.00 8106614.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CRS6 2042-08-01 3.5 N/A 100955950.00 12539913.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5HH5 2047-04-01 4 N/A 65765548.00 12373409.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BPX9 2042-04-01 3.5 N/A 80867571.00 9981405.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EC33 2042-12-01 3.5 N/A 69861107.00 11141973.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AHK7 2042-07-01 3.5 N/A 105000000.00 8595719.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BXJ1 2042-05-01 3.5 N/A 120430751.00 9285505.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417A4P1 2042-02-01 3.5 N/A 73500000.00 11074762.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418A5T1 2044-01-01 4.5 N/A 61874955.00 7350775.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EZM6 2043-02-01 3 N/A 60783372.00 9599502.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CTN5 2042-09-01 3.5 N/A 112924845.00 9902334.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417G4M5 2043-07-01 3.5 N/A 50471828.00 9415675.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CRN7 2042-08-01 3.5 N/A 50385363.00 8844705.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417FZH4 2043-04-01 3.5 N/A 75739152.00 9948128.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BP50 2042-04-01 3.5 N/A 105047920.00 11498243.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GW85 2043-06-01 3.5 N/A 79658831.00 13243458.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AYJ1 2043-09-01 4.5 N/A 59267982.00 8189227.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BXK8 2042-05-01 3.5 N/A 120900170.00 8476494.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GW77 2043-06-01 3.5 N/A 65000000.00 10803221.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EC41 2042-12-01 3.5 N/A 50469420.00 8343131.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CGF6 2042-07-01 3.5 N/A 155272105.00 11014950.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CS22 2042-08-01 3.5 N/A 83252885.00 8986342.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CFD1 2047-01-01 3 N/A 59656633.00 11558794.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BSV0 2042-04-01 3.5 N/A 165249137.00 14581385.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CRP2 2042-08-01 3.5 N/A 50437549.00 7571676.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GC95 2043-04-01 3.5 N/A 95565207.00 13066774.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CR89 2047-12-01 3.5 N/A 70559127.00 9030496.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BFW2 2042-03-01 3.5 N/A 72127597.00 9637616.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BPZ4 2042-04-01 3.5 N/A 98883819.00 8320114.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EZZ7 2043-02-01 3.5 N/A 50940274.00 8461312.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BAF4 2042-02-01 3.5 N/A 169809398.00 12215919.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GQS8 2043-05-01 3.5 N/A 77936836.00 13025269.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AJY5 2042-09-01 4 N/A 120850972.00 11928252.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GT89 2043-06-01 3.5 N/A 100008628.00 11687248.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEJY9 2050-08-01 2.5 N/A 26173242.00 10966452.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GMP8 2043-05-01 3.5 N/A 50455018.00 9258475.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GW44 2043-06-01 3.5 N/A 55908335.00 8134683.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GC46 2043-04-01 3.5 N/A 67482435.00 8116810.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EJH5 2043-01-01 3.5 N/A 50509471.00 8003220.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QE3V2 2050-09-01 2 N/A 14703990.00 7756796.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GFS0 2043-05-01 3.5 N/A 50149535.00 8791002.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CST3 2042-08-01 3.5 N/A 93693357.00 12689724.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417C4B8 2042-09-01 3.5 N/A 87400225.00 9742098.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GWC6 2043-06-01 3 N/A 66269216.00 10828804.37 Agency Mortgage-Backed Securities Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0368 1200000000.00 1200000000.00 0.0036 N Y Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 3.75 N/A NQQ6HPCNCCU6TUTQYE16 0QH004UB0 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 549300M8ZYFG0OCMTT87 38385M3G9 2056-01-20 4.5 N/A 1000.00 995.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YU69 2054-04-20 5.5 N/A 6590474.00 5141281.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MH74 2066-02-20 4.3642 N/A 58333312.00 58380363.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WR26 2051-11-20 2.5 N/A 56356262.00 34310717.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MJ98 2056-02-20 3 N/A 4700110.00 4526227.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WZA9 2052-03-20 3 N/A 49845108.00 32183738.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WR34 2051-11-20 3 N/A 40000000.00 24284822.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFJ0 2052-09-20 5 N/A 55801000.00 40630634.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BC0 2056-01-20 4 N/A 49963333.00 48078160.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.5 N/A 101800000.00 47376925.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.5 N/A 64689584.00 44931879.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5 N/A 41754615.00 42059052.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5TK5 2055-07-20 4 N/A 31658370.00 30090226.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5MM8 2055-05-20 4 N/A 25254045.00 23948730.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEFV3 2055-12-20 5 N/A 66258222.00 66828695.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MSC32 2056-02-20 5.5 N/A 27895443.00 28654344.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385M2G0 2056-02-20 4.5 N/A 59000000.00 58691430.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MUN76 2056-02-20 5.5 N/A 34644609.00 35587123.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385M5J1 2056-02-20 4.5 N/A 50000000.00 49738200.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LTDL0 2055-11-20 6.5 N/A 39933939.00 41457514.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.5 N/A 30000000.00 29558513.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LGTD9 2055-10-20 6 N/A 40636916.00 42137042.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385M3S3 2054-10-20 4.5 N/A 21061600.00 20972425.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEC46 2055-11-20 5 N/A 65154260.00 65548194.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385M4S2 2056-02-20 5.5 N/A 29262464.00 29230867.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M8PB4 2055-11-20 5 N/A 50275172.00 50688819.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BF3 2056-01-20 5.5 N/A 35619566.00 36306995.91 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 31161000.00 31550706.38 U.S. Treasuries (including strips) Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-04 2026-03-04 2026-03-04 N N N 0.0375 1000000000.00 1000000000.00 0.0030 N N Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 3.72 N/A NQQ6HPCNCCU6TUTQYE16 0QH004UF1 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 549300M8ZYFG0OCMTT87 38383MFB9 2052-02-20 3.5 N/A 100000000.00 38476536.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RFD4 2052-03-20 3.5 N/A 30000000.00 29403381.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38377RZ32 2040-12-16 4.5 N/A 35241929.00 9990265.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382TL69 2051-06-20 3 N/A 30300228.00 14777454.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382MZN2 2051-01-20 2 N/A 30001019.00 3710349.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382LYA3 2050-12-20 3 N/A 7569437.00 702626.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383P8P9 2052-04-20 4.5 N/A 10060000.00 5222740.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383P2F7 2052-04-20 4 N/A 30000000.00 23214883.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38377JPV9 2040-08-20 4.5 N/A 29426005.00 9249790.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383MP51 2052-01-20 3.5 N/A 59175000.00 52439746.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375GHE4 2042-07-16 2.5 N/A 18402207.00 4038886.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378TGJ3 2043-05-20 3 N/A 18281000.00 15172679.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RQK6 2052-04-20 4 N/A 94932622.00 75407822.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FA52 2051-12-20 3.5 N/A 41000000.00 12105628.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383LS50 2052-12-20 4.66154 N/A 45288835.00 15043189.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MHY6 2054-04-20 4.76154 N/A 100000000.00 77556838.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383MUG1 2051-09-20 3.5 N/A 40000000.00 23884809.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382XYL3 2051-08-20 2.5 N/A 29000000.00 12248543.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382NW52 2051-02-20 2 N/A 9308962.00 2749808.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383A6D1 2049-12-20 3 N/A 100821000.00 8931941.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378JC91 2042-01-20 3 N/A 35000000.00 3323568.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381EPB8 2064-02-16 4 N/A 100000000.00 77721025.35 Agency Collateralized Mortgage Obligation Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-05 2026-03-05 2026-03-05 N N N 0.0372 500000000.00 500000000.00 0.0015 N N Y N BMO CAPITAL MARKETS CORP. (REPO) BMO CAPITAL MARKETS CORP. (REPO) 3.67 N/A N/A 0RC002BV4 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 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.5 N/A 180927850.00 104372540.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5ES4 2055-01-20 4 N/A 91873984.00 85874819.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5VN6 2047-07-20 4 N/A 67993419.00 64830628.20 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 250000000.00 250000000.00 0.0007 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.7000008000000002 N/A R0MUWSFPU8MPRO8K5P83 0QK011N52 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JBX6 2055-04-01 6.5 N/A 1000.00 1059.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JPNG2 2055-10-01 5.5 N/A 1000.00 1018.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RDA5 2055-12-01 5.5 N/A 1000.00 1017.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NAR1 2055-05-01 5 N/A 1000.00 1004.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427N3J6 2055-03-01 6.5 N/A 1024.00 714.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TH42 2055-07-01 6 N/A 472427.00 487082.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WHN3 2055-08-01 5.5 N/A 1000.00 1021.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QXH0 2054-10-01 5.5 N/A 1024.00 1026.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7ZB2 2032-06-25 2.92 N/A 234784.00 221249.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HP5N9 2055-12-25 4.5 N/A 50941440.00 47630205.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JTY56 2056-01-01 6.5 N/A 239664.00 251529.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADUC0 2046-03-01 3.5 N/A 1004.00 294.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHB75 2054-11-25 4.91721 N/A 1213.00 983.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FUY81 2050-05-25 4.13169 N/A 42703500.00 16751819.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNCZ4 2051-12-01 2.5 N/A 1000.00 611.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FVAY8 2050-08-25 4.13169 N/A 12691115.00 6264531.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.5 N/A 1000.00 787.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDT7 2052-05-01 3.5 N/A 65000.00 46884.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACS27 2048-03-01 3.5 N/A 1080.00 283.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BWFV1 2026-04-25 2.896 N/A 7276.00 42.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427H4X7 2055-11-01 5 N/A 1000.00 1014.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C6W62 2053-06-01 5 N/A 1000.00 980.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWGG2 2053-02-01 5 N/A 10000.00 8012.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CSH8 2055-03-01 6.5 N/A 6003190.00 6005309.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKFE4 2050-10-01 2.5 N/A 1000.00 442.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HP6M0 2055-12-25 4.61721 N/A 1008.00 970.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQQE9 2053-02-01 6 N/A 1024.00 788.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JHM3 2055-11-01 6 N/A 1000.00 1037.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CJNY3 2053-11-01 6.5 N/A 1000.00 668.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NMW7 2055-05-01 5.5 N/A 1000.00 1020.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133Q3H79 2053-10-25 4.81721 N/A 1008.00 585.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSDP7 2056-01-01 5.5 N/A 4479433.00 4657255.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HP7A5 2055-12-25 4.5 N/A 18875000.00 18145234.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BWL84 2053-01-01 5.5 N/A 1000.00 777.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JRNN3 2056-01-01 5.5 N/A 10891730.00 11102229.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWE41 2052-10-01 3.5 N/A 5585896.00 4312024.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JRLU9 2056-01-01 7 N/A 217109.00 231779.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PHJ6 2054-07-01 6 N/A 1000.00 888.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACHR4 2048-01-01 3.5 N/A 1001.00 174.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XB3R9 2051-07-01 2.5 N/A 1007.00 578.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVGR9 2054-09-01 5 N/A 1000.00 871.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KKHE7 2050-08-01 2.5 N/A 99585.00 44955.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCYK2 2055-06-01 5.5 N/A 1067294.00 1088713.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D4Y5 2051-10-01 2.5 N/A 1000.00 615.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXU9 2053-11-01 5.5 N/A 1000.00 801.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6B3 2051-11-01 2 N/A 116000.00 74171.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J55S4 2045-12-01 4.5 N/A 1000.00 174.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EES5 2052-05-01 4 N/A 1001.00 709.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XK5J5 2044-12-01 4 N/A 100000.00 72120.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NPYJ3 2053-07-01 7 N/A 1000.00 1053.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EU81 2053-08-01 5 N/A 1049.00 865.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNSX1 2052-04-01 3 N/A 124000.00 84109.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH6Q5 2052-01-01 2.5 N/A 2589879.00 1784429.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPNV7 2050-10-01 5 N/A 1024.00 825.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH6N2 2052-06-01 3 N/A 947229.00 685434.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WD2D2 2045-02-01 3.5 N/A 3999991.00 619719.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHHB4 2051-02-01 2 N/A 1000.00 564.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6C76 2054-05-01 6 N/A 351366.00 292603.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGXH5 2051-02-01 2 N/A 2255168.00 1268826.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQDN9 2054-08-01 7 N/A 9857.00 9284.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEUA8 2035-08-01 3 N/A 195878.00 72079.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6Z46 2033-12-01 3.5 N/A 1000.00 187.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414CAJ7 2038-02-01 6 N/A 488619.00 8765.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3NZ8 2053-12-01 5.5 N/A 1106.00 1093.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEKD3 2050-08-01 2.5 N/A 997000.00 544525.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ED80 2052-06-01 4 N/A 1000.00 743.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHWE8 2046-09-01 3 N/A 868000.00 185607.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYUC4 2048-04-25 4.5 N/A 5375691.00 5369351.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MVJT6 2052-07-01 3.5 N/A 5594000.00 4300502.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K13S3 2049-12-01 2.5 N/A 1000.00 274.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMRZ1 2050-02-01 3 N/A 525000.00 395183.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YL2H3 2045-04-01 3.5 N/A 1000.00 179.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AT6Z2 2046-11-25 4.31478 N/A 1799.00 159.30 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4PB7 2055-12-01 5.5 N/A 1000.00 1018.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERMV9 2046-10-01 3 N/A 2959000.00 759370.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M4MG0 2051-12-01 2.5 N/A 812032.00 560777.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6PY0 2055-05-01 6 N/A 1000.00 861.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXW5 2053-11-01 6.5 N/A 546930.00 281335.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4EE3 2055-09-01 5.5 N/A 1004.00 1004.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MHTA7 2052-03-01 3 N/A 139000.00 86259.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KDCZ1 2050-06-01 3 N/A 783270.00 195632.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 13536768.00 6825759.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DUJ9 2050-11-01 3 N/A 448999.00 153804.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NEPD1 2053-03-01 5 N/A 396247.00 279918.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X83G0 2050-10-01 3.5 N/A 34000.00 9730.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH4A2 2052-08-01 5 N/A 1000.00 753.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9QD6 2048-09-01 4.5 N/A 1000.00 148.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEFW3 2055-07-01 6 N/A 1000.00 1031.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHFC1 2046-06-01 3 N/A 51510.00 14962.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.5 N/A 1000.00 774.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0PP7 2055-01-01 6.5 N/A 344560.00 355340.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYRF1 2056-01-25 4.5 N/A 5975296.00 5726223.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSJV0 2051-09-01 2.5 N/A 1000.00 594.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTTR0 2054-01-01 4.5 N/A 4963720.00 4425626.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412RL39 2040-12-01 3 N/A 1000.00 309.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGZM8 2055-09-01 5.5 N/A 1000.00 1025.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8KM8 2050-11-01 2 N/A 1000.00 560.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7H92 2055-10-01 5 N/A 1000.00 1010.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSAE1 2053-05-01 4.5 N/A 185650.00 159183.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRMQ5 2052-04-01 2.5 N/A 155000.00 120518.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MSSK2 2052-12-01 6 N/A 1000.00 784.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HLNU6 2048-11-01 5 N/A 1000.00 447.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6DN2 2055-06-01 6 N/A 1000.00 1032.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0PN2 2055-01-01 6 N/A 1000.00 1020.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HP7C5 2048-08-01 5 N/A 1002.00 71.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWTW8 2055-12-01 5 N/A 1000.00 1004.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUYL0 2056-02-01 5 N/A 6533971.00 6585988.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBRQ5 2051-06-01 3 N/A 1166.00 652.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNCX8 2052-01-01 2.5 N/A 17879648.00 12686466.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8MS3 2050-11-01 2 N/A 1000.00 537.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGV55 2052-04-01 3 N/A 1026176.00 686112.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSHD6 2053-06-01 5.5 N/A 1057890.00 842642.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B4T34 2055-04-01 5.5 N/A 457190.00 457319.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0WU5 2054-10-01 4.5 N/A 1000.00 924.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNWX2 2055-09-01 7 N/A 2060460.00 2216325.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ43 2052-10-01 3.5 N/A 202006.00 156573.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDV94 2036-11-01 2 N/A 19399965.00 10494312.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5J34 2043-08-01 3 N/A 1002.00 264.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6J43 2055-04-01 6.5 N/A 1024.00 889.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMR65 2053-09-01 6 N/A 1000.00 765.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 1146.00 84.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W36C8 2055-11-01 5.5 N/A 1008.00 1018.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FBM8 2054-08-01 5 N/A 666850.00 615478.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DXL1 2051-03-01 2.5 N/A 50750.00 25126.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ68 2052-10-01 4.5 N/A 1000.00 758.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7MH8 2055-10-01 6.5 N/A 1024.00 1056.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES68 2053-06-01 6 N/A 35324432.00 22674134.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKF86 2051-04-01 3 N/A 632000.00 342594.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKKC1 2051-04-01 2 N/A 1000.00 597.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JYR73 2049-08-01 3 N/A 514910.00 141221.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMZN7 2052-01-01 2.5 N/A 123000.00 80781.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN3N0 2052-05-01 3.5 N/A 1001.00 738.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATV60 2054-12-01 5.5 N/A 1056422.00 860292.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4N7 2054-04-01 6 N/A 1024.00 700.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.5 N/A 1000.00 1002.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4WZ6 2056-01-01 6 N/A 441216.00 457247.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BE7F9 2055-07-01 6 N/A 107504.00 102067.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0TK3 2055-12-01 5.5 N/A 1000.00 1029.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417TNE4 2039-12-01 4.5 N/A 1021.00 73.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AM4V0 2055-02-01 7 N/A 1000.00 635.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSRT6 2055-09-01 6 N/A 1000.00 1039.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BS6H5 2055-11-01 6 N/A 1486935.00 1527840.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F5AD5 2046-11-01 3 N/A 958346.00 188222.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4Z0 2044-04-01 5.5 N/A 1591820.00 1130767.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1YL1 2055-03-01 5 N/A 1000.00 938.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNN93 2052-05-01 3 N/A 14883061.00 10621396.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E7B0 2054-06-01 6 N/A 1000.00 687.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPC31 2050-12-01 4.5 N/A 1008.00 808.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMYG9 2055-09-01 6 N/A 1000.00 1032.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUCB6 2055-11-01 6.5 N/A 1000.00 1045.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EGLN2 2034-09-01 5.953 N/A 985081.00 37745.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDQ38 2044-12-01 4 N/A 3384084.00 1165520.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AULH4 2054-11-01 6 N/A 1000.00 482.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MWM52 2053-04-01 3 N/A 17000.00 12830.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHB89 2052-03-01 2.5 N/A 165445.00 105142.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6CN8 2055-03-01 5.5 N/A 1024.00 1003.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQF7 2055-10-01 5.5 N/A 467000.00 455242.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B95S4 2055-09-01 7 N/A 1331700.00 1406267.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HUB70 2049-06-01 3.95 N/A 150000.00 124164.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A8Y59 2041-03-01 4.5 N/A 430000.00 38574.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RQ36 2045-10-20 4 N/A 13621.00 1017.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5 N/A 5440.00 5479.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGD2 2040-05-20 4.5 N/A 1000.00 34.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 1000.00 715.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FZX7 2041-12-20 3.5 N/A 1000.00 70.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MB4Q7 2056-02-20 5.5 N/A 1000.00 1027.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5 N/A 1024.00 1023.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TAJ4 2046-12-20 3 N/A 1000.00 136.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LEZQ8 2065-08-20 7 N/A 1023.00 911.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LAH1 2056-01-20 4.66154 N/A 55183.00 54986.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383KUE0 2054-04-20 4.69154 N/A 1000.00 593.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SSN8 2046-12-20 2.5 N/A 1000.00 168.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFJ8 2053-06-20 4.5 N/A 1008.00 882.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RBZ1 2045-04-20 4.5 N/A 1000.00 64.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LKXL7 2055-08-20 6 N/A 1024.00 998.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.66154 N/A 32919104.00 18000783.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617VSCL4 2049-07-20 5 N/A 2049.00 733.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 4.77154 N/A 458944.00 282770.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 1024.00 93.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TD69 2032-08-20 3.5 N/A 1170.00 124.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178DBU4 2042-07-15 3.5 N/A 1000.00 101.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VKL3 2050-04-20 3 N/A 1000.00 211.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6 N/A 1024.00 505.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TXZ3 2048-05-20 6 N/A 1406.00 181.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.5 N/A 1000.00 618.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 1024.00 1029.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5 N/A 1000.00 730.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.5 N/A 2568.00 2491.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385F3S8 2055-05-20 5.41154 N/A 16398624.00 13087399.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.5 N/A 1024.00 703.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180AB85 2054-10-20 4.5 N/A 1024.00 941.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179U4J8 2038-12-20 6.5 N/A 1000.00 167.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FHX7 2040-07-20 4.5 N/A 1000.00 35.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.5 N/A 1008.00 662.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.72154 N/A 2249000.00 1568066.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V4U1 2051-01-20 2 N/A 1000.00 491.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NDQ5 2054-04-20 4.81154 N/A 30135858.00 14055827.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NJDT3 2055-07-20 5.5 N/A 1000.00 1019.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179T2A2 2048-06-20 6.5 N/A 1000.00 93.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YT84 2054-11-20 4.77154 N/A 7981568.00 4765970.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383DRX8 2051-11-20 2.5 N/A 46637312.00 27133819.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BR7 2056-02-20 4.5 N/A 1024.00 1038.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 4.81154 N/A 6109000.00 4162007.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAT1 2053-07-20 6 N/A 1792.00 1011.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MHF25 2056-01-20 5.5 N/A 1000.00 1026.03 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 200.00 191.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 1000.00 1009.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 1026400.00 1057593.05 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-07-16 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0375 300000000.00 300000000.00 0.0009 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.69 N/A R0MUWSFPU8MPRO8K5P83 0QK011N60 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 19926423.32 14921623.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 43.39 30.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 10428400.00 10582608.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 8.96 6.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 20825308.33 14314608.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 551073900.00 554761719.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 15934000.00 6504752.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 35566957.30 27247348.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.5 N/A 2200.00 2218.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 100.00 96.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 45095953.68 17484963.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 1.28 0.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 8341252.20 4548001.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 199222068.80 86190439.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 92.42 48.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 64.14 24.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 45.88 39.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 100.00 85.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 42477700.00 42623419.63 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-07-16 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 750000000.00 750000000.00 0.0022 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.69 N/A R0MUWSFPU8MPRO8K5P83 0QK011NA1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 11508100.00 10935041.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.782876599 N/A 12000.00 12047.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 203.55 162.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 2363.83 1165.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BV4 2028-11-15 0 N/A 6453400.00 5877956.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 385876000.00 510135146.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 N/A 200.00 79.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 1.72 1.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 1.78 1.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 2000.00 2427.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 5868900.00 5948172.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 1.15 0.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 70.34 50.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 8.86 8.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 100.00 99.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 19499900.00 18743102.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 N/A 87897100.00 85615291.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 80877900.00 71161324.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 4399300.00 3097864.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 446.96 326.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 4.37 1.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TG2 2026-04-07 0 N/A 900.00 896.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 5771138.61 3871008.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 13807900.00 18005293.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 33970800.00 30104237.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 1.73 1.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 2722200.00 2071508.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 100.00 67.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 151.90 67.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 1000.00 932.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 N/A 100.00 54.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 N/A 100.00 103.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 100.00 100.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 90000.00 92985.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797SW8 2026-05-28 0 N/A 100.00 99.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 4434100.00 2436431.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 4529500.00 4935816.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 50000.00 61921.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 11808234.33 4900417.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TB3 2026-03-31 0 N/A 100.00 99.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 0.64 0.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 2753300.00 1170485.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 6.89 2.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 100.00 106.48 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-07-20 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 750000000.00 750000000.00 0.0022 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.69 N/A R0MUWSFPU8MPRO8K5P83 0QK011NH6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 13416500.00 13222716.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 438107800.00 571285973.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0 N/A 1396900.00 438752.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 20488500.00 20235347.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 451600.00 241407.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 0.36 0.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 59856800.00 60830645.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 20211300.00 20625663.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 1287100.00 1282084.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 4509400.00 4486399.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 N/A 214500.00 443877.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 420.53 260.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 N/A 1840600.00 997382.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 20395400.00 14361872.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 41.77 28.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 29400000.00 48045096.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 100.00 96.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UA3 2026-06-16 0 N/A 8843900.00 8747855.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 754800.00 744337.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 9196481.96 3471598.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 9536700.00 9722555.09 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-07-22 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 750000000.00 750000000.00 0.0022 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.69 N/A R0MUWSFPU8MPRO8K5P83 0QK011OL6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 89202600.00 85386931.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 1000.00 1070.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 8351700.00 8490422.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 1481000.00 1515275.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 5560300.00 5472919.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 73055200.00 94280865.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 1397500.00 1443590.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 2974000.00 2094207.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 292857200.00 297639218.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 58000.00 58952.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 280244500.00 282805454.75 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-08-04 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 750000000.00 750000000.00 0.0022 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.7199987999999999 N/A R0MUWSFPU8MPRO8K5P83 0QK011PA9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 N/A 9125.00 5195.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 20.00 7.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 3196899.86 2253011.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 77507800.00 82532608.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 16413889.13 5684392.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 1500000.00 406162.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 100.00 101.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 106403741.18 67713425.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 224095316.88 113745404.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 108214000.00 55686166.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 22366200.00 5883227.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0 N/A 2148000.00 622984.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 90888000.00 91295590.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 12989690.01 5247523.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 N/A 362844000.00 93425435.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 156558027.51 90330067.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 103972.24 51264.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 51446400.00 23752442.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 33004871.68 12637994.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 4298300.00 9205506.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 25389462.78 12692954.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 17394648.90 6333304.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 820116700.00 620940938.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 40843124.00 24223934.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 727873600.00 658646788.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0 N/A 15588900.00 4272995.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 2376000.00 1043047.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 121574100.00 68187143.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 15972.61 13722.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 3988380.30 3159112.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 107957500.00 111238408.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 438728.94 201059.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HN6 2055-08-15 0 N/A 68113400.00 16852753.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 N/A 25167700.00 26321732.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 23912475.83 10647388.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 23118807.01 21208291.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 15154.59 13533.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 2790200.00 1796268.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 5733999.96 3355680.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 200865000.00 109520034.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 6649600.00 6732761.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 1054.72 770.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 171235000.00 110368320.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 47894300.00 54767473.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 N/A 84248900.00 29384247.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 200.00 60.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0 N/A 206661200.00 62086604.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 5074136.04 3664495.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 N/A 13865000.00 3847135.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 0.10 0.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 1206000.00 315010.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 28511000.00 24975607.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 92694.55 62175.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 N/A 1257200.00 681250.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 92890349.76 56635432.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 12563100.00 6715730.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 16421000.00 6448231.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HF3 2054-11-15 0 N/A 119863900.00 30534729.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 17390191.12 11360698.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 8409000.00 5672114.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 7671000.00 4744505.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 103219300.00 108000321.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 118342994.43 78299748.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0 N/A 200.00 57.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 4988000.00 5103878.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 N/A 1027400.00 256828.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 N/A 5757000.00 1919752.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 210210000.00 112901688.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BV4 2028-11-15 0 N/A 649000.00 591129.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375 N/A 189100.00 194143.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 768900.00 838718.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 182830000.00 110011736.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 16366449.92 7391661.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 0.10 0.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 146341700.00 95036620.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 997800.00 548267.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 131379000.00 134547389.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 2940110.29 1843234.52 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2027-02-05 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0377 3250000000.00 3250000000.00 0.0096 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.6799992000000001 N/A R0MUWSFPU8MPRO8K5P83 0QK011PO9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 291944200.00 294897917.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 608930000.00 653473859.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 107700.00 127415.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 565130500.00 584980677.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 100.00 129.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 1411100.00 1413648.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 996300.00 1022342.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 561000.00 573184.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 2445700.00 2782420.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 9309000.00 9495601.63 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-06-23 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0373 1500000000.00 1500000000.00 0.0044 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.69 N/A R0MUWSFPU8MPRO8K5P83 0QK011PP6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NQ44 2055-05-01 6.5 N/A 4753144.00 4360081.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UXD1 2055-07-01 6 N/A 771831.00 797125.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BT4M9 2053-01-01 6.5 N/A 4671599.00 3297280.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5 N/A 1000.00 796.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUXH5 2054-11-01 5.5 N/A 1391000.00 1250552.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BPHE1 2052-10-01 3 N/A 1408168.00 1107906.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426BC46 2055-01-01 6 N/A 1633406.00 1447435.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JZN2 2055-04-01 5.5 N/A 1001.00 943.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRBY5 2054-02-01 6.5 N/A 38644.00 25605.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MWT5 2055-04-01 5.5 N/A 1100572.00 1122195.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6BF9 2055-08-01 4 N/A 10000.00 9532.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PZX5 2055-08-01 6 N/A 37582235.00 37211215.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SQS1 2055-07-01 6 N/A 367582.00 380437.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BT5R7 2053-01-01 5 N/A 17556.00 14170.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A33X6 2042-06-01 4 N/A 1001.00 107.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 2364000.00 1315440.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BU2J5 2053-02-01 5 N/A 38001.00 23654.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A9JK2 2050-09-01 2.5 N/A 64000.00 26230.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426P2Q7 2055-06-01 6 N/A 4141352.00 3605858.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C6BC2 2053-06-01 5 N/A 35000.00 30039.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XKE62 2042-09-01 3.5 N/A 1249.00 121.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D4QF3 2042-02-01 2 N/A 193998.00 125075.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NAR1 2055-05-01 5 N/A 2000.00 2008.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B4J22 2052-02-01 2.5 N/A 1000.00 684.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUNE9 2055-04-01 4.5 N/A 84110.00 80547.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HDYX1 2030-11-01 5.68 N/A 2403762.00 14131.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XFZU5 2035-07-01 4.4 N/A 10500000.00 10582275.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSN46 2054-08-01 6 N/A 743467.00 570842.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0WB4 2053-11-01 5.5 N/A 21520.00 18049.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JMH8 2055-11-01 6.5 N/A 1000.00 1052.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BXB42 2053-03-01 5.5 N/A 5376392.00 4607760.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0QC9 2052-10-01 5 N/A 12986.00 10691.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133APUB3 2051-08-01 2.5 N/A 993999.00 634577.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2 N/A 1000.00 642.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B6T83 2052-03-01 2.5 N/A 400000.00 261714.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426AYL6 2055-01-01 4.5 N/A 2001872.00 1856693.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GGPU2 2034-01-01 3.75 N/A 500000.00 480270.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GQAA0 2053-10-01 6 N/A 3073.00 2205.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6 N/A 1000.00 689.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD5A2 2048-12-01 4 N/A 1001.00 146.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HCTZ5 2054-05-25 5.11721 N/A 6395000.00 4130621.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31346AGC3 2030-11-01 5.45 N/A 4465.00 0.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GR4B3 2054-06-01 6 N/A 23781216.00 16827229.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NMX5 2055-05-01 5.5 N/A 1397398.00 1423708.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YHF6 2055-09-01 6 N/A 58373.00 55656.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427ARV1 2055-09-01 6 N/A 90208.00 85074.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQSK3 2053-04-01 5 N/A 758000.00 550886.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XNQ7 2055-08-01 6 N/A 1832177.00 1898614.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4G77 2039-02-01 7 N/A 8042000.00 542299.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MQ54 2055-05-01 5.5 N/A 7760880.00 6697583.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329PZJ5 2048-12-01 4 N/A 1027.00 107.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AER55 2051-01-01 2 N/A 1005000.00 568046.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NLD0 2055-05-01 5.5 N/A 4345040.00 4430896.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DQ53 2055-10-01 5.5 N/A 7596712.00 7155844.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JVL9 2055-11-01 5 N/A 5299.00 5290.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMEH4 2049-10-01 3 N/A 1295.00 227.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQSP2 2052-03-01 2.5 N/A 237266.00 175289.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QMP4 2055-10-01 5.5 N/A 3839087.00 3829978.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NAH3 2055-05-01 5 N/A 1568340.00 1575605.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNFK4 2052-04-01 3.5 N/A 40240.00 25605.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JJY6 2055-04-01 5.5 N/A 4000.00 3680.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0NX6 2053-09-01 5 N/A 750000.00 635847.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426W3E8 2055-08-01 6 N/A 2000.00 1919.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HNPH5 2055-11-25 4.96721 N/A 5395527.00 5000885.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C3PV2 2053-04-01 6.5 N/A 14004.00 11325.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XWD83 2047-03-01 4.5 N/A 84338.00 23103.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KRV68 2036-10-01 5.5 N/A 1440.00 47.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CC50 2055-10-01 5.5 N/A 1280.00 1307.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426L6W9 2055-05-01 5.5 N/A 2909033.00 2943821.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKVK2 2050-12-01 2.5 N/A 1000.00 527.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPQF8 2052-07-01 3.5 N/A 2000.00 1533.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMPS8 2051-09-01 2 N/A 593000.00 352424.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BFXB1 2052-07-01 4 N/A 12002.00 9428.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQKC9 2051-09-01 2.5 N/A 1000.00 682.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A1EH1 2050-01-01 3 N/A 1508941.00 445053.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XNCH4 2043-07-01 3.5 N/A 897366.00 99417.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMPK5 2051-09-01 2.5 N/A 4938147.00 3063176.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6A52 2055-07-01 5.5 N/A 2290677.00 2140076.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQXY7 2053-04-01 5.5 N/A 19636256.00 15736180.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQHB5 2053-05-01 5 N/A 1180000.00 819317.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KN4M2 2052-04-01 3.5 N/A 635000.00 449611.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBT9 2051-06-01 2 N/A 12400000.00 7479243.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWB69 2051-08-01 2.5 N/A 1291243.00 773695.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WM3J3 2039-06-01 4.5 N/A 1344743.00 95067.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCAT7 2040-08-01 5 N/A 30000.00 25432.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QWP1 2053-03-01 4.541 N/A 1000.00 732.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTVS2 2055-01-01 4.5 N/A 1000.00 930.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPBS6 2052-03-01 3 N/A 2222065.00 1566528.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MSP8 2055-05-01 5 N/A 54170.00 54418.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31346YZN6 2049-12-01 3 N/A 50000.00 8335.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427A5B9 2055-09-01 6 N/A 1997218.00 1861788.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6 N/A 1713954.00 1482951.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDX8 2052-06-01 2 N/A 23000.00 15790.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPAE8 2052-11-01 5 N/A 13822656.00 9693985.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B5FE7 2052-02-01 2 N/A 286999.00 188477.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSPY5 2056-01-01 5.5 N/A 281877.00 289277.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC43 2052-01-01 3.5 N/A 230012.00 136042.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMR1 2054-10-01 5 N/A 1036.00 934.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C2V96 2053-05-01 6 N/A 1242585.00 883484.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSQJ4 2051-03-01 2 N/A 99000.00 72261.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UEQ3 2055-08-01 6 N/A 225076.00 187655.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B3ZF7 2052-02-01 2.5 N/A 1000.00 655.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YH82 2055-08-01 5 N/A 1349300.00 1358707.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKFE4 2050-10-01 2.5 N/A 1000.00 442.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4PW2 2044-05-01 3.5 N/A 120000.00 21983.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WKUR9 2037-12-01 6 N/A 58286123.00 251388.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128S5NE0 2038-10-01 6.588 N/A 1040.00 16.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPM21 2052-06-01 5 N/A 1025.00 663.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XP2Q0 2044-04-01 4.5 N/A 1697000.00 240806.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJ6R8 2050-09-01 2 N/A 2141000.00 1124055.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TCM7 2055-07-01 6 N/A 692675.00 701437.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWL35 2054-07-01 5.5 N/A 373999.00 305820.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXJE1 2036-01-01 7 N/A 1085283.00 11309.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31334WST9 2049-06-01 3.5 N/A 1225.00 200.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDY6 2052-06-01 2.5 N/A 227027.00 159601.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5HX6 2047-12-01 3 N/A 1002.00 148.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WNUB8 2039-12-01 4.5 N/A 1002.00 38.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCN1 2051-11-01 2 N/A 2000.00 1273.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBP7 2051-05-01 2 N/A 270056.00 157995.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426BP75 2055-01-01 4.5 N/A 1204446.00 1179133.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y3XC5 2048-10-01 4 N/A 1001.00 165.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PHB3 2055-06-01 6 N/A 6377240.00 5194771.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YT71 2055-09-01 7 N/A 3608879.00 3685645.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CDD76 2053-09-01 6 N/A 1000.00 850.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRMR2 2053-07-01 5 N/A 3142000.00 2508321.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426RVG3 2055-06-01 5.5 N/A 1442594.00 1463639.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XMZT5 2043-06-01 3.5 N/A 1560694.00 189716.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WCSG4 2033-09-01 5 N/A 4999000.00 107437.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427H3W0 2055-11-01 4 N/A 2000.00 1940.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPAG3 2052-07-01 4.5 N/A 1000.00 723.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJGC0 2050-06-01 2.5 N/A 3915000.00 1517910.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JWL9 2055-04-01 6.5 N/A 1000.00 941.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CSFR7 2054-08-01 5.5 N/A 1000.00 758.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KG90 2055-11-01 5 N/A 1000.00 1013.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B9NQ3 2052-04-01 3 N/A 300000.00 198922.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XLPY7 2043-02-01 3 N/A 600000.00 102681.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BVSY2 2053-02-01 5.5 N/A 83134.00 81642.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WWVC5 2032-04-01 7 N/A 2060145.00 7926.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.5 N/A 1002.00 634.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD3M8 2049-01-01 4.5 N/A 1000.00 203.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPRB6 2052-01-01 3.5 N/A 1000.00 669.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3P8 2049-08-01 4 N/A 589218.00 59177.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133JL2T5 2051-07-01 4 N/A 1000.00 886.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C4HY3 2053-05-01 7 N/A 1043864.00 1100560.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KP6W3 2052-10-01 5 N/A 5106010.00 3993739.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133JMD38 2054-10-01 6 N/A 3703740.00 3729010.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WKTD2 2037-12-01 6.5 N/A 2723190.00 19903.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSP69 2054-08-01 6 N/A 2000.00 1741.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC84 2052-02-01 3 N/A 8102.00 5285.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUF28 2054-08-01 6.5 N/A 50000.00 36026.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A2VR0 2038-11-01 6 N/A 1999000.00 16481.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BWL92 2053-01-01 5 N/A 1000.00 687.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUZU0 2055-06-01 5 N/A 2760142.00 2628626.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KH5K8 2050-05-01 3 N/A 1002.00 414.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31349SV75 2034-04-01 6.5 N/A 48000000.00 240771.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426Y7F7 2055-09-01 5.5 N/A 12943912.00 13143051.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BBT90 2052-05-01 5 N/A 463391.00 321308.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425UNU5 2054-12-01 6 N/A 5884056.00 5093064.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPUA4 2052-08-01 4.5 N/A 75000.00 57659.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KQN7 2032-05-01 3 N/A 217999.00 15011.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5GA7 2046-12-01 3 N/A 1000.00 177.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YFJ0 2055-09-01 6 N/A 3079976.00 3160670.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NMW7 2055-05-01 5.5 N/A 1000.00 1020.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV5E1 2050-02-01 3.5 N/A 127416.00 18367.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0BK7 2053-09-01 6 N/A 173998.00 134745.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWED1 2052-06-01 5 N/A 1000.00 709.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPLB2 2052-06-01 4.5 N/A 55001.00 37616.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JQW1 2055-11-01 5 N/A 7000.00 7094.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31300MJX2 2044-04-01 6.157 N/A 444000.00 17608.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVM36 2055-04-01 6 N/A 7000000.00 6623815.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C3EF9 2053-04-01 5 N/A 399999.00 290500.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KRS5 2033-04-01 3 N/A 497738.00 56506.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NRJ0 2052-06-01 3 N/A 4558785.00 3878774.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BWFV1 2026-04-25 2.896 N/A 33922.00 197.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLVJ3 2051-05-01 2 N/A 96000.00 54579.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WQHB6 2040-07-01 4.5 N/A 1000.00 99.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GT3M6 2055-02-01 6 N/A 269598.00 257473.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CMFT6 2054-01-01 7.5 N/A 1000.00 880.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BJNU2 2052-08-01 5 N/A 1000.00 635.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWM67 2054-10-01 4 N/A 45000.00 40397.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WRRN5 2044-03-01 3.83 N/A 389472.00 297163.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPSF6 2052-07-01 4.5 N/A 2005.00 1646.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426BBP0 2055-02-01 6.5 N/A 1000.00 857.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJM33 2050-07-01 3 N/A 1000.00 460.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329QH95 2049-03-01 5.5 N/A 567499.00 41913.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYWA3 2042-01-01 2 N/A 100000.00 63100.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UV76 2055-08-01 6 N/A 4879077.00 4167602.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUU88 2054-12-01 5 N/A 68709.00 66932.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B4HU2 2052-02-01 2.5 N/A 41024.00 27154.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B9MP6 2052-04-01 3 N/A 56000.00 40232.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425VCM3 2054-12-01 6.5 N/A 1116492.00 800909.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KS88 2034-05-01 3.5 N/A 13111089.00 1042188.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AKBN9 2051-04-01 2.5 N/A 2190000.00 1307534.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426BCZ7 2055-02-01 5.5 N/A 7008056.00 7070859.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CALG3 2053-08-01 6.5 N/A 1000.00 925.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV4W2 2050-01-01 2.5 N/A 1000.00 242.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KHY4 2055-11-01 5 N/A 288512.00 292399.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426BRP3 2055-02-01 6 N/A 15314248.00 12804958.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMXY6 2049-12-01 4 N/A 1000.00 527.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427N3J6 2055-03-01 6.5 N/A 1024.00 714.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426FTB3 2055-03-01 6.5 N/A 1008.00 1013.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5DS1 2045-05-01 3 N/A 1010.00 136.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XVQ73 2046-12-01 3 N/A 42653.00 10088.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JVH9 2055-04-01 5 N/A 3819766.00 3760027.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9KX1 2042-08-01 2 N/A 185998.00 124186.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AJKT9 2051-04-01 2 N/A 500000.00 237768.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427BXS9 2055-10-01 5 N/A 5735999.00 5765077.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC76 2052-02-01 2.5 N/A 1000.00 659.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WLZW1 2038-08-01 5.5 N/A 2787.00 50.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEXC5 2048-12-15 4.5 N/A 257716.00 224890.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9RL3 2030-12-01 3 N/A 1000.00 86.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ2D1 2047-07-01 4 N/A 744413.00 77398.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HDBY4 2026-10-01 6.355 N/A 5094.00 0.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5DK8 2045-03-01 3 N/A 1000.00 116.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEE44 2049-05-01 3 N/A 1090.00 98.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FL2M5 2034-01-25 3.794 N/A 211348.00 206181.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JQN1 2055-11-01 4.5 N/A 1000.00 986.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNGT4 2051-12-01 2 N/A 1000.00 635.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQPN0 2052-10-01 5 N/A 65000.00 55179.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWKQ5 2054-02-01 6.5 N/A 215400.00 102818.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KHMF0 2050-02-01 3 N/A 1886260.00 624577.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D1EB1 2054-11-01 6 N/A 997652.00 1011054.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPD70 2052-05-01 3.5 N/A 22075.00 16771.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NWY1 2053-10-01 3 N/A 351129.00 302612.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329PBJ1 2048-05-01 5 N/A 16459217.00 3132268.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AAX58 2046-04-01 4 N/A 925000.00 144443.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.5 N/A 1000.00 768.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UPQ1 2055-07-01 5 N/A 69307.00 69321.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XNC92 2043-07-01 3 N/A 11214420.00 1528473.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MSM5 2055-05-01 5 N/A 2000.00 1629.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GWN0 2055-10-01 5 N/A 1000.00 933.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM3X1 2052-01-01 3 N/A 2736354.00 1480159.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XPB8 2055-08-01 6 N/A 3000.00 2590.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288Q4Y3 2054-01-01 4.269 N/A 14387.00 12700.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YXT9 2055-01-01 6.5 N/A 7853600.00 5911612.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFL2 2052-10-01 2.5 N/A 1121582.00 830421.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ACDL9 2050-11-01 2 N/A 1292000.00 709110.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426DXX5 2055-03-01 6 N/A 1034.00 804.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6K6 2050-07-01 3 N/A 1268090.00 345038.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPTC2 2053-02-01 5.5 N/A 348000.00 261155.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BREB6 2052-11-01 5 N/A 2301000.00 1656750.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A26P2 2035-12-01 5 N/A 1000.00 34.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVFP1 2055-06-01 4.5 N/A 1000.00 982.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KH5E2 2050-06-01 2.5 N/A 1030.00 386.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUM83 2055-04-01 6 N/A 1571559.00 1465983.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427Q5X6 2050-07-01 4 N/A 37597.00 36635.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEH2 2052-08-01 3.5 N/A 13999.00 10669.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTVQ6 2054-12-01 4.5 N/A 8569326.00 7960661.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVFY6 2055-01-01 6 N/A 21550888.00 20431926.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YTF3 2055-09-01 6.5 N/A 8972722.00 8418380.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NA25 2055-03-01 6 N/A 28132.00 24607.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LB29 2055-04-01 6.5 N/A 1175226.00 737338.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CGZ0 2055-10-01 5 N/A 146385.00 147514.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTQ60 2054-07-01 5.5 N/A 3238100.00 2829313.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KF26 2055-11-01 4.5 N/A 4007.00 3955.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YEG7 2055-08-01 6.5 N/A 1959250.00 1747568.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJ53 2053-12-01 6 N/A 13406153.00 8391672.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEKC9 2034-06-01 3 N/A 157235.00 13556.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C63Y3 2053-07-01 4.5 N/A 516185.00 389804.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31326J5C0 2045-07-01 6.273 N/A 364000.00 17749.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKAF6 2050-10-01 2 N/A 131000.00 62579.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUMA2 2053-08-01 3.5 N/A 73000.00 62255.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C94W0 2053-08-01 6.5 N/A 9544288.00 7606856.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425Y2G1 2055-01-01 6 N/A 1333746.00 1359741.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JXM5 2055-11-01 6 N/A 1000.00 1040.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XVYC3 2047-01-01 3 N/A 21329.00 6867.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CX7C8 2054-09-01 5.5 N/A 1522638.00 1134951.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWAW3 2050-12-01 2 N/A 2022001.00 1102185.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0A93 2052-07-01 2.5 N/A 205000.00 154116.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KP6M5 2052-11-01 5 N/A 1000.00 776.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWD59 2052-07-01 2.5 N/A 2090980.00 1494931.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRQL7 2054-04-01 6.5 N/A 1000.00 828.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31334YPW1 2046-07-01 3 N/A 1000.00 188.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CEFN7 2053-10-01 6.5 N/A 1000.00 641.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D3MP7 2040-08-01 3 N/A 1001.00 356.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307EV27 2028-10-01 3.5 N/A 2003.00 126.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLH26 2051-03-01 2.5 N/A 38227419.00 18549130.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DDV0 2055-10-01 6.5 N/A 1008.00 986.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427Q6Y3 2055-10-01 6.5 N/A 2976304.00 2956786.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GM84 2055-09-01 6 N/A 5228920.00 5434862.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNMX8 2052-05-01 2.5 N/A 1000.00 676.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CVJT2 2054-09-01 5.5 N/A 19446572.00 17327709.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JS3K9 2056-01-01 6.5 N/A 2606632.00 2731791.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128K6L81 2031-10-01 7 N/A 1034.00 9.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUT37 2055-05-02 6 N/A 12154128.00 10175195.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD6J2 2049-02-01 5.5 N/A 1000.00 102.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JZ85 2055-04-01 5.5 N/A 3006.00 2886.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NWR7 2055-05-01 6.5 N/A 1438722.00 1470522.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJTY6 2044-01-01 3.5 N/A 14129.00 1125.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPXJ2 2052-09-01 5 N/A 6061720.00 4727558.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XLDC8 2042-12-01 3 N/A 145000.00 18492.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134GV6J2 2040-07-13 2.15 N/A 1000.00 724.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CVWW0 2054-10-01 5.5 N/A 1941650.00 1670317.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JAC2 2055-10-01 5.5 N/A 4147920.00 3772713.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CFL2 2055-09-01 6 N/A 1000.00 1042.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NQN2 2055-05-01 6.5 N/A 1000.00 974.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133JMA72 2053-08-01 6 N/A 1000.00 530.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJM6 2053-10-01 6 N/A 159961.00 107308.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BFRF9 2052-07-01 5 N/A 1902500.00 1219618.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUVQ7 2052-05-01 2.5 N/A 1009.00 805.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2 N/A 18212555.00 10311334.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GT3L8 2055-02-01 5.5 N/A 49998976.00 45271016.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLPC5 2051-03-01 3 N/A 1000.00 452.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XPHT8 2043-11-01 5 N/A 1003.00 200.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPMX3 2052-06-01 5 N/A 215840.00 155837.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BBPP8 2052-05-01 3 N/A 409518.00 293545.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y3DD5 2048-09-01 5 N/A 1000.00 187.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C1N48 2053-04-01 7 N/A 1066213.00 1136824.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CFHS1 2053-10-01 6 N/A 284999.00 225805.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426X2U1 2055-08-01 6.5 N/A 2138880.00 2114741.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJSS0 2043-04-01 3 N/A 5741.00 850.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWNJ8 2054-12-01 5.5 N/A 433300.00 373858.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KGKE7 2049-08-01 4 N/A 37000.00 6248.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNVW0 2052-10-01 6 N/A 1000.00 1005.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426KHL3 2055-04-01 5.5 N/A 2839012.00 2647846.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128S5UH5 2038-03-01 6.647 N/A 14957608.00 72296.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AFEY3 2051-02-01 2 N/A 1645000.00 860499.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5H81 2048-02-01 3.5 N/A 513922.00 60158.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3 N/A 78703982.00 57629280.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSD96 2054-07-01 5 N/A 1539968.00 1364755.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDQ3 2052-05-01 2 N/A 405000.00 271989.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLTJ6 2051-04-01 2 N/A 176000.00 102743.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCZL1 2054-05-01 5.5 N/A 1000.00 848.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWLT8 2054-06-01 5.5 N/A 1112001.00 886403.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FETM2 2027-09-25 3.35 N/A 1004.00 94.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVLT0 2051-04-01 2 N/A 381445.00 203543.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DN3Z4 2052-09-01 5 N/A 1808527.00 1162849.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.5 N/A 10895224.00 7558095.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WHG8 2055-07-01 5 N/A 195972.00 197144.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9US4 2033-04-01 3 N/A 102763.00 10818.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y2Q35 2048-08-01 4.5 N/A 6595856.00 1618814.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDC4 2052-03-01 2 N/A 604997.00 398718.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.5 N/A 2796289.00 1621155.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426R3H2 2055-07-01 6 N/A 16885437.00 15653232.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GML5 2055-10-01 5.5 N/A 4267501.00 4385820.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNWJ8 2052-04-01 3.5 N/A 199740.00 138543.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425X2U2 2055-01-01 6.5 N/A 1363235.00 1415068.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31300LV36 2036-09-01 6.595 N/A 53745848.00 2841347.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ATD40 2051-10-01 2 N/A 1000.00 537.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AC2W9 2048-10-01 4 N/A 1032.00 118.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJX98 2050-08-01 2 N/A 1725374.00 849477.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.5 N/A 1000.00 767.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LUBN5 2036-01-01 5.875 N/A 1196871.00 13184.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJA69 2050-06-01 2.5 N/A 590000.00 254445.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CF90 2055-02-01 5 N/A 1128.00 1056.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427BPL3 2055-09-01 6 N/A 1000.00 962.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5 N/A 6129015.00 5296972.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131X8CA2 2027-10-01 2.5 N/A 1002.00 20.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPN87 2052-10-01 5.5 N/A 4724004.00 3647143.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425UU45 2054-12-01 6 N/A 2505221.00 2137778.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM2K0 2051-12-01 2.5 N/A 2001.00 1292.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRMP2 2054-04-01 5.5 N/A 4000.00 3527.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMR49 2045-09-01 4 N/A 1000.00 426.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P8H20 2039-05-01 4 N/A 7113163.00 717742.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTVF0 2055-01-01 6.5 N/A 3826924.00 3159508.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACYH7 2048-10-01 4 N/A 102889.00 7282.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KH6N1 2050-06-01 2 N/A 494000.00 246702.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KGA7 2055-11-01 4.5 N/A 8000.00 7905.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNB36 2052-04-01 3.5 N/A 85898.00 56812.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KH2D7 2050-05-01 3.5 N/A 1770000.00 440502.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XQJ49 2044-08-01 3.5 N/A 1000.00 147.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPYD4 2053-03-01 5.5 N/A 991000.00 782528.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427BCM5 2055-09-01 6 N/A 1534748.00 1087937.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTVN3 2055-01-01 4.5 N/A 8767749.00 7767099.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQJ80 2053-03-01 3.5 N/A 35000.00 26948.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YP27 2055-01-01 5.5 N/A 1000.00 956.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128S5HG2 2037-06-01 6.125 N/A 500000.00 24755.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WGCK9 2054-06-01 6 N/A 179517.00 172065.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YUW5 2055-01-01 6.5 N/A 1707000.00 1063285.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPAY9 2055-12-25 4.61721 N/A 15555683.00 15192735.62 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NQP7 2055-05-01 6.5 N/A 26613150.00 23782399.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0AW2 2053-09-01 6 N/A 122525.00 100168.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426KMB9 2055-04-01 5.5 N/A 4377777.00 4444191.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5HR9 2047-10-01 4 N/A 2858000.00 343680.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DDF5 2055-10-01 6 N/A 5031128.00 5065131.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RSG6 2055-09-01 5.5 N/A 159296.00 163664.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPE61 2052-07-01 4.5 N/A 130000.00 100093.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C65B1 2053-06-01 5 N/A 951860.00 748262.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y04J8 2048-04-01 4 N/A 1000.00 335.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMJG1 2051-08-01 3 N/A 602000.00 347811.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHY2 2053-08-01 4.5 N/A 17000.00 14387.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNAD5 2052-10-01 5 N/A 43560.00 35072.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6BN9 2037-03-01 2 N/A 1045.00 612.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329M4J6 2043-12-01 4 N/A 1045000.00 112910.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426F3Y1 2055-03-01 6.5 N/A 1262914.00 1304682.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PHJ6 2054-07-01 6 N/A 2017.00 1792.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVML6 2053-05-01 4.5 N/A 2567743.00 1948957.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0W40 2053-11-01 6 N/A 1000.00 775.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5 N/A 4055384.00 3110035.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WTZ3 2055-08-01 6 N/A 1014508.00 1013928.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBJ1 2051-04-01 2.5 N/A 892598.00 498596.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XUP92 2046-07-01 3 N/A 2075000.00 393154.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7V94 2036-01-01 7 N/A 1017.00 34.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSTH8 2056-01-01 5.5 N/A 83261.00 86414.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AQPP6 2051-08-01 2.5 N/A 400000.00 245126.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CHD9 2055-01-01 6 N/A 1002.00 916.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C1FE5 2053-04-01 4.5 N/A 9532260.00 8195902.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425VZC0 2054-12-01 5.5 N/A 74923.00 69145.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31300LB38 2036-02-01 5.934 N/A 1145.00 8.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3M5 2049-08-01 3 N/A 427000.00 45983.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427M3H2 2055-03-01 5 N/A 3000.00 2840.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YRK4 2055-08-01 7 N/A 1000.00 903.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C1NY2 2053-04-01 6 N/A 1013426.00 858757.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWEH8 2055-12-01 6 N/A 357558.00 371952.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8H87 2031-02-25 3.465 N/A 1002.00 981.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDT7 2052-05-01 3.5 N/A 10000.00 7213.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128JR7J9 2038-09-01 6.274 N/A 5464.00 85.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AX5X6 2051-11-01 2 N/A 278000.00 207905.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WJW74 2031-02-01 7 N/A 1993040.00 15218.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEG4 2052-08-01 3 N/A 483584.00 353291.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426FJN8 2055-03-01 6.5 N/A 257052.00 219692.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WHN3 2055-08-01 5.5 N/A 1000.00 1021.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426B2L9 2055-01-01 5.5 N/A 1080642.00 1055354.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QDN7 2049-11-01 3.038 N/A 2213.00 268.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRB29 2053-05-01 5 N/A 1000.00 825.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WRAQ8 2040-12-01 4 N/A 2242950.00 212095.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTVP8 2055-01-01 4.5 N/A 641354.00 589907.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPMT2 2051-07-01 3 N/A 192890.00 131082.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPZ43 2052-10-01 4.5 N/A 33900.00 26448.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JX38 2055-04-01 5.5 N/A 366319.00 344099.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PEX9 2055-06-01 5.5 N/A 5521000.00 5385577.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.5 N/A 556004.00 385095.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KFV2 2055-11-01 5.5 N/A 3871174.00 3985786.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCA91 2040-10-01 4.5 N/A 19664.00 18512.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BHCA2 2052-08-01 5 N/A 659460.00 270254.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZB9 2046-12-01 3 N/A 1000.00 178.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DMP3 2055-10-01 6 N/A 7001.00 7300.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JP4P3 2055-12-01 5.5 N/A 6096.00 6202.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128NHUZ4 2037-02-01 6.975 N/A 1845000.00 7890.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JVA3 2055-11-01 5 N/A 5850420.00 5857926.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSRQ7 2052-03-01 3.5 N/A 52000.00 37163.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AAFW7 2050-09-01 5 N/A 1000.00 552.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C1NW6 2053-04-01 7 N/A 1094.00 1156.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4ZC5 2038-05-01 5.5 N/A 1003.00 8.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC68 2052-02-01 2 N/A 9194980.00 6039661.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BT2S8 2053-01-01 5 N/A 1008.00 782.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BP6G8 2052-11-01 5 N/A 1000.00 793.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6 N/A 7674487.00 5216624.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426M7G1 2055-05-01 5.5 N/A 1000.00 837.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HP6M0 2055-12-25 4.61721 N/A 122178351.00 117585731.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XM3R4 2043-06-01 4 N/A 1000.00 167.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W8ET6 2054-03-01 5 N/A 1139151.00 1123638.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CG81 2055-01-01 5.5 N/A 1103602.00 1120445.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CVGD0 2054-09-01 7 N/A 788863.00 585856.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AACN0 2050-09-01 2 N/A 1000.00 518.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FMUK6 2047-12-25 6.789475 N/A 2576.00 158.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GGPN8 2041-07-01 4.75 N/A 251765.00 251807.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRJB1 2053-06-01 5 N/A 1000.00 874.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XTME7 2045-10-01 3.5 N/A 71426.00 13464.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CT5E5 2054-09-01 6.5 N/A 1000.00 918.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BKVS5 2052-09-01 4 N/A 9102000.00 7123025.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPTL2 2052-12-01 4.5 N/A 300000.00 220750.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWM42 2054-09-01 7.5 N/A 1033.00 553.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427BXM2 2055-09-01 5.5 N/A 45192.00 46244.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31346YXG3 2049-12-01 2.5 N/A 722289.00 173477.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUPY3 2055-04-01 6 N/A 58426827.00 46638925.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AGKB4 2051-03-01 2 N/A 1000.00 570.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BADK4 2052-03-01 2 N/A 10433.00 7832.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.5 N/A 3685588.00 2924234.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQXK7 2053-06-01 5 N/A 200000.00 168845.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BSP64 2026-07-25 2.34 N/A 2811.00 342.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QKB8 2055-06-01 5.5 N/A 5302209.00 5100942.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GU2G7 2055-06-01 5.5 N/A 1024.00 994.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LWM2 2055-05-01 6.5 N/A 1000.00 1039.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GQTE2 2053-12-01 6 N/A 3084.00 2156.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DN7A5 2052-10-01 5 N/A 4293246.00 3185913.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNYP2 2052-09-01 5 N/A 1000.00 764.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WQW94 2040-11-01 4 N/A 1000.00 72.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B3XG7 2052-02-01 2.5 N/A 41795.00 27576.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQJ23 2053-05-01 6.5 N/A 300000.00 199639.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DN2R3 2052-09-01 4.5 N/A 1222000.00 897989.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PEW0 2055-07-01 6.5 N/A 5516297.00 5259552.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B42H7 2052-02-01 2.5 N/A 1688000.00 1044879.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YSD0 2055-01-01 4.5 N/A 1455560.00 1265358.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KUT9 2035-10-01 3.5 N/A 6353992.00 758421.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329JCP0 2036-10-01 7 N/A 589000.00 5544.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GXD3 2028-11-01 6.5 N/A 2221.00 0.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133Q3H79 2053-10-25 4.81721 N/A 47354.00 27489.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RCM0 2055-12-01 6.5 N/A 2749770.00 2794916.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CSJ4 2055-02-01 6.5 N/A 8794860.00 8549134.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFP3 2052-12-01 4 N/A 1001.00 806.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BASY8 2052-05-01 3 N/A 267776.00 186711.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6AF7 2036-06-01 1.5 N/A 574000.00 298772.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KRM8 2033-03-01 3 N/A 1000000.00 102684.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AED84 2051-01-01 2 N/A 1682000.00 935297.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NFJ3 2054-09-01 6.5 N/A 4646516.00 4016453.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPT57 2052-08-01 4 N/A 15000.00 11751.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BSPV8 2052-12-01 5.5 N/A 3758540.00 2226796.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L8SL0 2036-11-01 2 N/A 60141696.00 32793743.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QQF2 2051-01-01 3.5 N/A 3904788.00 3607235.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZC7 2046-12-01 3.5 N/A 1006.00 141.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MVX6 2054-01-01 4 N/A 72073.00 65189.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.77 N/A 1247.00 1015.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y8KD6 2048-12-01 5 N/A 1001.00 102.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMX8 2054-11-01 5 N/A 56002.00 50918.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WXRR5 2033-01-01 6 N/A 2116000.00 22272.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM5S0 2052-01-01 2.5 N/A 94524.00 61853.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWFR5 2055-12-01 6 N/A 1000.00 1040.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJ4H2 2050-09-01 2 N/A 1513000.00 808302.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKNC9 2050-11-01 2.5 N/A 1450000.00 658756.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM7F6 2052-01-01 2 N/A 2565000.00 1545513.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTZV5 2053-05-01 4.5 N/A 1007.00 850.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBK8 2051-04-01 3 N/A 1007.00 466.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JX37 2055-11-01 4 N/A 3003.00 2912.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JMU9 2055-10-01 6 N/A 1058732.00 1101732.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AM5J1 2051-06-01 2 N/A 1000.00 447.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMKM1 2055-08-01 5 N/A 2031820.00 2052910.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B85K3 2055-05-01 5.5 N/A 5118495.00 5205585.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWAQ9 2036-06-25 5 N/A 1453644.00 1404395.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETJL1 2048-10-01 5.6 N/A 1000.00 165.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QC4X1 2050-03-01 3 N/A 5774460.00 1855189.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EMQA2 2034-07-01 5.823 N/A 2689527.00 155028.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413LQG7 2047-08-01 6.575 N/A 1600000.00 9778.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0WR9 2035-10-01 4.28 N/A 10433583.00 10467503.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKQJ6 2055-08-01 6 N/A 913060.00 888775.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386C2P6 2040-10-01 5.372 N/A 14682422.00 23067.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NY6P1 2035-09-01 4.42 N/A 23831872.00 24187448.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JXRK6 2049-10-01 3 N/A 1123.00 202.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LFJ54 2032-02-01 2.24 N/A 135517.00 123948.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7K98 2055-10-01 5.5 N/A 1040.00 1052.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LJPM2 2033-01-01 4.69 N/A 866592.00 862279.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHLC9 2052-03-01 3 N/A 35000.00 23856.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RB99 2035-03-01 6.325 N/A 6621000.00 16668.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XM5L6 2053-11-01 6.5 N/A 58177000.00 42696368.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQLP8 2052-10-01 5 N/A 4535170.00 3755110.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WBV93 2044-05-01 4 N/A 1950700.00 364857.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDEL6 2050-03-01 4 N/A 190128.00 92714.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A2HT9 2040-12-01 4.5 N/A 127000.00 12163.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPD8 2050-05-01 2.5 N/A 235000.00 71287.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUCR1 2055-11-01 5 N/A 6087745.00 6111634.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HW6C1 2027-02-01 2.11 N/A 9000.00 8134.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 80184320.00 40432018.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWD62 2055-12-01 5.5 N/A 4414718.00 4348162.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSBS9 2053-05-01 4.5 N/A 25000.00 20821.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFRR4 2050-03-01 2.5 N/A 19988896.00 11796908.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNGN2 2055-10-01 5.5 N/A 3085088.00 2552823.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413Q2M9 2037-09-01 6.5 N/A 3980031.00 14826.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LCD2 2038-10-01 6.5 N/A 1425000.00 23221.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NKLQ2 2053-05-01 6.5 N/A 597722.00 614425.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMVY7 2051-12-01 3 N/A 3474079.00 2279474.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F0H80 2046-10-01 4 N/A 20000.00 5052.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W06F7 2053-05-01 6 N/A 654913.00 530559.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BP3K5 2032-09-25 3.76683 N/A 129304.00 127756.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GTAZ3 2047-04-01 3.224 N/A 2800000.00 343375.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BBC9 2034-02-01 4.5 N/A 205000.00 19904.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JB6V3 2033-05-01 4.702245 N/A 40000.00 33482.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENEW5 2038-05-01 6.423 N/A 1000000.00 63789.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAAF5 2048-06-01 6.057 N/A 1002.00 107.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F9JW6 2046-10-01 3 N/A 500682.00 122287.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7Q57 2032-05-01 3.5 N/A 1110000.00 70743.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6YS3 2055-07-01 6 N/A 9101390.00 9104579.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6 N/A 1024.00 896.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F9KC8 2046-12-01 3 N/A 20009.00 5082.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XME51 2052-07-01 3.5 N/A 124342.00 97077.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSDR9 2033-12-01 4.02 N/A 1216.00 1214.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLGD2 2051-07-01 1.5 N/A 486767.00 295045.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418XEV6 2040-08-01 4.5 N/A 128000.00 10802.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENMJ5 2044-09-01 4 N/A 63000.00 8610.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EUNG0 2045-12-01 4.5 N/A 555501.00 81136.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMVL5 2051-12-01 3 N/A 158839.00 96957.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCYY4 2055-02-01 4.367 N/A 1908715.00 1907544.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401Y2F1 2033-08-01 5.981 N/A 9939348.00 68853.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGT1 2052-07-01 5 N/A 145000.00 104594.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LJGG5 2033-02-01 4.735 N/A 1550000.00 1608967.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MA4W1 2052-04-01 3.5 N/A 1024.00 702.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GHT6 2043-05-01 3 N/A 1000.00 179.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAMW9 2051-03-01 2.5 N/A 384390.00 205581.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJV91 2052-06-01 3.5 N/A 38000.00 27480.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS3T6 2053-09-01 5.5 N/A 100000.00 83121.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XB2N9 2051-07-01 2.5 N/A 40000.00 23819.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKKC1 2051-04-01 2 N/A 1000.00 597.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMEZ5 2047-07-01 5 N/A 10000.00 7402.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQGP0 2055-09-01 6 N/A 227404.00 233378.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKQK3 2055-06-01 6.5 N/A 1761570.00 1528935.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389AZX4 2038-06-01 4.948 N/A 4227610.00 9443.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBQE3 2051-06-01 2.5 N/A 495000.00 306201.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL6Z6 2052-05-01 2.5 N/A 37000.00 27939.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140E7GS3 2045-11-01 4 N/A 1454000.00 76795.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DCV2 2039-06-01 3.5 N/A 1519000.00 141145.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EYN4 2053-12-01 6 N/A 15097027.00 9519590.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412BPZ9 2036-02-01 6.875 N/A 1000000.00 14622.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYPP1 2048-02-25 4.75 N/A 8626833.00 8589681.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LWWG8 2052-07-01 5 N/A 1000.00 826.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JVWR9 2048-12-01 5.806 N/A 680434.00 313107.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNYH9 2052-04-01 3.5 N/A 424000.00 295899.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKCJ7 2053-02-01 5.5 N/A 298000.00 243020.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JJF6 2032-07-01 6.5 N/A 4470682.00 5210.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWB72 2055-11-01 6 N/A 1021550.00 1061451.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENGK9 2044-08-01 4 N/A 512804.00 83691.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBKG4 2051-06-01 3 N/A 249427.00 150481.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQQY4 2052-10-01 5.5 N/A 8000.00 6325.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L5GE0 2051-04-01 2.5 N/A 99000.00 49745.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3XG9 2052-04-01 3.5 N/A 31564270.00 29269107.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVE34 2054-09-01 6 N/A 594001.00 539742.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLKM3 2055-09-01 6 N/A 804749.00 785356.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLYV4 2053-07-01 5 N/A 449500.00 365596.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401Y3V5 2033-09-01 6.398 N/A 4298000.00 11096.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECQ1 2052-04-01 2.5 N/A 1000.00 681.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M5JV2 2042-08-01 6.39 N/A 29875417.00 640215.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DCS9 2029-06-01 3.5 N/A 550000.00 38511.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MKE1 2037-07-01 6.78 N/A 71808352.00 252690.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KT3R4 2051-02-01 2 N/A 40000000.00 21173520.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHQB6 2052-06-01 5 N/A 196000.00 137285.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQPV3 2054-06-01 6 N/A 29818872.00 23905402.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4 N/A 635000.00 493064.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQBE6 2054-06-01 6 N/A 9967223.00 6615010.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQCS6 2028-07-25 4.5 N/A 7940000.00 6988710.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6PY0 2055-05-01 6 N/A 25891780.00 22299368.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410DHY9 2036-07-01 6.283 N/A 2900000.00 14651.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGG45 2052-03-01 3.5 N/A 248000.00 156635.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERNP1 2046-10-01 3 N/A 952316.00 231867.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QWBK7 2055-01-01 4.5 N/A 16639360.00 16021012.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401D7A3 2033-10-01 6.155 N/A 3000000.00 16324.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QE2S0 2050-09-01 4.5 N/A 1992000.00 454774.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGG29 2047-12-01 5 N/A 337990.00 172454.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DB25 2034-06-01 6.215 N/A 5250000.00 22979.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401AAU1 2033-03-01 6.125 N/A 21144607.00 38470.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYRF1 2056-01-25 4.5 N/A 104429824.00 100076795.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AVCM1 2054-12-01 4.5 N/A 2241888.00 2174339.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6JR3 2045-08-01 4 N/A 2079872.00 647425.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B9T98 2060-06-25 6.413555 N/A 10892560.00 2611235.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N84Q8 2053-09-01 3 N/A 44000.00 37458.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CLH5 2047-06-01 4 N/A 3314940.00 339698.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.5 N/A 21180.00 16317.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHTE2 2036-06-01 6.5 N/A 4264232.00 148967.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403VJP5 2033-12-01 6.175 N/A 3000000.00 40002.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405RNB8 2034-08-01 5.887 N/A 700000.00 7046.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUV33 2055-11-01 5.5 N/A 3619796.00 3724004.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJUM7 2055-07-01 6 N/A 10000.00 10346.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTN62 2053-12-01 6 N/A 1310418.00 1182556.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FL54 2040-06-01 6 N/A 10057.00 8106.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLM60 2051-08-01 2.5 N/A 12676920.00 7590730.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LBZY2 2051-06-01 2.625 N/A 1462914.00 1037468.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388BYH9 2028-04-01 6.31 N/A 16205953.00 31429.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLE46 2051-07-01 2 N/A 200000.00 136121.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ENL0 2053-01-01 6 N/A 39017637.00 23236020.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAV66 2051-04-01 3 N/A 3810533.00 1676542.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6DN2 2055-06-01 6 N/A 1000.00 1032.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407UMR5 2034-11-01 6.236 N/A 4400021.00 34640.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7XC4 2038-01-01 3 N/A 125000.00 20567.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQZ67 2053-02-01 4 N/A 1875000.00 1618089.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFZ51 2050-11-01 2.5 N/A 255117.00 140683.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AXVV6 2055-01-01 6 N/A 4128560.00 3764609.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1CC2 2030-11-01 4.04 N/A 4000000.00 4037523.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2YY1 2052-04-01 2.5 N/A 919752.00 774275.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ERV4 2053-03-01 3 N/A 7003.00 5484.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCER1 2052-09-01 1.964 N/A 23544817.00 18426124.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FG5N5 2046-11-01 3 N/A 81965.00 15077.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9SN2 2048-11-01 3 N/A 2387456.00 413457.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSU58 2053-08-01 5 N/A 314896.00 275638.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A4C66 2053-10-01 6 N/A 2973780.00 2498887.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELU2 2052-12-01 3.5 N/A 89690.00 69678.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414CPE2 2037-12-01 4.95 N/A 6362317.00 48903.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSXJ1 2055-10-01 5.5 N/A 1190990.00 601599.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9M32 2048-11-01 4 N/A 45867392.00 7155821.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31379MD71 2038-07-01 6.308 N/A 1546.00 0.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A9PN4 2054-04-01 5.5 N/A 9763024.00 9784771.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ6M0 2052-09-01 4.5 N/A 7200.00 5435.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BG3C3 2031-01-25 1.2445 N/A 90000.00 80091.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CRB2 2037-11-01 3.5 N/A 2489059.00 320206.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETYM2 2046-07-01 6.061 N/A 643991.00 47421.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSGF2 2053-06-01 4 N/A 2240706.00 1318601.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0PF9 2055-01-01 5 N/A 1834862.00 1838616.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9VV0 2047-03-01 3.5 N/A 5492990.00 1498496.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406DAD8 2034-10-01 5.172 N/A 7188999.00 111806.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUMW3 2054-05-01 6 N/A 252000.00 150455.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ARSP4 2046-03-25 3 N/A 7492328.00 6531831.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XLWE8 2044-02-01 4.5 N/A 15368208.00 2432348.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYUC4 2048-04-25 4.5 N/A 14679116.00 14661804.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPQV2 2052-07-01 4.5 N/A 728316.00 574481.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138NYGY5 2043-02-01 3.5 N/A 2195848.00 360069.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXPG5 2055-12-01 5.5 N/A 2585688.00 2633339.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XMKC3 2044-02-01 4.5 N/A 599000.00 75049.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407GYC6 2035-06-01 5.817 N/A 106707524.00 1172986.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLQ50 2037-06-01 2 N/A 173000.00 111993.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNN93 2052-05-01 3 N/A 984083.00 702297.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEV21 2055-07-01 6 N/A 24211534.00 23781905.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNDG4 2052-02-01 2 N/A 318418.00 201790.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXCQ3 2056-04-01 4 N/A 2820000.00 730275.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y6YJ7 2044-10-01 4.5 N/A 527000.00 55620.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M9TV9 2052-01-01 3.5 N/A 1000270.00 695092.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5CG7 2055-11-01 6 N/A 13794330.00 14233725.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3135GACR0 2036-01-25 1.9 N/A 1000.00 797.35 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLK56 2052-05-01 3 N/A 1169870.00 882990.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFMC2 2051-12-01 2 N/A 1000.00 701.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7BH5 2055-04-01 6 N/A 1653460.00 1608201.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X52Q5 2050-03-01 3 N/A 95378.00 28294.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9GM1 2048-09-01 3 N/A 7104000.00 3133699.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7WM7 2049-12-01 3.5 N/A 58000.00 8683.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31379MEG0 2038-08-01 6.308 N/A 17840234.00 71209.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2 N/A 7200000.00 3230853.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QV5E0 2055-01-01 6.5 N/A 2669837.00 1850582.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBJL3 2049-07-01 3.5 N/A 107002.00 12349.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LH6Y5 2029-05-01 3.25 N/A 10427000.00 9492700.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WUH30 2043-06-01 4 N/A 326000.00 46117.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LPAC0 2038-09-01 3.81 N/A 2324349.00 1928671.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6FL0 2050-03-01 3 N/A 20001.00 7387.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N7ZD5 2052-11-01 5.5 N/A 332000.00 317862.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XN4R2 2054-02-01 5 N/A 50000.00 43584.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7H92 2055-10-01 5 N/A 1000.00 1010.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0T70 2055-01-01 5 N/A 1024.00 963.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WAGW1 2043-11-01 4 N/A 11579468.00 2669574.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0XT7 2055-03-01 6 N/A 1499344.00 1395998.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LDJ95 2028-07-01 2.93 N/A 50000.00 36702.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N8Z27 2053-04-01 6.5 N/A 1289102.00 1121856.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391XB65 2032-06-01 5.5 N/A 7983300.00 41912.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFG86 2040-10-01 2 N/A 7353756.00 3861395.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLGT7 2051-07-01 2 N/A 1193660.00 701124.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHLL7 2051-02-01 4 N/A 3599624.00 1973591.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLMY9 2051-08-01 2.5 N/A 17000.00 10379.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GTU73 2047-08-01 4 N/A 5902530.00 1735743.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6CN8 2055-03-01 5.5 N/A 5137152.00 5032267.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.5 N/A 648274.00 463867.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BN4F2 2055-09-01 7 N/A 6262232.00 6118098.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJVS9 2040-12-01 2.5 N/A 330000.00 216504.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1KP7 2052-03-01 3 N/A 11001.00 9148.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4GP6 2055-11-01 6 N/A 337480.00 339323.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHFC1 2046-06-01 3 N/A 139707.00 40581.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPZK6 2052-08-01 4.5 N/A 218432.00 164599.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BW5B0 2055-12-01 5 N/A 4514108.00 4612061.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E0Q93 2041-12-01 3.5 N/A 147000.00 19579.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9XE4 2055-11-01 5 N/A 3919064.00 3975498.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412Q7E3 2040-02-01 4.5 N/A 40998972.00 2882306.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BPCK7 2055-10-01 5.5 N/A 1000.00 1022.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J57G8 2047-09-01 4 N/A 3849000.00 899644.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N2DG3 2052-09-01 6 N/A 1079858.00 811480.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKQF5 2047-04-01 4 N/A 1026.00 160.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJM54 2047-01-01 3 N/A 169480706.00 34751030.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381JRV6 2035-10-01 6.078 N/A 370302.00 16481.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ER69 2053-05-01 4.5 N/A 65000.00 53382.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQYF2 2055-10-01 6 N/A 8832088.00 9160028.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBPA0 2049-08-01 3 N/A 227683.00 53441.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X8XC0 2028-10-01 3 N/A 164000.00 10062.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPPX9 2052-07-01 5 N/A 339000.00 243496.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EN3S6 2044-04-01 6.338 N/A 286000.00 7205.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4VV5 2049-02-01 3 N/A 142516.00 25668.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ER85 2053-05-01 5.5 N/A 63000.00 46748.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413TUG5 2037-11-01 7 N/A 412192.00 11868.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FKK2 2055-05-01 4 N/A 94644.00 88540.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH3E5 2052-03-01 2.5 N/A 19999.00 13346.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6X55 2050-05-01 3 N/A 1664990.00 790872.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NLMP1 2053-07-01 6.5 N/A 1143664.00 694631.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLJ33 2051-10-01 4 N/A 957000.00 713060.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXT2 2053-11-01 5 N/A 6000.00 5258.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNLM2 2052-03-01 2.5 N/A 10572080.00 6686226.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2LZ5 2055-04-01 6.5 N/A 996377.00 885459.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUB35 2055-11-01 5.5 N/A 8190240.00 8344099.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHLZ8 2052-06-01 3.5 N/A 109000.00 77992.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NU6E4 2029-11-01 4.72 N/A 30000.00 30994.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRB85 2031-07-01 3.78 N/A 2266000.00 1991303.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HUH58 2034-06-01 3.37 N/A 3270549.00 3119102.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8DU7 2056-02-01 5 N/A 2231316.00 2259287.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 10646.00 818.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417TP44 2040-01-01 4.5 N/A 5221630.00 329650.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSHA2 2053-06-01 5.5 N/A 6874992.00 5435318.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KNVZ8 2050-08-01 2 N/A 100000.00 55152.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NNY74 2053-09-01 6.5 N/A 47825.00 33671.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400JPC7 2033-05-01 6.375 N/A 2350000.00 6606.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJS53 2050-08-01 3.5 N/A 80000.00 54862.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QC5P7 2050-03-01 3.5 N/A 17815232.00 4226632.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B96U8 2055-09-01 6.5 N/A 5027900.00 5024516.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419DLE9 2040-09-01 4.5 N/A 11282900.00 444398.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9XH1 2048-10-01 4.5 N/A 4000326.00 825928.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X93K9 2049-09-01 4 N/A 74000.00 17002.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AUKX8 2026-09-25 2.43519 N/A 270000.00 210279.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPCJ4 2047-05-01 3.5 N/A 30120768.00 20730113.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUHW9 2054-04-01 6 N/A 13937880.00 11463863.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNET9 2032-04-25 2.081598 N/A 845000.00 762934.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EEPR4 2042-03-01 3.5 N/A 8000000.00 1102057.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CCK8 2036-10-01 3 N/A 197000.00 30132.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407XPG0 2035-11-01 5.867 N/A 6638022.00 51573.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XF4V0 2052-03-01 2.5 N/A 1995000.00 1323901.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNKM5 2052-09-01 3.5 N/A 90459.00 73443.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EP20 2053-03-01 5 N/A 12777900.00 10025040.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLHT0 2056-01-01 5.5 N/A 71944.00 74195.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QL4C7 2036-09-01 1.5 N/A 47829606.00 27821617.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QELA8 2035-08-01 2.5 N/A 30000.00 12160.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVVQ8 2054-08-25 5.11721 N/A 9448293.00 7127188.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGK0 2052-08-01 4.5 N/A 12134.00 9183.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XG7C7 2052-05-01 4 N/A 2104000.00 1522857.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QT3G2 2054-02-01 6 N/A 200000.00 158747.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L05D5 2051-02-01 2 N/A 93780.00 48129.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31367W3V1 2029-09-01 5.5 N/A 2297.00 0.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4ZJ1 2056-02-01 5 N/A 9554537.00 9630506.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XK2P4 2051-10-01 3 N/A 28802613.00 20513540.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NJ2Z6 2053-10-01 6 N/A 73645.00 64700.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U7EW8 2056-03-01 6 N/A 1450954.00 1514919.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HVA38 2034-09-01 2.89 N/A 1082.00 993.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVXC3 2054-12-01 6 N/A 55264397.00 43735165.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EP6U3 2036-10-01 6.449 N/A 1800000.00 165318.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGU98 2052-02-01 3 N/A 15200217.00 10747726.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3AQ2 2054-01-01 6.5 N/A 5784236.00 5267826.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406HG50 2034-04-01 6.294 N/A 1000000.00 9420.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9NR0 2048-08-01 4.5 N/A 398990.00 70905.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.5 N/A 6564264.00 4263480.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELCK7 2043-05-01 6.384 N/A 10427942.00 314322.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWTW8 2055-12-01 5 N/A 1000.00 1004.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384E6H3 2053-10-20 5.06154 N/A 31449537.00 9537000.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MFB8 2054-04-20 5.75 N/A 23699680.00 24348856.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AQ48 2053-06-20 4.61154 N/A 26314.00 23101.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.5 N/A 889323.00 954252.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383UR85 2052-10-20 4.76154 N/A 7430682.00 5385736.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225FAN9 2041-01-20 5.625 N/A 1025000.00 23393.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176X2L2 2041-10-15 3.5 N/A 270000.00 5117.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383US76 2052-10-20 4.96154 N/A 32616763.00 23750284.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A3S96 2039-09-15 5 N/A 11379.00 527.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.5 N/A 2597767.00 2786603.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383WUB0 2053-03-20 4.66154 N/A 12038018.00 4617383.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A9PZ8 2039-10-15 5 N/A 1025.00 16.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HSF6 2054-01-20 5.5 N/A 9054560.00 9246002.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.26154 N/A 63166145.00 39480428.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BHJA5 2053-07-15 7 N/A 1017.00 1036.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176MWC3 2041-06-15 4.75 N/A 1010.00 32.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179T4E2 2048-06-20 4.5 N/A 12259267.00 482678.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 4.77154 N/A 23054624.00 14204721.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.5 N/A 3028.00 2469.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176W7E5 2042-01-15 3.5 N/A 296000.00 24267.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JBJ2 2054-02-20 4.86154 N/A 59056697.00 22634307.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BQP9 2053-06-20 4.61154 N/A 28130700.00 18661999.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.5 N/A 3215018.00 3119211.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380UBK8 2047-12-16 3 N/A 974738.00 1006132.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HQX9 2047-09-20 5.5 N/A 233509.00 39363.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YRT0 2054-10-20 4.61154 N/A 67764746.00 55483564.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178WNQ8 2042-10-15 3.5 N/A 2408.00 124.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VBG4 2049-12-20 3.5 N/A 220518.00 28166.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383KUE0 2054-04-20 4.69154 N/A 5723970.00 3395069.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.5 N/A 38736.00 29604.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225FL64 2042-02-20 5.75 N/A 1000000.00 47416.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BHH90 2053-07-15 6.5 N/A 2140.00 2158.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 4.81154 N/A 63606000.00 43334208.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A9WJ6 2039-11-15 5 N/A 2003.00 98.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 5790760.00 4213300.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UKX9 2049-01-20 4 N/A 8110.00 640.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178GHU1 2027-11-15 3.5 N/A 116126.00 704.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SGX9 2046-07-20 5.375 N/A 1425.00 69.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384H4U9 2054-01-20 5.5 N/A 15000000.00 17370196.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176D3R2 2041-05-15 4.75 N/A 1057.00 9.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 5.16154 N/A 25775294.00 7934849.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VV96 2053-02-20 4.54154 N/A 1328.00 861.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225DK60 2035-01-20 6.625 N/A 187297.00 4805.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179S5P8 2047-05-20 5 N/A 366451.00 34226.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RQ36 2045-10-20 4 N/A 13658.00 1020.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383TEC3 2052-06-20 4.5 N/A 22633664.00 15879860.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5 N/A 1000.00 934.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B5K0 2034-03-15 6.5 N/A 3740.00 21.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NQL5 2055-06-20 5.06154 N/A 38411132.00 32424316.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AS7B3 2053-05-20 7.5 N/A 1044016.00 268716.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L8VE2 2075-09-20 5.389 N/A 5682946.00 6270720.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385H4Q7 2055-11-20 5.06154 N/A 46541700.00 46455687.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.96154 N/A 283002140.00 143303797.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178WN96 2042-10-15 3.5 N/A 1286601.00 51021.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225DAS3 2034-05-20 5.625 N/A 25012.00 493.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EB20 2053-09-20 4.71154 N/A 5418750.00 4652392.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.75 N/A 95000000.00 82217797.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AC3Z5 2039-09-15 5 N/A 189983.00 7186.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384Q3A4 2054-07-20 4.91154 N/A 293713000.00 148589064.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176XUX5 2042-06-15 3.5 N/A 219519.00 10341.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DP84 2053-11-20 5.56154 N/A 12681488.00 3923585.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CYZ3 2033-08-20 5.375 N/A 37211.00 141.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6 N/A 20000.00 12554.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.31154 N/A 39798080.00 25065079.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.5 N/A 25655860.00 26310500.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 4.77154 N/A 24251715.00 19516589.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V4W7 2051-01-20 3 N/A 2209988.00 808925.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X4Z4 2053-05-20 4.66154 N/A 4412.00 1614.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385GF46 2055-06-20 5.21154 N/A 100000000.00 91292660.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379FYH6 2045-10-20 3 N/A 1040815.00 1261809.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383DRX8 2051-11-20 2.5 N/A 86970588.00 50599918.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385GE62 2055-06-20 5.46154 N/A 496211.00 454189.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.96154 N/A 1149.00 373.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LAH1 2056-01-20 4.66154 N/A 1935200.00 1928305.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QAJ0 2055-08-20 4.74154 N/A 2001.00 1982.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36177WUA6 2042-06-15 3.5 N/A 300000.00 21281.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5PK9 2055-06-20 6 N/A 37050.00 34342.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.66154 N/A 22102492.00 17883676.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BHKM7 2053-05-15 7 N/A 1000.00 925.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PQW3 2054-06-20 0.125 N/A 10000000.00 6652283.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225DTQ7 2035-08-20 5.375 N/A 1000000.00 67158.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QGD7 2044-06-20 4 N/A 169000.00 10040.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KNT4 2054-03-20 5.5 N/A 21310282.00 21825313.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UGG1 2037-09-20 6 N/A 363708.00 58091.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2 N/A 3999992.00 1866863.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NRS9 2055-06-20 4.76154 N/A 56075121.00 55652237.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383M3R7 2052-08-20 4.66154 N/A 25231552.00 18609375.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAZZ0 2051-03-20 2 N/A 2270442.00 1348211.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M8WH3 2055-10-20 6.5 N/A 1000.00 1069.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WDD6 2051-07-20 2.5 N/A 1000000.00 614595.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.5 N/A 1024.00 703.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384FAS1 2053-11-20 5.16154 N/A 27136394.00 8353860.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AALE2 2047-10-15 4.5 N/A 2926.00 802.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56R5 2056-01-20 3.5 N/A 2678146.00 2631696.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.66154 N/A 20387619.00 11148332.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179BZP2 2043-01-15 3.5 N/A 11120.00 1007.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NB98 2052-03-20 5.5 N/A 790091.00 696761.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V7C8 2051-02-20 1.5 N/A 348128.00 182815.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36177Q4T7 2042-05-15 3.5 N/A 544000.00 37512.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225DUX0 2035-10-20 5.125 N/A 1279904.00 28106.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5RN1 2055-06-20 3.5 N/A 131406.00 128061.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MHF25 2056-01-20 5.5 N/A 1000.00 1026.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36181LUA4 2043-08-15 3.5 N/A 2000.00 122.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NYQ2 2054-05-20 5 N/A 500000.00 458818.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MAY6 2042-04-20 4 N/A 1197000.00 62718.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FAH6 2051-12-20 2.5 N/A 1165.00 734.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385J4U4 2055-12-20 4.66154 N/A 1024.00 1017.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-09-20 5.5 N/A 7926.00 7979.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MDQ0 2042-05-20 5.625 N/A 1000000.00 20991.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CKL9 2029-07-20 5.375 N/A 57009173.00 60605.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381WY93 2049-07-20 4.18172 N/A 11997441.00 1876972.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ADX8 2053-05-20 4.66154 N/A 8607001.00 3150425.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.66154 N/A 41032536.00 25581638.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.66154 N/A 2769532.00 1986845.35 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 400.00 382.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375 N/A 100.00 98.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 500.00 506.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 1000.00 1043.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 3200.00 3339.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 6550400.00 6749471.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 2300.00 2339.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 N/A 1953000.00 488208.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 800.00 810.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 100.00 109.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 7.05 5.15 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-06-23 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 3000000000.00 3000000000.00 0.0089 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.66 N/A R0MUWSFPU8MPRO8K5P83 0QK011PY7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 27.02 25.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 40439467.19 43206001.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797SN8 2026-04-30 0 N/A 200464.15 199211.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 1840632.75 1898310.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 727.33 358.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 712353.06 747849.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 865336.02 891918.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 5066563.87 2571666.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 25.89 18.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 220029.54 223842.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 14.56 10.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797SP3 2026-05-07 0 N/A 5134.56 5099.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 1443920.20 1515110.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 0.17 0.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 108.10 100.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 N/A 172313.25 140856.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 35137241.16 24762935.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 704543.12 671385.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 96448.71 96881.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 13511991.25 12174439.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 103285.79 76546.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 862096.72 372973.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 21277007.69 24330409.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 171062.02 177844.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 1666841.31 1896329.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 567.50 564.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 14619.99 14824.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 401820.09 438306.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGR6 2026-03-15 4.625 N/A 702.62 717.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 1507777.95 1546893.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 27.02 29.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 2870626.10 2622711.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 6972736.61 7257354.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 14565.94 14802.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 27024016.00 27374930.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 N/A 1601794.50 1926803.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 366175.42 348794.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 897764.84 912952.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 2161651.04 2211041.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 0.69 0.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 4933909.72 5001693.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 4876024.28 3139076.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 N/A 1149871.88 1751899.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 5051896.58 5348651.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 28510.34 29462.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 540.48 714.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 485027.04 526826.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 270.24 284.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 2.80 1.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 810.72 783.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 54.05 55.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0 N/A 1266615.63 362781.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 378930.75 388568.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 27.02 11.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 87909.12 89067.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 775454.14 796288.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.782876599 N/A 216.19 217.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 16357822.81 8785623.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 3022122.73 3087427.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 470920.50 491303.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286F2 2026-02-28 2.5 N/A 27.02 27.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 4055847.34 2027639.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 1703242.66 1723934.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 2437737.57 887568.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 0.04 0.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 841690.00 794441.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 17457.51 16597.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 26491102.40 26688408.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0 N/A 27.02 7.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 4016174.14 1577079.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797SV0 2026-05-21 0 N/A 6159989.33 6108984.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 24832476.40 30155328.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 N/A 27.02 21.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 54.05 51.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.25 N/A 216.19 227.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 43481.64 43978.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 127715.50 128369.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 86.48 72.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 2436917.67 2471160.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 216.19 207.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 25120093.00 23628755.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 1027101.78 1064055.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 54.05 51.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HN6 2055-08-15 0 N/A 1542801.07 381722.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 11025.80 11406.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 709650.66 735658.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 946245.92 519939.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 1128522.91 1158426.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 27.02 7.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875 N/A 34752.88 35374.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 2092685.75 2005540.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 659250.87 595489.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 513.46 485.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 27.02 25.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 1418224.33 889123.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 99907.79 103644.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 10108198.06 11014949.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 462.69 454.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 432.38 441.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 2161.92 2069.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 27.02 26.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 183303441.12 194632234.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 905277.51 863234.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 21860618.33 23459745.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 405.36 392.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 26368926.83 25345540.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 269753.73 277347.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 867849.25 878611.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 27.02 25.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0 N/A 17568745.19 5095463.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 71310054.60 88312820.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 15041837.55 14643547.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 27.02 28.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 719573.02 298622.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 162.14 155.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 9.18 3.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 27023988.98 27452594.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 54048.03 55830.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 459.41 230.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 332962.90 334105.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 22742763.29 23728913.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 6755895.90 6960184.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 2114304.96 2010289.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 81.07 84.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 691600.07 239512.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 10087710.80 6674372.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 N/A 33.28 17.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 309992.49 275839.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 66238.68 30838.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 1918488.94 1945679.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 4176372.50 4254786.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 7612476.14 7716183.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 25527480.04 25714915.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 108.10 39.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.804876599 N/A 3838761.47 3851942.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 3969211.71 1792634.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 42131322.66 30059898.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 270.24 283.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 324315.22 277826.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 0.08 0.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 2121142.04 2144867.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 94070.60 95022.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 109945641.70 116500445.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 3749063.31 2044146.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 73667.47 73549.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 102176.19 59796.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 15824588.17 17549537.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 710056.02 719569.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 151685.80 152539.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 26606035.54 27064941.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 N/A 297264.18 135257.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 2356926.58 2386400.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 6692929.95 6862170.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 1154330.84 413001.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 65452.17 66753.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 1080.96 1124.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 9269.24 9116.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 27.02 28.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 324.29 335.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 26682243.27 28367949.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 N/A 27.02 10.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 13512008.00 13913546.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 54.05 55.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0 N/A 81.07 80.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PV3 2026-03-19 0 N/A 2596656.63 2591460.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 N/A 168927.12 157194.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 10771286.35 11128632.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 1973045.07 735981.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 663034.23 672463.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 15922685.35 16255046.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 N/A 54935581.76 14144868.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 511591.65 660230.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 108.10 55.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 267429.66 266354.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 162.14 143.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 108.10 113.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 88449.60 113221.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286X3 2026-05-31 2.125 N/A 189.17 189.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 408062.64 422140.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 182979.61 161563.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 53426.48 55385.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 15403662.10 15665200.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 7886986.09 5121933.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 58642.11 60016.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 1847496.85 1962785.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 10229130.54 10142397.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 1598794.83 1650397.30 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 1080960640.00 1080960640.00 0.0032 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.67 N/A R0MUWSFPU8MPRO8K5P83 0QK011PZ4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPUC0 2052-08-01 4.5 N/A 27906.55 19862.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWAG8 2050-11-01 2.5 N/A 11182.95 4838.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CZ63 2055-10-01 6.5 N/A 4293883.51 4430684.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MRA2 2055-05-01 5.5 N/A 3558.21 3535.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV4W2 2050-01-01 2.5 N/A 508.32 123.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCZL1 2054-05-01 5.5 N/A 2115249.27 1794442.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JX37 2055-11-01 4 N/A 508.32 492.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128UHJE6 2041-11-01 6.25 N/A 2625.96 21.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCH4 2051-10-01 2 N/A 19824.32 12492.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWGD9 2053-02-01 3.5 N/A 185550.59 149954.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNR54 2052-02-01 3 N/A 505266.10 320493.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JVB1 2055-11-01 5 N/A 4583801.54 4502563.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC92 2052-02-01 3.5 N/A 314093.54 191549.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BJNU2 2052-08-01 5 N/A 508.32 323.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WLTN8 2033-05-01 4.5 N/A 1250817.25 40910.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5E76 2046-04-01 3 N/A 2386035.30 308305.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHB75 2054-11-25 4.91721 N/A 630.82 511.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HD5N5 2033-05-01 6.43 N/A 50972.40 68.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBY8 2051-07-01 2 N/A 835163.19 511220.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SFP9 2055-07-01 6.5 N/A 508.32 436.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPY85 2052-09-01 5 N/A 704978.38 614466.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JQW1 2055-11-01 5 N/A 1963803.64 1990304.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KRV68 2036-10-01 5.5 N/A 1651.52 54.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BJ6Z1 2045-05-15 3 N/A 350374.09 291874.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y3XC5 2048-10-01 4 N/A 509.84 84.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPWC8 2052-10-01 4.5 N/A 508.32 406.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMT9 2054-05-01 6 N/A 508.32 425.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WWVC5 2032-04-01 7 N/A 508.82 1.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM5J0 2052-01-01 2.5 N/A 509.84 318.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJ4H2 2050-09-01 2 N/A 508.32 271.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426KL95 2055-04-01 5.5 N/A 2640473.89 2426243.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128SGAP5 2035-03-01 4.17 N/A 1066986.29 23707.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJMH2 2050-07-01 3 N/A 7093360.69 2282188.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426AYL6 2055-01-01 4.5 N/A 256514.55 237911.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMJE6 2051-07-01 2 N/A 508.32 307.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QV75 2055-06-01 6.5 N/A 2069714.32 2143705.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQQE9 2053-02-01 6 N/A 520.52 400.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.77 N/A 6776543.59 5518685.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426DXX5 2055-03-01 6 N/A 508.32 395.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCZX5 2054-05-01 5 N/A 508.32 502.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KM3Y9 2051-11-01 2.5 N/A 110087.52 66041.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XGXX9 2028-09-01 4.94 N/A 38123.70 38885.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJKF5 2028-09-25 3.92 N/A 513.40 516.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XWD83 2047-03-01 4.5 N/A 607.44 166.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PZX5 2055-08-01 6 N/A 508.32 503.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KGA7 2055-11-01 4.5 N/A 376804.99 372364.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W9KU4 2054-04-01 5 N/A 121162.71 104857.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WQHB6 2040-07-01 4.5 N/A 508.32 50.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KP6W3 2052-10-01 5 N/A 11208.88 8767.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNVW0 2052-10-01 6 N/A 508.32 511.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329MVB3 2043-04-01 3 N/A 508.32 89.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPEH7 2052-06-01 3.5 N/A 412752.08 306118.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BWL92 2053-01-01 5 N/A 364689.28 250749.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAD29 2031-10-25 4.796 N/A 75539.82 77847.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVAB1 2054-09-01 6.5 N/A 512.38 447.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUEA1 2054-05-01 5.5 N/A 29482.33 26388.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CVTD6 2054-09-01 5.5 N/A 78386.90 78764.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WJ3A9 2037-06-01 6 N/A 512.89 1.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PEV2 2055-08-01 6.5 N/A 7975583.77 8232268.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PWA9 2055-05-01 6.5 N/A 1071581.98 937229.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BT2S8 2053-01-01 5 N/A 512.38 397.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XQNP7 2044-09-01 3.5 N/A 508.32 77.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A2CB6 2038-01-01 5.5 N/A 508.32 3.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTQF0 2052-12-01 3.5 N/A 277032.22 230594.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV5Q4 2050-04-01 2.5 N/A 510.35 112.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128JNV28 2037-06-01 6.812 N/A 14785279.22 30034.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426FTB3 2055-03-01 6.5 N/A 3311810.39 3331207.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329JJB4 2042-04-01 3.5 N/A 161573.32 21496.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC76 2052-02-01 2.5 N/A 722673.87 476758.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACYH7 2048-10-01 4 N/A 508.32 35.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426Y7F7 2055-09-01 5.5 N/A 512.38 520.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YH82 2055-08-01 5 N/A 508.32 511.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMW84 2051-09-01 2 N/A 508.32 317.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CJDJ7 2053-11-01 6.5 N/A 508.32 516.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C63Y3 2053-07-01 4.5 N/A 508.32 383.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AC2W9 2048-10-01 4 N/A 618.11 71.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BMGQ2 2052-09-01 4.5 N/A 54389.81 40334.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WKTD2 2037-12-01 6.5 N/A 546.44 3.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWKH8 2056-03-01 5.5 N/A 34231.52 35084.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A7ZC6 2050-07-01 3 N/A 12151.29 4133.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WEF25 2034-05-01 5 N/A 3220827.93 80764.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.5 N/A 555.59 426.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DND42 2052-05-01 4 N/A 12199.58 8244.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLA23 2051-02-01 2 N/A 1034.93 571.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A7H20 2027-04-01 3 N/A 7745581.96 50812.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HDZT9 2030-12-01 4.171 N/A 9939.61 32.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CTQU6 2054-09-01 5 N/A 5591.48 5263.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HARC2 2053-10-25 6 N/A 20803.34 25367.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6 N/A 508.32 350.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HD4Q9 2030-07-01 6.051 N/A 841.26 2.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31346AF83 2030-06-01 4.666 N/A 944.45 0.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NAR1 2055-05-01 5 N/A 508.32 510.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XKE62 2042-09-01 3.5 N/A 1129.99 110.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJ6P2 2050-09-01 2 N/A 508.32 255.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQW28 2053-03-01 5 N/A 3189174.58 2514191.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NLD0 2055-05-01 5.5 N/A 508.32 518.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWNH2 2055-01-01 5 N/A 20332.64 18863.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CMFT6 2054-01-01 7.5 N/A 508.32 447.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y3DD5 2048-09-01 5 N/A 508.32 95.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YNA0 2055-09-01 5.5 N/A 119155.88 122053.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NA25 2055-03-01 6 N/A 96985.68 84836.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FL2M5 2034-01-25 3.794 N/A 68845.30 67162.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C4HZ0 2053-05-01 6.5 N/A 274836.29 285815.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WKUJ7 2037-12-01 6.5 N/A 8500522.72 50779.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426B2M7 2055-02-01 6 N/A 508.32 517.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTJG6 2054-06-01 5.5 N/A 1174226.23 1019428.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B9KZ6 2052-04-01 2 N/A 66671.74 43740.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.5 N/A 970375.24 614625.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CYJT6 2054-10-01 5.5 N/A 4066.53 4124.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5FC9 2037-11-01 6 N/A 2476.52 32.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWB51 2051-08-01 2 N/A 508.32 314.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSG22 2052-08-01 2 N/A 127079.00 92201.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC84 2052-02-01 3 N/A 518.48 338.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WRE27 2041-01-01 4 N/A 508.82 52.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHEB3 2054-11-25 4.96721 N/A 4606359.59 3324618.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B9MS0 2052-04-01 3.5 N/A 8130.01 4934.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDX8 2052-06-01 2 N/A 8133.06 5583.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HDU98 2031-06-01 5.89 N/A 26127.95 3.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426L2P8 2055-05-01 6.5 N/A 1016.63 636.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C4TT1 2053-06-01 5 N/A 35102.78 33761.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6C84 2056-02-01 5 N/A 1363114.93 1369152.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AACN0 2050-09-01 2 N/A 1016.63 526.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0AJ1 2052-04-01 2.5 N/A 4068.05 2978.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CSF2 2055-03-01 6 N/A 2779187.23 2152091.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HP5N9 2055-12-25 4.5 N/A 11349191.66 10611485.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AAFW7 2050-09-01 5 N/A 1112378.91 614208.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNYP2 2052-09-01 5 N/A 508.32 388.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5F91 2046-12-01 2.5 N/A 2274520.94 572506.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHC0 2053-04-01 3.5 N/A 3564.82 2760.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLG35 2051-03-01 2 N/A 508.32 279.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNA94 2051-11-01 2 N/A 5591.48 3468.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CHD9 2055-01-01 6 N/A 508.32 465.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426FJN8 2055-03-01 6.5 N/A 266971.63 228170.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JAC2 2055-10-01 5.5 N/A 508.32 462.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACFG0 2043-08-01 3 N/A 508.32 146.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XM5L5 2043-06-01 4 N/A 508.32 71.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJ6R8 2050-09-01 2 N/A 508.32 266.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKND7 2050-11-01 2.5 N/A 511.37 224.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392R3H2 2032-07-15 6.5 N/A 2541477.83 80519.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5HX6 2047-12-01 3 N/A 508.32 75.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y9XU2 2049-02-01 4.5 N/A 5080337.83 1008808.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CR5U3 2054-07-01 6 N/A 508.32 432.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5 N/A 512.38 402.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425VZM8 2054-12-01 4.5 N/A 839471.67 809457.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUDP9 2052-05-01 3 N/A 508.32 403.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNAD5 2052-10-01 5 N/A 508.32 409.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACC57 2046-09-01 3 N/A 508.32 166.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPQF8 2052-07-01 3.5 N/A 135212.06 103645.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BWFV1 2026-04-25 2.896 N/A 4171.75 24.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJA69 2050-06-01 2.5 N/A 508.32 219.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRB29 2053-05-01 5 N/A 508.32 419.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AJYN7 2051-04-01 3 N/A 5083.16 2707.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KH5E2 2050-06-01 2.5 N/A 508.32 190.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPMX3 2052-06-01 5 N/A 508.32 367.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PEW0 2055-07-01 6.5 N/A 16362.18 15600.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LWY6 2055-05-01 6.5 N/A 518634.81 543548.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNCD3 2052-04-01 3.5 N/A 254158.00 173018.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMXY6 2049-12-01 4 N/A 508.32 268.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AUP36 2051-10-01 2.5 N/A 508.32 316.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JCP1 2055-11-01 6 N/A 577472.39 599377.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEG4 2052-08-01 3 N/A 10166.32 7427.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128JPHF0 2034-11-01 6.722 N/A 4279.51 28.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B3ZF7 2052-02-01 2.5 N/A 99121.62 64934.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292K3M7 2040-06-01 4.5 N/A 509.33 29.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DN2R3 2052-09-01 4.5 N/A 508.32 373.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426M7G1 2055-05-01 5.5 N/A 508.32 425.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM5S0 2052-01-01 2.5 N/A 206109.94 134870.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUF85 2054-01-01 4 N/A 4633.30 4023.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NQ44 2055-05-01 6.5 N/A 2661017.99 2440964.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADUH9 2046-09-01 3 N/A 508.32 134.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNZX4 2052-04-01 2.5 N/A 508.82 361.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MSP8 2055-05-01 5 N/A 508.32 510.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLVJ3 2051-05-01 2 N/A 35073.80 19940.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PT62 2055-06-01 5 N/A 508.32 430.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CDD76 2053-09-01 6 N/A 508.82 432.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADU30 2048-11-01 3.5 N/A 508.32 136.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A33X6 2042-06-01 4 N/A 2782.52 298.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JN3E4 2055-11-01 6.5 N/A 154347.61 137845.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XQJ49 2044-08-01 3.5 N/A 3266759.87 482669.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 5083.16 3840.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFR9 2052-12-01 5 N/A 512.38 405.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XVT70 2047-01-01 3 N/A 272457.88 32891.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0FX5 2052-10-01 4.5 N/A 636741.53 521570.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPRD2 2052-12-01 6 N/A 570.84 409.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WTZ3 2055-08-01 6 N/A 520.52 520.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133JL2T5 2051-07-01 4 N/A 508.32 450.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GAM7 2055-03-01 6.5 N/A 512.38 372.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD3M8 2049-01-01 4.5 N/A 508.32 103.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B4HU2 2052-02-01 2.5 N/A 190119.84 125843.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XECZ2 2037-11-01 2.4 N/A 31602.51 25805.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCZ4 2052-01-01 2 N/A 771623.69 498642.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DS7A4 2054-04-01 5 N/A 20487.17 18135.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PHJ6 2054-07-01 6 N/A 512.38 455.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVKY0 2050-01-01 3.5 N/A 105219.89 30224.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSU91 2051-02-01 2 N/A 72180.87 52718.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KF26 2055-11-01 4.5 N/A 508.32 501.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128NHTY9 2036-12-01 6.223 N/A 2140.52 23.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2 N/A 17619194.80 9975393.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0P71 2052-01-01 2 N/A 503741.16 349684.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CSFR7 2054-08-01 5.5 N/A 508.32 385.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AWNQ3 2051-11-01 2 N/A 508.32 280.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QQH9 2055-06-01 6.5 N/A 551532.01 577907.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B4KX3 2041-08-15 3.5 N/A 785.86 375.05 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CGXQ5 2053-11-01 6 N/A 508.32 365.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPQ68 2052-07-01 5 N/A 508.32 377.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDQ3 2052-05-01 2 N/A 6099.79 4096.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BU3B1 2053-02-01 5 N/A 508.32 395.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPUL0 2052-06-01 3.5 N/A 4574.84 3335.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KK3X5 2051-01-01 2.5 N/A 831603.96 444744.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WJ2J1 2037-06-01 5 N/A 1422.78 14.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQXY7 2053-04-01 5.5 N/A 512.38 410.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128S5YL2 2037-02-01 6.277 N/A 671.99 36.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427H7F3 2055-11-01 5.5 N/A 1086895.50 1119317.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD6J2 2049-02-01 5.5 N/A 508.32 52.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AM5J1 2051-06-01 2 N/A 508.32 227.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KHUN4 2050-04-01 4.5 N/A 508.32 111.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128S5FJ8 2037-08-01 6.558 N/A 13306797.91 347548.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427ARV1 2055-09-01 6 N/A 512.38 483.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNB36 2052-04-01 3.5 N/A 508.32 336.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CEFN7 2053-10-01 6.5 N/A 1424647.60 914038.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31346AF91 2029-06-01 4.237 N/A 3826.60 1.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WHN3 2055-08-01 5.5 N/A 508.32 519.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNB77 2052-04-01 3.5 N/A 61506.24 44156.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNVT7 2052-08-01 4.5 N/A 508.32 391.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GB46 2055-02-01 5.5 N/A 535739.65 543186.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C64Y2 2053-07-01 5 N/A 223237.14 157006.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPM96 2053-01-01 6 N/A 1576796.23 1081196.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WQC96 2040-06-01 4.5 N/A 10059420.64 770191.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426BCZ7 2055-02-01 5.5 N/A 508.32 512.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HDYV5 2032-05-01 6.306 N/A 31043.87 45.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRTW4 2053-08-01 5.5 N/A 520.52 423.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEH2 2052-08-01 3.5 N/A 6099.79 4648.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WFMZ7 2054-06-01 6.5 N/A 508.32 536.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31346AGC3 2030-11-01 5.45 N/A 655.73 0.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GU2G7 2055-06-01 5.5 N/A 517.47 502.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329JAW7 2033-10-01 5.5 N/A 508.32 2.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UV76 2055-08-01 6 N/A 280755.13 239814.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6K6 2050-07-01 3 N/A 508.32 138.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WLZW1 2038-08-01 5.5 N/A 508.32 9.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRJM7 2053-06-01 5.5 N/A 4041286.55 3241065.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BSPV8 2052-12-01 5.5 N/A 508.32 301.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307EV27 2028-10-01 3.5 N/A 166686.47 10545.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPUP1 2053-03-01 5 N/A 4574.84 3578.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XNCH4 2043-07-01 3.5 N/A 508.32 56.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJM33 2050-07-01 3 N/A 508.32 234.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W7RZ0 2054-03-01 5.5 N/A 508.32 449.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNWE9 2052-03-01 3.5 N/A 10674.64 7620.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427M2Z3 2054-06-01 5.5 N/A 55914.76 51032.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AYLH1 2051-11-01 2.5 N/A 508.32 322.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JVA3 2055-11-01 5 N/A 1080824.18 1082210.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QWP1 2053-03-01 4.541 N/A 4043213.58 2963623.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YHF6 2055-09-01 6 N/A 508.32 484.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUVQ7 2052-05-01 2.5 N/A 512.38 409.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BREB6 2052-11-01 5 N/A 47273.39 34037.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACGA2 2047-12-01 3.5 N/A 1446.16 421.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNJA2 2052-09-01 6.5 N/A 508.32 337.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWPW7 2055-05-01 3.5 N/A 4066.53 3727.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A26P2 2035-12-01 5 N/A 508.32 17.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D3MP7 2040-08-01 3 N/A 509.33 181.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PHB3 2055-06-01 6 N/A 862.10 702.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31326GNK8 2044-02-01 5.87 N/A 279014.65 12979.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DMP3 2055-10-01 6 N/A 508.32 530.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B5WJ7 2052-02-01 2.5 N/A 651568.60 443582.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C57L9 2053-06-01 7 N/A 240837.58 211569.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVKR5 2049-08-01 3.5 N/A 510.86 93.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQCE4 2053-05-01 5 N/A 508.32 400.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DN4Y6 2052-10-01 4.5 N/A 5590.97 4360.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W8ET6 2054-03-01 5 N/A 508.32 501.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BKVS5 2052-09-01 4 N/A 508.32 397.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9B92 2038-11-01 5.5 N/A 622.69 37.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XKZQ5 2042-12-01 3 N/A 191220.85 30559.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425UU45 2054-12-01 6 N/A 821869.71 701325.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM4R3 2052-01-01 3 N/A 19558.47 12033.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NMW7 2055-05-01 5.5 N/A 508.32 518.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTQ60 2054-07-01 5.5 N/A 7472.25 6528.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128JRCG9 2030-03-01 6.305 N/A 36318.16 21.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XH3D6 2042-01-01 3.5 N/A 3130632.85 515901.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0B27 2052-12-01 5 N/A 1236515.78 929255.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BSP64 2026-07-25 2.34 N/A 2234.05 272.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNSC8 2052-02-01 2.5 N/A 173635.66 110291.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128NGEX9 2036-10-01 6.229 N/A 47715478.05 433612.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427BPL3 2055-09-01 6 N/A 508.32 489.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPJ58 2052-06-01 4 N/A 20332.64 15422.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426F3U9 2055-02-01 5.5 N/A 2189782.63 2209473.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CFHS1 2053-10-01 6 N/A 508.32 402.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KRA4 2032-11-01 3 N/A 252364.15 22778.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSSA4 2056-01-01 7 N/A 508.32 542.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C76M4 2053-07-01 3 N/A 508.32 397.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WAKQ0 2054-03-01 5.5 N/A 508.32 431.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427N3J6 2055-03-01 6.5 N/A 520.52 363.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426KEF9 2055-04-01 5.5 N/A 2914178.17 2827756.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KP6M5 2052-11-01 5 N/A 508.32 394.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWM91 2054-11-01 4 N/A 393874.24 360079.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WTX8 2055-08-01 5.5 N/A 508.32 520.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AAWL4 2041-10-01 4.5 N/A 62093.85 7573.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AGKB4 2051-03-01 2 N/A 508.32 289.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0K35 2053-09-01 5.5 N/A 3472004.66 2720470.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CT5E5 2054-09-01 6.5 N/A 508.32 467.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427H3W0 2055-11-01 4 N/A 9666.14 9376.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5 N/A 508.32 439.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BVK88 2047-02-15 3.5 N/A 538.81 400.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWG80 2053-05-01 5 N/A 4579167.74 3751037.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426F3Y1 2055-03-01 6.5 N/A 508.32 525.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JZN2 2055-04-01 5.5 N/A 900638.36 849096.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVFY6 2055-01-01 6 N/A 508.32 481.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUM83 2055-04-01 6 N/A 427023.06 398336.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6DF7 2056-02-01 4.5 N/A 3128958.45 3101267.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPH92 2052-12-01 6 N/A 508316.00 351036.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DP2Z0 2053-03-01 5 N/A 508.32 398.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCU5 2051-12-01 2.5 N/A 369631.13 235910.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426BC53 2055-01-01 6 N/A 1480557.27 1410428.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426KEE2 2055-04-01 5 N/A 516.45 515.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSCX8 2054-01-01 7 N/A 7800096.82 4776678.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WKU57 2037-12-01 6.5 N/A 1084675.69 16479.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RCP3 2055-12-01 5.5 N/A 508.32 522.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B5HP0 2052-02-01 2.5 N/A 508.32 400.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPXV0 2032-11-15 4.1 N/A 1643873.61 1634492.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B42H7 2052-02-01 2.5 N/A 508.32 314.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEY5 2052-08-01 5.5 N/A 379741.03 263508.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 508.32 282.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KVU5 2036-09-01 3 N/A 14232.85 2521.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNAW3 2052-09-01 5 N/A 508.32 354.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5 N/A 508.32 404.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CRJX2 2054-08-01 6 N/A 508.32 460.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CS3M1 2054-08-01 5.5 N/A 508.32 510.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7V94 2036-01-01 7 N/A 754.85 25.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9L28 2042-05-01 2 N/A 47781.70 32828.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XP2Q0 2044-04-01 4.5 N/A 508.32 72.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BJ2Z4 2052-08-01 6 N/A 508.32 374.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GQU42 2053-12-01 6.5 N/A 370438.33 382495.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ABA28 2046-08-01 4 N/A 2794006.17 544888.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPM21 2052-06-01 5 N/A 2571330.72 1665000.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128NEAA8 2035-04-01 6.131 N/A 1851.80 23.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQHB5 2053-04-01 4.5 N/A 7576504.37 6167836.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTRH1 2054-10-01 6 N/A 3473160.57 2739884.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133APUB3 2051-08-01 2.5 N/A 508.32 324.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0BD3 2053-08-01 6 N/A 4798.50 3580.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4ZC5 2038-05-01 5.5 N/A 3272252.23 27836.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BXB42 2053-03-01 5.5 N/A 508.32 435.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.5 N/A 1041.03 825.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6D2 2050-06-01 3 N/A 50831.60 12646.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUCP0 2054-09-01 6 N/A 1229607.76 1068872.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426BN28 2055-01-01 6 N/A 529311.48 535776.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AM4V0 2055-02-01 7 N/A 5083.67 3231.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1PH7 2030-12-01 4.12 N/A 2575230.52 2608248.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DV66 2051-01-01 1.5 N/A 215016.65 122494.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKJ68 2052-02-01 3 N/A 508.32 357.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AT6Z2 2046-11-25 4.31478 N/A 600.32 53.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409WCB5 2036-02-01 5.85 N/A 1524948.00 9597.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1V80 2034-01-01 4.63 N/A 30259.03 30965.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFTW1 2050-07-01 3 N/A 51848.23 30527.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHP70 2055-08-01 6 N/A 2397388.03 2154693.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPS3 2053-01-01 3 N/A 84504.99 66447.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LHD49 2037-08-01 4.17 N/A 897.69 879.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJYH0 2053-01-01 6 N/A 101663.20 68600.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6 N/A 1014450.31 6041.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNM37 2052-05-01 3 N/A 215248.44 137403.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389AZW6 2034-08-01 4.125 N/A 3613.11 0.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWAQ9 2036-06-25 5 N/A 580.50 560.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NUNB1 2034-02-01 4.76 N/A 20332.64 21247.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAP5 2052-01-01 3 N/A 798915.17 490590.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FR82 2055-12-01 5.5 N/A 120470.89 120351.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6CN8 2055-03-01 5.5 N/A 520.52 509.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YL2H3 2045-04-01 3.5 N/A 82005.10 14730.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410FUP8 2037-01-01 5.5 N/A 9835402.22 48653.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJAF5 2037-08-01 5.629 N/A 1524.95 101.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQ70 2050-07-01 2 N/A 507807.68 221169.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385HJE3 2036-12-01 4.763 N/A 59522106.33 33877.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHKU8 2051-02-01 3 N/A 311697.34 180135.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376JEU9 2036-05-01 4.679 N/A 7049.33 0.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHC62 2049-08-01 4 N/A 24397.64 15652.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTDE6 2053-10-01 5.5 N/A 742221.17 646492.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y73F3 2055-12-01 5.5 N/A 508.32 516.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DJS2 2049-12-01 3.5 N/A 198082.61 26811.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384V7L0 2040-10-01 5.372 N/A 10166320.00 14028.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BQA9 2038-10-01 6.5 N/A 1283421.65 11095.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWD47 2055-12-01 5 N/A 2949351.10 2555484.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHKF8 2041-11-01 4 N/A 365987.52 25600.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL6S2 2051-05-01 2 N/A 878787.88 595599.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D3H3 2051-08-01 2.5 N/A 680284.39 403575.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414NBM5 2038-11-01 6.33 N/A 2842.50 38.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZV7 2051-06-01 2 N/A 1994631.98 1210010.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MCC4 2033-12-01 6.277 N/A 1377.54 17.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7K98 2055-10-01 5.5 N/A 528.65 534.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DXK3 2051-03-01 2 N/A 804324.16 456270.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390AHA1 2032-04-01 6.395 N/A 75764.50 345.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EP6V1 2036-01-01 6.258 N/A 3795.09 335.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EP2Y9 2036-09-01 6.214 N/A 1509982.67 117528.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389EDW2 2031-10-01 6.517 N/A 67421938.31 17143.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYS85 2032-07-01 4.49 N/A 726891.88 747408.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y6Y40 2044-11-01 4.5 N/A 279573.80 20411.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNUR0 2030-08-01 3.75 N/A 252590.86 252544.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNXG2 2052-04-01 4 N/A 586.09 378.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCER1 2052-09-01 1.964 N/A 316143.07 247412.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4YU5 2055-10-01 3 N/A 508.32 459.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D3Y6 2051-09-01 2.5 N/A 14635.94 8853.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPXB8 2052-07-01 5 N/A 21156648.70 14907721.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNTW4 2052-06-01 3 N/A 507807.18 383860.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407PJH2 2035-10-01 6.05 N/A 6740625.47 46297.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7H92 2055-10-01 5 N/A 3558.21 3595.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401B4R3 2033-05-01 6.547 N/A 3420.97 12.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JACE6 2043-02-01 3 N/A 2203549.86 670193.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XHA35 2044-01-01 4.5 N/A 456973.03 73070.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQAJ6 2052-01-01 2.5 N/A 56844.98 43341.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GRS21 2047-08-01 6.274 N/A 352565.94 9980.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31367W3V1 2029-09-01 5.5 N/A 49738484.74 5403.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ED49 2052-06-01 2 N/A 282120.97 194929.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405PRS1 2044-07-01 5.172 N/A 1832248.40 8485.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3NZ8 2053-12-01 5.5 N/A 520.52 514.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2 N/A 77322.49 37608.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W32T5 2055-09-01 5.5 N/A 15984968.52 16099035.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3QZ5 2054-06-01 6 N/A 524.58 518.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9RP2 2050-08-01 5 N/A 80894.42 26952.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXVN3 2055-12-01 6 N/A 4233239.38 4466134.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403Y4M2 2034-03-01 6.197 N/A 508.82 1.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6UJ0 2054-09-01 5.5 N/A 508.32 453.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0XT7 2055-03-01 6 N/A 5899792.02 5493136.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413TAH5 2038-01-01 6.168 N/A 309699.15 14519.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HWQB1 2029-11-01 2.475 N/A 773075.44 709626.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XABG6 2051-02-01 2 N/A 567692.39 295554.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDQE9 2051-11-01 2 N/A 1239622.60 779211.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8MS3 2050-11-01 2 N/A 508.32 273.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NUCD9 2033-12-01 5.25 N/A 62756.69 67119.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AW7F0 2055-01-01 4.5 N/A 294788.21 288224.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AFWE6 2041-05-01 5 N/A 733499.99 152078.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387W3E5 2032-02-01 6 N/A 4014269.05 8570.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMQZ2 2051-07-01 2 N/A 251105.56 177538.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYUC4 2048-04-25 4.5 N/A 74742.78 74654.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E3D0 2054-03-01 6 N/A 15941625.94 10618884.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9RJ0 2055-05-01 5.5 N/A 3011375.81 2853605.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E3F5 2054-03-01 6.5 N/A 256209.56 126530.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8P92 2050-12-01 2 N/A 50323.28 27698.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6DN2 2055-06-01 6 N/A 508.32 524.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ENB2 2052-11-01 3 N/A 24399.17 17561.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7B69 2055-05-01 5.5 N/A 15398.42 15652.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCG24 2054-02-01 4.841 N/A 4060899.93 3095680.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NY6P1 2035-09-01 4.42 N/A 12910.21 13102.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4GJ0 2055-10-01 6 N/A 536.78 553.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QL7A8 2051-10-01 2 N/A 1016632.00 630881.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFMC2 2051-12-01 2 N/A 508.32 356.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FDB0 2054-10-01 5.5 N/A 1234191.25 1032257.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVVQ8 2054-08-25 5.11721 N/A 253109.34 190929.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9FX4 2044-05-01 5.5 N/A 6481957.19 1634076.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AEME6 2054-12-01 6 N/A 2023215.61 2068713.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQMQ7 2054-07-01 5.5 N/A 505773.91 443254.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AVYL7 2026-12-25 2.47045 N/A 22874.73 12890.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412P5Q0 2039-07-01 4.5 N/A 173963.02 5575.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKE63 2051-05-01 3 N/A 4067.04 2846.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414EYN8 2038-07-01 5.752 N/A 10170281.81 131489.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LMBV0 2033-12-01 5.63 N/A 1875177.72 2044159.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385HJT0 2036-07-01 5.071 N/A 4180427.89 11083.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6J84 2055-04-01 6.5 N/A 4034.00 3588.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NX3U5 2032-04-01 4.69 N/A 1273.33 1323.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6C1 2051-11-01 2.5 N/A 1247915.78 785771.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ATYT5 2026-06-25 2.292 N/A 191640.72 68178.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6SN2 2045-09-01 3.5 N/A 44650.99 18453.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AT5G5 2039-07-25 2.944 N/A 876.85 44.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LMCL1 2028-11-01 5.85 N/A 253649.18 267461.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES68 2053-06-01 6 N/A 20176737.45 12951094.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BPU6 2038-03-01 5.913 N/A 23336240.10 94962.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MEZ82 2055-05-01 4.5 N/A 315831.98 303282.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KVXP0 2051-01-01 2 N/A 139786.90 79882.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407X4W8 2035-11-01 5.555 N/A 508.32 2.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATZ90 2055-05-01 5 N/A 671042.69 345296.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MYN6 2030-12-01 6.5 N/A 334101.87 4660.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407XUW9 2035-11-01 5.783 N/A 4233.76 32.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M7E64 2055-02-01 5.5 N/A 1580917.66 1496434.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GUPP6 2047-06-01 4 N/A 215956.02 55801.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMAP1 2053-07-01 5 N/A 34057.17 26633.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EVV9 2053-08-01 4 N/A 5117.22 4292.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7PQ0 2055-04-01 5.5 N/A 551726.19 564767.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKSF6 2051-05-01 2.5 N/A 405636.17 257783.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393UBC6 2033-12-25 6 N/A 2306.74 455.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTEZ2 2054-11-25 4.91721 N/A 1010633.36 793752.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DGN4 2034-08-01 5 N/A 2972289.36 26433.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7TS7 2055-11-01 6 N/A 886560.04 917451.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS4Y4 2053-09-01 6.5 N/A 618.11 368.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KEK80 2050-08-01 2.5 N/A 1373835.82 661537.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1D67 2051-05-01 2.5 N/A 12199.58 9914.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMTW4 2051-12-01 2 N/A 11226667.18 7497069.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGV89 2052-04-01 3 N/A 609979.20 403342.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F5CV3 2046-12-01 3 N/A 689781.76 145815.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400JUZ0 2033-03-01 6.465 N/A 13307762.19 58589.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQHT7 2053-09-01 5 N/A 6549956.65 5890483.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M1YS7 2051-10-01 2 N/A 177911.11 114481.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRPZ2 2054-11-01 3.5 N/A 19824.83 17138.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4R8 2054-04-01 5.5 N/A 1223488.65 978202.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAV41 2051-04-01 3 N/A 1702803.70 840796.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410QY39 2035-05-01 6.131 N/A 737058.20 10936.73 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 254158000.00 254158000.00 0.0008 N Y Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 3.78 N/A N/A 0SB005W50 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FDET5 2032-11-25 3.459 N/A 220000.00 213075.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQLM1 2056-03-25 4.75 N/A 3338468.00 3278307.32 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYX64 2055-03-25 5.5 N/A 26912512.00 26678486.78 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUSM3 2055-01-25 5.11721 N/A 51776640.00 33871563.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYHW5 2051-09-25 5.5 N/A 42015424.00 37931123.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393U7L1 2034-05-25 5.6353 N/A 5892456.00 299540.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EYE9 2053-09-20 4.96154 N/A 100000000.00 41232604.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381P3V3 2055-08-20 5.5 N/A 50000.00 47028.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376RTW6 2066-02-20 4.51691 N/A 789981.00 11187.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MVW3 2056-02-20 5.5 N/A 19728640.00 19725211.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385K4K3 2055-11-20 5.5 N/A 100000000.00 100024583.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JJZ8 2054-02-20 4.96154 N/A 59995000.00 38652901.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NQ76 2052-03-20 4.75 N/A 142759000.00 130563213.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379H6K6 2044-12-20 4 N/A 22045040.00 22226157.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384URN1 2054-08-20 4.76154 N/A 30000000.00 24762442.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YPW5 2054-10-20 4.91154 N/A 30000000.00 28325657.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385H6B8 2055-11-20 5 N/A 7368000.00 7147984.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376RKZ8 2061-08-20 4.47691 N/A 6999992.00 8931.65 Agency Collateralized Mortgage Obligation Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-07-23 Y BOFA SECURITIES INC (REPO) 1.0000 7 N Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0383 500000000.00 500000000.00 0.0015 N N Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 3.69 N/A N/A 0SB006DX8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPQV8 2054-11-25 4.5 N/A 2887000.00 2496865.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395UEH0 2035-05-15 6.5 N/A 990000.00 15448.48 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQLS8 2055-01-25 4.5 N/A 3116804.00 3078928.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPP31 2054-11-25 5.5 N/A 12586592.00 10387248.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HCRX2 2054-05-25 0.125 N/A 50000000.00 29466676.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQKT7 2055-01-25 4.5 N/A 242000.00 209994.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 35564CCM7 2059-10-25 3.25 N/A 57927872.00 3845228.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPWT6 2056-02-25 4.75 N/A 35000.00 26495.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQSK8 2055-01-25 4.5 N/A 54066816.00 51911442.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 35564CNK9 2063-10-25 3.6666 N/A 23249088.00 9148301.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HLHX3 2043-01-25 4.869368 N/A 9401700.00 10061957.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B2G38 2043-05-15 3.5 N/A 700000.00 1037218.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 35563FAC5 2051-01-25 11.41721 N/A 14536000.00 16146345.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FUZS6 2027-06-25 4.07924 N/A 3000000.00 331430.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHTX9 2051-12-25 5 N/A 1660000.00 1123033.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398QTS6 2040-10-15 4.5 N/A 1724828.00 2200171.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 35563GAC3 2051-11-27 10.51721 N/A 8820000.00 9339553.47 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBQ98 2053-12-25 4.86721 N/A 65696896.00 40681661.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPWG4 2056-02-25 2 N/A 320589.00 135478.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31393WPZ6 2033-07-15 5 N/A 16000000.00 937760.05 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HATN6 2053-11-25 5.19721 N/A 125000000.00 61982301.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPXT5 2056-02-25 5.5 N/A 21565760.00 19304764.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HMF21 2051-06-25 5.25 N/A 21241920.00 12685936.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FMJZ6 2049-07-15 4 N/A 1000.00 518.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQLK5 2056-03-25 4.75 N/A 7682616.00 7571291.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A7W97 2041-03-15 4.5 N/A 5000000.00 8543310.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPQY2 2054-11-25 4.75 N/A 61000.00 46506.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397KEA5 2037-08-15 5.5 N/A 900000.00 8667.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPXF5 2055-06-25 6 N/A 4561280.00 3499431.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQSL6 2055-01-25 4.5 N/A 3835488.00 3780636.69 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BWRN6 2047-03-15 3 N/A 1606644.00 1246688.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUZL7 2055-02-25 5.5 N/A 5659672.00 5840607.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRPG6 2054-04-25 4.61721 N/A 25000000.00 15053548.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYHT2 2055-01-25 6 N/A 17761856.00 9654489.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BY2P6 2048-11-25 5 N/A 29846000.00 29334592.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXTX2 2055-10-25 5 N/A 5420000.00 2123361.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWWK8 2051-09-25 5 N/A 2865000.00 2537827.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWKS4 2055-06-25 5.16721 N/A 35000000.00 27156851.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AENK9 2032-09-25 4.03169 N/A 9575328.00 424327.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 313921MN5 2031-10-25 6.5 N/A 425000.00 8284.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYY30 2056-03-25 5.5 N/A 28000000.00 27474838.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A1C86 2041-10-25 4 N/A 2000000.00 574536.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A92R8 2042-11-25 3 N/A 250000.00 238452.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BR6L6 2050-12-25 5.5 N/A 114723328.00 37821202.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AW7J0 2027-05-25 3.061 N/A 1000000.00 628189.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BBC67 2050-09-25 2 N/A 1168358.00 938038.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2UE0 2048-08-25 3.5 N/A 2226344.00 994853.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BX4V3 2055-12-25 5 N/A 2105512.00 1187627.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYHD7 2055-06-25 6 N/A 37060032.00 20721998.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KDF5 2054-01-20 5.5 N/A 50000000.00 51013911.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384LAF6 2075-01-20 4.31154 N/A 34650000.00 24150794.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LUM8 2056-01-20 5 N/A 8716000.00 8630411.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NL55 2050-01-20 5.25 N/A 32238656.00 12953179.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381P6J7 2051-06-20 5 N/A 58333400.00 56651963.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379KRN0 2052-05-16 2.75 N/A 6500000.00 528016.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MZN9 2056-02-20 5.5 N/A 18073920.00 18036474.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UFU1 2055-09-20 4 N/A 1000.00 656.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KBC3 2055-12-20 4.5 N/A 378000.00 338653.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YU41 2054-11-20 5.34154 N/A 100000000.00 62556085.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385F5F4 2055-05-20 5.5 N/A 2295000.00 2466507.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EDZ5 2053-08-20 4.76154 N/A 100000000.00 41571993.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LUQ9 2056-01-20 5.5 N/A 5000.00 4467.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376RXM3 2066-07-20 4.93169 N/A 10000000.00 1451091.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EED3 2053-08-20 4.81154 N/A 100000000.00 41659682.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MWV4 2056-02-20 5 N/A 55000000.00 55061881.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380QA44 2071-02-20 4.89691 N/A 22074016.00 12904574.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LDG5 2068-05-20 4.5574 N/A 11979800.00 4176258.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380QAQ5 2070-05-20 6.32255 N/A 12000000.00 2927688.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376F6M9 2036-09-20 5.75 N/A 10000000.00 195755.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383XH56 2053-04-20 4.56154 N/A 200000000.00 87084974.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380QYA4 2070-12-20 4.81154 N/A 10000000.00 6674548.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381SLM7 2057-01-16 4.5 N/A 935000.00 938962.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MWE2 2054-07-20 4.75 N/A 5000.00 4542.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WDT9 2054-09-20 4.83154 N/A 30000000.00 25548330.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379CWY8 2038-10-20 4.18582 N/A 5000000.00 459743.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VMM7 2053-01-20 5 N/A 999070.00 1147269.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BQN3 2054-12-20 4.76154 N/A 50000000.00 41480223.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UAZ2 2054-07-20 5.75 N/A 50000000.00 51550838.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HL88 2055-10-20 4.61154 N/A 80000000.00 79920163.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QUG1 2054-07-20 4.76154 N/A 30000000.00 20757748.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XB28 2054-11-20 4.96154 N/A 30000000.00 21875191.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373MBE9 2041-09-16 6.65977 N/A 79987.00 453.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380QS78 2068-01-20 3.96154 N/A 1400000.00 366352.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376RBB1 2065-05-20 4.34691 N/A 1800000.00 157612.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EJW6 2053-09-20 4.96154 N/A 100000000.00 41232604.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LUX4 2055-11-20 4.5 N/A 54000.00 41734.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384J5T7 2054-02-20 4.96154 N/A 100000000.00 38390971.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LD91 2069-05-20 4.42691 N/A 3700000.00 1320493.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YNQ0 2054-10-20 4.86154 N/A 30000000.00 28347908.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376REA0 2065-07-20 4.39691 N/A 3200000.00 334768.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CBL2 2053-07-20 4.71154 N/A 30000000.00 22983647.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EL28 2050-03-20 5 N/A 4201144.00 3813956.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385F5H0 2055-05-20 5 N/A 4663112.00 4796671.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YCY7 2065-09-20 1.25 N/A 19356576.00 548486.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PW25 2055-08-20 5 N/A 13614672.00 301507.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374CYN5 2033-10-20 5.5 N/A 9073000.00 2154048.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376RCB0 2065-06-20 4.36691 N/A 2700000.00 242609.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373VAP5 2032-08-20 6 N/A 10999.00 1791.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376RB70 2066-10-20 4.54691 N/A 500000.00 63673.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383DBJ6 2051-11-20 2 N/A 4311912.00 467061.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NAU9 2054-04-20 5.5 N/A 50000000.00 51289711.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375U3Y4 2068-01-20 4.3908 N/A 3254000.00 1215981.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381YYK4 2049-09-20 4.23172 N/A 43508640.00 13912405.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HM46 2055-10-20 3.5 N/A 2777776.00 2049802.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NL48 2055-07-20 5.5 N/A 51000.00 48955.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UGE6 2055-09-20 5.5 N/A 10000.00 9314.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EAG9 2055-03-20 4.81154 N/A 40000000.00 36409846.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XSM6 2054-01-20 4.5 N/A 1000.00 718.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376RR81 2066-10-20 3.125 N/A 100000.00 24012.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MWC6 2054-07-20 5.5 N/A 1314412.00 1315513.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ACW1 2053-05-20 4.66154 N/A 100000000.00 55453315.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KBS8 2055-12-20 5.5 N/A 12509760.00 8629073.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383KLS9 2073-12-20 4.71154 N/A 400000.00 387488.72 Agency Collateralized Mortgage Obligation Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-03-09 Y BOFA SECURITIES INC (REPO) 1.0000 7 N Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 1500000000.00 1500000000.00 0.0044 N N Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 3.69 N/A N/A 0SB006E66 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQL90 2055-01-25 4.5 N/A 728000.00 648477.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HMM72 2052-07-25 5 N/A 1015000.00 742329.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQKG5 2055-01-25 4.5 N/A 8241648.00 8123784.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A9DZ6 2041-03-15 4.5 N/A 8000000.00 9698209.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30320YAE5 2031-07-25 10.07924 N/A 45476000.00 19380818.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A7UU2 2041-03-15 4 N/A 13000000.00 1580792.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B9WE3 2029-10-25 1.435 N/A 17088800.00 15798106.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYWG3 2055-05-25 6 N/A 16557888.00 15584899.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYHV7 2055-05-25 6 N/A 6461672.00 5539605.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MYD2 2055-05-20 4.16154 N/A 63945280.00 62924661.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NAX3 2054-04-20 5.75 N/A 50000000.00 51447288.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MYM2 2056-01-20 4.5 N/A 7901512.00 7857508.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MYW0 2056-02-20 4.5 N/A 14422000.00 14315926.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384LD71 2075-10-20 4.41154 N/A 35000000.00 35474540.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HK63 2055-10-20 5 N/A 16320000.00 14925657.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KBD1 2055-12-20 4.5 N/A 3665000.00 3595304.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QEG2 2055-08-20 4.74154 N/A 13680000.00 13564018.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YPC1 2067-07-20 3.80898 N/A 4399960.00 225982.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JV92 2054-02-20 5.5 N/A 20000000.00 20336424.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LVT2 2055-11-20 5.5 N/A 13408848.00 13014953.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KCR9 2055-12-20 3.5 N/A 1945990.00 1405022.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381T3N3 2052-09-20 4.76154 N/A 98059100.00 68751707.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BCP3 2054-12-20 4.91154 N/A 40000000.00 33801216.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KBF6 2055-12-20 4.5 N/A 3959852.00 3707305.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JLA9 2055-11-20 4.91154 N/A 50000000.00 50014164.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XRY1 2054-10-20 4.86154 N/A 20000000.00 13390424.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MVJ2 2056-02-20 5 N/A 2483592.00 2431474.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385GQD4 2055-05-20 5.01154 N/A 30000000.00 26719396.54 Agency Collateralized Mortgage Obligation Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-03-10 Y BOFA SECURITIES INC (REPO) 1.0000 7 N Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 500000000.00 500000000.00 0.0015 N N Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 3.69 N/A 549300HN4UKV1E2R3U73 0SB006MW0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 150714400.00 156866354.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 236800.00 232494.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 136299000.00 130722760.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 472196000.00 477178476.53 U.S. Treasuries (including strips) Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-08-20 Y BOFA SECURITIES INC (REPO) 1.0000 7 N Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 750000000.00 750000000.00 0.0022 N N Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 3.7199987999999999 N/A 549300HN4UKV1E2R3U73 0SB006N66 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 4.875 N/A 652952000.00 662553425.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 48478400.00 47376833.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 52455900.00 55069774.60 U.S. Treasuries (including strips) Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2027-02-18 Y BOFA SECURITIES INC (REPO) 1.0000 7 N Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0377 750000000.00 750000000.00 0.0022 N N Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 3.67 N/A 549300HN4UKV1E2R3U73 0SB006NH2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 124518000.00 124417040.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0 N/A 73200.00 31525.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625 N/A 789800.00 789934.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 14616200.00 15253307.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 162970400.00 164459670.34 U.S. Treasuries (including strips) Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 298972000.00 298972000.00 0.0009 N Y Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 3.68 N/A 549300HN4UKV1E2R3U73 0SB006NI0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3YF5 2051-10-01 2 N/A 1036887.33 663368.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY6S3 2045-12-01 4 N/A 729890.92 645854.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WWJ5 2055-07-01 6.5 N/A 686581.17 718508.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JNCJ3 2055-11-01 5 N/A 1369037.60 1386410.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131YCY59 2049-05-01 4.5 N/A 10514037.56 3373053.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329LSL7 2046-11-01 2.5 N/A 925425.06 104370.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RSQ4 2055-09-01 6.5 N/A 6128941.49 6463810.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MKH3 2052-09-01 3.5 N/A 77766.55 65186.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427P6B5 2052-07-01 3.5 N/A 2618231.76 2393718.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31334WSQ5 2049-06-01 3.5 N/A 12637184.65 2852025.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBH5 2051-04-01 2 N/A 7165181.80 4151005.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6C92 2056-02-01 5.5 N/A 556236.14 564651.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RYN4 2056-01-01 5 N/A 7066694.10 7239327.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RSS0 2053-08-01 6 N/A 6833029.46 6847778.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MBC4 2054-06-01 6.5 N/A 2251567.66 2057455.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CLMK9 2053-12-01 6.5 N/A 1503486.63 905227.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSW43 2055-12-01 6 N/A 1465760.52 1551860.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132KFZC9 2032-06-01 3 N/A 12960710.09 1903726.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ2U3 2047-09-01 4.5 N/A 453119.76 49672.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AUQ27 2051-10-01 3.5 N/A 1162052.08 563222.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9RB2 2042-04-01 2 N/A 6739767.67 5059216.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BSFH0 2052-12-01 4 N/A 278890.55 248356.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JQVW6 2055-12-01 6 N/A 1249304.07 1243550.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426ST82 2055-07-01 6.5 N/A 737408.35 617555.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKPC7 2051-01-01 1.5 N/A 178292.78 123319.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ACV62 2050-11-01 2.5 N/A 285144.02 140043.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KZG3 2055-12-01 5.5 N/A 421566.25 429204.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM3A1 2051-12-01 2 N/A 12289404.35 7986151.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JTQB2 2056-01-01 7 N/A 715392.12 764780.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVL94 2052-01-01 2.5 N/A 13017602.03 8267736.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CXCQ3 2038-01-01 3.5 N/A 275812.03 185188.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XTG3 2055-08-01 5 N/A 2073.26 2075.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CTUG2 2054-08-01 5 N/A 583360.07 493617.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XTSD3 2045-12-01 3.5 N/A 9133865.86 1210071.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MAFB0 2041-11-01 5 N/A 917126.85 83616.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKL98 2050-11-01 2 N/A 4436877.19 2701112.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0FX5 2052-10-01 4.5 N/A 3439960.83 2817754.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5 N/A 1939265.49 1676001.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MTP6 2055-01-01 6 N/A 492866.25 370022.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNRR6 2052-07-01 4.5 N/A 104692.96 82806.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WUTV0 2030-04-01 7.5 N/A 488415.41 186.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GQPL0 2053-11-01 3.5 N/A 519162.23 416717.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BE6X6 2052-07-01 4.5 N/A 6521088.13 5327643.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NRH4 2055-01-01 3.5 N/A 3945335.57 3499714.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HT77 2055-10-01 6.5 N/A 1326236.97 1323514.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AFA92 2051-01-01 2 N/A 872629.86 584248.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6B85 2055-11-01 4.5 N/A 102133.40 100084.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADWF1 2048-12-01 4.5 N/A 58537515.88 4058234.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427BEY7 2055-09-01 6 N/A 652594.08 678815.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSDS1 2056-01-01 4.5 N/A 1205213.55 1196279.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JNAL0 2055-12-01 7 N/A 796111.73 841726.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AYV23 2051-12-01 2 N/A 168275.41 112188.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288RKF4 2049-05-01 6.349 N/A 5556731.06 5730194.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3XM1 2050-12-01 1.5 N/A 777665.50 439292.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XTCZ1 2045-08-01 3.5 N/A 1073512.27 559373.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQJ98 2052-05-01 3.5 N/A 273208.93 203304.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QCZ3 2052-10-01 4 N/A 6203920.88 5732129.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3XX7 2051-04-01 2 N/A 1036887.33 593720.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TJB4 2055-07-01 5.5 N/A 189509.31 189356.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUX77 2054-09-01 7 N/A 23614984.59 15435006.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6 N/A 655831.24 445792.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133LP2T3 2036-02-01 5 N/A 272027.39 275880.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPF37 2052-05-01 3.5 N/A 2730070.43 2045858.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DP3K2 2052-12-01 3 N/A 427546.49 322264.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L8ZP3 2037-04-01 2.5 N/A 5037389.45 2901199.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XCRX5 2047-01-01 4 N/A 246260.74 48520.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM6A8 2052-02-01 3.5 N/A 241983.06 153772.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9X90 2044-12-01 5.5 N/A 4122854.82 3420977.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133GACS3 2035-09-01 2 N/A 1296109.17 516814.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTK70 2054-12-01 5 N/A 2702128.39 2519265.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWNX7 2055-02-01 5.5 N/A 22812.04 19468.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5 N/A 533996.98 409517.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC68 2052-02-01 2 N/A 1195976.96 785569.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132QMNB3 2045-02-01 3.5 N/A 2320035.41 397451.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JUEN6 2056-01-01 5.5 N/A 2804693.14 2895622.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0M90 2051-05-01 2 N/A 570593.92 415907.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNNR0 2052-07-01 5 N/A 19308.92 14270.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NLN7 2055-04-01 5 N/A 217867.66 209073.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H5AG3 2042-06-01 4.5 N/A 18353503.05 1945112.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSEG6 2055-12-01 5.5 N/A 1592874.62 1599150.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MWU1 2052-04-01 2.5 N/A 8716074.92 7018278.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TW29 2055-07-01 6 N/A 3086310.70 2908331.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YQT7 2055-01-01 6 N/A 8835955.69 7428135.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWM26 2054-11-01 6.5 N/A 4878870.12 3237705.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMT7 2054-10-01 6 N/A 2669346.16 1948812.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335AEK0 2045-08-01 3.5 N/A 4284936.90 868093.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132QTFX9 2045-10-01 4 N/A 6662979.94 936195.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A46W1 2050-05-01 2.5 N/A 147696.82 85150.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L8CR4 2036-03-01 1.5 N/A 32200.02 14672.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SUX5 2055-07-01 5.5 N/A 1670043.92 1598679.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMV4 2054-05-01 6.5 N/A 149348407.16 109156613.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPKU1 2052-12-01 3.5 N/A 828458.46 629798.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SC98 2055-07-01 7 N/A 1812562.01 1606157.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNHG1 2052-01-01 3.5 N/A 423568.48 265749.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D55H1 2035-06-01 2 N/A 1555331.00 492191.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B3RH2 2052-02-01 3.5 N/A 1036887.33 677206.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSNM0 2054-02-01 6 N/A 9165565.58 6605728.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JTX32 2056-02-01 5.5 N/A 1176856.75 1212388.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XJB5 2055-08-01 7 N/A 632709.69 639322.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0ZS4 2053-05-01 4 N/A 427716.02 371180.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XCRW7 2046-10-01 3 N/A 3214350.73 788399.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADXZ6 2049-01-01 5 N/A 370817.87 31675.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C5DP3 2053-06-01 4.5 N/A 125901.45 60303.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3Z6 2049-10-01 3 N/A 1707234.99 254367.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWF40 2053-01-01 4.5 N/A 1243725.62 1025496.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288RJH2 2050-06-01 6.222 N/A 3712176.93 3616351.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142BBLW8 2055-12-01 5.082 N/A 12916696.30 13144923.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWM22 2056-01-01 6 N/A 534.00 561.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A2GT1 2050-02-01 3 N/A 2956895.76 1748780.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CV42 2055-09-01 7 N/A 825260.70 893618.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JVM62 2056-01-01 5 N/A 1339426.17 1359366.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GQBT8 2053-10-01 5 N/A 726897.42 637776.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WM6T8 2039-07-01 5 N/A 1477126.88 44581.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D56U1 2036-01-01 1.5 N/A 1172709.21 528850.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JS2Z7 2056-01-01 5 N/A 556.81 557.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWC23 2055-12-01 5.5 N/A 3110662.00 3169691.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335CHE7 2045-01-01 3.5 N/A 17389579.40 4363638.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W6E94 2054-02-01 4.5 N/A 2073.26 1541.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RV64 2056-02-01 5 N/A 41123847.51 41900558.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MGM7 2055-01-01 6 N/A 6909410.73 5725345.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L8CX1 2036-03-01 2 N/A 187163.35 101725.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KN7C1 2052-04-01 3.5 N/A 726339.58 503662.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132Y7JC0 2037-12-01 3.25 N/A 518443.67 477076.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KGMP0 2048-09-01 3 N/A 9146192.38 2387603.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4HL5 2039-04-01 5.5 N/A 1239692.13 74010.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WMMV3 2047-04-01 4 N/A 4428695.11 330673.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427AVD6 2055-09-01 5.5 N/A 39580.58 40174.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNUY7 2052-07-01 5 N/A 342172.82 228115.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6CU2 2037-10-01 3.5 N/A 98504.30 58163.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QLK6 2053-09-01 5.5 N/A 6549751.84 6374710.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AELK0 2048-07-01 4.5 N/A 47761917.27 5246708.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNP64 2051-12-01 3.5 N/A 2293330.38 1515155.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WN3M0 2040-11-01 6.5 N/A 520938.42 536191.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A5JS8 2054-01-01 7 N/A 639466.05 256037.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLHR4 2055-12-01 5.5 N/A 2556329.59 2645002.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLH50 2053-05-01 3.5 N/A 1143738.57 892901.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVB5 2050-12-01 1.5 N/A 3350543.81 1875571.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NH6Q6 2053-05-01 5.5 N/A 359940.40 204692.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CV27 2048-04-01 3.5 N/A 22755546.01 2900114.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1Y25 2056-01-01 6.5 N/A 2118539.17 2243010.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EBU3 2052-02-01 3.5 N/A 299142.00 176842.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A0AR0 2053-09-01 5.5 N/A 224080.17 180560.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNQ47 2052-03-01 3.5 N/A 956767.05 607105.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LJWD8 2037-07-01 3.29 N/A 1327734.23 1206728.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MQA25 2052-06-01 3.5 N/A 126691.04 94206.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 313617NN8 2027-07-01 4.265 N/A 4162129.01 513.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUWR3 2054-06-01 6 N/A 346038.85 296773.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U03Y1 2056-01-01 5 N/A 999298.09 1015766.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M2J78 2037-02-01 2 N/A 684474.21 430177.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0F85 2056-01-01 3.698 N/A 680845.11 659928.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MSSX4 2052-05-01 4 N/A 1036887.33 793649.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GJ23 2043-05-01 4 N/A 219978.24 25393.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNAZ7 2052-05-01 3.5 N/A 1503486.63 1090530.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZZ8 2036-06-01 1.5 N/A 4521808.63 2367215.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LN6W6 2048-09-01 4.02 N/A 2991705.10 2573833.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5SX2 2050-02-01 3.5 N/A 575472.47 127374.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XN2Q6 2052-09-01 3.5 N/A 1163387.59 954840.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4BG1 2050-01-01 3.5 N/A 2885538.21 2683238.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLH45 2056-01-01 4.5 N/A 2017124.33 2017930.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0GG6 2056-01-01 3.477 N/A 1251197.43 1200592.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y7EU2 2046-09-01 3 N/A 1154076.34 400686.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTET4 2055-02-25 6.5 N/A 38407235.88 38266790.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LLKR5 2037-11-01 3.51 N/A 969802.80 855225.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XSBP7 2054-09-01 6.5 N/A 20737.75 16032.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LLG62 2030-08-01 4.72 N/A 362910.57 363697.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFN43 2055-08-01 5.5 N/A 296221.60 258951.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FBP1 2054-08-01 6 N/A 11856483.15 8230282.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGJ42 2052-03-01 3.5 N/A 1258262.78 864484.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7MK8 2032-03-01 2 N/A 301734.21 54164.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4TQ9 2049-04-01 4.5 N/A 22971150.14 3722561.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JWBQ2 2049-08-01 3.5 N/A 2021930.30 715590.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLGE4 2055-12-01 5 N/A 634172.74 643377.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MXNU4 2052-08-01 4 N/A 1005743.39 710226.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QM6W9 2052-01-01 3.5 N/A 197008.59 112811.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LQXS4 2051-05-01 2.5 N/A 116649.83 67901.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1EC3 2052-09-01 3.5 N/A 6059967.74 5293103.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSDM0 2033-12-01 4.03 N/A 3629105.67 3624662.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7C31 2050-06-01 3 N/A 954876.80 381036.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6NB6 2055-12-01 6 N/A 615008.98 646050.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTFY0 2034-05-01 3.59 N/A 290328.45 280803.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MHH93 2052-04-01 3.5 N/A 52765.64 37803.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0PZ2 2052-08-01 3.5 N/A 6533667.65 5684708.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U2CX9 2056-01-01 4.5 N/A 1079124.94 1071377.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPFM4 2052-06-01 3.5 N/A 18716915.47 14153289.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FSA6 2055-12-01 6.5 N/A 117168.27 117799.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNV33 2052-04-01 3.5 N/A 573398.70 406661.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N0HG3 2052-09-01 5 N/A 812227.03 583725.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQ70 2050-07-01 2 N/A 367473.91 160048.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LYNF6 2051-11-01 3.5 N/A 2005854.40 979171.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ER3T5 2031-07-01 3.5 N/A 8295065.49 519915.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0Q62 2033-03-01 5.37 N/A 207377.47 221437.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL4Q8 2052-09-01 3.5 N/A 300922.33 238907.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0C42 2030-08-01 4.45 N/A 5419810.09 5552838.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6RL6 2040-05-01 6.5 N/A 1040184.64 991894.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1YZ2 2056-01-01 6.5 N/A 521658.02 553319.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5JS3 2031-12-01 3 N/A 11357026.96 1264016.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5A89 2041-02-01 5 N/A 1069240.29 1089655.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECV0 2037-04-01 2.5 N/A 20737.75 12271.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTYX1 2054-01-01 5 N/A 218503.27 187617.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSXT3 2053-06-01 5.5 N/A 104854.71 81650.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSDU2 2028-12-01 3.955 N/A 5184436.67 5229206.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCV76 2055-09-01 5.985 N/A 556121.04 513316.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L85P1 2051-06-01 3.5 N/A 133417.33 75899.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.5 N/A 1457428.10 1128614.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U7LN0 2056-03-01 6.5 N/A 750071.85 794909.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBGV6 2051-05-01 2 N/A 644738.62 410227.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFMT5 2052-01-01 2.5 N/A 1245757.92 874365.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LXE7 2048-07-01 3.5 N/A 12961091.67 1743167.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QWBH4 2055-02-01 5.003 N/A 19954689.35 18577363.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q75X1 2047-11-01 3.5 N/A 3042277.21 1628800.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6XC9 2055-07-01 4.5 N/A 4969360.31 4651840.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U36A4 2056-01-01 4.5 N/A 1090395.90 1083412.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QP4F1 2052-08-01 5.5 N/A 234854.98 168285.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AY36 2043-09-01 4.5 N/A 155527.40 22619.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXF76 2056-01-01 5 N/A 2531197.51 2548806.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DY48 2036-05-01 2.5 N/A 2096557.16 955317.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3NR8 2056-02-01 5.5 N/A 1435979.05 1482450.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXR61 2050-06-01 2.5 N/A 5180571.15 2332761.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ACBB8 2054-04-01 5 N/A 603826.15 497971.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LCBT7 2051-05-01 2.81 N/A 1347953.53 1003186.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUZ41 2054-07-01 6 N/A 71445618.46 67302427.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNZA9 2055-09-01 6.5 N/A 4999480.85 4490626.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4TF3 2049-09-01 3.5 N/A 1036.89 151.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCWY8 2050-02-01 3.5 N/A 6221324.00 2974796.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN3C4 2052-05-01 3 N/A 2439285.75 1716081.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 313637VY3 2030-10-01 3.71 N/A 3584255.11 3490973.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6S77 2050-03-01 3 N/A 4848899.93 1519812.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMGG5 2037-08-01 1.5 N/A 1555331.00 1075526.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B02R8 2055-02-01 6 N/A 440794.28 449371.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNQ80 2054-01-01 6.5 N/A 155533.10 104627.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRQU0 2033-10-01 3.69 N/A 2950462.91 2871480.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6XL9 2055-07-01 5 N/A 3586609.88 3581472.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9GY0 2043-08-01 3.5 N/A 72582.11 13646.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AG4N5 2041-05-01 4.5 N/A 287206.39 34642.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NGPE4 2053-07-01 5.5 N/A 214135.38 153436.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EUG3 2053-06-01 6.5 N/A 6246142.94 2842810.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQV5 2053-02-01 3 N/A 53686.92 40037.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMND8 2055-09-01 5.5 N/A 5930933.33 5818578.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FPF8 2055-09-01 5 N/A 155533.10 152078.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CFD1 2047-01-01 3 N/A 14278552.42 2766546.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A5MU9 2054-01-01 6.5 N/A 310867.12 186357.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LMZX4 2030-05-01 3.445 N/A 618518.85 610076.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31377U4N0 2033-09-01 3.8 N/A 4805972.79 4746568.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404BTH5 2034-02-01 5.5 N/A 1722041.75 14432.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQM2 2040-10-01 4.5 N/A 825029.48 777281.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3EM7 2052-07-01 2.5 N/A 2068528.02 1743500.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M37E4 2051-11-01 3.5 N/A 115568.87 97134.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQR4 2053-03-01 3.5 N/A 2765121.37 2160565.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HGL21 2050-09-01 2.5 N/A 285144.02 129714.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6KJ8 2055-04-01 7 N/A 10698603.51 9640390.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XSAK9 2054-11-01 5 N/A 120278.93 113010.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0CD7 2056-01-01 4.52 N/A 707675.61 710877.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJYH0 2053-01-01 6 N/A 4194769.18 2830575.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB92 2049-05-01 3.5 N/A 3426912.64 252383.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MAYR9 2052-05-01 3.5 N/A 777665.50 564201.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJUD3 2052-11-01 3.5 N/A 184452.92 139302.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N1UX9 2052-09-01 5 N/A 798725.72 505564.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKUQ3 2055-07-01 5.5 N/A 3264930.10 3157251.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERT91 2046-08-01 4.5 N/A 3266195.10 396272.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHFS5 2055-07-01 5.5 N/A 250550.86 222690.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEDE9 2050-07-01 2.5 N/A 518443.67 252602.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NUYH6 2034-04-01 4.93 N/A 2275967.70 2393468.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6YT1 2055-07-01 6 N/A 5283330.83 5294570.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELV0 2052-12-01 4 N/A 67397.68 55183.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGEN5 2049-06-01 3.5 N/A 194416.38 117683.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMWJ9 2051-12-01 3.5 N/A 27638538.79 17165637.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XK5E6 2053-04-01 4 N/A 1096114.34 895903.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAT9 2049-03-01 5 N/A 131684.69 11709.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LM7F4 2048-04-01 3.78 N/A 917645.29 726220.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDMR4 2036-11-01 1.5 N/A 156569.99 88576.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAQQ4 2049-02-01 4.5 N/A 7703782.56 1825383.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ME5Z5 2055-06-01 6.5 N/A 3073661.71 2772893.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8DY9 2056-02-01 4.5 N/A 3646517.08 3648380.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LMSU8 2030-04-01 3.49 N/A 518443.67 490498.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H3GZ3 2047-12-01 3.5 N/A 576523.87 256813.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQMY4 2055-09-01 5.5 N/A 2288534.77 2107617.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4 N/A 2273375.48 168945.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHSM0 2052-07-01 4 N/A 1453197.60 1014057.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6Q38 2047-07-01 3.5 N/A 2879743.04 846974.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUKN1 2055-11-01 5.5 N/A 3110.66 3216.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKQF2 2055-07-01 6.5 N/A 1738920.20 1134016.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ERW2 2053-04-01 3.5 N/A 97467.41 81926.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5G40 2054-01-01 4.5 N/A 18737897.92 18693732.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U12R5 2056-01-01 5 N/A 889425.36 895590.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7PZ6 2035-10-01 2 N/A 1296109.17 474582.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LMQ63 2038-04-01 3.51 N/A 7057055.19 6514755.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPSD0 2052-07-01 3.5 N/A 1109685.12 820588.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1EY2 2032-12-01 4.3 N/A 80876681.11 82123440.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JNVE7 2049-03-01 4 N/A 7448.48 253.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMH7 2055-07-01 5 N/A 4665993.00 4498673.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAEV0 2051-03-01 2 N/A 29724490.66 17955646.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNRW3 2033-07-01 3.75 N/A 5934346.77 5840526.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVA61 2054-08-01 6.5 N/A 15233948.70 9923170.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTXN0 2055-10-01 5 N/A 3246664.29 3277589.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPHT7 2052-06-01 3.5 N/A 405941.39 296239.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3ER6 2055-03-01 6.5 N/A 2388988.42 2053092.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M9BN6 2052-01-01 2.5 N/A 56117.90 40771.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0AG2 2055-12-01 5 N/A 548904.31 557698.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNZ74 2052-06-01 3 N/A 126243.63 105859.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNP42 2052-05-01 3.5 N/A 3800424.34 2718097.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EU73 2053-08-01 4.5 N/A 10335759.30 8755193.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BX6R2 2055-12-01 4.5 N/A 542593.81 538418.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NVEB9 2029-06-01 4.93 N/A 13611220.02 14101095.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFKG9 2055-06-01 6 N/A 2003600.21 2023215.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCWN0 2038-09-01 6.281 N/A 293168.49 286326.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AGWN0 2054-07-01 7 N/A 583378.74 405226.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLS4 2055-06-01 6 N/A 541185.72 471101.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X3V82 2043-09-01 3.5 N/A 1008915.22 212709.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNWG3 2052-04-01 2 N/A 142253.17 100021.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4D79 2054-07-01 5 N/A 5116712.37 4953843.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N0FU4 2052-12-01 4.5 N/A 5184436.67 4526213.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FR90 2055-12-01 6 N/A 844233.67 835004.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQXZ5 2054-08-01 6 N/A 3344998.54 2725625.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M2U83 2051-10-01 3.5 N/A 155632.12 99179.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0MF1 2056-02-01 4.5 N/A 587030.65 584036.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMK62 2049-04-01 3.5 N/A 6428701.47 4862795.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NAJG9 2053-01-01 4 N/A 561864.36 513203.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXSZ6 2061-03-01 2.5 N/A 12961091.67 6797017.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EB74 2052-03-01 1.5 N/A 362910.57 230434.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0UE5 2055-12-01 4.926 N/A 5765394.27 5859195.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFNS0 2055-08-01 6.5 N/A 930998.33 896236.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTPG8 2053-12-01 6.5 N/A 18690412.63 11083188.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2Q4 2036-07-01 1.5 N/A 1036887.33 552835.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.5 N/A 2227752.44 1701636.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XEB45 2051-11-01 3.5 N/A 1704704.99 931787.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCW61 2051-02-01 2.5 N/A 54436.59 29659.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WK4P7 2047-06-01 3.5 N/A 12961.09 1339.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0VM1 2035-11-01 4.435 N/A 59398609.33 60494695.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LRWP9 2051-07-01 3.5 N/A 530782.63 462130.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLDX5 2055-10-01 5.5 N/A 3385246.36 3051683.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ4Z3 2052-07-01 3.5 N/A 3282955.35 2551697.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QET69 2035-08-01 2.5 N/A 1585400.73 580791.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3AX9 2056-01-01 5.5 N/A 874174.83 906475.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HAMH0 2049-08-01 3 N/A 7144609.96 2705651.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.5 N/A 28239.63 15424.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MKA0 2033-05-15 6 N/A 21451390.60 116539.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AATD6 2050-02-20 3 N/A 762956.22 144174.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UUL4 2049-06-20 4.5 N/A 1555.33 164.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MJ4Z0 2055-12-20 6.5 N/A 731466.98 768737.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MMKR3 2056-02-20 5 N/A 608160.34 616292.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KMR64 2055-08-20 5.5 N/A 613065.86 623195.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WR75 2051-11-20 5 N/A 6159.11 2699.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WQB7 2051-10-20 3 N/A 81666.28 47555.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MJGW4 2056-01-20 5 N/A 1620287.84 1616535.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MNCS8 2056-02-20 6.5 N/A 3703375.83 3899841.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MQZH0 2056-02-20 5 N/A 835834.88 843726.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LUJW7 2055-12-20 5 N/A 2136527.09 2162276.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LQX26 2055-09-20 6 N/A 499018.10 514549.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LH4Z5 2055-10-20 6 N/A 1221295.67 1256491.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5 N/A 87227408.65 65307359.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y5M2 2054-08-20 6 N/A 1432687.97 884955.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDS4 2051-04-20 3 N/A 353405.42 158301.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M0W80 2055-11-20 5 N/A 2961412.44 2983258.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MNTT8 2056-01-20 5 N/A 822701.66 833634.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V05Z0 2055-11-20 6.5 N/A 2706031.23 2838373.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MJGX2 2056-01-20 5.5 N/A 1952745.03 2003904.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MNUS8 2056-01-20 5 N/A 855585.51 867868.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V17K9 2065-12-20 6.5 N/A 2721829.25 2852075.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WT24 2051-12-20 3.5 N/A 42447.58 27301.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V2RH2 2065-11-20 6.5 N/A 1345335.39 1417067.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V0SC6 2065-12-20 3.5 N/A 1462114.83 1359941.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WNH7 2051-09-20 4 N/A 530.89 281.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617B9SG2 2047-09-15 4 N/A 322209.11 120392.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TQN8 2048-01-20 3 N/A 2182.65 308.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.5 N/A 2222298.41 1878207.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YU85 2054-04-20 6.5 N/A 5345544.07 2340366.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MHJM7 2056-01-20 5 N/A 1345736.67 1358208.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2EM0 2027-12-15 2.5 N/A 2908468.45 30679.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NYXF8 2055-11-20 6 N/A 1362059.35 1406839.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6AZ0 2056-02-20 4.5 N/A 1041111.61 1016171.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MHNM2 2056-01-20 6 N/A 2375608.42 2446882.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YRMV0 2052-04-20 3.5 N/A 3677.32 3163.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LXFR6 2055-07-20 5.5 N/A 1024217.61 1037549.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NTAQ0 2055-09-20 6.5 N/A 983690.87 1031338.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N1NB0 2056-02-20 6 N/A 2077403.77 2151663.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LP3B1 2065-08-20 7 N/A 1448595.89 1513515.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UV90 2049-07-20 4 N/A 4038037.44 378488.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y2J2 2054-06-20 4.5 N/A 435607.26 410879.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KPRL4 2055-08-20 6 N/A 3086651.84 3178531.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5PD5 2055-04-20 3 N/A 24425.44 21682.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WJT6 2051-07-20 3.5 N/A 37204313.85 19444066.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LDML5 2055-07-20 6.5 N/A 67348.94 70448.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618B1DK4 2053-03-20 6.5 N/A 2875052.17 668174.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LMZC1 2055-09-20 6 N/A 4755663.02 4901744.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N53Z0 2054-12-20 6 N/A 51300340.92 52451975.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617G8N41 2048-02-20 3.5 N/A 17772.25 5658.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UZT2 2049-09-20 3.5 N/A 25881.74 2980.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNC6 2052-11-20 3.5 N/A 82432.54 61558.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MHJR6 2056-01-20 5 N/A 1737620.98 1734647.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KLNB9 2061-01-15 5 N/A 1186174.22 1229747.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LGX69 2055-10-20 6 N/A 417505.80 433651.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.5 N/A 838137.81 98872.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617AN3Q7 2047-07-20 3.5 N/A 18265.81 4605.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M2SB4 2055-09-20 6.5 N/A 1275300.91 1337309.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MJA42 2076-01-20 5.208 N/A 8580068.49 9321432.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56S3 2056-01-20 4 N/A 62737291.15 62638887.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VXY1 2050-11-20 2.5 N/A 560.96 222.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFXD5 2056-02-20 5 N/A 593548.53 601340.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WYE2 2037-03-20 2 N/A 753452.11 420163.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V6R34 2056-01-20 5 N/A 710830.85 717543.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MJFN5 2056-01-20 5 N/A 1940410.22 1937476.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KZW1 2039-01-15 5 N/A 5364490.08 128621.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEEZ5 2055-11-20 4.252 N/A 22553709.67 22465179.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.5 N/A 160439.13 149487.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KCG50 2065-03-20 7 N/A 264512.03 43118.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TUE3 2048-03-20 5.5 N/A 438794.65 49928.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UMN9 2049-01-20 5 N/A 2527412.88 161528.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFN38 2056-02-20 7 N/A 7007315.71 7479696.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MUFN0 2056-01-20 5.5 N/A 6242941.03 6404507.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.5 N/A 21472381.34 14119431.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UWD0 2049-07-20 6 N/A 34735.73 3888.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJ80 2056-02-20 4.5 N/A 84658847.94 83709906.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MCKG9 2055-12-20 6 N/A 6026156.92 6200052.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36195Q2M2 2046-11-20 3.5 N/A 633074.67 86126.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V3EG6 2055-11-20 5.5 N/A 2309969.31 2364451.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MLVM4 2056-02-20 5 N/A 1575668.51 1590547.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KRRN6 2065-03-20 7 N/A 139736.64 79522.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M7AA4 2055-12-20 6 N/A 593636.66 611128.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NRJM4 2065-03-20 7 N/A 537601.20 342734.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MM2Z5 2066-01-20 7 N/A 618627.72 647511.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N53K3 2055-12-20 5.5 N/A 1031702.90 1037962.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LSAK7 2055-09-20 6.5 N/A 1662547.22 1738280.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V4VY6 2056-02-20 6 N/A 2268356.94 2342417.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MQZX5 2056-02-20 6 N/A 1698421.45 1738513.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N54B2 2055-10-20 7 N/A 1638149.27 1707771.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LKK80 2060-10-15 4.42 N/A 5232108.60 5150827.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LSFV8 2055-10-20 6 N/A 1284290.72 1325048.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5D4 2053-06-20 3.5 N/A 43553.93 32198.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFG93 2056-01-20 5 N/A 1456158.95 1453793.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5PG8 2055-05-20 4.5 N/A 1907012.08 1858946.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V06G1 2065-11-20 6 N/A 2417419.87 2479352.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M5MH0 2055-10-20 6.5 N/A 1955434.72 2051824.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179M2Q2 2043-02-20 3.5 N/A 1425720.08 131360.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NTBT3 2055-09-20 6.5 N/A 543665.95 570564.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NTCW5 2055-09-20 6 N/A 540756.45 561688.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NWD72 2056-02-20 5 N/A 532456.16 537483.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V4VW0 2056-02-20 5 N/A 1419716.51 1426420.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617MYAZ2 2050-03-15 4 N/A 471323.36 46703.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V22L0 2065-10-20 6.5 N/A 1359954.47 1424744.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5 N/A 7776655.00 7732736.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M7A63 2065-12-20 6.5 N/A 1555331.00 1629353.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NXB9 2029-01-20 3.5 N/A 6029624.27 157938.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2M7 2053-05-20 6 N/A 25922.18 14197.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MRA93 2065-12-20 6.5 N/A 1151417.76 1206448.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MQZY3 2056-02-20 6 N/A 587604.05 607538.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVQ6 2053-03-20 4 N/A 2592.22 1977.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEKB1 2056-02-20 5.5 N/A 58231924.44 59180826.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5X61 2055-09-20 3.5 N/A 1741970.72 1705636.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SH42 2031-08-20 3.5 N/A 518443.67 48320.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V2JH1 2061-01-15 5.39 N/A 1346914.57 1414573.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MJAU4 2076-01-20 5.106 N/A 11314630.71 12204805.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MBJ99 2055-11-20 6.5 N/A 703979.10 740088.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFK7 2052-09-20 5.5 N/A 19830130.15 12704477.26 Agency Mortgage-Backed Securities Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0368 1555331000.00 1555331000.00 0.0046 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) 3.66 N/A 2IGI19DL77OX0HC3ZE78 0SI003GO5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 18790000.00 18744349.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 7543000.00 7279949.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 51146500.00 55032263.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 12817300.00 12669511.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 20851600.00 18112409.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 11351500.00 11471930.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 100.00 72.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 49890200.00 37558922.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 281400.00 285498.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 26089800.00 25973674.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 200.00 151.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 11617600.00 15374747.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 6900.00 7663.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 9386900.00 9521191.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 1000.00 951.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 100.00 102.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 1089100.00 561192.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 5440800.00 5325319.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 4413200.00 4500394.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 23000000.00 24675175.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 21019300.00 25579842.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 72100.00 69624.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 100.00 95.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 10300000.00 10750200.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 4330400.00 4430858.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 2600.00 1439.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 15900.00 15672.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 7228000.00 7557434.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 24000.00 25338.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 1495600.00 1435536.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 15065900.00 15046874.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 1991100.00 1192169.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 34052700.00 35122359.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 12070000.00 12543824.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 1101100.00 1127421.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 12427300.00 13599256.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 70400000.00 67359798.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 72700.00 69191.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 100.00 89.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 76210700.00 76921527.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 94700.00 99436.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 12361200.00 13197486.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 0 N/A 135000000.00 131769585.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 67479900.00 70133176.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 N/A 250000.00 543045.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 100.00 107.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 259200.00 262758.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 706300.00 680962.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 11226800.00 12253656.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 21000200.00 18601666.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 1315700.00 1351937.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 5274300.00 5649147.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 2400.00 2423.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 19604600.00 20252671.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 36595700.00 37230116.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 86021000.00 87144525.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 100.00 124.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 100.00 114.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 16927000.00 16809800.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 26423700.00 23386648.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 200.00 181.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 48479000.00 51379313.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 171500.00 178249.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 9967900.00 9439956.18 U.S. Treasuries (including strips) Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 1000000000.00 1000000000.00 0.0030 N Y Y N CITIBANK N.A. (REPO) CITIBANK N.A. (REPO) 3.66 N/A E57ODZWZ7FF32TWEFA76 0CAN08NJ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797QN0 2026-05-14 0 N/A 74126.88 73564.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 27.02 25.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 54.05 32.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 27.02 23.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 27.02 28.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 27.02 27.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 11125922.51 9823726.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 27.02 18.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375 N/A 54.05 55.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 1080.96 1312.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 2972.64 3155.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0 N/A 27.02 26.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 27.02 26.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 54.05 55.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 27.02 25.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 1783.59 1455.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 27.02 26.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 N/A 27.02 21.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 594.53 608.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 27.02 24.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 270.24 197.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 270.24 277.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 810.72 801.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 27.02 28.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 54.05 38.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 27.02 28.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 329260.61 357636.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 27.02 27.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 5539.92 4436.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 756.67 750.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 N/A 162.14 150.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 32753.11 33291.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 N/A 495323.19 595825.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.75 N/A 540.48 537.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 324.29 308.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 40509.00 41051.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 2161.92 2242.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 270.24 258.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TG2 2026-04-07 0 N/A 54.05 53.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 27.02 28.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 864.77 1070.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 810.72 859.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 3837.41 4365.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 1594.42 2057.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 783.70 831.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 1080.96 1284.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 324.29 330.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 27.02 20.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.75 N/A 810.72 749.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 4300493.81 4591713.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 864.77 886.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 27.02 26.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 54.05 69.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 270.24 275.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 N/A 567.50 589.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 4919668.06 3167173.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 54.05 54.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375 N/A 12343111.21 12160784.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 N/A 107825.82 223130.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 27.02 13.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 27.02 26.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 27.02 25.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125 N/A 3242.88 4012.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 783.70 1048.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 675.60 688.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 27.02 30.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 20240.99 21092.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 N/A 540.48 416.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 1756.56 1899.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 108.10 102.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 27.02 27.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 810.72 883.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 27.02 25.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 27.02 27.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 N/A 27.02 26.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 27.02 17.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 N/A 6723683.28 6612824.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0 N/A 270.24 265.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 27.02 31.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 1080.96 1102.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 270.24 175.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.5 N/A 27.02 27.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 157198.70 204984.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 2134.90 2245.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 27.02 21.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 27.02 26.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 972.86 970.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 216.19 232.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 513.46 520.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 54.05 53.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 1972.75 1882.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 351.31 343.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 1621.44 1543.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 33185.49 33758.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 54.05 54.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 81.07 76.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 27.02 17.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5 N/A 540.48 594.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625 N/A 594.53 594.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797RV1 2026-03-05 0 N/A 27.02 27.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 1351.20 1331.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 270.24 261.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 7107.32 7160.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625 N/A 1297.15 1338.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 324.29 336.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 1351.20 1288.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 27.02 15.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 108.10 103.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 54.05 56.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 1341499.18 1016310.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 N/A 1795205.38 2735104.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 27.02 20.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 540.48 553.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 540.48 590.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 135.12 99.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 12208369.47 12160793.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 243.22 236.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286F2 2026-02-28 2.5 N/A 2999.67 3036.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 540.48 544.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 54.05 52.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 27.02 27.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 354419.97 360041.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 27.02 28.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 54.05 54.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 35941.94 36182.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 81.07 82.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 2486.21 2526.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 567.50 607.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 4864.32 4923.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 302101.47 305157.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875 N/A 243.22 247.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 947543.07 957749.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 405.36 337.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 54.05 51.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 54.05 65.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 162.14 155.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 27.02 27.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 75856.41 78636.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 243.22 239.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKM2 2026-04-30 3.772876599 N/A 433.74 435.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 27.02 26.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 54.05 56.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.827876599 N/A 1351.20 1356.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 N/A 293048.43 635709.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TH0 2026-04-14 0 N/A 27.02 26.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 N/A 54.05 51.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 27.02 21.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 7728355.12 12160743.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 783.70 753.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.5 N/A 277698.79 438013.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 270.24 263.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 27.02 24.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 1351.20 1326.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 4837.30 4853.89 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 67560040.00 67560040.00 0.0002 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 3.7699992 N/A 82VOJDD5PTRDMVVMGV31 0CTG16DT7 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 549300M8ZYFG0OCMTT87 3618G8KU4 2053-12-20 7 N/A 1236199.00 929399.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NEY7 2054-04-20 4.76154 N/A 50000000.00 37824112.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMH4 2053-09-20 4.5 N/A 769944.00 702507.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FNZT9 2053-10-20 6.5 N/A 2142978.00 370065.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NFM2 2054-04-20 4.76154 N/A 50000000.00 40059101.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKV5 2053-10-20 7 N/A 223410.00 70432.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FHEH1 2053-12-20 7 N/A 450192.00 261582.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XTC7 2054-10-20 4.68154 N/A 50000000.00 39162837.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKS2 2053-11-20 5.5 N/A 1000000.00 762374.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381BDT8 2048-08-20 4 N/A 600000.00 194623.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2 N/A 200000.00 93343.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YRG8 2054-10-20 4.61154 N/A 15168000.00 11363962.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AG56 2049-12-20 6 N/A 10500000.00 3733762.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YPA6 2053-10-20 2.5 N/A 294439.00 211644.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381MVV9 2051-11-16 5 N/A 69100550.00 69216893.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BE4X8 2053-09-20 7 N/A 1781970.00 903097.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDM3 2053-08-20 6.5 N/A 155000.00 66910.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VGQ5 2053-01-20 4.5 N/A 831679.00 934832.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMM3 2053-11-20 6.5 N/A 3545777.00 1379508.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F5FL7 2053-11-20 6 N/A 3374453.00 2415051.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ARH8 2053-05-20 4.51154 N/A 2800000.00 1934169.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FE3L1 2053-10-20 7 N/A 1183275.00 702109.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382NZ83 2051-02-20 5 N/A 200000.00 123740.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDN1 2053-08-20 7 N/A 18111139.00 5227718.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RWG8 2051-08-20 2.5 N/A 14536464.00 12534935.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378WVN0 2043-08-20 3.5 N/A 34955246.00 33695104.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VX86 2053-02-20 4.46154 N/A 30000000.00 14491857.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2B78 2053-12-20 7 N/A 2271782.00 1638886.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385C3L0 2055-02-20 4.91154 N/A 39038210.00 24140334.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FRAY6 2053-12-20 7 N/A 1664329.00 1151621.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMN1 2053-12-20 7 N/A 15931081.00 4730509.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G3AW2 2053-12-20 8 N/A 563159.00 176696.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FPBL7 2053-11-20 7 N/A 1396309.00 935067.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FE3A5 2053-10-20 7 N/A 1266950.00 712437.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383F3M3 2052-02-20 3 N/A 50000000.00 30389901.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2T95 2053-12-20 7 N/A 1471120.00 853591.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QFX4 2052-04-20 5.5 N/A 2429853.00 2516178.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GHAQ4 2053-10-20 5 N/A 1183172.00 611666.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381SKH9 2053-01-16 4.25 N/A 13526452.00 13571933.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YML5 2053-11-20 6 N/A 50961410.00 27562077.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385G5T2 2054-05-20 5 N/A 2843631.00 2882862.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380AA49 2045-05-20 4 N/A 7000000.00 1169805.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FBRD9 2053-07-20 6.5 N/A 1427831.00 1092458.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385B3U2 2055-01-20 5.08154 N/A 40000000.00 27548816.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383V6X1 2053-02-20 4.47154 N/A 40000000.00 23313792.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FQZD7 2053-10-20 7 N/A 1008884.00 763877.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FMZJ3 2053-11-20 7 N/A 1035999.00 640898.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BQ94 2055-01-20 4.91154 N/A 40000000.00 37116165.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NFF7 2054-04-20 5 N/A 620392.00 666976.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2CF9 2053-12-20 7 N/A 14198943.00 9029697.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382KWF6 2050-10-20 1 N/A 335000.00 130773.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CM39 2055-02-20 4.5 N/A 2484010.00 2342688.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EQR9 2034-07-20 6 N/A 2542246.00 2214956.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AXZ1 2053-05-20 4.72154 N/A 50000000.00 19601515.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YPK4 2053-12-20 7 N/A 3751086.00 1176505.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FWGR4 2053-11-20 7 N/A 1474410.00 1396377.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374TQ23 2039-05-16 6 N/A 100000.00 286261.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FG2W3 2053-08-20 6.5 N/A 3368608.00 2792211.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GAH3 2053-11-20 5.16154 N/A 50000000.00 15392355.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DSX6 2053-10-20 5.06154 N/A 50000000.00 15162386.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FDCQ2 2053-10-20 7 N/A 1086498.00 1122420.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381TYT6 2049-04-20 4.48172 N/A 25000000.00 3597099.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADBV9 2053-11-20 6 N/A 39373494.00 30434317.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DMN4 2053-10-20 6 N/A 1274948.00 1521636.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JAC7 2036-12-20 4.5 N/A 12435918.00 12378602.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GXL9 2034-11-20 5.5 N/A 1719245.00 1479836.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKT0 2053-10-20 6 N/A 64030268.00 37389307.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YPJ7 2053-12-20 6.5 N/A 70359124.00 27872346.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ACW1 2053-05-20 4.66154 N/A 16391000.00 9089352.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XN25 2051-10-20 3.5 N/A 49991471.00 41613550.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2T53 2053-12-20 7 N/A 1045214.00 548678.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FFWX0 2053-08-20 7 N/A 339768.00 300469.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACPQ7 2053-07-20 5.5 N/A 200000.00 161842.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PA42 2054-06-20 6.5 N/A 122294.00 145034.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GWT3 2034-12-20 5 N/A 1429699.00 1235074.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385C6W3 2055-01-20 5.5 N/A 9348274.00 10284520.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JBL6 2044-11-20 4.75 N/A 10398681.00 9895709.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2B86 2053-12-20 7 N/A 1421428.00 848121.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379FNW5 2043-09-20 2.25 N/A 11050000.00 99990.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADBT4 2053-10-20 6 N/A 1856493.00 1398615.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QWK0 2054-07-20 4.68154 N/A 50000000.00 38978076.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACQE3 2053-07-20 5.5 N/A 3484000.00 2772081.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FE2R9 2053-09-20 6.5 N/A 3793287.00 3053772.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FHMX7 2053-08-20 7 N/A 1974742.00 184514.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PAN3 2052-03-20 5.5 N/A 4695762.00 4841510.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FEFY0 2053-10-20 6 N/A 1032647.00 746386.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384G2Y5 2052-10-20 5 N/A 3545333.00 1174794.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FT29 2052-02-20 3 N/A 171245000.00 105026963.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374CNL1 2033-09-20 5.5 N/A 1000000.00 221488.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CV97 2053-08-20 7 N/A 411078.00 534109.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YHN7 2053-10-20 3.5 N/A 17545195.00 12778494.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GVW7 2052-07-20 5 N/A 715391.00 729672.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BN22 2055-01-20 5.5 N/A 188549.00 132263.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383WBL9 2053-02-20 4.46154 N/A 30000000.00 21511619.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QL97 2054-07-20 4.5 N/A 1174180.00 1209913.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G37E6 2053-12-20 7 N/A 2274911.00 1513759.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383LHT0 2041-06-20 4 N/A 65279835.00 63275018.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACT67 2053-09-20 6 N/A 1000000.00 929517.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACSD3 2053-08-20 5.5 N/A 2600000.00 2064927.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMJ0 2053-12-20 5 N/A 3991391.00 3591587.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RJC2 2052-04-20 3.5 N/A 9024413.00 7586569.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FRAZ3 2053-12-20 7 N/A 1000587.00 626799.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384H4X3 2054-01-20 5.5 N/A 6000000.00 7015493.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G7ZJ5 2053-12-20 7 N/A 2348165.00 2019998.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G3BA9 2053-12-20 7 N/A 2112431.00 1489638.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385G6K0 2046-02-20 5.5 N/A 26820835.00 20338252.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383W6J0 2053-03-20 6 N/A 11094971.00 5622359.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFL3 2053-09-20 5.5 N/A 155759529.00 111139252.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKR4 2053-11-20 5 N/A 639661.00 561062.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384G6B1 2054-01-20 4.5 N/A 158261.00 161197.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382QYH7 2051-05-20 1.5 N/A 705496.00 387165.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384G5P1 2054-01-20 5 N/A 500000.00 532854.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381YBT0 2049-08-20 3.5 N/A 100000000.00 11527543.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FLSU8 2053-10-20 5 N/A 1220021.00 714193.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DSV0 2053-10-20 5.21154 N/A 30000000.00 9067676.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFP4 2053-08-20 7 N/A 18537525.00 5618828.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382HX54 2050-06-20 1.5 N/A 2160000.00 768778.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FFT48 2053-08-20 7 N/A 616666.00 86728.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YPH1 2053-12-20 6 N/A 34346218.00 17843615.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384D3F2 2053-11-20 5.26154 N/A 50000000.00 27302375.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2CB8 2053-12-20 7 N/A 4617026.00 2754616.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFN9 2053-09-20 6.5 N/A 128267207.00 54627124.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FPAZ7 2053-11-20 7 N/A 287318.00 214958.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G0G77 2053-12-20 7.5 N/A 34878551.00 24323318.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KN98 2054-03-20 4.66154 N/A 25000000.00 17510941.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X6W9 2053-05-20 4.66154 N/A 39500000.00 14458206.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G13Y0 2053-10-20 7 N/A 1303251.00 455931.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACTQ3 2053-10-20 6 N/A 52795771.00 41179240.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383Y4J8 2052-10-20 4.68125 N/A 8881980.00 8262222.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FFXV3 2053-09-20 6 N/A 1600000.00 1303172.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FV7B1 2053-11-20 7 N/A 3966001.00 2365840.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G5WG8 2053-11-20 7.5 N/A 15142333.00 11780541.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AGU72 2053-07-20 6 N/A 8777703.00 8702299.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FTTA4 2053-10-20 5.5 N/A 3031634.00 2606227.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDH4 2053-07-20 4.5 N/A 3285309.00 2811284.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380BUD5 2046-11-20 3 N/A 3030692.00 3454098.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G3C75 2053-11-20 7 N/A 428523.00 116412.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EGQ1 2036-03-20 5 N/A 7386704.00 7130807.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PXK4 2053-03-16 4.75 N/A 10020730.00 9898462.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKG8 2053-11-20 7 N/A 5594969.00 1133331.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384TFD9 2052-02-16 4.25 N/A 19245278.00 19120981.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381TGB5 2049-03-20 4.5 N/A 616764.00 786950.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDJ0 2053-07-20 5 N/A 1831573.00 1519437.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YHQ0 2053-10-20 4.5 N/A 78071.00 69177.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FFXX9 2053-09-20 6.5 N/A 3944281.00 3257425.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BVYZ2 2053-09-20 7 N/A 180949.00 65797.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2SE5 2053-11-20 6 N/A 1010697.00 648840.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FAB9 2051-12-20 2.5 N/A 5804000.00 3601033.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BFM8 2053-06-20 3.5 N/A 58539906.00 53046098.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QLZ2 2051-08-20 5 N/A 68613296.00 61073392.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G15T9 2053-11-20 7 N/A 981749.00 811299.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NEJ0 2054-04-20 6.5 N/A 409184.00 488321.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FSYT9 2053-10-20 7 N/A 951423.00 462901.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFM1 2053-08-20 6 N/A 834000.00 472535.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACZT0 2053-11-20 6.5 N/A 4311541.00 2559281.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDE1 2053-07-20 3 N/A 17042059.00 11663105.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JN42 2054-02-20 7 N/A 1188838.00 1270742.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WTG0 2054-09-20 4.84154 N/A 100000000.00 78917337.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKF0 2053-10-20 6.5 N/A 8945453.00 1357421.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PDG5 2051-06-20 5 N/A 41979238.00 39696545.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G7ZB2 2053-12-20 7 N/A 543087.00 399322.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G3CS9 2053-11-20 7 N/A 1185736.00 192806.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFA7 2053-09-20 6.5 N/A 779688.00 154739.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YHU1 2053-10-20 6.5 N/A 520659658.00 222356610.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FFZT6 2053-09-20 7 N/A 2086210.00 1029678.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FN74 2052-01-20 2.5 N/A 18072000.00 10940251.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382AGG4 2049-10-20 3.5 N/A 30865000.00 11467637.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383MUV8 2051-11-20 2 N/A 460720.00 262781.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378HQM1 2042-08-16 1.5 N/A 1000000.00 108951.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385C7E2 2055-02-20 5 N/A 825285.00 694169.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GEN61 2053-12-20 7.5 N/A 12662114.00 9292180.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GCBJ0 2053-12-20 7 N/A 267449.00 78974.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F3KM4 2053-08-20 7 N/A 228941.00 94409.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FV7C9 2053-11-20 7 N/A 4977938.00 2969084.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DHZ3 2053-10-20 5.16154 N/A 50000000.00 23281590.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ELE3 2053-08-20 4.66154 N/A 73300000.00 28225833.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KMB4 2054-03-20 4.71154 N/A 12600000.00 6001561.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GT91 2035-01-20 5 N/A 1052971.00 909402.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BWK28 2053-08-20 7 N/A 25002061.00 2157940.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACZG8 2053-11-20 7 N/A 69155791.00 43286871.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LQP6 2054-03-20 4.5 N/A 2470200.00 2470369.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G7ZA4 2053-12-20 7 N/A 3282369.00 2019500.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379BD88 2039-12-16 2.5 N/A 48000000.00 1305479.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FQ6W7 2053-10-20 7 N/A 1998102.00 850934.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QJC6 2052-04-20 4.75 N/A 97570147.00 89666295.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKU7 2053-11-20 6.5 N/A 7899645.00 3447110.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACX21 2053-08-20 5 N/A 500000.00 349880.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FHE40 2053-12-20 7 N/A 1367839.00 963125.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G0G85 2053-12-20 7.5 N/A 33149792.00 23588555.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FF2W5 2053-10-20 7 N/A 1465438.00 632024.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AML4 2053-05-20 5.5 N/A 150756.00 172860.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VRH2 2054-03-20 6 N/A 13081887.00 14861039.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F1ZQ3 2053-08-20 7 N/A 1211865.00 1029396.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BZQ7 2053-07-20 4.61154 N/A 55898042.00 30748034.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383L2A7 2052-12-20 4.66154 N/A 50000000.00 16608055.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KY88 2054-03-20 4.46154 N/A 1510000.00 1231393.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KKW0 2054-03-20 7.5 N/A 590171.00 280781.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DFP7 2053-10-20 5.21154 N/A 30000000.00 13982341.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KKL4 2035-01-20 6 N/A 5337660.00 2304314.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G7Y98 2053-12-20 7 N/A 2020447.00 508943.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YL77 2053-11-20 6 N/A 7960923.00 3128777.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384D2A4 2053-11-20 5.01154 N/A 50000000.00 21192457.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NFP5 2054-04-20 4.71154 N/A 50000000.00 37838858.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GAC79 2053-12-20 7 N/A 2634050.00 264418.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PBG7 2051-08-20 4.5 N/A 4124242.00 3973313.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2LJ1 2053-12-20 7 N/A 1066877.00 491962.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VRL3 2054-10-20 4.66154 N/A 25000000.00 18451082.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XCB7 2054-09-20 4 N/A 1733426.00 1152514.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FTR40 2053-10-20 6.5 N/A 1765542.00 1526738.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NFG5 2054-04-20 4.81154 N/A 50000000.00 30809432.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NGA7 2054-04-20 4.76154 N/A 15000000.00 6912728.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JP73 2041-04-16 4.5 N/A 532199.00 532241.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACZL7 2053-11-20 7 N/A 80047393.00 48724948.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2LS1 2053-12-20 7 N/A 278195.00 154890.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FF2R6 2053-10-20 7 N/A 1917377.00 1393128.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2TC8 2053-11-20 7 N/A 2361492.00 1441455.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2HT4 2053-10-20 7.5 N/A 8251660.00 6459287.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FVT43 2053-10-20 7 N/A 2641327.00 1607902.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BM31 2055-01-20 5.5 N/A 3140261.00 3263457.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FKK8 2051-12-20 2.5 N/A 299923451.00 176417235.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381TWL5 2049-04-20 4.23172 N/A 20000000.00 3800345.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFK5 2053-08-20 5 N/A 4030000.00 3368327.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F3AQ6 2053-09-20 7 N/A 1056453.00 337509.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382LQC8 2050-11-20 1 N/A 290000.00 136850.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACSR2 2053-09-20 6.5 N/A 500000.00 319373.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FSZQ4 2053-11-20 7 N/A 1567818.00 945856.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDL5 2053-08-20 6 N/A 84825244.00 47358644.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FWGE3 2053-12-20 8 N/A 1971330.00 719238.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F6KZ8 2053-07-20 6.5 N/A 2364389.00 1950123.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BDQU2 2053-08-20 5.5 N/A 937808.00 923833.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G7V42 2053-12-20 7 N/A 2086856.00 1291044.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FFZP4 2053-09-20 7 N/A 4141178.00 1829764.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382LKJ9 2050-11-20 4 N/A 1725176.00 930640.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383V6W3 2052-08-20 4 N/A 3291823.00 3343144.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EGG3 2036-03-20 5 N/A 2726193.00 2633020.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACYC8 2053-11-20 6.5 N/A 55085383.00 27513188.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2MN1 2053-11-20 7 N/A 1247700.00 231959.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385B4J6 2052-04-20 3.5 N/A 17071379.00 13672363.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKQ6 2053-11-20 4.5 N/A 216100.00 193234.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G3BB7 2053-12-20 7 N/A 449790.00 228390.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382DH44 2050-03-20 3.5 N/A 170000000.00 30645324.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2B60 2053-12-20 7 N/A 2195408.00 1682291.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FHD58 2053-10-20 7 N/A 332330.00 249082.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383MP77 2052-01-20 3.5 N/A 1000000.00 269696.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382TZZ0 2051-06-20 5.5 N/A 4370173.00 3269467.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383YEF5 2052-09-20 4.81154 N/A 50000000.00 35367833.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FE3K3 2053-10-20 7 N/A 1788487.00 1156185.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G0KB3 2053-11-20 7 N/A 1010230.00 766860.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FFUR5 2053-08-20 6.5 N/A 4452989.00 3676864.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381B4T8 2049-02-20 3.5 N/A 700000.00 507226.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F44B4 2053-09-20 7 N/A 532951.00 201531.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2KC7 2053-11-20 7.5 N/A 4121666.00 3057253.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2CC6 2053-12-20 7 N/A 3852156.00 2156105.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FSQB7 2053-10-20 7 N/A 1239259.00 710910.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381YR89 2049-09-20 3.5 N/A 357584.00 332247.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AW6F6 2053-08-20 6 N/A 20203221.00 18070886.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JP32 2054-02-20 6.5 N/A 1274796.00 1602550.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VRG4 2053-06-20 5.5 N/A 5163655.00 3963825.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACTU4 2053-09-20 6 N/A 800000.00 591651.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381TP66 2049-04-20 4 N/A 150000000.00 30386575.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GRG7 2053-12-20 4.96154 N/A 50000000.00 28560558.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FBRC1 2053-07-20 6.5 N/A 2273017.00 1896623.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.5 N/A 6896430.00 5828616.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F5E46 2053-11-20 7 N/A 403841.00 218508.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BWDB6 2053-08-20 5.5 N/A 1380705.00 1377126.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACWT3 2053-08-20 5 N/A 400000.00 304959.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383XNA8 2053-04-20 5 N/A 751369.00 762631.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FPBM5 2053-12-20 7 N/A 1122824.00 996829.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YHV9 2053-09-20 7 N/A 92738547.00 28917832.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YHT4 2053-10-20 6 N/A 211182243.00 122415839.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QL89 2051-05-20 4.5 N/A 6578007.00 3832258.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382PML3 2051-03-20 3.96154 N/A 1363636.00 852759.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382UAN1 2051-06-20 2 N/A 285202.00 173192.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38377YWQ9 2041-10-16 3 N/A 1900000.00 481786.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EGS7 2050-07-20 5 N/A 3361728.00 2652284.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FNU72 2053-10-20 7 N/A 1596682.00 1378766.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CU80 2051-02-20 5.5 N/A 7541565.00 2742891.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BJ50 2055-01-20 5.5 N/A 2150127.00 2247360.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379LUC8 2045-04-16 3.5 N/A 16583130.00 23248957.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EHW7 2050-07-20 5 N/A 27911710.00 24738785.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFG4 2053-08-20 3.5 N/A 139000.00 95632.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BPN5 2053-06-20 6.2 N/A 835559.00 414459.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383R4H7 2052-05-20 4.5 N/A 150000000.00 115891701.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NUA1 2054-05-20 5.75 N/A 150753.00 164177.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YHS6 2053-10-20 5.5 N/A 1124365.00 832656.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YUX0 2053-10-20 2 N/A 608838.00 428654.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382AJY2 2049-10-20 3.5 N/A 364296.00 314386.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACYF1 2053-11-20 6.5 N/A 29042595.00 20805011.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QR59 2054-07-20 4.5 N/A 12246342.00 7585365.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G5WH6 2053-11-20 8 N/A 2026703.00 1679618.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G8KT7 2053-12-20 7 N/A 278231.00 201001.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376GF62 2053-04-16 4.0139 N/A 7719393.00 8698823.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G8KQ3 2053-12-20 8 N/A 1682111.00 524021.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC3F5 2053-09-20 5.5 N/A 76510.00 55484.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381RKW8 2049-02-20 3.5 N/A 1000000.00 1186751.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACPG9 2053-07-20 5.5 N/A 47959.00 38237.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F5UJ5 2053-07-20 6.5 N/A 1000.00 1031.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382MTZ2 2051-01-20 5 N/A 200000.00 126303.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FRAX8 2053-12-20 7 N/A 1136102.00 452068.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381BDR2 2048-12-20 3.5 N/A 582011.00 627678.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385C6M5 2055-02-20 5.31154 N/A 69396632.00 46548292.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G2B94 2053-12-20 7 N/A 5653246.00 3900778.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381T2E4 2049-04-20 3 N/A 936000.00 181633.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NFL4 2054-04-20 5.5 N/A 5000000.00 1396281.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F2WV3 2053-07-20 6.5 N/A 1929851.00 1283275.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FH7F3 2053-09-20 6 N/A 141447.00 123245.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WTY1 2054-09-20 6.5 N/A 62563.00 71483.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F6AP1 2053-08-20 6 N/A 1404951.00 1432942.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FQ6U1 2053-10-20 7 N/A 1216993.00 391003.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FMST9 2053-09-20 6 N/A 628447.00 377187.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKN3 2053-11-20 3.5 N/A 17284161.00 12811324.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FMP54 2053-09-20 6 N/A 1031834.00 1034649.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382EPX9 2050-04-20 2 N/A 75500000.00 22274287.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FUT45 2053-10-20 6 N/A 132854.00 80864.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YHR8 2053-10-20 5 N/A 218000.00 190986.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383YS60 2052-10-20 4.76154 N/A 50000000.00 36118695.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QJK8 2051-09-20 4.75 N/A 48656686.00 44518500.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFD1 2053-09-20 2 N/A 624402.00 462289.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FFZN9 2053-09-20 7 N/A 1764548.00 726576.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.72154 N/A 50000000.00 34861406.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385C7D4 2055-02-20 5 N/A 4657634.00 4723609.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VRF6 2034-12-20 6 N/A 26469497.00 6691906.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADA73 2053-10-20 6 N/A 34046193.00 32617004.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382NPV3 2051-02-20 2.5 N/A 10129108.00 2887106.91 Agency Collateralized Mortgage Obligation Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-05-04 2026-05-04 Y CITIGROUP GLOBAL MARKETS INC. (REPO) 1.0000 66 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0382 3500000000.00 3500000000.00 0.0104 N N N Y CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 3.7 N/A 82VOJDD5PTRDMVVMGV31 0CTG16GA5 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 549300M8ZYFG0OCMTT87 3618N5EP0 2051-09-20 2.5 N/A 874940.00 698925.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617V83H7 2051-04-20 3.5 N/A 474005.00 360388.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACZF0 2052-03-20 3 N/A 1780806.00 1316975.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617VSGL0 2051-08-20 3.5 N/A 10346418.00 6629244.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WBX5 2051-03-20 2 N/A 27323357.00 13890669.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFL7 2051-05-20 4.5 N/A 256470.00 87096.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.5 N/A 102865607.00 56184748.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABB76 2051-07-20 3 N/A 1269899.00 753537.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5ML0 2051-12-20 3.5 N/A 300000.00 275767.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YSY1 2051-03-20 2.5 N/A 5628801.00 3892879.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617VJAQ5 2051-05-20 2.5 N/A 7767740.00 4256721.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V7F1 2051-02-20 3 N/A 2896000.00 1062785.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACFY1 2052-03-20 3 N/A 450000.00 316923.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABU83 2052-03-20 3 N/A 99000.00 63724.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617V83J3 2051-04-20 3.5 N/A 185024.00 119889.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WR42 2051-11-20 3.5 N/A 1274682.00 821553.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFE9 2052-02-20 2.5 N/A 9452983.00 6231256.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC5L0 2051-09-15 2.5 N/A 4887501.00 4016630.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBQ8 2052-02-20 2.5 N/A 8596776.00 5374774.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WQB7 2051-10-20 3 N/A 295478862.00 172061128.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFF0 2051-05-20 2 N/A 162412735.00 86604441.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617U4PA8 2050-12-20 3.5 N/A 17297.00 6868.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFH6 2051-05-20 3 N/A 46168946.00 22321936.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617Q7J39 2051-01-20 2.5 N/A 17792538.00 10099470.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617UNGV0 2051-04-20 2.5 N/A 6985229.00 4398508.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABHN5 2051-10-20 2.5 N/A 33332992.00 23030380.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2E5 2052-02-20 2.5 N/A 21893874.00 13996670.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VZR4 2050-12-20 2.5 N/A 849732.00 350261.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YYQ1 2051-04-20 2.5 N/A 227005.00 154510.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YRC0 2051-09-20 3 N/A 2912696.00 2083688.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WG51 2051-06-20 3.5 N/A 2210554.00 1072048.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.5 N/A 2167473.00 1094388.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.5 N/A 163453485.00 92434739.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2 N/A 362585160.00 225876964.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YCQH0 2052-03-15 3.5 N/A 277226.00 74101.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABRP9 2052-02-15 4 N/A 12687908.00 8131752.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617UQBG1 2051-03-20 3.5 N/A 94992.00 67892.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2U1 2052-03-20 2.5 N/A 100203374.00 63857557.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WG28 2051-06-20 2 N/A 9659474.00 5220455.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WG77 2051-06-20 4.5 N/A 395000.00 150674.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDD3 2051-08-20 2.5 N/A 357611.00 240921.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WLR7 2051-08-20 3.5 N/A 3340891.00 1856617.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V4U1 2051-01-20 2 N/A 64805067.00 31834737.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WJS8 2051-07-20 3 N/A 94614746.00 50152844.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WB23 2051-03-20 3.5 N/A 12035000.00 4778445.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDT2 2051-03-20 3.5 N/A 2200000.00 911173.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABFC1 2051-10-20 2.5 N/A 494999.00 282396.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WZB7 2052-03-20 3.5 N/A 9199617.00 6342830.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617V83G9 2051-04-20 3 N/A 996451.00 620962.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XKHC4 2052-01-20 4 N/A 1006845.00 744612.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YCU44 2052-03-15 4.5 N/A 2412403.00 1963612.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABWK4 2052-03-20 3 N/A 500000.00 330312.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V4Z0 2051-01-20 4.5 N/A 1165310.00 279427.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2N7 2052-03-20 4 N/A 1516142.00 1078358.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABU91 2052-03-20 3.5 N/A 100000.00 76263.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FE2A8 2051-06-20 3 N/A 166454.00 91125.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V7G9 2051-02-20 3.5 N/A 18431162.00 7040934.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617U2EY2 2051-01-20 2 N/A 4588035.00 2234181.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WJQ2 2051-07-20 2 N/A 257983206.00 143622302.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617WAYU8 2051-07-20 3.5 N/A 2284499.00 1774804.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V7D6 2051-02-20 2 N/A 5727999.00 2861681.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDV7 2051-04-20 4.5 N/A 1468000.00 530870.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAYZ1 2051-02-20 3.5 N/A 198470.00 84859.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WY93 2052-03-20 2.5 N/A 439548715.00 277765561.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNA0 2052-03-20 2.5 N/A 1941047.00 1273403.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2 N/A 13695260.00 8448904.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABCA8 2051-06-20 2.5 N/A 500000.00 298386.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XS72 2051-01-20 2.5 N/A 7700000.00 4987937.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XURN7 2051-12-20 3.5 N/A 2972016.00 1538200.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V4Q0 2050-12-20 4.5 N/A 1000.00 449.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABGQ9 2051-10-20 3.5 N/A 15081064.00 10117384.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617Y33A0 2052-01-20 4 N/A 1755348.00 1254795.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617U4PV2 2051-01-20 3 N/A 1542762.00 863375.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617QEUW7 2051-01-20 2 N/A 11785889.00 6587558.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAXL3 2051-01-20 2.5 N/A 1233000.00 577759.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617WABX7 2051-07-15 3.5 N/A 350000.00 226314.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABLA8 2051-12-20 2.5 N/A 496998.00 300567.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XLG74 2051-12-20 3.5 N/A 1804448.00 1558217.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC5J5 2051-06-15 3 N/A 20278053.00 15730789.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WXL7 2052-02-20 3.5 N/A 9420285.00 6295425.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFK9 2051-05-20 4 N/A 485000.00 198695.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADGZ5 2051-12-20 4.5 N/A 607998.00 524666.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XXX9 2051-07-20 2 N/A 9879518.00 6278380.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACP46 2052-03-20 3 N/A 392916.00 271300.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XQKC7 2051-12-20 4 N/A 2309251.00 911808.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617V84T0 2051-06-20 3.5 N/A 153882.00 108225.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617WACN8 2051-08-15 3.5 N/A 280697.00 241077.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YCVN1 2052-03-15 4.5 N/A 2381927.00 2167056.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617QYZP3 2051-03-20 2.5 N/A 500001.00 339846.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQQ2 2051-02-20 2 N/A 1000000.00 639740.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617V84S2 2051-06-20 3.5 N/A 439146.00 303523.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5KS7 2052-03-20 3.5 N/A 4761421.00 4354074.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WZA9 2052-03-20 3 N/A 21300940.00 13753483.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AA3G7 2051-03-20 2.5 N/A 60084232.00 31844119.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V7C8 2051-02-20 1.5 N/A 104569.00 54913.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WBY3 2051-03-20 2.5 N/A 364050.00 174905.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABB35 2051-07-20 2.5 N/A 94236.00 53908.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XKHL4 2052-01-20 5 N/A 1198544.00 917702.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABP55 2052-02-20 3 N/A 1100000.00 710403.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617V84E3 2051-05-20 3.5 N/A 70855.00 60095.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.5 N/A 200000.00 93078.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AA4S0 2051-04-20 2.5 N/A 100000.00 55146.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WJT6 2051-07-20 3.5 N/A 1730000.00 904148.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617X5U57 2051-01-20 2.5 N/A 2364076.00 1526424.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WY85 2052-02-20 2 N/A 210103406.00 132643135.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617VKGV5 2051-05-20 2.5 N/A 110095.00 56697.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABE65 2051-10-20 2.5 N/A 1800000.00 1084941.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABFG2 2051-10-20 2.5 N/A 500000.00 297220.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V4Y3 2051-01-20 4 N/A 629284.00 206146.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABUH3 2052-03-20 3 N/A 17901227.00 13355187.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617V84C7 2051-05-20 3.5 N/A 422772.00 257505.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WBZ0 2051-03-20 3 N/A 5407023.00 2118538.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABUK6 2052-03-20 3 N/A 16387315.00 12026928.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.5 N/A 17318758.00 10705594.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WRZ3 2051-11-20 2 N/A 4452191.00 2655634.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YCRZ9 2052-02-15 3.5 N/A 219827.00 189658.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F5Q29 2052-02-20 3 N/A 148766.00 91568.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WLN6 2051-08-20 2 N/A 331465620.00 186493012.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.5 N/A 1464920.00 845074.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617V2EE5 2051-05-20 3 N/A 4675405.00 3447969.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YBP91 2052-01-20 4 N/A 1043013.00 829866.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617U4PZ3 2051-01-20 3.5 N/A 347169.00 254136.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617W24P0 2051-07-20 3.5 N/A 31799926.00 10102195.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V4W7 2051-01-20 3 N/A 30478754.00 11156193.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WG44 2051-06-20 3 N/A 67060001.00 33441108.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WQG6 2051-10-20 5.5 N/A 200000.00 66761.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V6V7 2051-02-20 2 N/A 1300000.00 712744.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XLGZ2 2051-12-20 3.5 N/A 7898015.00 6489401.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XWCY5 2052-01-20 4 N/A 6840078.00 4200999.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617UM6K7 2051-02-20 2.5 N/A 1090923.00 714774.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACLF5 2051-03-20 2 N/A 1500000.00 997719.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2D7 2052-02-20 2 N/A 3011268.00 1834597.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADLB2 2051-12-20 2.5 N/A 9529920.00 7264001.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABKC5 2051-12-20 2.5 N/A 2000000.00 1244591.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617WGYW1 2051-09-20 2.5 N/A 480000.00 258819.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAZZ0 2051-03-20 2 N/A 600000.00 356286.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WXK9 2052-02-20 3 N/A 12867930.00 8252328.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2F2 2051-05-20 3 N/A 26474477.00 18028760.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XWCW9 2051-12-20 3.5 N/A 2994756.00 1665729.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617ULU71 2051-01-20 3 N/A 18448440.00 12480654.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XAQ36 2051-12-20 3.5 N/A 1868096.00 1636222.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YBC61 2052-03-20 4 N/A 2586397.00 1382260.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQR0 2052-03-20 2.5 N/A 7956195.00 5160165.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y2D5 2051-01-20 2 N/A 2351034.00 1611221.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDG0 2051-04-20 2 N/A 1200000.00 673452.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2T4 2052-03-20 2 N/A 18188812.00 11427014.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABZK1 2051-08-20 2 N/A 498975.00 308970.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WNE4 2051-09-20 2.5 N/A 423339102.00 248695396.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617VSDP4 2051-08-20 3.5 N/A 1227344.00 924276.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5A0 2051-04-20 2 N/A 3697896.00 2266656.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F7GS9 2051-02-20 3 N/A 147017.00 82239.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDS4 2051-04-20 3 N/A 47785782.00 21404807.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDQ8 2051-04-20 2 N/A 6022056.00 3138456.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XLGV1 2051-12-20 3.5 N/A 1341246.00 951446.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617X6CW6 2052-01-20 3.5 N/A 1182211.00 720598.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V7E4 2051-02-20 2.5 N/A 9580715.00 4301372.92 Agency Mortgage-Backed Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-04-02 2026-04-02 2026-04-02 N N N 0.0370 2250000000.00 2250000000.00 0.0067 N N N Y CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 3.7 N/A 82VOJDD5PTRDMVVMGV31 0CTG16GU1 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 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.5 N/A 1749461.00 1628565.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHU3 2052-09-20 2.5 N/A 500000.00 314403.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618B6TU4 2053-03-20 7.5 N/A 597240.00 620584.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.5 N/A 401217978.00 275621072.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACEG1 2053-02-20 5.5 N/A 400000.00 285035.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFD3 2052-09-20 2.5 N/A 3521000.00 2195612.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQX7 2053-01-20 5.5 N/A 128517842.00 82578597.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W7K8 2052-06-20 3 N/A 8923996.00 5999842.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AGYA1 2053-03-20 5.5 N/A 3900039.00 3018933.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5D4 2053-06-20 3.5 N/A 668241.00 494013.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FDDD2 2052-07-15 6 N/A 150000.00 154370.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4 N/A 37182672.00 27366793.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC3L2 2052-10-15 4.5 N/A 2477448.00 1901733.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHX7 2052-10-20 4 N/A 88916668.00 66710167.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVL7 2052-09-20 2 N/A 20199148.00 13762042.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDB9 2052-08-20 3 N/A 4093752.00 2632980.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABV33 2052-04-20 3 N/A 4100000.00 2180794.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB6B3 2052-08-20 4.5 N/A 2100000.00 1597554.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBV7 2052-07-20 5 N/A 1023972.00 729153.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BM2Q7 2053-05-20 6.5 N/A 2747912.00 866055.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XX43 2053-04-20 4.5 N/A 365000.00 295341.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVT0 2053-03-20 5.5 N/A 5268032.00 3523655.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AQ2F3 2052-12-20 7.5 N/A 1363763.00 1412489.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YKQJ8 2052-06-20 4.5 N/A 1695968.00 958530.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFE1 2052-08-20 3 N/A 1462994.00 938218.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQV1 2052-06-20 4.5 N/A 7244546.00 5710382.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BQLH7 2053-05-20 6 N/A 500000.00 501471.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5G7 2053-06-20 5 N/A 7449764.00 6077801.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.5 N/A 250000.00 164390.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBR6 2052-07-20 3 N/A 32190497.00 21264085.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F5UJ5 2053-07-20 6.5 N/A 1161528.00 1198318.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.5 N/A 524201390.00 385852473.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YDD41 2052-04-20 3 N/A 300000.00 159948.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FDDH3 2052-08-15 5 N/A 1516079.00 1422389.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5J1 2053-06-20 6 N/A 9375029.00 5236002.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDG8 2052-08-20 5.5 N/A 900000.00 560024.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618A3W20 2052-10-20 5 N/A 1068785.00 755761.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC3R9 2053-04-20 4.5 N/A 5207640.00 4178986.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFC5 2052-09-20 2 N/A 4314393.00 2712478.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQU3 2053-01-20 4 N/A 5474525.00 4207339.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BPWK0 2053-04-20 7.5 N/A 1002561.00 1068035.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XM52 2052-11-20 4.5 N/A 16338780.00 12925108.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XS23 2053-01-20 5 N/A 2510840.00 1650972.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABYM8 2052-06-20 3.5 N/A 200000.00 103790.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.5 N/A 39646206.00 28627802.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180AB36 2052-07-20 2 N/A 2402394.00 1903525.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YFGP6 2052-04-15 5 N/A 150000.00 127623.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YYVS2 2052-05-15 5 N/A 1832832.00 1196743.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHV1 2052-10-20 3 N/A 1745975.00 1166898.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BH5P7 2053-05-20 6 N/A 6183156.00 4862263.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W7J1 2052-05-20 2.5 N/A 310800725.00 197617973.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABU83 2052-03-20 3 N/A 1000.00 643.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618B6R93 2053-02-20 7.5 N/A 957581.00 226857.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBT2 2052-07-20 4 N/A 20044498.00 14647167.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADLD8 2052-06-20 4 N/A 10484667.00 8377651.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABUU4 2052-04-20 3 N/A 3281915.00 2024899.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 6000000.00 4365541.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACNB2 2053-06-20 6 N/A 14716158.00 9453907.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BH5X0 2053-05-20 6.5 N/A 5412232.00 4437214.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5B8 2053-01-20 2.5 N/A 420549.00 269847.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XLL8 2052-11-20 6.5 N/A 459000.00 166924.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YWP5 2052-09-20 5 N/A 2939361.00 1827463.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACA67 2052-06-20 4 N/A 400000.00 297189.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FDUB7 2052-06-20 4.5 N/A 1853652.00 872421.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2V9 2052-04-20 3 N/A 27572108.00 18314867.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XX50 2053-04-20 5 N/A 2689000.00 2084238.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YN91 2052-06-20 2 N/A 234350.00 163169.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BM2R5 2053-05-20 6.5 N/A 3293039.00 468804.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5 N/A 50505000.00 37699300.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6 N/A 81834384.00 41325965.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F6KZ8 2053-07-20 6.5 N/A 1132987.00 934475.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618A95E1 2052-10-20 5 N/A 1167322.00 668698.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XK70 2052-11-20 4.5 N/A 23360222.00 17480038.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618B1VZ1 2053-04-20 4.5 N/A 3583098.00 2676954.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5 N/A 62881000.00 47337496.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BN3V3 2053-05-20 5.5 N/A 2611346.00 2328412.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618B1WP2 2053-05-20 4.5 N/A 5072380.00 4000263.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVN3 2053-02-20 3 N/A 13787150.00 9276213.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XC95 2052-07-20 2 N/A 26956245.00 15385266.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5C6 2053-05-20 3 N/A 11130983.00 7439572.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADLE6 2053-05-20 4.5 N/A 21914234.00 18350114.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XLJ3 2052-10-20 5.5 N/A 46236241.00 31398624.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACP46 2052-03-20 3 N/A 7084.00 4891.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACKB5 2053-05-20 5.5 N/A 200000.00 152060.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.5 N/A 139109447.00 103741495.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFA9 2052-09-20 4.5 N/A 47115960.00 34925981.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YBMM5 2052-04-15 4.5 N/A 1797995.00 1677391.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XRDZ2 2052-04-15 5 N/A 1587097.00 1037029.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2L1 2052-04-20 3 N/A 4999000.00 3478646.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5F1 2052-05-20 4.5 N/A 547879.00 396496.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5C8 2052-05-20 3 N/A 39281102.00 26485750.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618B4B46 2053-04-20 6.5 N/A 4009410.00 716078.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBP0 2052-07-20 2 N/A 1949596.00 1068254.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BJN65 2053-06-20 6.5 N/A 1797710.00 1193847.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAN4 2053-07-20 3.5 N/A 22301940.00 16866751.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WZA9 2052-03-20 3 N/A 19705603.00 12723414.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADFB9 2052-06-20 4 N/A 6298740.00 5539310.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XLK0 2052-11-20 6 N/A 1885727.00 953300.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHY5 2052-10-20 4.5 N/A 89278280.00 68006474.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.5 N/A 83372064.00 57908294.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YEXJ4 2052-05-20 3.5 N/A 2363564.00 615138.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHW9 2052-10-20 3.5 N/A 2650175.00 1949648.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BDE43 2053-04-20 5 N/A 14439927.00 12729903.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFK7 2052-09-20 5.5 N/A 3853000.00 2468483.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618APLU1 2053-02-20 5.5 N/A 5001676.00 4085226.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F0AE9 2053-07-20 6.5 N/A 1362118.00 978206.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AQX44 2053-02-20 7.25 N/A 1462062.00 1177190.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F5X39 2052-06-15 5 N/A 487125.00 437175.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNB8 2052-11-20 3 N/A 1402986.00 911883.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5KS7 2052-03-20 3.5 N/A 272819.00 249478.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6 N/A 400000.00 197413.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHT6 2052-09-20 2 N/A 2568337.00 1501459.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKK9 2052-04-20 2 N/A 3944353.00 2619338.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5 N/A 774657.00 588639.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FDS95 2052-06-20 4.5 N/A 2683496.00 1721126.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618B6TQ3 2053-03-20 7.5 N/A 801613.00 850996.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACNL0 2053-07-20 6 N/A 2900000.00 2420181.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XAC0 2052-06-20 5.5 N/A 289162.00 171400.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVV5 2053-01-20 6.5 N/A 23564376.00 9427073.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2X5 2052-04-20 4 N/A 151000.00 105572.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 35726533.00 25558319.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBS4 2052-07-20 3.5 N/A 2635670.00 1876242.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADJQ2 2052-06-20 4 N/A 25314891.00 20398640.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2K1 2053-05-20 5 N/A 6919650.00 5543088.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617M3LN5 2052-09-15 4.5 N/A 271697.00 185058.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACVM9 2052-06-20 4 N/A 17856661.00 15395670.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AQGT8 2053-01-20 5.5 N/A 85000.00 65702.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5K8 2053-06-20 6.5 N/A 2250000.00 881359.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F23Q6 2053-07-20 7 N/A 6646770.00 5944927.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XLF1 2052-11-20 4 N/A 190559226.00 144555166.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBY1 2052-06-20 6.5 N/A 126000.00 83439.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F5UH9 2053-07-20 6.5 N/A 1261322.00 1007255.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2M7 2053-05-20 6 N/A 175050000.00 95872393.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 80800000.00 59747364.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BJDT6 2053-06-20 5 N/A 1023672.00 858540.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQT6 2053-01-20 3.5 N/A 110000.00 79786.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AABJ0 2052-09-15 6 N/A 1873707.00 1867723.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5 N/A 1763709.00 1288691.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F2UG0 2052-07-20 5 N/A 1396791.00 1379390.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACKW9 2053-05-20 5 N/A 200000.00 154470.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFJ0 2052-09-20 5 N/A 1140000.00 830073.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.5 N/A 9521284.00 7266633.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F0C90 2052-06-20 4.5 N/A 2733918.00 1099422.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAT1 2053-07-20 6 N/A 54666192.00 30853816.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACJY7 2053-03-20 5.5 N/A 1300000.00 1034751.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFJ8 2053-06-20 4.5 N/A 4777226.00 4181007.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618B0VK6 2053-02-20 4.5 N/A 8023220.00 6704176.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAR5 2053-07-20 5 N/A 2503008.00 2063511.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2J4 2053-05-20 4.5 N/A 39193552.00 32365390.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XTA4 2053-02-20 4 N/A 1200000.00 932621.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDF8 2053-04-20 3.5 N/A 28441602.00 19900196.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XX27 2053-04-20 3.5 N/A 331000.00 238924.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 170473603.00 127203837.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.5 N/A 18275209.00 12720991.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W7L6 2052-06-20 3.5 N/A 41369175.00 29088899.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XTB2 2053-02-20 4.5 N/A 2570000.00 1997075.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F0AF6 2053-07-20 6.5 N/A 2355608.00 1710298.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVM5 2053-01-20 2.5 N/A 318506.00 206608.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F5AX8 2052-10-20 5 N/A 1950000.00 1437826.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.5 N/A 208721013.00 153607132.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XLE4 2052-10-20 3.5 N/A 111974.00 84360.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAM6 2053-05-20 3 N/A 22844002.00 15697073.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BSZV7 2053-05-20 7.5 N/A 1900654.00 1358655.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5F9 2053-06-20 4.5 N/A 251970.00 209368.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F0UA5 2053-07-20 5 N/A 1959753.00 1098256.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y7L2 2052-07-20 2 N/A 470127.00 365764.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BVFB6 2053-07-20 7 N/A 1333596.00 1162004.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XLD6 2052-11-20 3 N/A 1491937.00 1016599.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F3TV5 2053-07-20 7.5 N/A 5760845.00 4901962.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFF8 2052-09-20 3.5 N/A 257000.00 186282.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F3DC6 2052-09-15 6 N/A 1828826.00 1064079.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAU8 2053-07-20 6.5 N/A 201892195.00 82029375.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACPG9 2053-07-20 5.5 N/A 252041.00 200953.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XLC8 2052-06-20 2.5 N/A 118503.00 72950.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F62Z8 2053-06-15 6 N/A 138723.00 101324.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XC61 2052-08-20 4.5 N/A 471617.00 352164.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACCK4 2053-01-20 5 N/A 1400000.00 1046593.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F7CD4 2053-06-20 5.5 N/A 1000000.00 988454.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.5 N/A 11312075.00 7490309.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XLB0 2052-10-20 2 N/A 1125335.00 654063.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FD5G4 2052-08-20 4.5 N/A 278337.00 237893.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FH4W1 2052-06-15 4.5 N/A 426574.00 310522.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.5 N/A 146000.00 106617.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618ACR34 2053-04-20 4.5 N/A 1981604.00 1486967.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618A6ZE4 2052-09-15 4.5 N/A 721896.00 571024.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BNS46 2053-05-20 5 N/A 1160318.00 892063.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACFU9 2053-03-20 5.5 N/A 100000.00 70573.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAS3 2053-07-20 5.5 N/A 7285953.00 5346089.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F0TP4 2053-07-20 5 N/A 1110689.00 712870.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4 N/A 87959873.00 63158543.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAL8 2052-06-20 2.5 N/A 180166.00 117406.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F5BE9 2052-10-20 4 N/A 1998120.00 1557255.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FRTL6 2052-09-20 5 N/A 1542473.00 1339485.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQZ2 2052-12-20 6.5 N/A 500002.00 182178.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVR4 2053-03-20 4.5 N/A 1925221.00 1510966.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AWX66 2053-06-20 7.5 N/A 206196.00 217627.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XX35 2053-03-20 4 N/A 347000.00 270476.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2H8 2053-05-20 4 N/A 1500000.00 1186560.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVQ6 2053-03-20 4 N/A 78287863.00 59714603.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDA1 2052-07-20 2.5 N/A 74637771.00 45689310.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XZW9 2053-03-20 3.5 N/A 1108734.00 705170.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5 N/A 5746000.00 4169683.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACH52 2052-04-20 3 N/A 500000.00 352891.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACQF0 2053-05-20 6 N/A 332000.00 238757.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB4U3 2052-09-20 4.5 N/A 6360000.00 4512605.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YK6G6 2052-04-20 4 N/A 7985760.00 5027664.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 65736064.00 42779779.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XXZ4 2053-04-20 3 N/A 1200000.00 797052.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB4Z2 2052-09-20 5 N/A 100000.00 75285.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618B3EM5 2053-03-20 5.5 N/A 2020788.00 1697462.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XJMN7 2052-04-15 3.5 N/A 575933.00 507056.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YYVZ6 2052-06-15 5.5 N/A 795332.00 770178.95 Agency Mortgage-Backed Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-04-13 2026-04-13 2026-04-13 N N N 0.0370 3000000000.00 3000000000.00 0.0089 N N N Y CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 3.7 N/A 82VOJDD5PTRDMVVMGV31 0CTG16HB2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B0FC3 2043-03-15 3 N/A 425000.00 309562.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BS4M2 2046-09-15 3.5 N/A 5496828.00 6870945.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B45J1 2033-08-15 3.5 N/A 7953781.00 5963611.70 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BCDV7 2041-06-15 4.125 N/A 7330469.00 4057006.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30314WAN7 2040-04-25 10.17106 N/A 3483326.00 2516970.12 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398JUK7 2038-06-15 5 N/A 3069000.00 517689.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HN4R6 2030-05-25 4.361 N/A 5847374.00 5977154.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPF81 2050-05-15 4 N/A 19306476.00 18724921.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30316XAC7 2040-09-25 8.850218 N/A 40400433.00 27555413.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDXL9 2029-07-25 4.543 N/A 582700.00 597816.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398LLG1 2039-12-15 10.99979 N/A 7792741.00 254430.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31396CCN8 2035-10-15 5 N/A 251256.00 419722.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BAPA4 2044-05-15 4.25 N/A 6169049.00 5876365.64 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4AY8 2038-07-15 4 N/A 3116000.00 1126785.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31339WLL8 2032-02-15 7.350627 N/A 49985288.00 140427.55 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BJVD2 2042-03-15 3.75 N/A 17488018.00 23630866.30 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJZY6 2030-01-25 4.85 N/A 714719.00 742393.48 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395J3S3 2034-11-15 6 N/A 1031157.00 578269.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31394XVD5 2044-03-25 6.5 N/A 19922195.00 987735.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F2NN2 2047-08-15 4.26478 N/A 69118725.00 8142316.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30297CAC6 2038-07-25 11.6075 N/A 22197341.00 9569061.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BNBR4 2036-01-15 3.5 N/A 3300000.00 2308003.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A7ND8 2041-03-15 3.5 N/A 2900000.00 1821640.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30314BAA1 2040-03-25 8.265583 N/A 26660365.00 13250697.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31393PJN5 2033-04-15 5.5 N/A 7757242.00 448854.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FEG20 2038-06-15 4 N/A 705675.00 183655.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AVNN3 2042-01-15 2.5 N/A 1200000.00 110864.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30293GAH0 2045-01-25 13.6075 N/A 19276270.00 2637735.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKPY4 2040-04-15 4.63568 N/A 32386994.00 32006004.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30308AAC7 2037-11-25 11.6075 N/A 9372897.00 3019954.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BHTE7 2043-08-15 3 N/A 801843.00 873013.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 302616AC1 2036-01-25 11.6075 N/A 6754810.00 1520147.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 35563PGK9 2057-08-27 3.5 N/A 1703071.00 1830440.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HNNC8 2030-09-25 4.34 N/A 8530000.00 8718167.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HNN46 2030-09-25 4.32 N/A 3500000.00 3574403.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B6HC8 2033-12-15 3.5 N/A 1900000.00 1990112.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FEHN3 2036-08-15 4 N/A 4796428.00 2349012.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 302966AE6 2038-11-25 4.59462 N/A 32989344.00 12416927.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B12Y7 2043-03-15 3.5 N/A 200000.00 196643.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HNWH7 2030-10-25 4.163 N/A 11249452.00 11416254.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30326DAJ4 2042-01-25 8.428881 N/A 28179274.00 23264800.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4UN0 2048-02-15 3.5 N/A 2179551.00 2032792.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKSC1 2049-01-15 4.5 N/A 430928.00 357664.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 35563PDZ9 2057-05-25 3 N/A 296019.00 76386.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 35564CL47 2034-10-25 3.56253 N/A 27222649.00 14671601.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397YTL5 2049-01-15 5.5 N/A 19732994.00 332473.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A2C82 2040-08-15 2.75 N/A 5000000.00 93857.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FNAN0 2029-06-25 2.536 N/A 38000000.00 36566927.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398CGL6 2039-04-15 5 N/A 10000000.00 183814.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AQWH7 2042-06-15 3 N/A 3281518.00 1559894.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 35563PHJ1 2058-03-25 3.5 N/A 1806755.00 1911774.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BERC0 2054-09-15 4 N/A 7000000.00 10487513.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 35563PFG9 2057-11-26 3.5 N/A 10553943.00 2017396.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137GAMW4 2040-04-15 4.75 N/A 5000000.00 118214.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HMC65 2030-06-25 4.329 N/A 36218414.00 36985791.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A86Z6 2031-03-15 3.5 N/A 2525000.00 313395.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BYJ92 2033-08-15 4.26478 N/A 993192.00 111126.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BGBL2 2045-01-15 3 N/A 4755149.00 6035349.25 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HLJA1 2030-02-25 4.513 N/A 14633587.00 15027953.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 302966AC0 2038-08-25 4.492795 N/A 4712842.00 2635071.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F3AS3 2038-02-15 4 N/A 400000.00 136980.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BLRK6 2045-10-15 3.5 N/A 6851832.00 6731795.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31396C3Y4 2035-10-15 5.5 N/A 5000000.00 554148.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30298BAA1 2039-04-25 5.651433 N/A 8461889.00 3707774.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FGS89 2048-08-15 3.5 N/A 10000000.00 10965809.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AC7C7 2041-06-15 5.5 N/A 6000000.00 836320.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30298WAA5 2039-09-25 10.14445 N/A 52689365.00 30729547.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BPCX5 2043-03-15 4.46478 N/A 50617647.00 3595693.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKPW8 2027-06-15 4.63568 N/A 103820843.00 103975846.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BTKX8 2046-12-15 3.5 N/A 27602936.00 22797880.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B2LA6 2033-06-15 3 N/A 5085051.00 3413657.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BFYN5 2045-01-15 3 N/A 815000.00 1064099.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BMSH0 2040-09-15 4.36478 N/A 18919875.00 1364571.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BFK91 2044-12-15 4 N/A 710000.00 1084248.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395ADR3 2034-06-15 6 N/A 13600000.00 2289216.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BMHC3 2045-12-15 3.5 N/A 1000000.00 841345.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B2N89 2043-06-15 3.5 N/A 2521947.00 1851751.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A6PF3 2041-02-15 4.5 N/A 5000000.00 177313.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30308GAA8 2039-01-25 5.772757 N/A 22940161.00 14015654.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H2NY6 2036-08-25 2.184 N/A 37657546.00 30929134.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPVZ3 2033-01-15 4.4 N/A 6059176.00 6088999.64 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398JR96 2032-09-15 6 N/A 7138000.00 88443.30 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLUJ1 2049-05-15 4 N/A 576675.00 461944.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FET59 2038-06-15 4 N/A 2200000.00 843068.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AT2J0 2032-08-15 3 N/A 6200000.00 6100159.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4CS9 2038-07-15 4 N/A 2000000.00 806642.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPF24 2035-07-25 4.403 N/A 25520313.00 25869519.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AMTT4 2042-01-15 3 N/A 2500000.00 75233.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BSSU8 2056-11-15 5 N/A 200000.00 298011.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKYC4 2049-03-15 4 N/A 697952.00 630797.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FAUN6 2047-09-15 3.5 N/A 20100000.00 18965000.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398LYL6 2040-01-15 5 N/A 8001000.00 1291571.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPFA6 2050-05-15 4 N/A 4215131.00 3514242.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AEG58 2031-08-15 4 N/A 1383000.00 395693.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395TLN2 2035-03-15 5 N/A 2109000.00 427253.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B13C4 2043-03-15 3.5 N/A 3879205.00 2154101.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F5PX1 2048-06-15 4.07267 N/A 5000000.00 1165851.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B9VB8 2044-04-15 4.5 N/A 9700000.00 11843820.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BYKZ2 2047-05-15 3.5 N/A 315841.00 286036.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H0W53 2044-09-15 1 N/A 2500005.00 888507.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30316AAA1 2040-06-25 9.589172 N/A 42477963.00 27591333.69 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7YZ0 2032-06-25 2.58 N/A 18206101.00 16715446.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132HT3R5 2044-03-15 4.32267 N/A 85816885.00 10104242.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BM3D6 2033-03-15 4 N/A 4800000.00 633576.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B0GG3 2043-03-15 3.5 N/A 320000.00 312891.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BWSZ8 2047-03-15 3.5 N/A 6843000.00 4692538.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F8B93 2027-06-15 1 N/A 4275000.00 56325.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANE86 2045-06-25 3 N/A 300000.00 102947.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXRB2 2055-10-25 5 N/A 1158220.00 1130481.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3HQ6 2048-10-25 3.5 N/A 1100000.00 269279.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ABQF3 2042-07-25 6.5 N/A 13400000.00 808138.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31392GSR7 2033-02-25 4.17176 N/A 366550799.00 238377.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AEK63 2043-06-25 4.75 N/A 35000000.00 4034085.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMSS8 2031-12-25 1.93612 N/A 930000.00 683535.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGDJ8 2033-09-25 3.5 N/A 240000.00 277932.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1Z56 2048-06-25 4 N/A 500000.00 465671.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BU5B2 2055-03-25 5.5 N/A 3466702.00 3584951.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396VAU2 2037-04-25 5.5 N/A 1111370.00 237185.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGPA4 2043-02-25 3.5 N/A 6984379.00 4266145.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394FSW6 2035-10-25 5.5 N/A 7471000.00 480077.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31392EW63 2032-11-25 3.95169 N/A 453046707.00 58490.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B64Y6 2049-11-25 4.23169 N/A 9250000.00 2985442.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGFT4 2043-09-25 3.5 N/A 200000.00 166821.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AP5V0 2045-09-25 3 N/A 429479.00 471753.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AJ3Y0 2044-05-25 3.5 N/A 3200000.00 1222493.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A1U52 2041-11-25 4 N/A 4170000.00 3322774.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 54930080VJFLQTP92L52 3136ATY24 2045-11-25 3.721 N/A 1115000.00 974940.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AQZM5 2031-11-25 2.5 N/A 10890000.00 562500.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BW6L5 2052-07-25 5 N/A 159808252.00 139916477.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXUF9 2037-02-25 2.5 N/A 3586000.00 3185453.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A4HQ5 2032-03-25 3.5 N/A 706000.00 1141241.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQP86 2054-02-25 5 N/A 473750.00 504761.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B5E43 2059-08-25 4 N/A 24145435.00 27156384.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AKWD1 2044-08-25 4.23478 N/A 2543000.00 156764.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXU51 2055-11-25 4.5 N/A 24995130.00 24134448.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393AXS1 2033-04-25 5.5 N/A 7000000.00 151492.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQPD5 2034-08-25 6.5 N/A 7839341.00 6719864.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLPD6 2052-02-25 2.125 N/A 7579956.00 4717754.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B4FK9 2059-04-25 3.5 N/A 15608478.00 13313310.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394ASJ6 2033-05-25 5.5 N/A 7000000.00 357752.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ABVF7 2041-11-25 1.75 N/A 8625000.00 137103.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AG4W9 2041-04-25 4 N/A 11015019.00 5610203.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AUY70 2047-01-25 3.5 N/A 11900000.00 1698634.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B0ZZ2 2048-02-25 3.5 N/A 400000.00 196637.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398MCZ7 2039-10-25 4.5 N/A 2000000.00 59869.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AH6F2 2044-02-25 4 N/A 6137784.00 1358004.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A7D66 2042-08-25 5 N/A 14567275.00 662153.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396QQ93 2029-09-25 4 N/A 24964708.00 565744.15 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AES32 2043-06-25 3 N/A 2000000.00 1221169.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AFGA6 2043-04-25 2.5 N/A 100000.00 121982.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLRL6 2031-09-25 1.53135 N/A 1100000.00 489930.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANFV4 2045-04-25 2 N/A 1000000.00 788723.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A2NF6 2041-12-25 4 N/A 5400000.00 548682.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMPZ5 2042-07-25 3 N/A 9219000.00 8103313.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AD2H1 2041-08-25 1.5 N/A 7670000.00 368017.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AFT61 2043-08-25 3.5 N/A 900000.00 792105.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BDZP6 2051-02-25 1.25 N/A 581389.00 346651.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BGZR5 2051-09-25 2.5 N/A 2929158.00 1906306.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AVP52 2047-04-25 4 N/A 1000000.00 538355.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQ5S4 2054-03-25 4.76721 N/A 750000.00 608820.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVSA7 2055-03-25 4.56721 N/A 700000.00 583004.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A9YP7 2032-11-25 2 N/A 4200000.00 271335.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AKEV1 2044-06-25 3.5 N/A 10000000.00 4754340.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396XL85 2047-11-25 6 N/A 2383381.00 206143.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGXW7 2043-02-25 3 N/A 1700000.00 206012.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393UAK9 2043-08-25 5.75 N/A 11945245.00 2261827.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BX3N2 2055-03-25 5 N/A 13310623.00 12546877.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BH2Q1 2051-07-25 2.5 N/A 17255000.00 12427750.78 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AY4S9 2047-12-25 3.5 N/A 38200000.00 2660822.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJFU4 2051-10-25 2 N/A 9338155.00 5351647.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AYP98 2047-11-25 3.5 N/A 43300000.00 2808503.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397M5P8 2049-02-25 5 N/A 15349123.00 970763.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AHQY9 2033-12-25 3.5 N/A 5700000.00 6244747.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AAGY5 2042-12-25 2 N/A 1772500.00 116369.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AKRJ4 2044-08-25 3 N/A 728000.00 691959.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AMKK4 2035-01-25 4 N/A 2162000.00 589799.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AF2E3 2043-08-25 4.5 N/A 590171.00 578488.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397QH35 2041-03-25 4 N/A 1667200.00 1406930.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BX6R0 2055-12-25 5 N/A 49082448.00 49049395.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AW5V5 2047-07-25 3.5 N/A 3000000.00 234163.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31392FYC5 2032-12-25 5.5 N/A 5000000.00 157187.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BS5U5 2049-11-25 4.5 N/A 16000000.00 9041508.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A92R8 2042-11-25 3 N/A 300000.00 286143.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AJLP9 2041-04-25 4 N/A 2900000.00 3986207.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ATR63 2046-10-25 3 N/A 9117442.00 9647109.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXNY6 2048-04-25 1.75 N/A 9962558.00 6723525.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AKC76 2044-09-25 3 N/A 5500000.00 7271645.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTJ53 2054-12-25 5.16721 N/A 25000000.00 15869649.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AHK66 2043-05-25 4 N/A 16468031.00 264802.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AFZH0 2040-07-25 3.5 N/A 5600000.00 1612660.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398MGC4 2040-03-25 3.5 N/A 3110000.00 127034.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQQH5 2053-11-25 6.5 N/A 6683523.00 8369039.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AWZP5 2047-06-25 3.5 N/A 12500000.00 1065881.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AB3Q4 2043-02-25 3.5 N/A 3285000.00 396691.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ARSP4 2046-03-25 3 N/A 12000000.00 10461632.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AHF88 2041-06-25 2 N/A 10500000.00 570086.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AN4F1 2043-11-25 3 N/A 5250000.00 431395.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AVBQ1 2045-04-25 3.5 N/A 29500000.00 1108411.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AT5G5 2039-07-25 2.944 N/A 1686630.00 85692.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQP78 2052-06-25 5 N/A 10693072.00 8518154.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397UEX3 2041-06-25 4 N/A 800000.00 481145.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXD35 2055-10-25 2.5 N/A 10000000.00 6448883.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGUJ9 2033-10-25 3.5 N/A 9876741.00 11954444.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BS2M6 2054-10-25 4 N/A 120728.00 97313.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSFS9 2054-07-25 4.56721 N/A 50000000.00 27250265.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMN46 2048-01-25 2 N/A 6233043.00 5360962.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWCL8 2055-06-25 5 N/A 7660000.00 7468852.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AXNN1 2047-08-25 3.5 N/A 18900000.00 1204458.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BN3N4 2052-09-25 4 N/A 400000.00 254371.15 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1EY6 2047-12-25 4 N/A 800000.00 365589.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYG97 2042-10-25 2.8864 N/A 76593000.00 67048104.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXR22 2055-10-25 5 N/A 21884620.00 21636375.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWX92 2054-10-25 5 N/A 1497206.00 1332216.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQ5V7 2054-03-25 5.5 N/A 1512860.00 1582929.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ACF97 2043-01-25 4 N/A 2650000.00 349760.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136APB43 2045-08-25 3.5 N/A 320000.00 262224.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AVU31 2046-04-25 3.5 N/A 13000000.00 565813.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397N2D6 2039-06-25 6.5 N/A 64028.00 195629.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUMM9 2055-01-25 5.11721 N/A 28330276.00 21349361.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANTG2 2044-02-25 3 N/A 15920699.00 1716723.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2TP7 2048-08-25 4.08169 N/A 8396666.00 1591781.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394DEX4 2035-04-25 4.5 N/A 18735000.00 375148.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AWQ26 2047-06-25 3.5 N/A 16200000.00 1561043.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31392CEQ3 2032-06-25 3.91169 N/A 239358994.00 177132.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396PRS2 2037-01-25 16.153116 N/A 23529588.00 142947.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQPK9 2053-11-25 5.16721 N/A 11301774.00 6291628.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B4Q50 2049-07-25 3 N/A 7300652.00 6403414.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BU4J6 2052-08-25 5.5 N/A 7282458.00 5177862.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRW29 2035-04-25 5.5 N/A 7000000.00 6184287.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A2NP4 2041-12-25 3.5 N/A 5000000.00 1920228.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BX3P7 2055-12-25 5 N/A 2209311.00 2142645.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AN2S5 2045-06-25 4.26478 N/A 40072209.00 3170958.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AYTR4 2057-11-25 4.21478 N/A 56298378.00 7129292.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSRA5 2052-06-25 5 N/A 10590985.00 5832169.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AVEY1 2046-06-25 3.5 N/A 17000000.00 700524.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AM3K3 2045-04-25 3 N/A 800000.00 909731.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A1NN1 2041-06-25 2.5 N/A 25831876.00 1274609.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPKR1 2043-12-25 5 N/A 330000.00 195622.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393UNR0 2043-08-25 5.807 N/A 23200000.00 5091025.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AFT20 2043-08-25 3.5 N/A 2080000.00 1356067.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BASC9 2032-10-25 0.5 N/A 5000000.00 2606209.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AW2R7 2047-07-25 3.5 N/A 11200000.00 706086.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396YCB6 2038-01-25 5 N/A 29974000.00 1497301.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31392JAD1 2042-07-25 7.5 N/A 56144164.00 1130249.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31392FCA3 2032-11-25 5.5 N/A 9550000.00 805742.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AQQL7 2045-11-25 2.5 N/A 4762443.00 607775.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398RFN0 2040-05-25 5.5 N/A 15000000.00 157704.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A1M36 2041-11-25 3.5 N/A 3300000.00 2506146.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A24U4 2042-01-25 4 N/A 970000.00 134052.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AB2D4 2042-12-25 2.5 N/A 266300.00 75151.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AK3L5 2044-10-25 3.5 N/A 3451081.00 3202468.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVNF1 2055-04-25 5 N/A 414956.00 430882.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393T4M5 2033-11-25 3.93169 N/A 475248079.00 232430.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AWYS0 2047-06-25 3.5 N/A 15800000.00 1351809.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BX3W2 2055-12-25 3.5 N/A 81250000.00 74933422.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVLD8 2055-04-25 4.91721 N/A 51050000.00 40152121.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNPT7 2050-08-25 2 N/A 58808499.00 46000491.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AMKJ7 2045-01-25 4 N/A 4200000.00 5857268.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AMCP2 2045-01-25 4 N/A 3600873.00 3547615.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398S4J9 2041-01-25 4 N/A 12068172.00 1807136.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ACMM0 2043-03-25 2.5 N/A 300000.00 281272.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3BV1 2048-02-25 3 N/A 20000000.00 1415945.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVKH0 2054-09-25 4.56721 N/A 1500000.00 1129167.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A54N3 2042-05-25 7 N/A 9100000.00 347401.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUPL8 2035-12-25 5.5 N/A 3771000.00 3577649.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AE2J5 2043-07-25 3.5 N/A 1000000.00 900547.78 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWS23 2057-01-25 2.5 N/A 12523773.00 8459214.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AVF53 2045-01-25 2.25 N/A 15900000.00 979102.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BX3M4 2055-12-25 3.5 N/A 27500000.00 24661605.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31392ER28 2032-10-25 5.5 N/A 2000000.00 67611.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGW73 2043-11-25 3.5 N/A 6615963.00 3242527.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398SF99 2040-12-25 4 N/A 2138000.00 72645.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2CL4 2045-12-25 4 N/A 1942776.00 108203.83 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 20 S6XOOCT0IEG5ABCC6L87 35563PLL1 2058-10-25 3.5 N/A 2381531.00 2460146.36 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 20 S6XOOCT0IEG5ABCC6L87 35563PJJ9 2058-07-25 3.5 N/A 2517905.00 2627081.05 Agency Collateralized Mortgage Obligation FHLMCT SLSTT SERIES 2 S6XOOCT0IEG5ABCC6L87 35564CBC0 2029-05-25 3.5 N/A 145402.00 142527.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381J2B2 2065-10-16 4.20924 N/A 480000.00 447965.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384LX95 2075-12-20 4.36154 N/A 19462139.00 19549797.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384L3B3 2076-01-20 4.41894 N/A 8293421.00 8328247.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384TGT3 2068-07-16 0.84955 N/A 212163511.00 17399062.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LTU7 2069-03-20 4.29691 N/A 2000000.00 426441.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383KUT7 2074-02-20 3.29852 N/A 735000.00 616684.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376RJ72 2066-11-20 4.64691 N/A 5300000.00 861492.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381SHH3 2068-07-16 4.75 N/A 6544931.00 6234449.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383KGW6 2073-07-20 3.93863 N/A 600000.00 524419.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384RCR5 2065-07-16 1.75 N/A 1000.00 812.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381SGM3 2067-11-16 4.75 N/A 925260.00 883780.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384LW39 2075-09-20 4.51154 N/A 29014374.00 29181908.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384TGN6 2068-07-16 4.74999 N/A 11610301.00 10261503.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381SKZ9 2068-07-16 4.5 N/A 95427172.00 94151978.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YBU6 2071-08-20 5.16154 N/A 1500000.00 1354203.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381MJS0 2066-10-16 5.25 N/A 929377.00 852286.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384L2C2 2076-01-20 4.36154 N/A 20000000.00 20063862.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383KNT5 2074-01-20 3.39528 N/A 1091601.00 902928.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381LVY5 2066-03-16 4.25 N/A 64855.00 50683.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LRD7 2069-01-20 4.48045 N/A 350000.00 482248.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LNH7 2066-01-20 4.46154 N/A 25977977.00 26011908.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LJY0 2068-08-20 4.92655 N/A 38597614.00 15535587.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381L5D0 2066-03-16 4.5 N/A 10000000.00 9116210.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383KUA8 2074-02-20 4.96154 N/A 2000000.00 1984275.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YKG7 2071-12-20 4.48154 N/A 881000.00 642715.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381L7D8 2066-09-16 5 N/A 61360.00 53293.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381MRE2 2067-02-16 5 N/A 708620.00 615656.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384LP60 2075-12-20 4.41154 N/A 40712619.00 41323891.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381MQ29 2068-02-16 5 N/A 695970.00 602836.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384Y3M1 2065-07-16 3 N/A 15201.00 9399.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380Q7S5 2071-07-20 5.16154 N/A 1000000.00 784727.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JCR2 2055-11-20 4.5 N/A 35000000.00 34452397.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380Q7F3 2071-07-20 5.16154 N/A 1500000.00 1361998.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QNT4 2065-08-20 4.66154 N/A 402459.00 322726.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381L2M3 2066-11-16 5 N/A 91617.00 81442.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375US27 2067-11-20 3 N/A 589538.00 197263.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380QML3 2070-10-20 5.01691 N/A 19378837.00 14303318.82 Agency Collateralized Mortgage Obligation Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-04-16 2026-04-16 2026-04-16 N N N 0.0370 2000000000.00 2000000000.00 0.0059 N N N Y CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 3.66 N/A 82VOJDD5PTRDMVVMGV31 0CTG16JV6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 42173200.00 42274762.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 585237800.00 615534713.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 354961800.00 362190548.03 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 1000000000.00 1000000000.00 0.0030 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 3.66 N/A 82VOJDD5PTRDMVVMGV31 0CTG16JX2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 100.00 103.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 123318300.00 125343608.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 144590700.00 145239121.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 13786400.00 13558927.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 2300300.00 2457667.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 217003500.00 213174719.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 47600.00 48178.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 134084100.00 142776733.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 1000.00 1007.92 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 630000000.00 630000000.00 0.0019 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 3.6799992000000001 N/A MBNUM2BPBDO7JBLYG310 AIS9983O0 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 91282CEF4 2027-03-31 2.5 N/A 8436800.00 8429959.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 6268900.00 6201360.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 519071400.00 590536346.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 754557900.00 750709223.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 364600.00 359831.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 14526800.00 14722520.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 14923500.00 14748967.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 1510813400.00 1794704212.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 298100.00 294388.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 12089800.00 12002272.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 221555200.00 227589823.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 118330600.00 117377192.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 1059052500.00 1416626082.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 485499100.00 498436460.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 13856400.00 14086555.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 2145600.00 2201366.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.720876599 N/A 240135400.00 240887684.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 16967600.00 16486509.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 15306900.00 15434687.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 5125600.00 5096188.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 3587300.00 3640783.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 22062200.00 22572789.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 1151500.00 1131699.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 1601200.00 1581517.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 394162500.00 399026225.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 N/A 16232600.00 16476924.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 N/A 278802600.00 281026512.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 15874800.00 15593050.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 55389900.00 55753113.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 1440500.00 1474926.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 100.00 101.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 82478500.00 81287206.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 3569000.00 3503522.85 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2049-12-31 N N N 0.0373 6500000000.00 6500000000.00 0.0193 N N Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 3.6799992000000001 N/A 6TJCK1B7E7UTXP528Y04 AIV9946T1 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 91282CEJ6 2027-04-15 0.125 N/A 716463400.00 815104970.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 194236500.00 187874214.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 708200.00 718672.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 322600.00 313453.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 15558700.00 15982481.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 6300.00 6294.89 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2049-12-31 N N N 0.0373 1000000000.00 1000000000.00 0.0030 N N Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 3.7500011999999998 N/A MBNUM2BPBDO7JBLYG310 AIV9949T8 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 549300M8ZYFG0OCMTT87 38380NU72 2061-08-16 2.5 N/A 154000.00 70746.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LMS4 2057-06-20 6 N/A 103102543.00 101768840.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MNW2 2056-02-20 4.5 N/A 37869324.00 37722807.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EB52 2055-03-20 4.81154 N/A 39808806.00 26312298.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MMJ2 2056-02-20 4.5 N/A 6713700.00 6667456.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381KAF1 2064-08-16 2.5 N/A 400000.00 309336.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385D2Q8 2055-03-20 4.81154 N/A 50000000.00 43498307.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UNV0 2055-09-20 4.5 N/A 8364290.00 8016453.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MMV5 2056-02-20 6.5 N/A 18231163.00 19220776.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KFA3 2055-12-20 4.75 N/A 58783962.00 58884553.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MLY0 2056-02-20 5.5 N/A 20000000.00 19963484.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MLN4 2056-02-20 5 N/A 20000000.00 20165482.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MMC7 2056-02-20 4.49227 N/A 34648670.00 34772486.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UPY2 2055-09-20 6.5 N/A 1101111.00 885491.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381N2Z0 2055-07-20 5 N/A 20603329.00 21171077.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KEA4 2055-12-20 3.5 N/A 1460240.00 1030143.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EJS4 2055-03-20 5 N/A 2155864.00 2187046.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LNC8 2056-01-20 4.91154 N/A 45000000.00 45117424.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384J5R1 2055-11-20 6 N/A 8000000.00 3910862.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KEJ5 2055-12-20 4.61154 N/A 2300000.00 2307473.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PY98 2055-08-20 4.5 N/A 12180000.00 11737560.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MNV4 2056-02-20 4.5 N/A 50726636.00 50461031.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380RTP5 2063-06-16 1.4 N/A 200000.00 127177.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384RCR5 2065-07-16 1.75 N/A 915130.00 743860.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HHN0 2055-08-20 0.01 N/A 2267101.00 1647205.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MLP9 2056-02-20 4.58894 N/A 9430931.00 9495950.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385FQU8 2055-04-20 4 N/A 42900001.00 39377659.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QHQ7 2065-06-20 5 N/A 445338.00 428058.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385C7D4 2055-02-20 5 N/A 17081.00 17322.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PDT7 2055-07-20 4.5 N/A 701558.00 676480.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MLV6 2056-02-20 4.45786 N/A 50726636.00 50922938.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LSD1 2056-01-20 7.5 N/A 28339197.00 30219153.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LQQ4 2056-01-20 4.5 N/A 461246.00 422182.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384RCS3 2065-07-16 2.6 N/A 4075862.00 2499541.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UQB1 2055-09-20 4.5 N/A 3702169.00 1989661.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381MTW0 2057-01-16 4.75 N/A 4625388.00 4632075.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MNG7 2056-02-20 4.5 N/A 13761036.00 13689065.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CM39 2055-02-20 4.5 N/A 1000.00 943.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UPV8 2055-09-20 4.5 N/A 439423.00 334827.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381SGT8 2055-06-16 4.25 N/A 10265334.00 10226934.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BYN6 2055-10-20 3.5 N/A 27771289.00 25618031.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KCQ1 2055-12-20 8 N/A 48103400.00 51937373.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NKM9 2055-06-20 4.66154 N/A 14400000.00 9030067.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PKV4 2055-07-20 4.96154 N/A 50000000.00 49126550.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KZX1 2055-11-20 4.5 N/A 40771000.00 40663761.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384Y3M1 2065-07-16 3 N/A 165107.00 102095.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385K3F5 2055-12-20 7 N/A 73622030.00 78496245.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381MZA1 2056-10-16 5 N/A 10000000.00 10109317.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385G6B0 2055-06-20 5.25 N/A 971680.00 957186.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HFP7 2055-10-20 4.56154 N/A 90232885.00 90274460.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UPH9 2055-09-20 4.46154 N/A 800464.00 788382.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QGJ4 2055-08-20 6.5 N/A 1268023.00 971433.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381SKK2 2058-07-16 4.25 N/A 25276250.00 25096243.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384RCP9 2065-04-16 2.99999 N/A 6143042.00 4075500.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BRH6 2060-11-20 5 N/A 13397000.00 2671740.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QNT4 2065-08-20 4.66154 N/A 54597541.00 43781016.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379UAH9 2057-01-16 3 N/A 1537500.00 1713983.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381HHK0 2063-04-16 2.1 N/A 50000000.00 38715904.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KZY9 2055-12-20 4.5 N/A 199000.00 161242.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385GAK5 2055-05-20 5.36154 N/A 99823972.00 71191326.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385C6M5 2055-02-20 5.31154 N/A 30442765.00 20419704.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QKE0 2055-08-20 5 N/A 2869657.00 1649898.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BXV9 2055-10-20 4.5 N/A 187083.00 171745.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UNP3 2055-09-20 4.5 N/A 7695787.00 4419769.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LNR5 2056-01-20 4.5 N/A 902019.00 820996.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LGU6 2056-01-20 4.41154 N/A 15669750.00 15642269.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CV48 2063-08-20 6.5 N/A 111574.00 143920.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381MVS6 2055-07-16 5 N/A 18700000.00 18871483.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385C3L0 2055-02-20 4.91154 N/A 961790.00 594748.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385D5F9 2055-03-20 5 N/A 87000.00 70880.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JNY5 2055-11-20 6.5 N/A 29908781.00 26404405.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EJZ8 2055-03-20 5 N/A 14441613.00 14576210.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HJG3 2055-10-20 4.66154 N/A 42001259.00 41949868.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385G6A2 2055-06-20 5.25 N/A 12192282.00 6032085.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385FPK1 2055-04-20 4.97154 N/A 99989834.00 70875965.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HMU8 2055-10-20 4.66154 N/A 100000000.00 91729196.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EJQ8 2055-03-20 5 N/A 35000000.00 30299183.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PAU7 2055-07-20 5.16154 N/A 100000000.00 91443710.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BTF9 2055-09-20 4.66154 N/A 40000000.00 39305449.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JZ89 2055-11-20 4.46154 N/A 200000000.00 192262507.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QDY4 2055-08-20 4.81154 N/A 4000000.00 3903122.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KFY1 2055-12-20 4.5 N/A 18600000.00 18253729.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381SGF8 2059-09-16 4.5 N/A 25000000.00 24979902.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KM64 2055-12-20 8 N/A 70714976.00 76504121.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QP36 2064-07-20 7 N/A 15365744.00 8509292.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UNQ1 2055-09-20 4.5 N/A 395829.00 366571.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384RDD5 2065-04-16 3 N/A 7933136.00 7047158.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KFW5 2055-12-20 5 N/A 1400000.00 1403681.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LNH7 2066-01-20 4.46154 N/A 12864438.00 12881241.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LGS1 2056-01-20 4.41154 N/A 9376000.00 9353132.10 Agency Collateralized Mortgage Obligation Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-05-31 2049-12-31 N N N 0.0380 2000000000.00 2000000000.00 0.0059 N N N Y CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO) CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO) 3.67 N/A 1VUV7VQFKUOQSJ21A208 0PW008KC5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XGN77 2029-09-01 4 N/A 1408298.00 1414260.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNF73 2052-04-01 2 N/A 1004.00 653.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132V8GD2 2032-12-01 4.199 N/A 10345560.00 10360184.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y7LN5 2048-11-01 4 N/A 14720288.00 2854716.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PFN9 2055-07-01 5.5 N/A 1053664.00 994789.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWXV6 2056-02-01 5 N/A 50079663.00 51106602.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MUP4 2055-02-01 5 N/A 1010.00 915.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CXK43 2039-07-01 6 N/A 21605.00 11705.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133USJN2 2050-11-01 2.5 N/A 55943618.00 38434200.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQRS7 2053-06-01 5.5 N/A 17091808.00 13402805.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWLU8 2056-02-01 7 N/A 5320490.00 5665159.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVHH1 2055-01-01 5 N/A 10136207.00 9660391.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWJS6 2056-02-01 5 N/A 1310004.00 1329486.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9RL3 2030-12-01 3 N/A 10418766.00 906170.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YSW7 2055-09-01 6 N/A 12355480.00 12127662.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY4Q9 2045-01-01 6 N/A 10105874.00 7250857.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVZL8 2055-11-01 6 N/A 90307584.00 93701288.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLB63 2051-02-01 2.5 N/A 74572416.00 47802684.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XKYD3 2030-01-01 4.95 N/A 10708999.00 11036201.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DN5L3 2051-10-01 2.5 N/A 6600000.00 4327591.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSWH4 2055-12-01 5 N/A 1963708.00 1998324.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QTX0 2052-03-01 2 N/A 4710550.00 3907806.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XFN79 2028-12-01 4.25 N/A 6353.00 6452.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVZ53 2055-11-01 6.5 N/A 1940821.00 2048583.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEQW9 2048-05-01 4 N/A 38224448.00 25139796.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JPRF0 2055-12-01 5.5 N/A 14846688.00 15127682.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MXG1 2054-11-01 6.5 N/A 19546912.00 17270071.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JVMY1 2056-02-01 7 N/A 1031911.00 1097464.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427AGW1 2055-09-01 6 N/A 91070.00 83294.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NHA0 2055-04-01 6 N/A 2418519.00 2169051.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6CA9 2055-11-01 5.5 N/A 1024.00 1006.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYD6 2046-05-01 4 N/A 1015.00 107.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CDNM2 2053-09-01 6 N/A 5515573.00 3577916.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BWBM4 2053-03-01 5 N/A 4045029.00 3229885.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CYAC4 2040-08-01 4 N/A 8909760.00 8849145.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KME84 2051-07-01 2.5 N/A 8000000.00 5337787.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVZW4 2055-11-01 6.5 N/A 4590648.00 4789204.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426DLW0 2055-02-01 5.5 N/A 3757602.00 3812397.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJS3 2053-11-01 6 N/A 9420079.00 6313248.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVZ20 2055-11-01 6.5 N/A 3582733.00 3602362.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7QT3 2031-04-01 4.5 N/A 225657.00 6646.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACS76 2048-07-01 4 N/A 11295632.00 2405259.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BWNC3 2053-02-01 5 N/A 1357968.00 1313913.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JUWJ5 2056-02-01 5.5 N/A 2052179.00 2126938.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMWU5 2051-07-01 3 N/A 1000.00 596.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A1A80 2053-10-01 6 N/A 21277376.00 13027548.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7MR6 2055-10-01 6.5 N/A 13396896.00 12665156.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQZU4 2053-09-01 6 N/A 26934500.00 20744062.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q13Q1 2031-04-01 4.44 N/A 14998928.00 15344504.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U7GH9 2056-03-01 6.5 N/A 1840911.00 1941042.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1FC9 2032-11-01 4.27 N/A 9730000.00 9872329.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W06F7 2053-05-01 6 N/A 7389000.00 5985992.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.5 N/A 71377660.00 47332143.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCMZ4 2031-11-01 4.811897 N/A 36496896.00 36053560.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0Y48 2032-10-01 4.29 N/A 10382912.00 10549073.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NGTB6 2053-05-01 5 N/A 4211210.00 3363095.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6ER7 2055-03-01 6.5 N/A 8938272.00 8385123.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTEE7 2055-02-25 6.5 N/A 14342800.00 11488527.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QDUR3 2050-06-01 2.5 N/A 49189824.00 22086341.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QU6H4 2054-08-01 5 N/A 61855360.00 57375253.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLMZ6 2051-08-01 2.5 N/A 3500000.00 2258864.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLD41 2055-07-01 7 N/A 1424842.00 1523976.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDU38 2051-12-01 2.5 N/A 87446336.00 54791137.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAT51 2051-04-01 2.5 N/A 11998000.00 7420291.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVE34 2054-09-01 6 N/A 1850000.00 1681014.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKRS9 2051-05-01 2 N/A 21586295.00 13096016.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MFWM1 2052-06-01 3 N/A 23835456.00 18201143.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3Y94 2055-11-01 5 N/A 6370061.00 6411561.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1Q60 2032-12-01 4.47 N/A 2828210.00 2901832.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJ7K7 2055-11-01 5.5 N/A 9657856.00 9898337.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAPQ9 2051-03-01 2 N/A 22106030.00 12467239.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDM29 2051-10-01 2.5 N/A 26585600.00 14512867.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7KQ0 2055-10-01 5 N/A 40036571.00 40344308.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVSV7 2054-11-01 7 N/A 13026928.00 11954162.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBZY9 2051-06-01 2.5 N/A 19175201.00 11545998.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLT2 2055-06-01 6.5 N/A 41866944.00 33498721.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4PP6 2052-07-01 3 N/A 19865912.00 18043051.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSK9 2050-09-01 3 N/A 62083904.00 19118352.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LKD91 2033-06-01 4.59 N/A 20750400.00 21422152.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKC51 2055-09-01 6 N/A 4027792.00 3365478.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QU6G6 2054-08-01 5 N/A 45713147.00 42203814.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2 N/A 90040000.00 43793942.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LQ5B2 2051-05-01 2 N/A 2600000.00 1539604.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XT48 2052-11-20 5.125 N/A 1000.00 293.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WF86 2036-06-20 2 N/A 4014.00 1768.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617X6GW2 2049-10-20 2.5 N/A 1000.00 332.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MMME0 2056-02-20 6 N/A 1000.00 1035.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YYZ1 2054-05-20 7 N/A 4947.00 1676.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617W95B5 2051-07-20 2.5 N/A 3015.00 1096.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5 N/A 1856.00 1410.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NRHY0 2065-03-20 7 N/A 1248.00 632.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617U8RS8 2050-12-20 2.5 N/A 2490.00 1540.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617U8SR9 2050-12-20 2 N/A 1000.00 458.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MJ3B4 2056-02-20 6 N/A 1000.00 1035.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VJQ4 2035-04-20 2.5 N/A 2999.00 580.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LMJ21 2055-09-20 6 N/A 1000.00 1030.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M8G73 2055-09-20 7 N/A 1000.00 1055.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G6Q81 2054-01-20 7 N/A 2000.00 1022.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.5 N/A 1003.00 547.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617U8SZ1 2050-11-20 2.5 N/A 5001.00 1569.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5ZG7 2055-10-20 3.5 N/A 1040.00 968.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WZA9 2052-03-20 3 N/A 1024.00 661.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617UVVG8 2051-03-20 2 N/A 6016.00 3164.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.5 N/A 1000.00 909.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y5N0 2054-08-20 6.5 N/A 312320.00 152837.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3 N/A 6670.00 1665.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617X6GV4 2051-10-20 3 N/A 9630.00 4003.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.5 N/A 2313.00 2153.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 3856.00 3877.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.5 N/A 6300.00 3180.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XUK87 2052-02-20 2.5 N/A 1000.00 665.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AALA8 2052-10-20 4 N/A 1761061.00 1458709.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WKB3 2051-03-20 0.5 N/A 4001.00 2534.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K1KT7 2055-03-20 6 N/A 4438.00 4581.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617U8SH1 2050-12-20 2 N/A 6211.00 2570.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XUK95 2052-02-20 2 N/A 1000.00 750.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617U8SJ7 2050-12-20 2 N/A 1000.00 375.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MHVQ4 2056-02-20 7.5 N/A 1000.00 1087.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AALN0 2052-11-20 4.5 N/A 3005.00 2774.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MNBD2 2056-02-20 6 N/A 3000.00 3107.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617X6G51 2051-11-20 3 N/A 2005.00 898.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617X6G77 2051-11-20 3 N/A 5008.00 3226.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V66G8 2056-01-20 5.5 N/A 1000.00 1021.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UKZ4 2049-01-20 5 N/A 5002.00 288.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.5 N/A 1024.00 876.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WPC6 2036-10-20 1.5 N/A 5003.00 2581.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.5 N/A 1000.00 838.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FGNS1 2052-07-15 6.5 N/A 5010.00 5132.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BJ5 2055-10-20 7 N/A 1000.00 1039.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACNJ5 2052-12-20 2 N/A 2243.00 1563.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617W96E8 2051-08-20 2.5 N/A 1000.00 522.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MEJN2 2056-01-20 7.5 N/A 1000.00 1086.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LVMC5 2055-10-20 6 N/A 1000.00 1026.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179T4N2 2048-07-20 3.5 N/A 1024.00 124.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617NJZZ7 2050-05-20 3 N/A 4050.00 690.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WPD4 2036-10-20 2 N/A 1065.00 522.83 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 1075000000.00 1075000000.00 0.0032 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. (REPO) DAIWA CAPITAL MARKETS AMERICA INC. (REPO) 3.67 N/A M67H5PRC0NQKM73ZAS82 0QR004FP5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWEV8 2038-02-26 5.07 N/A 24700000.00 24630267.78 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EP4R3 2026-03-06 3.76 N/A 3000000.00 3026161.67 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWCY4 2028-02-11 3.57 N/A 22236000.00 22237037.68 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWEX4 2031-02-26 3.625 N/A 9000000.00 8992698.25 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWEM8 2028-02-24 3.375 N/A 32500000.00 32427078.13 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWDK3 2039-02-17 5.15 N/A 75670000.00 75560320.54 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWES5 2033-02-24 4.33 N/A 29676000.00 29637534.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 313385YP5 2026-06-26 0 N/A 25000000.00 24702450.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B9GW4 2034-02-24 4.6 N/A 9670000.00 9662770.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWBD0 2055-08-01 5.5 N/A 2332493.00 2237994.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XY5J2 2048-05-01 4 N/A 20154281.00 3476035.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTS56 2055-01-01 5.5 N/A 396581.00 371887.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GV3R0 2055-11-01 4.5 N/A 1960263.00 1915862.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HMHY9 2055-08-25 4.61721 N/A 3821.00 3242.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MLK6 2055-05-01 5.5 N/A 966625.00 862803.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MRM6 2055-05-01 5.5 N/A 5065308.00 4738572.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6AP8 2055-06-01 5.5 N/A 6318721.00 5804657.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBUG7 2054-03-25 4.86721 N/A 852396.00 631019.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWV52 2056-03-01 5.5 N/A 1671984.00 1725201.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNMY6 2052-07-01 4.5 N/A 3730661.00 2655958.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MWB4 2055-04-01 6 N/A 3299489.00 2476179.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WABX5 2054-04-01 6.5 N/A 1859304.00 1933325.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NDF4 2055-05-01 5.5 N/A 1352574.00 1329521.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TEY9 2055-07-01 5.5 N/A 513067.00 520165.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CSNA5 2054-08-01 5.5 N/A 791520.00 539016.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQFZ4 2053-05-01 5.5 N/A 1000.00 687.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DNM9 2055-09-01 6 N/A 980444.00 1006409.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6CB7 2055-11-01 6 N/A 526115.00 509240.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPTN8 2053-02-01 6 N/A 10884909.00 7839321.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426FD53 2055-01-01 5 N/A 1108218.00 1094167.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BJ5V0 2052-07-01 5 N/A 2618671.00 1890914.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MKJ9 2055-01-01 5 N/A 6490841.00 5957494.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WWK2 2055-08-01 5.5 N/A 484750.00 491913.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRV23 2054-05-01 6.5 N/A 25026538.00 21337688.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HLZC9 2055-06-25 5.59721 N/A 378469965.00 319524698.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LP99 2055-05-01 6 N/A 1860089.00 1894737.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRV64 2054-05-01 6.5 N/A 1000.00 607.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6BJ1 2055-08-01 5.5 N/A 30595686.00 28872703.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSB64 2054-06-01 6.5 N/A 4360630.00 3239606.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427A5X1 2055-09-01 5.5 N/A 3499446.00 3058373.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVHQ7 2055-05-01 5.5 N/A 1681155.00 1556788.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QZ47 2054-12-01 6 N/A 27563205.00 28300065.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUJE8 2054-10-01 6 N/A 26339340.00 25071369.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JQTD1 2055-11-01 5.5 N/A 3458.00 3525.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0EJ7 2053-09-01 6 N/A 40000.00 30750.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSP25 2056-01-01 5 N/A 447282.00 451501.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSZR6 2054-04-01 5.5 N/A 697614.00 561632.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C7FQ5 2053-07-01 5.5 N/A 2778619.00 1511367.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SUW7 2055-07-01 5.5 N/A 3676766.00 3308899.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNVR1 2052-08-01 4 N/A 1539000.00 1116384.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMSB2 2050-10-01 2 N/A 7343.00 3666.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GK7F7 2041-11-01 4 N/A 14627801.00 2007018.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JRJD0 2056-01-01 5 N/A 1000.00 1009.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JR3P0 2056-01-01 5 N/A 8061798.00 8042108.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNV42 2052-09-01 4.5 N/A 4000000.00 3127598.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.5 N/A 11800507.00 9362808.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCB90 2041-02-01 5.5 N/A 1280090.00 1308085.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWER0 2052-09-01 4 N/A 8890339.00 6959663.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C2WE4 2053-05-01 5.5 N/A 13782041.00 9253956.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFEN1 2054-08-25 4.56721 N/A 6153264.00 3313660.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTV80 2054-08-01 6 N/A 972670.00 695537.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWF65 2053-01-01 5.5 N/A 8218412.00 6047954.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEAF3 2029-02-01 5.5 N/A 1266.00 50.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWMV3 2033-01-01 4 N/A 2702000.00 613056.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNUQ4 2052-10-01 4.5 N/A 31564541.00 24744913.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BJ6K3 2052-07-01 4.5 N/A 6002160.00 5640274.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6A52 2055-07-01 5.5 N/A 50448507.00 47131772.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GS4M7 2054-10-01 6.5 N/A 60506026.00 46385429.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDSR2 2054-07-25 4.56721 N/A 22777520.00 11813592.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427AV38 2055-09-01 6 N/A 3122239.00 3095268.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMVD4 2050-11-01 2.5 N/A 3291804.00 1702785.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CDKE3 2053-09-01 6.5 N/A 2050943.00 1804917.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427Q5B4 2055-11-01 4.5 N/A 26416778.00 25931268.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNSV6 2052-08-01 4.5 N/A 1377067.00 1083545.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31286DBX8 2037-01-01 5.44 N/A 3847.00 95.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MYM7 2054-10-01 5 N/A 809999.00 794696.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSKZ4 2054-02-01 5.5 N/A 1038000.00 913116.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSCD5 2056-01-01 5 N/A 1024995.00 1031991.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6 N/A 1030.00 13.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJ53 2053-12-01 6 N/A 43438376.00 27190544.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BHM52 2052-08-01 5 N/A 3507958.00 3114518.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NUE7 2054-05-01 6 N/A 1800000.00 1586484.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNWW9 2052-09-01 5 N/A 28444000.00 19272268.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QDW9 2055-09-01 6 N/A 2294743.00 2085359.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAXE1 2053-11-25 5.21721 N/A 3795524.00 1741518.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RTQ3 2056-02-01 5 N/A 1024.00 1045.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XJSX1 2042-06-01 3.5 N/A 18755000.00 2821604.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LSK1 2055-05-01 5.5 N/A 4538535.00 3867734.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FVEK4 2050-08-25 2 N/A 3715226.00 2957227.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JUU1 2055-04-01 5 N/A 2698389.00 2691728.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6DF7 2056-02-01 4.5 N/A 27554881.00 27311020.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JNZ25 2055-12-01 5.5 N/A 3088194.00 2686042.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSFB9 2054-07-01 5.5 N/A 6600240.00 6079118.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C92L6 2053-08-01 6.5 N/A 4057956.00 3013906.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSED6 2054-07-01 7 N/A 1797602.00 371461.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVWL1 2055-08-01 5.5 N/A 5427295.00 5101439.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNXQ1 2052-03-01 3.5 N/A 700134.00 479198.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCH4 2051-10-01 2 N/A 1462040.00 921304.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128CUW77 2033-12-01 4.5 N/A 1000.00 61.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SWN5 2055-06-01 5.5 N/A 930899.00 470545.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCCR9 2041-02-01 3 N/A 1563611.00 1512610.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KW27 2055-12-01 5.5 N/A 2871767.00 2935216.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YVS2 2055-08-01 5.5 N/A 2099334.00 2040162.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNDE0 2052-10-01 5 N/A 1440500.00 824733.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6CV3 2056-01-01 4.5 N/A 6127720.00 6044711.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PFN9 2055-07-01 5.5 N/A 1855670.00 1751983.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E04T6 2048-12-01 3 N/A 5095454.00 3927126.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283YRX8 2034-05-01 6 N/A 10264.00 102.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GFP5 2055-03-01 7 N/A 416453.00 376503.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QRB0 2055-11-01 5.5 N/A 7503.00 7581.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TNJ2 2055-07-01 5.5 N/A 1104271.00 1047488.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5 N/A 13414701.00 10527315.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BTRW2 2053-01-01 5.5 N/A 1427659.00 1023107.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MZK1 2055-05-01 5.5 N/A 2073392.00 2083800.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJL8 2053-10-01 5.5 N/A 599940.00 469229.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XTYM4 2047-10-01 4 N/A 7988776.00 2476650.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GSA3 2055-11-01 5 N/A 6120000.00 5885485.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNJL8 2051-12-01 3 N/A 89060.00 55556.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6BT9 2055-09-01 5.5 N/A 36803801.00 35346315.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TAU1 2055-06-01 5.5 N/A 1248593.00 1123666.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JUMW7 2056-02-01 5 N/A 2305377.00 2338703.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427ARZ2 2055-09-01 6 N/A 5217246.00 5362044.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HMGQ7 2055-08-25 4.61721 N/A 2917773.00 2735057.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335BST4 2044-02-01 3.5 N/A 9492643.00 2670492.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV7B5 2050-09-01 2 N/A 3252532.00 1563938.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DL25 2055-10-01 6 N/A 4093824.00 4239026.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XYPV5 2047-11-01 3.5 N/A 1000.00 167.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QHR6 2055-10-01 5.5 N/A 5467955.00 5305897.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRV31 2054-05-01 6.5 N/A 41088870.00 31911105.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTUG9 2055-02-01 6 N/A 9649540.00 7135642.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JN6Q4 2055-12-01 5.5 N/A 2066795.00 1660773.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6DG5 2056-02-01 5 N/A 158303205.00 159563474.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D1ZM4 2054-11-01 5 N/A 13672043.00 13531011.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWV60 2056-02-01 5.5 N/A 1890532.00 1946545.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XPJ1 2055-06-01 5.5 N/A 582407.00 591875.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.5 N/A 5894534.00 4839724.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H6W84 2042-01-25 3 N/A 12205406.00 7217368.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SUX5 2055-07-01 5.5 N/A 5706678.00 5462820.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PJF2 2055-08-01 5.5 N/A 43039949.00 41599849.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31334XLE7 2049-07-01 3.5 N/A 5745000.00 1570073.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQQB5 2053-02-01 5.5 N/A 1560494.00 1241624.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCCA6 2041-02-01 3.5 N/A 760286.00 743976.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVT76 2055-10-01 5 N/A 7427729.00 7250619.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YFB7 2055-09-01 6.5 N/A 5536091.00 5798100.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVF83 2055-01-01 6 N/A 26783233.00 22627991.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWPH0 2055-04-01 5.5 N/A 1105856.00 978860.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31334XGX1 2049-07-01 3.5 N/A 8872402.00 2200329.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WHJ89 2046-10-01 4 N/A 6491000.00 1638580.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBZ5 2051-07-01 2.5 N/A 26629534.00 15689565.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W94T5 2054-04-01 5 N/A 8031463.00 7322624.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M55N6 2038-03-01 5.5 N/A 4235.00 23.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNCD3 2052-04-01 3.5 N/A 6772000.00 4610045.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACS84 2048-08-01 4.5 N/A 48949010.00 10270364.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JRFT9 2056-01-01 5 N/A 1002.00 1013.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDSA9 2054-07-25 4.56721 N/A 3000003.00 1376872.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JN6P6 2055-12-01 5.5 N/A 9053119.00 9218951.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMT9 2054-05-01 6 N/A 15953347.00 13342362.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BUGP6 2053-01-01 6 N/A 2504212.00 1267794.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSS86 2054-02-01 7 N/A 8524246.00 6445378.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TTL1 2055-07-01 5.5 N/A 1308538.00 1206503.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BKW62 2052-09-01 4 N/A 4425567.00 3116736.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287QEF4 2031-12-01 6 N/A 1000.00 28.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426W2M1 2055-08-01 5.5 N/A 3026260.00 3069362.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNMM2 2052-02-01 3 N/A 1511624.00 1017431.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CJWS6 2053-12-01 6.5 N/A 11102880.00 8649609.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JU4C1 2056-02-01 6.5 N/A 1000.00 1057.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTMB9 2054-12-01 5 N/A 13072000.00 12282457.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPY85 2052-09-01 5 N/A 400001.00 348644.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426RH53 2055-06-01 5.5 N/A 1968522.00 1809974.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YUD7 2055-01-01 5 N/A 437592.00 433428.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAL95 2053-09-25 4.96721 N/A 24529378.00 16939408.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QNV1 2055-06-01 5.5 N/A 5316823.00 5101592.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSHN8 2056-01-01 5 N/A 2861350.00 2901894.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C5GZ8 2053-06-01 6 N/A 3096219.00 3167409.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQXS0 2053-07-01 6 N/A 4427181.00 3476679.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6A60 2055-07-01 6 N/A 54698465.00 47858457.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTUF1 2055-02-01 5.5 N/A 3196987.00 2887312.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YZA7 2055-09-01 5.5 N/A 1946419.00 1597110.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVQ95 2055-06-01 5.5 N/A 24371111.00 23507649.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CCDK9 2053-08-01 5.5 N/A 11000000.00 8948047.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NKY39 2053-06-01 5.5 N/A 5000000.00 4023478.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMJ3 2055-07-01 5.5 N/A 57107678.00 53111915.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQSN6 2052-11-01 5 N/A 4270909.00 3297201.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDNC6 2036-07-01 3.5 N/A 3000000.00 1030064.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUH8 2046-02-01 5.5 N/A 1841773.00 1881938.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QP2W6 2052-08-01 4.5 N/A 3214146.00 2342858.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LW4Y0 2053-01-01 5 N/A 2653497.00 2260326.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8DH1 2055-06-01 5.5 N/A 1574508.00 1407142.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRWM1 2053-04-01 4.5 N/A 1016000.00 834032.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNCC4 2052-02-01 2 N/A 7612623.00 4883672.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDFQ9 2044-11-01 4 N/A 11095090.00 2326996.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APUC6 2054-09-01 6 N/A 11645646.00 9887346.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEFP8 2055-07-01 5.5 N/A 7736424.00 6548110.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENWY1 2044-01-01 4 N/A 20522663.00 3168120.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9FU9 2033-08-01 3.5 N/A 17597399.00 1690353.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQG84 2054-06-01 5.5 N/A 36337187.00 29058285.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B5PQ4 2055-04-01 5.5 N/A 494218.00 405238.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NREU6 2053-08-01 6 N/A 2058198.00 1798455.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MK2P6 2055-08-01 4 N/A 3854636.00 3527638.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUA42 2050-01-25 6 N/A 6349312.00 3479627.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LXJ48 2052-09-01 5 N/A 5006446.00 3641801.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W46R3 2056-01-01 5 N/A 9360712.00 9385815.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPSQ1 2052-07-01 4.5 N/A 31500000.00 21810135.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEAL2 2055-05-01 6 N/A 790644.00 818081.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCS54 2054-09-01 6.5 N/A 1026054.00 593645.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A7PP7 2041-02-01 4.5 N/A 14596710.00 1609520.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MTKV8 2055-03-01 5.5 N/A 3434000.00 3047718.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EBSN6 2042-03-01 4 N/A 22494802.00 1842700.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QML93 2051-11-01 2.5 N/A 914754.00 589862.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A82X9 2054-01-01 7 N/A 1016626.00 783808.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTSG1 2055-11-01 5 N/A 1964850.00 1985242.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9GS8 2051-01-01 2.5 N/A 10040000.00 5745675.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WUAV5 2043-06-01 3.5 N/A 3671607.00 655985.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AMNG2 2054-09-01 5.5 N/A 11562303.00 9214488.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUW55 2051-02-25 5.5 N/A 22000000.00 16922456.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCW28 2050-02-01 3.5 N/A 5300000.00 1314209.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L23B7 2051-03-01 2 N/A 6502730.00 3710044.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MRY70 2043-01-01 3.5 N/A 60043769.00 8086196.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNF33 2051-12-01 3 N/A 3563920.00 2674894.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPZ67 2052-08-01 3.5 N/A 46700581.00 33199531.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MTKE6 2054-12-01 5.5 N/A 6728000.00 5770031.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7TT5 2055-11-01 6 N/A 22051782.00 21274412.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTZT9 2054-02-01 4.5 N/A 5790000.00 4790366.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LW6K8 2053-03-01 5 N/A 4564176.00 3584963.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUW5 2056-02-01 4.5 N/A 23687893.00 23478255.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8AZ9 2056-01-01 5 N/A 1971734.00 1992545.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXC67 2056-06-01 3.5 N/A 1063501.00 382964.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCZK5 2049-09-01 4 N/A 6952179.00 2248668.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3HQ5 2053-02-01 6 N/A 30000000.00 27191888.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M62N2 2054-11-01 4.5 N/A 1524504.00 1378727.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BXA0 2042-05-01 3.5 N/A 18000000.00 2772155.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A6VR4 2054-04-01 6.5 N/A 1186095.00 936507.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q7RU3 2047-10-01 4.5 N/A 7395000.00 2337263.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHCG4 2055-08-01 5.5 N/A 6893692.00 6247971.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNR71 2054-02-01 5.5 N/A 2159567.00 1729038.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLR6 2055-06-01 5.5 N/A 685717.00 631044.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7CH9 2055-06-01 5.5 N/A 28167126.00 25503109.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AWUH0 2054-10-01 7 N/A 340003.00 359522.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D3N0 2036-08-01 2.5 N/A 866997.00 450573.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVVA5 2055-11-01 6 N/A 2692164.00 2815507.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B75K5 2055-10-01 5.5 N/A 574666.00 584257.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A6VZ6 2054-04-01 6.5 N/A 1003556.00 707405.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LWZU4 2052-10-01 4.5 N/A 5881703.00 4603393.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WTGE0 2043-05-01 3.5 N/A 8907139.00 2003130.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTZG1 2055-12-01 4.5 N/A 1886298.00 1869609.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFTJ8 2050-11-01 3 N/A 10000000.00 5248866.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.5 N/A 50879762.00 39400648.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNMT2 2055-09-01 6 N/A 21048.00 21580.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BENH7 2055-07-01 5.5 N/A 7453600.00 7141299.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEDK1 2055-06-01 5.5 N/A 2136113.00 2169708.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNCQ5 2053-10-01 5.5 N/A 26820864.00 22035957.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHFS5 2055-07-01 5.5 N/A 723271.00 642846.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXKV5 2055-07-25 8 N/A 21842149.00 22758549.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKGU8 2053-01-01 4.5 N/A 493001.00 366426.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A9TS9 2054-03-01 7.5 N/A 651524.00 686714.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XA5P3 2041-07-01 6 N/A 2054276.00 901744.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NC7E3 2053-04-01 5 N/A 930570.00 780703.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQJ55 2052-10-01 5 N/A 5594409.00 4219254.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BH2X8 2055-09-01 6.5 N/A 5217416.00 5439434.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MPJT9 2052-07-01 5 N/A 4037717.00 3228168.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NHSQ2 2053-11-01 6.5 N/A 2560000.00 2008936.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BF3Z6 2055-07-01 6 N/A 882755.00 918627.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417DGX5 2042-10-01 3.5 N/A 9000000.00 1506063.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4J40 2055-12-01 5 N/A 34279993.00 34539783.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDCY0 2051-10-01 2.5 N/A 1245000.00 816412.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCWF1 2051-09-01 2.5 N/A 12943905.00 8418071.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NRTR7 2053-11-01 6.5 N/A 2071651.00 1842397.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQP5 2040-10-01 5.5 N/A 6000.00 5686.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFCP4 2051-11-01 3.5 N/A 8859508.00 5426587.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1B77 2049-07-01 3 N/A 30356000.00 25795878.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D4V1 2051-09-01 4 N/A 98000.00 45281.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNN93 2052-05-01 3 N/A 557132.00 397601.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BAEJ1 2055-05-01 5.5 N/A 1001427.00 849193.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BX3G7 2055-11-25 4 N/A 94000.00 54770.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FKN6 2055-05-01 5.5 N/A 48197610.00 42280822.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTJ6 2041-01-01 5.5 N/A 1387367.00 1389157.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A7EQ3 2054-02-01 5.5 N/A 732718.00 738717.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTKQ1 2053-11-01 6 N/A 9059000.00 7190620.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCAL2 2047-08-01 3.5 N/A 17575103.00 9310916.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQTU6 2054-09-01 6 N/A 1135324.00 978961.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTB3 2056-01-01 5.5 N/A 2219760.00 2238021.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1DS1 2056-01-01 5.5 N/A 5484757.00 5590372.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSNE7 2053-07-01 4.5 N/A 8642.00 6575.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BBAC8 2055-07-01 5.5 N/A 2529502.00 2559318.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CU69 2048-03-01 3 N/A 2799985.00 449316.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGLW1 2055-07-01 5.5 N/A 4739102.00 4809208.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSHS7 2051-05-25 5.5 N/A 48884941.00 18485171.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402WJP4 2033-09-01 5 N/A 137150283.00 1641563.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSSL0 2054-08-25 4.91721 N/A 7820327.00 3648666.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHVG3 2055-07-01 5.5 N/A 490915.00 492277.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1TH6 2054-10-01 6 N/A 1337121.00 1167444.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGLD4 2046-02-01 4 N/A 3346024.00 514871.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUG0 2046-02-01 5 N/A 526794.00 531612.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEQA9 2055-06-01 5.5 N/A 2135323.00 2155768.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2Y21 2050-07-01 3.5 N/A 7035728.00 6365865.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MY5W8 2052-08-01 5 N/A 1624731.00 1316387.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUF2 2046-02-01 4.5 N/A 9937302.00 9900251.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKUQ3 2055-07-01 5.5 N/A 5048336.00 4881840.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BAJM9 2055-05-01 5.5 N/A 1224404.00 1127551.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEN61 2055-07-01 5.5 N/A 4228134.00 3861198.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASPC6 2054-10-01 6 N/A 1591186.00 1146680.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMK0 2055-07-01 6 N/A 1166834.00 1032087.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B8GY9 2040-02-25 3.5 N/A 4078185.00 815236.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417FFZ6 2042-08-01 3.5 N/A 20000000.00 1810643.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNWD2 2052-06-01 3 N/A 12234856.00 9588714.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H6ZR3 2047-12-01 3.5 N/A 13600000.00 3129426.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DJS0 2034-09-01 5.5 N/A 11384185.00 86527.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394UYS5 2035-12-25 6 N/A 5000000.00 1301695.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FS99 2056-01-01 4.5 N/A 4610097.00 4547965.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416YXX1 2041-08-01 4.5 N/A 19000000.00 2211135.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQE56 2055-09-01 6.5 N/A 5449715.00 5712942.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9EB3 2048-10-01 4 N/A 9057640.00 2182466.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KYGA6 2041-06-01 2 N/A 57032324.00 35079572.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JHBW2 2048-11-01 4.5 N/A 2473083.00 920147.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUT71 2054-06-01 5 N/A 9750840.00 9021497.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJFQ6 2046-11-01 3 N/A 16000000.00 2751358.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUU9 2056-02-01 3.5 N/A 1304387.00 1229307.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFQ0 2049-09-01 3 N/A 1336688.00 171683.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4FW2 2054-02-01 5.5 N/A 24146336.00 23509668.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLLN6 2053-05-01 5 N/A 8778890.00 6726804.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NH5N4 2053-05-01 4.5 N/A 3072428.00 2079393.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEFC7 2055-07-01 5.5 N/A 1487275.00 1284233.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CPG3 2047-09-01 4.5 N/A 386997.00 41265.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQ5X1 2054-09-01 5.5 N/A 3774882.00 3396601.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NGHS2 2053-04-01 5 N/A 2326420.00 2278851.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXKW3 2045-08-25 5 N/A 27746000.00 26123809.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VXX3 2050-11-20 2 N/A 2382000.00 1129334.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KN61 2036-12-15 5 N/A 357000.00 8063.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LHH2 2040-04-15 5 N/A 380726.00 11791.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212UVZ1 2041-07-15 4 N/A 213066.00 130904.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RZM8 2033-09-15 5 N/A 944731.00 9763.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290YF60 2033-10-15 5 N/A 470797.00 3020.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VBG4 2049-12-20 3.5 N/A 4813935.00 614883.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296XWD2 2039-05-15 5 N/A 643169.00 11438.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.5 N/A 45260589.00 36984351.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36183QPD1 2045-01-15 3.5 N/A 450000.00 72470.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617HX5N3 2049-03-20 3.25 N/A 1009579.00 71157.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180CYW3 2043-01-15 3.5 N/A 320000.00 30925.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AQMQ3 2040-03-15 5 N/A 355000.00 10556.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202SXH6 2033-09-15 5 N/A 625000.00 7854.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YPL2 2053-12-20 7.5 N/A 1328958.00 319685.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617BFM90 2047-10-20 3.5 N/A 400000.00 75934.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210B4E2 2039-03-15 5 N/A 330283.00 4881.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36182NRC9 2044-07-20 3.75 N/A 150000.00 52037.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JJJ4 2054-02-20 4.71154 N/A 30085772.00 24580462.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291BTX5 2034-06-15 5 N/A 605919.00 8146.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5K8 2053-06-20 6.5 N/A 1060177.00 415287.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LX76 2032-10-15 5.6 N/A 17603089.00 975000.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KMU9 2035-11-15 5 N/A 1030000.00 16072.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36196TVR2 2047-05-15 5 N/A 45698.00 302.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WTX6 2051-12-20 2 N/A 75420895.00 45606337.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5PM5 2055-06-20 7 N/A 95342.00 81544.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YN83 2041-09-20 1.5 N/A 116972.00 86217.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A7HG3 2040-03-15 5 N/A 415000.00 14175.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36185BR32 2045-06-15 3.5 N/A 200000.00 23184.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKS2 2053-11-20 5.5 N/A 31244000.00 23819629.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297DDZ7 2039-04-15 5 N/A 391079.00 2041.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.5 N/A 11124564.00 7642140.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACUE8 2052-04-20 3 N/A 5704866.00 4193606.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36195GZE6 2047-08-15 4.5 N/A 92013.00 23548.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36193EP79 2046-02-20 3.5 N/A 450000.00 88667.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617B8HH4 2047-10-20 3.5 N/A 62679.00 11197.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36183QPG4 2045-01-15 3.5 N/A 720000.00 82306.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JFL2 2054-12-20 4.5 N/A 24149332.00 24116517.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AG3E3 2040-04-15 5 N/A 400000.00 28034.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5VT3 2055-08-20 6.5 N/A 2912396.00 2982291.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56K0 2055-12-20 6 N/A 434757.00 445928.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BYW4 2050-03-20 5 N/A 15000000.00 10819918.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.5 N/A 445554.00 405221.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BF3 2056-01-20 5.5 N/A 263569.00 268655.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.5 N/A 2549663.00 2138606.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BD8 2056-01-20 4.5 N/A 215000.00 213006.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5 N/A 2241611.00 2228951.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YUW2 2052-05-20 1.5 N/A 113600.00 84701.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291GU79 2034-03-15 5 N/A 1001190.00 17390.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9EM0 2066-02-20 5 N/A 24642232.00 24738758.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N53Q0 2041-11-20 1.5 N/A 69631.00 56818.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385ENV2 2065-03-20 4.46154 N/A 8531957.00 4208996.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAM68 2050-04-20 3.5 N/A 100000.00 7590.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ALSC9 2040-06-15 5 N/A 283234.00 10526.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5ZF9 2055-10-20 3 N/A 527894.00 480767.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KAQ1 2034-10-15 5 N/A 475000.00 6090.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295YWZ2 2038-04-15 5 N/A 324058.00 3340.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KBV2 2054-02-20 4.66154 N/A 19519944.00 13891142.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5 N/A 10333.00 10408.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LTU0 2040-12-15 5 N/A 267988.00 7861.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4 N/A 12564668.00 9247713.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WLN6 2051-08-20 2 N/A 104944400.00 59045029.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KJM1 2036-03-15 5 N/A 730066.00 9833.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMF8 2046-09-20 3.5 N/A 86382076.00 59925414.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMB7 2046-11-20 1.5 N/A 173719.00 130581.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292HR62 2035-10-15 5 N/A 239319.00 5241.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241K7H5 2039-06-15 5 N/A 218000.00 7113.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KXL7 2038-12-15 5 N/A 1200000.00 16147.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5XS3 2055-09-20 6.5 N/A 1009145.00 1040834.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KAE1 2054-02-20 4.71154 N/A 4834810.00 3166672.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A6DC8 2039-07-15 5 N/A 1000000.00 13445.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAJ3 2053-07-20 1.5 N/A 172063.00 84253.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2 N/A 15942919.00 7376158.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176ARN1 2041-10-15 5 N/A 6273.00 99.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NMN2 2054-05-20 4.76154 N/A 17634737.00 14590373.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5ST7 2040-08-20 5.5 N/A 133453.00 126556.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WND6 2051-09-20 2 N/A 1119723.00 646086.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213WKG0 2033-09-15 5 N/A 410000.00 6203.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KAN0 2054-10-20 4.5 N/A 39146662.00 38941405.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BC0 2056-01-20 4 N/A 3677289.00 3538540.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADPV4 2064-12-20 7 N/A 17000000.00 10216556.89 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 1149300.00 1184605.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 69761700.00 67030245.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 50000.00 50505.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 87802500.00 92003679.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 99999900.00 83181407.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.5 N/A 52684700.00 53129006.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 46988200.00 47642021.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.5 N/A 63169700.00 62567012.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 19323000.00 18890494.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 159738800.00 162002762.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 N/A 72521500.00 75188552.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 61000000.00 52751642.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 46664300.00 44345910.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 49970500.00 47482165.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 1455000.00 1469531.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 50000000.00 47215042.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 52247100.00 49314177.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 149987900.00 150991628.09 U.S. Treasuries (including strips) Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2026-03-02 2026-03-02 2026-03-02 N Y DAIWA SECURITIES CO LTD 1.0000 Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0367 4000000000.00 4000000000.00 0.0119 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 3.66 N/A 9J6MBOOO7BECTDTUZW19 0DBS26T45 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 349214900.00 387280849.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 99728700.00 105892282.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 366611700.00 390379031.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 63143700.00 71837226.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 945300.00 1219950.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 67986000.00 74159318.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 74304700.00 95115125.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 86802500.00 90600918.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 74805800.00 101629969.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 293036700.00 314472637.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 58384800.00 66763434.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 13858900.00 14829057.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 2407000.00 2424673.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 8241800.00 10003730.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 85258100.00 105586558.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 372800.00 377462.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 13163200.00 15984737.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 76801800.00 101533387.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 136111400.00 145641882.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 360949500.00 403226272.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 226511400.00 240015688.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 116898000.00 138863828.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 8490800.00 10045135.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 286733100.00 306349011.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 297975400.00 388555433.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 207061700.00 213354457.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 11591600.00 12654066.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 194757100.00 212227703.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 44089900.00 58976209.70 U.S. Treasuries (including strips) Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 4000000000.00 4000000000.00 0.0119 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 3.66 N/A 9J6MBOOO7BECTDTUZW19 0DBS26T52 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 90000000.00 77323410.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 3265662.14 2530933.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 12241633.64 7790355.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 N/A 5818812.50 1693705.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 9089623.14 3147881.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 3242935.64 2678531.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 69151871.88 34571095.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 25076923.14 8904765.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 34803700.00 25167088.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 16282353.13 15198322.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 58696.88 40835.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0 N/A 475000.00 116538.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 N/A 5437173.14 1836764.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 N/A 12302848.76 3754042.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 N/A 1316371.88 472141.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0 N/A 34937.50 8686.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 64664429.38 28792807.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 26290500.00 19015126.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 5820721.79 4152974.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 N/A 1000000.00 287984.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 N/A 32000000.00 27785593.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 324132500.00 324913082.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0 N/A 91250.00 23221.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 5764048.14 2207128.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 N/A 4323125.00 1125369.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 31060824.88 17921319.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 2811298.14 2226770.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 23695400.00 25151309.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 8242048.14 3000888.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 3835135.64 2837233.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 64321.88 24281.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 66821.88 20666.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 78696.88 42908.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 97312.50 28670.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125 N/A 21317400.00 23161789.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 N/A 2352375.00 593454.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 2454500.00 2107031.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834K56 2054-02-15 0 N/A 1118062.50 286691.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 42217300.00 32163802.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 801935.64 482537.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.5 N/A 2571500.00 2694909.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 32201000.00 20269108.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 35008300.00 20326573.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 20414500.00 21071196.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 80000000.00 36662240.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 19000700.00 18697034.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 16943235.64 11646204.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 11808934.38 5575269.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 N/A 22160235.64 16791563.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 14097376.88 10799803.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 23040560.64 7589606.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 78488735.64 68756053.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 2531652.64 813908.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 66286654.88 40415106.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0 N/A 5625.00 1392.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 16881688.88 10880974.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 42271.88 14459.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 701921.88 258379.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 21389.38 10391.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 2655482.88 863140.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 985782.88 392611.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 7294537.50 1855416.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 2940230.14 1253584.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 N/A 6220687.50 1688412.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 13542902.64 9780562.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 42196629.88 26454206.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 4359610.64 1913838.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 29716500.00 25456815.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 24094900.00 19294805.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0 N/A 731471.88 232110.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 N/A 15567687.50 4130605.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 12473512.13 11442713.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 32191300.00 23118779.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 4420423.14 2243700.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 11455223.14 5648112.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 63974.38 26905.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 N/A 2381548.14 746555.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 5789300.00 1630214.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834D47 2052-08-15 0 N/A 4130275.00 1136032.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 28534300.00 29255829.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 5212528.14 2050780.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 3252610.64 1746944.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 40771.88 14282.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 1300421.88 669188.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 7522673.14 3038979.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 6127699.88 2375880.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 14928435.64 9233222.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 30565.88 16184.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 1302675.00 349691.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 5465035.64 3851478.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 N/A 7535535.64 4290711.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 N/A 1696000.00 471333.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375 N/A 24001200.00 25033449.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 40150735.64 23497214.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 3118235.64 1408304.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 10996.88 6167.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 4720423.14 1958975.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 N/A 2451860.64 1174745.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 15983846.88 9479971.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 6609221.88 1994372.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 547973.14 515916.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 6358648.14 2371890.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 2521435.64 1647208.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 5245766.64 4684485.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.25 N/A 22164800.00 23350513.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 18589198.14 15039033.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 12178435.64 6735892.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834H84 2053-08-15 0 N/A 3646987.50 958421.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 N/A 1685971.88 562210.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 99184210.64 46176994.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 N/A 5745750.00 1636941.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834ZG6 2055-11-15 0 N/A 746625.00 181955.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 N/A 4453998.14 2327980.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 N/A 5838585.01 1741428.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 39943800.00 31848971.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 46000000.00 19901210.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 25029976.38 10230251.95 U.S. Treasuries (including strips) Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 1400000000.00 1400000000.00 0.0042 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7599984000000002 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2028-02-17 2028-02-17 N N N 0.0381 134998020.90 134998020.90 0.0004 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7599984000000002 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-05-12 2027-05-12 N N N 0.0381 79997012.80 79997012.80 0.0002 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7599984000000002 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-03-11 2027-03-11 N N N 0.0381 374971998.75 374971998.75 0.0011 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7550015999999999 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2028-02-25 2028-02-25 N N N 0.0381 99999827.00 99999827.00 0.0003 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7550015999999999 3133EWET3 254900C5LP6DN9OP9V83 US3133EWET37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2028-02-23 2028-02-23 N N N 0.0381 204999380.90 204999380.90 0.0006 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7599984000000002 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2028-02-09 2028-02-09 N N N 0.0381 169997686.30 169997686.30 0.0005 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0 313313B64 254900C5LP6DN9OP9V83 US313313B640 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-08-12 2026-08-12 2026-08-12 N N N 0.0355 147565333.50 147565333.50 0.0004 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7450008000000001 3133ER7C9 254900C5LP6DN9OP9V83 US3133ER7C98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-03-12 2027-03-12 N N N 0.0380 529963165.00 529963165.00 0.0016 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7500011999999998 3133ET6A0 254900C5LP6DN9OP9V83 US3133ET6A06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2028-01-05 2028-01-05 N N N 0.0380 459989162.40 459989162.40 0.0014 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7599984000000002 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-09-28 2027-09-28 N N N 0.0381 344977050.60 344977050.60 0.0010 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.78 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-11-19 2027-11-19 N N N 0.0383 200115788.00 200115788.00 0.0006 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7950012000000002 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-04-16 2027-04-16 N N N 0.0385 397963045.70 397963045.70 0.0012 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0 313313UH9 254900C5LP6DN9OP9V83 US313313UH97 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-16 2026-03-16 2026-03-16 N N N 0.0377 61894307.36 61894307.36 0.0002 N N Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7349999999999999 3133ET3V7 254900C5LP6DN9OP9V83 US3133ET3V79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-07-09 2027-07-09 N N N 0.0379 136033755.20 136033755.20 0.0004 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7550015999999999 3133ET4B0 254900C5LP6DN9OP9V83 US3133ET4B07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-12-09 2027-12-09 N N N 0.0381 330018008.10 330018008.10 0.0010 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.8099987999999998 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-12-30 2026-12-30 N N N 0.0386 275131122.75 275131122.75 0.0008 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.8000015999999999 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-02-03 2027-02-03 N N N 0.0385 110067327.70 110067327.70 0.0003 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7550015999999999 3133ET4U8 254900C5LP6DN9OP9V83 US3133ET4U87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-12-17 2027-12-17 N N N 0.0381 359993239.20 359993239.20 0.0011 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7599984000000002 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-02-24 2027-02-24 N N N 0.0381 79994312.80 79994312.80 0.0002 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7400004 3133ETAL1 254900C5LP6DN9OP9V83 US3133ETAL18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-03-24 2027-03-24 N N N 0.0379 305211630.35 305211630.35 0.0009 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7699992 3133ETT98 254900C5LP6DN9OP9V83 US3133ETT987 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-08-13 2027-08-13 N N N 0.0382 164992776.30 164992776.30 0.0005 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7649987999999999 3133ERV40 254900C5LP6DN9OP9V83 US3133ERV409 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-07-17 2026-07-17 N N N 0.0382 125013978.75 125013978.75 0.0004 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7500011999999998 3133ET5S2 254900C5LP6DN9OP9V83 US3133ET5S23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-12-29 2027-12-29 N N N 0.0380 135017119.35 135017119.35 0.0004 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7599984000000002 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2028-02-02 2028-02-02 N N N 0.0381 220107516.20 220107516.20 0.0007 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7500011999999998 3133ET5L7 254900C5LP6DN9OP9V83 US3133ET5L79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-12-22 2027-12-22 N N N 0.0380 274998649.75 274998649.75 0.0008 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7500011999999998 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-03-11 2027-03-11 N N N 0.0380 210165872.70 210165872.70 0.0006 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7000008000000002 3133ETN60 254900C5LP6DN9OP9V83 US3133ETN600 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-07-28 2026-07-28 N N N 0.0375 90001646.10 90001646.10 0.0003 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7400004 3133EWEW6 254900C5LP6DN9OP9V83 US3133EWEW65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-11-24 2027-11-24 N N N 0.0379 247999583.36 247999583.36 0.0007 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.8099987999999998 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-10-23 2026-10-23 N N N 0.0386 275116910.75 275116910.75 0.0008 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0 313313VF2 254900C5LP6DN9OP9V83 US313313VF23 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-07 2026-04-07 2026-04-07 N N N 0.0377 186276777.50 186276777.50 0.0006 N N Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7500011999999998 3133ERS36 254900C5LP6DN9OP9V83 US3133ERS363 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-05-07 2026-05-07 N N N 0.0380 365041683.00 365041683.00 0.0011 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.8099987999999998 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-11-04 2026-11-04 N N N 0.0386 75033579.00 75033579.00 0.0002 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.7699992 3133ETNS2 254900C5LP6DN9OP9V83 US3133ETNS24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-06-29 2027-06-29 N N N 0.0382 200100472.00 200100472.00 0.0006 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6799992000000001 3130B8A51 2549001DPIFGXC1TOL40 US3130B8A511 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-05-20 2026-05-20 N N N 0.0373 344895250.73 344895250.73 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7199987999999999 3130B8SF0 2549001DPIFGXC1TOL40 US3130B8SF00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-03-05 2027-03-05 N N N 0.0377 394985440.30 394985440.30 0.0012 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7000008000000002 3130B8BA9 2549001DPIFGXC1TOL40 US3130B8BA95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-07-21 2026-07-21 N N N 0.0375 500047325.00 500047325.00 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7000008000000002 3130B8B35 2549001DPIFGXC1TOL40 US3130B8B352 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-07-27 2026-07-27 N N N 0.0375 945016735.95 945016735.95 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7599984000000002 3130B8TF9 2549001DPIFGXC1TOL40 US3130B8TF90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-12-02 2027-12-02 N N N 0.0381 249987667.50 249987667.50 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.85 3130B7RA4 2549001DPIFGXC1TOL40 US3130B7RA49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-10 2026-03-10 2026-03-10 N N N 0.0415 499950395.00 499950395.00 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6849995999999998 3130B6XP6 2549001DPIFGXC1TOL40 US3130B6XP60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-04-06 2026-04-06 N N N 0.0374 999982880.00 999982880.00 0.0030 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.85 3130B7RD8 2549001DPIFGXC1TOL40 US3130B7RD87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-11 2026-03-11 2026-03-11 N N N 0.0415 999898590.00 999898590.00 0.0030 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385B88 2549001DPIFGXC1TOL40 US313385B887 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-08-14 2026-08-14 2026-08-14 N N N 0.0359 98357333.00 98357333.00 0.0003 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7599984000000002 3130B57B8 2549001DPIFGXC1TOL40 US3130B57B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-02-19 2027-02-19 N N N 0.0381 499964625.00 499964625.00 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385B62 2549001DPIFGXC1TOL40 US313385B622 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-08-12 2026-08-12 2026-08-12 N N N 0.0358 557796960.63 557796960.63 0.0017 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385TU0 2549001DPIFGXC1TOL40 US313385TU05 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-03 2026-03-03 2026-03-03 N N N 0.0392 499799445.00 499799445.00 0.0015 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385UH7 2549001DPIFGXC1TOL40 US313385UH74 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-16 2026-03-16 2026-03-16 N N N 0.0377 499147640.00 499147640.00 0.0015 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-07-24 2026-07-24 2026-07-24 N N N 0.0361 295681875.00 295681875.00 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7599984000000002 3130B8TP7 2549001DPIFGXC1TOL40 US3130B8TP72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-12-06 2027-12-06 N N N 0.0381 750100845.00 750100845.00 0.0022 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385ZS8 2549001DPIFGXC1TOL40 US313385ZS84 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-07-23 2026-07-23 2026-07-23 N N N 0.0361 443566876.50 443566876.50 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7349999999999999 3130B5Q84 2549001DPIFGXC1TOL40 US3130B5Q844 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-03-25 2027-03-25 N N N 0.0379 54010105.56 54010105.56 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385UZ7 2549001DPIFGXC1TOL40 US313385UZ72 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-01 2026-04-01 2026-04-01 N N N 0.0373 191072661.75 191072661.75 0.0006 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385YN0 2549001DPIFGXC1TOL40 US313385YN07 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-06-25 2026-06-25 2026-06-25 N N N 0.0354 3113346253.50 3113346253.50 0.0092 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385YM2 2549001DPIFGXC1TOL40 US313385YM24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-06-24 2026-06-24 2026-06-24 N N N 0.0357 40526962.50 40526962.50 0.0001 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385TT3 2549001DPIFGXC1TOL40 US313385TT32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0348 51637461.23 51637461.23 0.0002 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385VA1 2549001DPIFGXC1TOL40 US313385VA13 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-02 2026-04-02 2026-04-02 N N N 0.0375 448482748.50 448482748.50 0.0013 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6749988 3130B86M9 2549001DPIFGXC1TOL40 US3130B86M98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-05-21 2026-05-21 N N N 0.0373 499993515.00 499993515.00 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385VV5 2549001DPIFGXC1TOL40 US313385VV59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-21 2026-04-21 2026-04-21 N N N 0.0359 198948834.00 198948834.00 0.0006 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385UJ3 2549001DPIFGXC1TOL40 US313385UJ31 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-17 2026-03-17 2026-03-17 N N N 0.0377 249548750.00 249548750.00 0.0007 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6849995999999998 3130B8G22 2549001DPIFGXC1TOL40 US3130B8G229 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-04-02 2026-04-02 N N N 0.0374 249996970.00 249996970.00 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7599984000000002 3130B8U59 2549001DPIFGXC1TOL40 US3130B8U592 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-12-07 2027-12-07 N N N 0.0381 999954960.00 999954960.00 0.0030 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6849995999999998 3130B8A69 2549001DPIFGXC1TOL40 US3130B8A693 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-06-18 2026-06-18 N N N 0.0374 954984137.45 954984137.45 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6799992000000001 3130B86N7 2549001DPIFGXC1TOL40 US3130B86N71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-06-16 2026-06-16 N N N 0.0373 949984287.00 949984287.00 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6799992000000001 3130B8MP4 2549001DPIFGXC1TOL40 US3130B8MP46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-06-17 2026-06-17 N N N 0.0373 249996915.00 249996915.00 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6849995999999998 3130B6YF7 2549001DPIFGXC1TOL40 US3130B6YF79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-04-10 2026-04-10 N N N 0.0374 249995360.00 249995360.00 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6950004000000001 3130B8XL1 2549001DPIFGXC1TOL40 US3130B8XL13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-09-24 2026-09-24 N N N 0.0375 249998267.50 249998267.50 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6849995999999998 3130B6YP5 2549001DPIFGXC1TOL40 US3130B6YP51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-04-14 2026-04-14 N N N 0.0374 499990820.00 499990820.00 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.85 3130B7R97 2549001DPIFGXC1TOL40 US3130B7R970 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-11 2026-03-11 2026-03-11 N N N 0.0415 749923942.50 749923942.50 0.0022 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6749988 3130B86K3 2549001DPIFGXC1TOL40 US3130B86K33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-05-15 2026-05-15 N N N 0.0373 499992505.00 499992505.00 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385UD6 2549001DPIFGXC1TOL40 US313385UD60 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-12 2026-03-12 2026-03-12 N N N 0.0377 424445965.75 424445965.75 0.0013 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.69 3130B8HW5 2549001DPIFGXC1TOL40 US3130B8HW51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-05-11 2026-05-11 N N N 0.0374 119998507.20 119998507.20 0.0004 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7299996000000002 3130B8K84 2549001DPIFGXC1TOL40 US3130B8K841 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-02-12 2027-02-12 N N N 0.0378 449984646.00 449984646.00 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7349999999999999 3130B5P44 2549001DPIFGXC1TOL40 US3130B5P440 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-03-24 2027-03-24 N N N 0.0379 300038334.00 300038334.00 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385ZC3 2549001DPIFGXC1TOL40 US313385ZC33 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-07-09 2026-07-09 2026-07-09 N N N 0.0355 1381905000.00 1381905000.00 0.0041 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385UC8 2549001DPIFGXC1TOL40 US313385UC87 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-11 2026-03-11 2026-03-11 N N N 0.0377 199759334.00 199759334.00 0.0006 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385A89 2549001DPIFGXC1TOL40 US313385A897 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-08-06 2026-08-06 2026-08-06 N N N 0.0361 1230444450.00 1230444450.00 0.0037 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.8099987999999998 3130B3KV4 2549001DPIFGXC1TOL40 US3130B3KV45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-11-05 2026-11-05 N N N 0.0386 1495668982.60 1495668982.60 0.0044 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6849995999999998 3130B8A28 2549001DPIFGXC1TOL40 US3130B8A289 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-06-22 2026-06-22 N N N 0.0374 249994665.00 249994665.00 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385TV8 2549001DPIFGXC1TOL40 US313385TV87 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-04 2026-03-04 2026-03-04 N N N 0.0390 149924791.50 149924791.50 0.0004 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.69 3130B6YK6 2549001DPIFGXC1TOL40 US3130B6YK64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-05-11 2026-05-11 N N N 0.0374 249995530.00 249995530.00 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7450008000000001 3130B5SA7 2549001DPIFGXC1TOL40 US3130B5SA73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-04-05 2027-04-05 N N N 0.0380 999904520.00 999904520.00 0.0030 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385UA2 2549001DPIFGXC1TOL40 US313385UA22 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-09 2026-03-09 2026-03-09 N N N 0.0376 149849583.00 149849583.00 0.0004 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385ZK5 2549001DPIFGXC1TOL40 US313385ZK58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-07-16 2026-07-16 2026-07-16 N N N 0.0357 98638958.00 98638958.00 0.0003 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7699992 3130B6N28 2549001DPIFGXC1TOL40 US3130B6N286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-06-10 2027-06-10 N N N 0.0384 388567662.74 388567662.74 0.0012 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.69 3130B8EV0 2549001DPIFGXC1TOL40 US3130B8EV06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-05-05 2026-05-05 N N N 0.0374 2000004120.00 2000004120.00 0.0059 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0356 493929165.00 493929165.00 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6799992000000001 3130B6YH3 2549001DPIFGXC1TOL40 US3130B6YH36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-16 2026-03-16 N N N 0.0373 999993090.00 999993090.00 0.0030 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.69 3130B8AB8 2549001DPIFGXC1TOL40 US3130B8AB87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-07-20 2026-07-20 N N N 0.0374 954968227.15 954968227.15 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385YP5 2549001DPIFGXC1TOL40 US313385YP54 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-06-26 2026-06-26 2026-06-26 N N N 0.0357 247066320.00 247066320.00 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.6849995999999998 3130B8A44 2549001DPIFGXC1TOL40 US3130B8A446 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-06-22 2026-06-22 N N N 0.0374 704993760.75 704993760.75 0.0021 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385YF7 2549001DPIFGXC1TOL40 US313385YF72 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-06-18 2026-06-18 2026-06-18 N N N 0.0355 1844586027.05 1844586027.05 0.0055 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385A22 2549001DPIFGXC1TOL40 US313385A228 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-07-31 2026-07-31 2026-07-31 N N N 0.0359 984920830.00 984920830.00 0.0029 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.7400004 3130B5JX7 2549001DPIFGXC1TOL40 US3130B5JX77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-03-18 2027-03-18 N N N 0.0379 249982637.50 249982637.50 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0 313385UE4 2549001DPIFGXC1TOL40 US313385UE44 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-13 2026-03-13 2026-03-13 N N N 0.0377 249649027.50 249649027.50 0.0007 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 3.8099987999999998 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating NR 2026-03-02 2027-09-22 2027-09-22 N N N 0.0386 901638198.00 901638198.00 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 3.78 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating NR 2026-03-02 2026-05-07 2026-05-07 N N N 0.0383 790133770.70 790133770.70 0.0023 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 3.7950012000000002 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating NR 2026-03-02 2027-04-23 2027-04-23 N N N 0.0384 427309694.56 427309694.56 0.0013 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 3.7850003999999999 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating NR 2026-03-02 2027-05-05 2027-05-05 N N N 0.0385 1124023551.96 1124023551.96 0.0033 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 3.7649987999999999 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating NR 2026-03-02 2027-05-05 2027-05-05 N N N 0.0382 2360941545.60 2360941545.60 0.0070 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 3.7500011999999998 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating NR 2026-03-02 2027-01-08 2027-01-08 N N N 0.0380 970311690.10 970311690.10 0.0029 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 3.8099987999999998 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating NR 2026-03-02 2026-10-29 2026-10-29 N N N 0.0386 1500753825.00 1500753825.00 0.0044 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 3.7649987999999999 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating NR 2026-03-02 2027-06-16 2027-06-16 N N N 0.0382 1979249065.20 1979249065.20 0.0059 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 3.8099987999999998 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating NR 2026-03-02 2027-10-06 2027-10-06 N N N 0.0386 500555055.00 500555055.00 0.0015 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.7500011999999998 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2028-01-07 2028-01-07 N N N 0.0380 1983981112.32 1983981112.32 0.0059 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.8099987999999998 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-11-20 2026-11-20 N N N 0.0386 362312272.06 362312272.06 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.8099987999999998 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-10-23 2026-10-23 N N N 0.0386 1206498765.42 1206498765.42 0.0036 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0 313589VV2 B1V7KEBTPIMZEU4LTD58 US313589VV20 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-21 2026-04-21 2026-04-21 N N N 0.0357 994744170.00 994744170.00 0.0030 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.8099987999999998 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-12-11 2026-12-11 N N N 0.0386 275143907.50 275143907.50 0.0008 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.7599984000000002 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2028-02-02 2028-02-02 N N N 0.0381 1501980909.58 1501980909.58 0.0045 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0 313589WN9 B1V7KEBTPIMZEU4LTD58 US313589WN94 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-05-08 2026-05-08 2026-05-08 N N N 0.0357 993087500.00 993087500.00 0.0029 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.7500011999999998 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-12-22 2027-12-22 N N N 0.0380 1707200299.38 1707200299.38 0.0051 N N N N FIXED INCOME CLEARING CORPORATION (REPO BNY) FIXED INCOME CLEARING CORPORATION (REPO BNY) 3.66 N/A N/A ORS005Y64 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation (Repo) Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 192400500.00 199773943.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 50105200.00 46737070.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 360974900.00 365489008.14 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 600000000.00 600000000.00 0.0018 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO BNY) FIXED INCOME CLEARING CORPORATION (REPO BNY) 3.66 N/A N/A ORS005Y72 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation (Repo) Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 80380000.00 82992622.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 979726000.00 932899113.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 5399700.00 4108287.73 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 1000000000.00 1000000000.00 0.0030 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO BNY) FIXED INCOME CLEARING CORPORATION (REPO BNY) 3.67 N/A N/A ORS005Y80 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corporation (Repo) Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY7D5 2046-02-01 5.5 N/A 1113758.00 1141262.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMN92 2043-01-01 3.5 N/A 39601408.00 15229235.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427N4B2 2055-05-01 5.5 N/A 124159.00 119794.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.5 N/A 1000.00 772.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMC6 2052-08-01 3 N/A 3859990.00 2582017.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.5 N/A 1000.00 767.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283YRX8 2034-05-01 6 N/A 1037.00 10.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6 N/A 15389.00 196.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMC4 2054-08-01 6.5 N/A 5267.00 2940.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L8Q57 2036-10-01 2 N/A 954629.00 523471.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M96X5 2044-08-01 4 N/A 1799.00 279.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CW4Q4 2037-10-01 4 N/A 2998000.00 1979480.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CVCW2 2054-09-01 6 N/A 1024.00 708.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUJ73 2054-11-01 5.5 N/A 250126.00 204266.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XCSH9 2049-03-01 4.5 N/A 1000.00 261.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NP45 2055-05-01 5.5 N/A 124224.00 122290.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ4T4 2048-07-01 5 N/A 455000.00 46444.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MFQJ0 2033-07-01 4 N/A 1313728.00 169357.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKD48 2050-10-01 2 N/A 1000.00 494.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C6ER6 2053-06-01 5 N/A 1004.00 931.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283LA97 2037-12-01 5.5 N/A 18359.00 731.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BCTB3 2052-06-01 2 N/A 1000.00 747.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQGA8 2052-12-01 5 N/A 22353278.00 18986125.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B92J2 2052-04-01 3.5 N/A 1000.00 784.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUHS9 2054-10-01 5 N/A 1000.00 918.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMY8 2055-01-01 5.5 N/A 1024.00 955.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9SZ1 2032-01-01 2.5 N/A 254323.00 37482.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MKV2 2055-01-01 5.5 N/A 246823.00 232839.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVL1 2044-12-01 4 N/A 12362.00 922.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329MD31 2029-06-01 3 N/A 2980.00 133.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CSAP6 2054-08-01 7 N/A 1217331.00 1273673.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMZ5 2055-01-01 5.5 N/A 23594375.00 22135604.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XYE42 2044-07-01 4 N/A 1011.00 139.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N1XN8 2052-09-01 5 N/A 1000.00 961.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QF5V7 2050-12-01 2 N/A 32460487.00 20374889.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NEZ24 2053-04-01 5.5 N/A 1001.00 817.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NPXS4 2053-07-01 5.5 N/A 1997624.00 1726317.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HEGE6 2048-07-01 5 N/A 1018.00 158.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSYC5 2052-01-01 2 N/A 21816000.00 14529526.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFEN5 2050-10-01 2 N/A 9274462.00 4878699.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEXF4 2050-09-01 2 N/A 63685327.00 32113240.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKWB6 2056-01-01 5 N/A 1000.00 1008.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140E9J49 2046-01-01 4 N/A 1022.00 148.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LNHC4 2051-09-01 2.5 N/A 1000.00 630.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QDL28 2050-05-01 3.5 N/A 24121208.00 11404564.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEJ45 2050-08-01 2.5 N/A 158852923.00 73183890.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JPH81 2049-05-01 4.5 N/A 1000.00 478.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JR2M2 2049-05-01 4.5 N/A 1000.00 45.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QELP5 2050-08-01 2 N/A 22698374.00 11095989.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XQBF7 2029-04-01 3 N/A 731989.00 37389.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N2MM0 2052-09-01 4 N/A 1000.00 915.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LXHM0 2052-08-01 5 N/A 1005.00 831.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WEW39 2045-06-01 3 N/A 234000.00 54014.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N1Q48 2052-09-01 5 N/A 1000.00 963.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCKX9 2055-06-01 5.5 N/A 17979184.00 16575390.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEYN6 2045-09-01 2 N/A 1041.00 521.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FDB0 2054-10-01 5.5 N/A 4581247.00 3831679.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXGL0 2051-01-01 4.5 N/A 1626940.00 389379.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEXE7 2050-09-01 2 N/A 1269.00 628.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BDJL5 2055-06-01 6.5 N/A 1000.00 881.59 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 250000000.00 250000000.00 0.0007 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO GS) FIXED INCOME CLEARING CORPORATION (REPO GS) 3.66 N/A N/A 0WB001GD1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation (Repo) Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 280000000.00 266709123.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 348720800.00 266714736.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 46409100.00 48260613.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 343700000.00 261852343.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 176606400.00 176463207.14 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 1000000000.00 1000000000.00 0.0030 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO GS) FIXED INCOME CLEARING CORPORATION (REPO GS) 3.66 N/A N/A 0WB001GE9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation (Repo) Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 1359239200.00 1345224324.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 75500000.00 68413686.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 101810200.00 86461534.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 306215200.00 310343386.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 647944000.00 654230538.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 318947200.00 230294724.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 104707800.00 85833267.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 299927600.00 303490597.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 90000000.00 55101238.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 564659200.00 502831039.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 400318000.00 416180233.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 1968148000.00 1997938453.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 4580000.00 3647983.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 281552300.00 270827106.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 13692500.00 13075096.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 1270072000.00 1319930444.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 99330000.00 98017971.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 745879200.00 735193833.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 46882400.00 41493894.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 740552800.00 431512518.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 18000000.00 17554323.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 37209500.00 34512165.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 230650000.00 157891655.02 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 9000000000.00 9000000000.00 0.0267 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO GS) FIXED INCOME CLEARING CORPORATION (REPO GS) 3.67 N/A N/A 0WB001GF6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corporation (Repo) Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5 N/A 50000.00 39237.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W7RZ0 2054-03-01 5.5 N/A 679499.00 601253.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPCT3 2052-11-01 5 N/A 10000.00 7500.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACRC6 2046-11-01 4.5 N/A 2252000.00 444212.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KNN0 2031-03-01 4.5 N/A 209306.00 5813.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427G3C6 2055-11-01 5.5 N/A 1191647.00 1199138.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWKN2 2054-02-01 5.5 N/A 90635562.00 71870579.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KM76 2030-10-01 4.5 N/A 2200000.00 46272.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426A4B1 2055-02-01 5 N/A 14684914.00 12642132.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HVR0 2055-09-01 6 N/A 13243234.00 12186420.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y1Y95 2048-06-01 4 N/A 750472.00 91068.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYR84 2039-10-01 3 N/A 8765000.00 1259863.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDC4 2052-03-01 2 N/A 101250282.00 66728192.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C6CS6 2053-06-01 5 N/A 5281210.00 4429046.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BRD68 2052-11-01 5 N/A 100000.00 81044.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426VCY6 2055-06-01 5.5 N/A 5006329.00 4899742.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BGAL2 2052-07-01 5 N/A 165000.00 120504.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTQE9 2054-12-01 6 N/A 46483017.00 42894953.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHZ9 2053-08-01 5 N/A 5810205.00 4858556.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFM0 2052-12-01 3 N/A 8000.00 5929.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CRY31 2054-08-01 6 N/A 2126189.00 1713578.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMET8 2051-07-01 3 N/A 360000.00 212426.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425XZY8 2055-01-01 5.5 N/A 1436378.00 1439895.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A3D80 2039-11-01 4.5 N/A 8850000.00 468212.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BRSY1 2052-12-01 5 N/A 8410713.00 7981660.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BUVY0 2053-02-01 5 N/A 151525595.00 116753692.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CFJT7 2053-09-01 5.5 N/A 2736506.00 2274555.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMWH2 2032-06-01 3 N/A 575000.00 60648.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWNJ8 2054-12-01 5.5 N/A 15831264.00 13659490.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WF2D8 2054-07-01 5.5 N/A 10476715.00 9720939.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WL4H4 2039-10-01 6 N/A 1115005.00 757171.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJH76 2036-11-01 3 N/A 70000000.00 12264299.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGS73 2051-01-01 4 N/A 26671.00 13950.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BFC6 2041-08-01 4.5 N/A 1200000.00 75145.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XD5G7 2051-12-01 2.5 N/A 11128750.00 7527193.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6VJ9 2054-11-01 5.5 N/A 10000000.00 9034340.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBME7 2051-05-01 3.5 N/A 105000.00 38840.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QV4L5 2055-01-01 6.5 N/A 22518831.00 21017586.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XN2S2 2052-08-01 4 N/A 720000.00 577458.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTBJ9 2050-10-25 2 N/A 72952000.00 52244412.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQLZ6 2052-10-01 5.5 N/A 574000.00 459142.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NJP99 2053-05-01 5 N/A 2188653.00 1755147.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKWR9 2055-09-01 5.5 N/A 8944337.00 8403123.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M5PN9 2053-05-01 5 N/A 1148034.00 1022543.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DJF8 2034-08-01 6 N/A 76809238.00 433740.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMXS4 2055-09-01 6 N/A 2749188.00 2774942.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6YE4 2055-07-01 5.5 N/A 34394942.00 34583545.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUB1 2041-02-01 4.5 N/A 5272978.00 5243163.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MGLD1 2052-02-01 2 N/A 138000.00 91074.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AK6P5 2054-08-01 6 N/A 50000000.00 38518009.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKG46 2053-01-01 6 N/A 3282186.00 1948157.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRW4 2050-08-01 2 N/A 72425000.00 33283971.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403CH79 2033-10-01 5.5 N/A 1001098.00 11752.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LWAK7 2040-11-01 4 N/A 3533758.00 192393.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3DX4 2054-02-01 5 N/A 35971215.00 34632873.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4R8 2054-04-01 5.5 N/A 2350423.00 1879208.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403GMC3 2033-10-01 5.5 N/A 1001083.00 9339.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GYGZ6 2048-01-01 3.5 N/A 2246736.00 342934.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNUV4 2052-05-01 2 N/A 2536000.00 1837692.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQDZ7 2054-06-01 6 N/A 10000.00 8749.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMUJ3 2050-12-01 3 N/A 5795000.00 4422481.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400SY60 2033-03-01 6 N/A 2000000.00 22104.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389NHK4 2032-04-01 6 N/A 2000000.00 5582.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A94E7 2054-04-01 5.5 N/A 2519720.00 2175606.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXF2 2053-10-01 4 N/A 9759000.00 8212942.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NK2G5 2053-05-01 5.5 N/A 106619.00 94258.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKW30 2053-03-01 6 N/A 6455314.00 4794272.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQ2W6 2054-06-01 6.5 N/A 5300000.00 2953632.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UG71 2033-12-20 3 N/A 695785.00 113333.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AJ4E0 2053-01-20 5 N/A 1261643.00 1017482.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VJQ4 2035-04-20 2.5 N/A 298000.00 57700.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SSV0 2046-12-20 6 N/A 293093.00 37745.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KG2A5 2055-03-20 6.5 N/A 1056705.00 1101823.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L2QT8 2055-08-20 6 N/A 1355189.00 1403164.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M0LN9 2055-09-20 6.5 N/A 4101641.00 4298237.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AKHC3 2040-12-15 4 N/A 1428107.00 209419.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TAQ8 2047-06-20 6 N/A 390000.00 45795.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617VSWM0 2051-10-15 4 N/A 4244934.00 3213656.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FPG5 2041-01-20 4.5 N/A 132534249.00 6432285.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2H8 2053-05-20 4 N/A 725000.00 573504.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YB5L6 2057-05-15 2.74 N/A 9590876.00 8253764.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36181WXF6 2044-02-20 4 N/A 9219492.00 1200268.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.5 N/A 12999680.00 13230454.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JDQH3 2063-07-20 3 N/A 275092.00 245107.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YAR59 2052-03-15 4 N/A 1313090.00 730245.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617BKWV9 2047-10-20 4 N/A 7722980.00 2314231.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180AAF0 2054-09-20 5.5 N/A 200000000.00 157134238.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MQYQ1 2056-02-20 5.5 N/A 1276783.00 1311515.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MW22 2042-10-20 2.5 N/A 6272926.00 1274596.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JKV24 2054-10-20 5 N/A 1513360.00 1312117.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291FVW5 2034-01-20 5 N/A 17159294.00 223194.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LSY21 2055-09-20 6.5 N/A 1294298.00 1356988.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36230UCL1 2041-01-15 4 N/A 928728.00 96384.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L9W33 2055-07-20 6.5 N/A 1073575.00 1117240.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LUAH9 2055-10-20 6.5 N/A 1022048.00 1072008.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LQ5D3 2055-09-20 6.5 N/A 1061088.00 1116746.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XUP66 2052-02-15 4 N/A 324075.00 207462.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L0NM0 2055-06-20 6.5 N/A 1172442.00 883575.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YPJ7 2053-12-20 6.5 N/A 1110000.00 439719.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LYWZ7 2055-12-20 6 N/A 1450085.00 1492859.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YKT0 2053-10-20 6 N/A 50000000.00 29196588.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K8FU5 2055-01-20 6.5 N/A 1627039.00 1326203.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YM2S0 2044-10-20 4 N/A 2451091.00 1317561.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618J5A53 2064-12-15 6 N/A 207486.00 220537.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LHC29 2055-12-20 6 N/A 5333491.00 5542991.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LBUF3 2055-09-20 6.5 N/A 1033047.00 1084000.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176LNV3 2041-08-15 4.29 N/A 90000.00 9673.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AFYV3 2039-12-15 5 N/A 280526.00 9309.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36188CCL3 2045-08-15 4 N/A 2078631.00 328222.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5AB5 2039-10-20 5.5 N/A 6703929.00 5571393.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LYXR4 2055-10-20 6 N/A 1288770.00 1336370.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617HQ3R1 2036-04-20 5 N/A 1036641.00 193044.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAT1 2053-07-20 6 N/A 20000000.00 11288079.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KN7H0 2055-05-20 6.5 N/A 1101552.00 1145992.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YGYG4 2051-01-20 2.5 N/A 2758791.00 1032302.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFJ0 2052-09-20 5 N/A 100000000.00 72813452.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K8QS8 2055-02-20 6.5 N/A 2125857.00 1700713.69 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 100.00 50.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 7100.00 7351.15 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 1000000000.00 1000000000.00 0.0030 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO GS) FIXED INCOME CLEARING CORPORATION (REPO GS) 3.67 N/A N/A 0WB001GG4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corporation (Repo) Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUFS1 2054-09-01 5.5 N/A 30945001.00 28739087.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31322YUG4 2042-05-01 3.5 N/A 3564800.00 131721.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWPQ0 2055-05-01 4.5 N/A 5000000.00 4738439.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUHA8 2048-04-01 4 N/A 2163199.00 1815532.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329MYR5 2043-10-01 4 N/A 475000.00 47874.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEB39 2049-04-01 4.5 N/A 2385100.00 379431.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QBF8 2053-11-01 2 N/A 17814704.00 14429619.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329M4P2 2044-01-01 4 N/A 943447.00 78384.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XJHP0 2042-03-01 3.5 N/A 5211952.00 679291.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVAX3 2049-09-01 3.5 N/A 22990864.00 19464778.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0E57 2053-09-01 4.5 N/A 293000.00 253586.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3WC4 2050-04-01 2.5 N/A 4500000.00 501718.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133LWA36 2051-05-01 2 N/A 390000.00 225628.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WQNW3 2040-09-01 5 N/A 2415773.00 106945.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B9FZ2 2052-04-01 3 N/A 3341673.00 2621172.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H32Y8 2043-01-01 4 N/A 325000.00 32827.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KWK6 2037-02-01 3 N/A 66823765.00 12734982.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426ATB4 2055-01-01 6.5 N/A 8751748.00 6255870.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QFJ6 2055-06-01 6 N/A 35350000.00 32484301.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132KE3D5 2030-05-01 2.5 N/A 92467.00 8202.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CC3F1 2053-08-01 5.5 N/A 11670.00 9649.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BYBN8 2053-04-01 6 N/A 201655.00 135790.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY4H9 2044-12-01 5 N/A 453573.00 382125.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A3HB9 2040-03-01 5.5 N/A 1568159.00 70801.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSLA8 2053-07-01 3 N/A 17799003.00 13840858.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.5 N/A 48966187.00 31014665.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131YA6D7 2048-12-01 3.5 N/A 76000.00 8602.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPZS0 2049-05-01 4 N/A 148600.00 104795.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CABS8 2053-07-01 3 N/A 25000.00 20094.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427P4R2 2053-08-01 5.5 N/A 164924231.00 157030205.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9U54 2033-07-01 3 N/A 444000.00 38180.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XXML2 2047-08-01 3.5 N/A 2041567.00 298032.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XXR86 2047-08-01 4 N/A 1179185.00 319369.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WFKK6 2035-03-01 5 N/A 2783820.00 27416.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWAK2 2056-02-01 5.5 N/A 5031728.00 5172501.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ADZP4 2050-12-01 2.5 N/A 100000.00 38908.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131X1RU7 2033-01-01 2.5 N/A 2976427.00 252681.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUNX1 2054-01-01 4.5 N/A 200000.00 180998.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B6KG4 2052-03-01 3 N/A 6056868.00 4519292.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A0WR3 2032-08-01 6.5 N/A 37954281.00 52949.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJE4 2053-09-01 5 N/A 9014.00 7567.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133LWAH5 2050-01-01 3 N/A 16201464.00 7129056.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NZL6 2046-07-01 3.5 N/A 22750852.00 20269249.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSFP8 2054-07-01 6 N/A 32000.00 27730.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD3L0 2049-01-01 4 N/A 65055000.00 11518524.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AWLK8 2051-11-01 2 N/A 2571625.00 1432676.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMZ3 2054-11-01 6 N/A 12750672.00 9491154.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B66H8 2052-03-01 2.5 N/A 454764.00 328164.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0M58 2053-05-01 4.5 N/A 2350000.00 2039680.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XVQ73 2046-12-01 3 N/A 160922.00 38061.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPQH4 2053-01-01 6 N/A 7192759.00 3956162.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AAYV0 2046-05-01 3.5 N/A 2219955.00 402621.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPL97 2051-12-01 3 N/A 674307.00 491075.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHS5 2053-07-01 5 N/A 22845200.00 18963161.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XJXU1 2037-08-01 3.5 N/A 18203087.00 842342.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQF35 2053-05-01 6 N/A 139771.00 102925.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D3F42 2040-01-01 3 N/A 3205000.00 512343.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY4N6 2045-01-01 5.5 N/A 306000.00 219556.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV5T8 2050-04-01 4 N/A 89000.00 15159.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NMY2 2055-02-01 5.5 N/A 1150000.00 989023.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307DZD1 2028-08-01 3.5 N/A 176575.00 7205.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ASD26 2051-08-01 3.5 N/A 691585.00 471743.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XVFV2 2046-10-01 3 N/A 164393.00 37141.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWPT5 2035-10-01 2 N/A 300000.00 117212.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WKQ84 2046-12-01 3 N/A 278656.00 45068.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WQBA4 2040-05-01 5.5 N/A 1410095.00 247557.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMU6 2054-06-01 6.5 N/A 27549275.00 21924114.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KW83 2037-09-01 3 N/A 93105148.00 12523456.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XMQB4 2043-05-01 4 N/A 114659.00 20755.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5D85 2045-08-01 4 N/A 2353599.00 201335.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329JAT4 2033-09-01 6 N/A 16834448.00 108665.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y0ZS4 2048-04-01 4 N/A 342087.00 36760.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNWE9 2052-03-01 3.5 N/A 98000.00 69964.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132FCEB7 2046-01-01 3 N/A 375000.00 120931.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XF4X3 2032-10-01 4.15 N/A 25410000.00 25534463.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XF3K2 2035-09-01 4.4 N/A 2100000.00 2116142.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACKZ2 2046-01-01 4.5 N/A 50000.00 9049.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B7QR2 2052-04-01 3.5 N/A 85000.00 65075.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFL2 2052-10-01 2.5 N/A 13119982.00 9714065.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WCJ90 2033-06-01 5 N/A 191523.00 6796.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4JU3 2043-08-01 4 N/A 104497.00 10024.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AX3F7 2051-11-01 3.5 N/A 36183.00 27467.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5JD8 2048-03-01 4 N/A 71527444.00 8506214.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XJS76 2035-08-01 4.45 N/A 3469000.00 3507581.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPDD7 2052-06-01 3.5 N/A 17000.00 12758.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31302PM35 2047-10-01 6 N/A 9817734.00 67927.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QA77 2054-09-01 5.5 N/A 10285147.00 10292180.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACHR4 2048-01-01 3.5 N/A 455000.00 79292.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6RP6 2042-10-01 3.5 N/A 266401.00 47912.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y06X5 2048-04-01 4.5 N/A 2015556.00 260475.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XNYX5 2043-09-01 3.5 N/A 245000.00 28326.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H3K51 2042-10-01 4 N/A 4878865.00 543379.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XYLD9 2047-11-01 4 N/A 22398382.00 3230036.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DS3E0 2054-04-01 6 N/A 325000.00 265411.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AN5A8 2051-07-01 2 N/A 7127127.00 4354716.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XJSS0 2035-05-01 4.45 N/A 8800000.00 8910544.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A7ZC6 2050-07-01 3 N/A 30000.00 10204.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JRFJ1 2056-01-01 5 N/A 7335339.00 7505627.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XJSP6 2035-06-01 4.45 N/A 26200000.00 26530981.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H7CW2 2044-02-01 4.5 N/A 1423520.00 243433.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A3D31 2039-04-01 6.5 N/A 1860792.00 18904.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GU2N2 2055-06-01 6 N/A 103105590.00 102443845.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQWL6 2053-03-01 6 N/A 475000.00 331118.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQW28 2053-07-01 5 N/A 500000.00 350583.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NY86 2052-07-01 2.5 N/A 780000.00 642726.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XGKB3 2041-04-01 4.5 N/A 961779.00 74310.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJS68 2043-08-01 3 N/A 2000000.00 325916.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B76Q6 2052-03-01 2.5 N/A 85000.00 59883.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329L6U1 2042-07-01 3.5 N/A 7682639.00 807229.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JNS64 2055-12-01 5.5 N/A 5016700.00 5097010.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQQF6 2053-02-01 6 N/A 955000.00 693948.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WG3Z6 2054-07-01 6.5 N/A 290591.00 199368.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XUFV4 2046-05-01 3.5 N/A 2350000.00 271912.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L8HW8 2036-06-01 2 N/A 1000000.00 487410.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPXK9 2053-03-01 5.5 N/A 33839768.00 25222694.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MWM9 2053-08-01 5 N/A 25405654.00 22870446.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y9XU2 2049-02-01 4.5 N/A 876000.00 173948.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XQSB3 2044-10-01 4.5 N/A 410862.00 37698.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H36Y4 2043-02-01 3.5 N/A 20949659.00 3158549.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128S1NH2 2041-10-01 4 N/A 1464550.00 22762.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5GL3 2047-02-01 3 N/A 1267136.00 261819.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B93M4 2052-04-01 4.5 N/A 2138886.00 1612451.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31334YPZ4 2048-04-01 2.5 N/A 3560000.00 930246.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPQQ4 2052-12-01 4 N/A 500000.00 418751.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132HBVK8 2043-06-01 3.5 N/A 1065263.00 174670.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PQN8 2055-05-01 5 N/A 2624256.00 2314482.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329M7C8 2044-07-01 4 N/A 677519.00 63156.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6CP6 2055-12-01 6 N/A 10919471.00 10686198.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4NH7 2044-07-01 4.5 N/A 1025000.00 64192.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQB39 2053-04-01 5.5 N/A 70000.00 53932.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KUJT5 2045-06-01 6.5 N/A 4383708.00 4181894.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329N5X2 2048-04-01 3.5 N/A 50240572.00 16252770.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AMGK6 2051-06-01 2.5 N/A 53345.00 26221.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XJTD2 2035-09-01 4.4 N/A 14172.00 14276.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y1WR7 2048-06-01 4.5 N/A 1863250.00 395295.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUBZ9 2052-08-01 3.5 N/A 13215103.00 11257960.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A33R9 2039-09-01 5 N/A 3515047.00 87031.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMZF5 2051-11-01 2.5 N/A 702000.00 443203.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WRSV8 2041-03-01 4.5 N/A 1330000.00 72866.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XHBR4 2032-09-01 4.1 N/A 7094000.00 7107678.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNFL2 2052-04-01 3.5 N/A 99000.00 66400.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B4H73 2052-02-01 3 N/A 12827.00 8242.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CVBD5 2054-09-01 6 N/A 4139081.00 2646672.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JM48 2055-04-01 6 N/A 7265181.00 6487943.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D54Q2 2035-02-01 2.5 N/A 10500000.00 1886223.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD5H7 2049-01-01 5 N/A 2254000.00 357652.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRPW8 2053-07-01 5.5 N/A 100000.00 74535.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFC2 2052-11-01 3 N/A 200000.00 149757.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WCJL3 2033-06-01 5.5 N/A 2000000.00 7967.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AAHG2 2036-10-01 4 N/A 116000.00 21116.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y2WY0 2048-08-01 4 N/A 395944.00 93432.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTDB3 2054-05-01 5.5 N/A 200000.00 153898.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5FS9 2046-09-01 3 N/A 977047.00 150982.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XP6C7 2044-05-01 5 N/A 1011334.00 189097.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADGK8 2043-03-01 4 N/A 96932017.00 11333109.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQJ23 2053-05-01 6.5 N/A 200000.00 133093.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329MHJ2 2030-09-01 2.5 N/A 58887.00 5553.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWVQ4 2037-03-01 2.5 N/A 345000.00 202686.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XWS3 2055-09-01 6.5 N/A 1506437.00 1581663.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XVXB6 2047-01-01 3 N/A 1500000.00 422743.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J9HR2 2043-05-01 3.5 N/A 1050000.00 125427.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNTK9 2052-10-01 6 N/A 117848.00 79978.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XVD36 2046-10-01 3 N/A 620000.00 132255.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ALZD3 2051-06-01 2.5 N/A 466000.00 301446.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPQ76 2052-07-01 5 N/A 10900000.00 8322040.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XHB54 2041-08-01 4.5 N/A 450000.00 47359.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACRU6 2048-08-01 4 N/A 2370000.00 290510.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A24H2 2039-03-01 5 N/A 1638000.00 30128.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XJFT4 2042-03-01 3 N/A 2181839.00 223230.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AARE6 2044-12-01 4.5 N/A 106000.00 8197.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KXH2 2037-11-01 3 N/A 50000000.00 6105677.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYW70 2042-06-01 4 N/A 1756100.00 1159373.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM3L7 2052-01-01 3 N/A 24713.00 15798.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426DA69 2055-03-01 6 N/A 7712580.00 6666869.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJJD1 2046-11-01 3 N/A 155000000.00 25908395.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YY84 2031-05-01 4.5 N/A 600000.00 15977.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XEBB9 2051-11-01 3 N/A 15000000.00 9929358.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CGJ7 2047-01-01 3 N/A 226000.00 37885.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FNUD4 2046-11-01 3 N/A 625964.00 210263.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XM2T2 2037-03-01 2 N/A 75000.00 51181.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LJ6K7 2038-04-01 5.36 N/A 9510.00 8942.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NW5K7 2029-12-01 4.67 N/A 11000000.00 11353680.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5GT5 2055-07-01 5.5 N/A 27550431.00 28635703.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN5C2 2042-05-01 3 N/A 100000.00 64041.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NXPW7 2030-02-01 5.07 N/A 8970000.00 9392412.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVBL7 2044-08-01 5.5 N/A 11416932.00 9654467.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNND0 2042-03-01 4 N/A 1777429.00 962522.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LL6D8 2030-11-01 5.3 N/A 1700000.00 1799616.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QM2L7 2042-01-01 3.5 N/A 1108075.00 402154.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CWP5 2033-04-01 4 N/A 1100000.00 70193.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LUY66 2037-05-01 3.5 N/A 1516224.00 33208.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CRH9 2032-11-01 2.5 N/A 200000.00 25520.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPY84 2052-08-01 4 N/A 50000000.00 36707126.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NRHE9 2053-08-01 6 N/A 2840037.00 2056577.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBR2 2049-04-01 3.5 N/A 2700000.00 84979.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHBX9 2046-05-01 4.5 N/A 310000.00 28876.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417DJQ7 2042-10-01 3.5 N/A 6654603.00 471211.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMC79 2052-07-01 2.5 N/A 16000.00 12045.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGX4 2049-10-01 4 N/A 4394648.00 530598.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1MH3 2049-02-01 6 N/A 185000.00 171326.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HBRA8 2048-03-01 4.5 N/A 115000.00 48525.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXYD8 2052-08-01 3.5 N/A 662111.00 440367.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPAW7 2052-05-01 4 N/A 58907870.00 42552785.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATFL5 2054-11-01 5.5 N/A 78884.00 79003.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9DD0 2041-02-01 4.5 N/A 2970000.00 762612.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410G3U5 2037-08-01 6 N/A 12314789.00 169132.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GHR0 2043-05-01 3 N/A 350000.00 62602.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B3GC0 2055-03-01 6 N/A 1188634.00 1054749.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M2SS2 2052-01-01 2.5 N/A 22352.00 14238.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVX7 2036-01-01 2 N/A 10070000.00 4357447.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A6SC5 2041-02-01 4.5 N/A 19800670.00 1363146.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q75J2 2047-12-01 3 N/A 390000.00 135093.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7JQ2 2055-05-01 6 N/A 762347.00 649781.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKGU8 2053-01-01 4.5 N/A 419000.00 311424.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUP67 2054-05-01 6 N/A 44817200.00 38874733.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LJBC9 2029-11-01 5.36 N/A 1176000.00 1240390.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDC1 2052-05-01 2.5 N/A 98032000.00 68364081.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFJ26 2050-10-01 2 N/A 1158824.00 846602.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NAXE8 2053-03-01 5.5 N/A 2900000.00 2395570.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQUB6 2043-12-01 5 N/A 1734000.00 184048.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFLM1 2052-01-01 3 N/A 360000.00 231682.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LKEY5 2033-05-01 4.51 N/A 22489250.00 22217376.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J87H0 2041-07-01 6 N/A 21000.00 5578.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2KJ9 2040-07-01 5 N/A 456065.00 377497.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q94Z3 2048-11-01 4.5 N/A 310000.00 49052.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LLTR2 2030-09-01 4.72 N/A 6500.00 6738.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXDF6 2056-06-01 3.5 N/A 1000000.00 328954.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0XB3 2032-10-01 4.445 N/A 6860000.00 7032668.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMK37 2041-11-01 2.5 N/A 209000.00 133056.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNRP1 2053-06-01 4 N/A 5083365.00 4459703.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NVYT8 2031-08-01 4.82 N/A 1975000.00 2063588.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N1V67 2052-10-01 4 N/A 3119547.00 2515593.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNVT8 2051-12-01 2.5 N/A 23136000.00 17524737.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKAD2 2053-08-01 5.5 N/A 140000.00 122363.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MKC0 2035-10-01 5.5 N/A 3955000.00 15805.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LTJV1 2042-05-01 3.5 N/A 1150000.00 146099.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417FQM3 2043-02-01 3 N/A 9998000.00 2151745.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DP48 2035-06-01 2 N/A 2428358.00 751244.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6A5 2051-11-01 1.5 N/A 118076.00 75359.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LKCN1 2033-04-01 4.385 N/A 6891000.00 7016119.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCJQ0 2039-11-01 4.5 N/A 1149990.00 149930.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XA3P5 2049-08-01 3.5 N/A 27667329.00 10810563.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXT6 2038-06-01 4 N/A 33388635.00 3453182.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DDT6 2049-06-01 4.5 N/A 511426.00 50703.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQLG8 2052-10-01 4 N/A 237297.00 177246.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTS26 2054-01-01 6 N/A 300000.00 184944.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8E35 2048-01-01 3.5 N/A 114000.00 16594.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LXGL3 2052-08-01 4 N/A 800000.00 618897.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPTF6 2052-02-01 3 N/A 200000.00 157330.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419EU64 2040-09-01 4 N/A 1038913.00 47840.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GNKM4 2047-04-01 4 N/A 653503.00 112963.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4XZ4 2047-12-01 4 N/A 1900000.00 315492.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5JS3 2031-12-01 3 N/A 687910.00 76563.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CQ23 2032-10-01 3 N/A 2705722.00 412361.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJGE7 2052-09-01 4.5 N/A 186000.00 137937.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XY5W0 2029-07-01 4 N/A 1348370.00 40351.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKSC5 2053-03-01 4.5 N/A 130000.00 99408.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XSBQ5 2049-02-01 6 N/A 55000.00 48668.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQWF8 2052-11-01 6 N/A 261986.00 198664.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0DT9 2047-07-01 3.5 N/A 49087721.00 41980323.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412PUP4 2039-06-01 4.5 N/A 3478052.00 139845.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NXVR1 2032-03-01 5.61 N/A 1841000.00 1999122.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D4J8 2031-09-01 1.5 N/A 185000.00 73141.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4J0 2048-11-01 4 N/A 2999996.00 107031.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUGS6 2054-11-01 5.5 N/A 682264.00 522156.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YGJ0 2029-10-01 4.5 N/A 5416661.00 63043.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXL91 2053-05-01 2.5 N/A 518314.00 208421.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XHA35 2044-01-01 4.5 N/A 100000.00 15990.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WAKN6 2043-12-01 4 N/A 356257.00 57681.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MRK67 2043-01-01 2.5 N/A 201000.00 36906.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKDF2 2041-04-01 2.5 N/A 60000.00 34024.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FGP45 2032-01-01 2.5 N/A 1500000.00 252394.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYU33 2032-06-01 4.95 N/A 8885000.00 9346566.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPD8 2050-05-01 2.5 N/A 1334000.00 404671.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6M9 2041-11-01 2.5 N/A 270966.00 159803.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLN51 2051-08-01 2.5 N/A 2140506.00 1568742.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3E2 2048-10-01 4.5 N/A 702070.00 56934.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ED72 2052-06-01 3.5 N/A 43966.00 32357.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A6VW3 2054-04-01 5.5 N/A 403321.00 402123.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A5EM6 2053-12-01 6.5 N/A 13080.00 9518.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXHX3 2051-06-01 4 N/A 50173000.00 15504043.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X3CE6 2040-02-01 3.5 N/A 60000.00 20430.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QASP6 2049-03-01 4.5 N/A 1203442.00 117398.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1E68 2056-01-01 5.5 N/A 6891240.00 7086005.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DHL9 2049-11-01 3 N/A 2371000.00 365517.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LVSS9 2051-10-01 3 N/A 18419101.00 11238629.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410CSC7 2036-06-01 6 N/A 14885232.00 198012.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGZV4 2052-04-01 4 N/A 500000.00 322062.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPSB4 2052-07-01 3.5 N/A 69000.00 50518.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8KV7 2056-02-01 4.908 N/A 136612280.00 139116920.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YMB0 2030-03-01 4.5 N/A 8679998.00 108650.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YGY7 2029-10-01 5 N/A 10691601.00 117705.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MCRK2 2042-11-01 3 N/A 325000.00 60716.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JJGP8 2048-12-01 5 N/A 3118485.00 521989.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMNR3 2050-09-01 2.5 N/A 613530.00 446301.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GYK32 2047-09-01 3.5 N/A 1530211.00 241163.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPHU4 2052-06-01 3.5 N/A 16117372.00 11892652.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVL28 2054-10-01 6 N/A 128000.00 110915.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJR34 2032-01-01 3 N/A 1450000.00 192734.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MHSM2 2052-03-01 2.5 N/A 358391.00 240512.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XHAW1 2044-01-01 5 N/A 1270736.00 115280.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN6U1 2052-05-01 3 N/A 101000.00 71406.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEP22 2050-08-01 3 N/A 279331.00 92442.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F0GU2 2046-10-01 3 N/A 39000.00 7102.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6CU2 2055-03-01 5 N/A 10532700.00 10565546.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9US8 2033-11-01 4 N/A 1500000.00 174575.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGJ34 2052-04-01 3.5 N/A 4762062.00 3151723.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CV27 2048-04-01 3.5 N/A 32030000.00 4082111.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1HH9 2052-09-01 3.5 N/A 13091.00 11302.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1BH2 2038-12-01 4.95 N/A 3153000.00 3272269.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407HZH2 2036-06-01 6 N/A 22242487.00 111962.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTEX3 2053-10-01 6.5 N/A 2179517.00 1464585.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MGHY0 2052-03-01 3 N/A 17000.00 11534.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPEL4 2045-02-01 3.5 N/A 4700000.00 974774.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NXMZ3 2032-02-01 4.94 N/A 7286000.00 7660229.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQZX3 2054-09-01 6 N/A 28886.00 20217.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7FD5 2055-09-01 6.5 N/A 34899620.00 32171261.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403T6E9 2033-11-01 7 N/A 5594324.00 35941.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBB7 2034-04-01 4 N/A 863000.00 68712.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LPCJ9 2051-05-01 2.5 N/A 200000.00 136080.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CCK8 2036-10-01 3 N/A 5897000.00 901993.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGTB3 2051-01-01 4 N/A 28000.00 9948.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLJC3 2036-01-01 2.5 N/A 54108.00 30210.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BYV2 2036-02-01 3 N/A 299000.00 35825.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJXL7 2042-09-01 4.5 N/A 1626000.00 57342.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417F4K1 2043-04-01 3 N/A 1158623.00 214776.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MX5R1 2037-07-01 4 N/A 5239091.00 3072796.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BTP1 2045-08-01 3.5 N/A 1725000.00 108470.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388YZT2 2032-03-01 6 N/A 21478327.00 26042.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4K40 2056-02-01 5 N/A 3165415.00 3194679.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JQZL0 2049-08-01 5.5 N/A 1045994.00 94921.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKMW2 2043-02-01 3 N/A 341588.00 56061.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E3C2 2054-03-01 5 N/A 253000.00 221672.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMQ64 2051-11-01 2.5 N/A 200000.00 127653.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417WTW1 2040-02-01 4.5 N/A 1500000.00 97860.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JBW51 2061-01-01 3.5 N/A 15528.00 8439.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NBPD7 2053-02-01 5.5 N/A 300000.00 202915.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MHLB3 2042-03-01 3 N/A 1007129.00 611577.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411JDZ6 2038-08-01 6 N/A 120000.00 8778.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LGCN0 2032-04-01 2.68 N/A 23587000.00 21894551.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NVYL5 2031-08-01 5 N/A 4600000.00 4761343.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QK5J3 2051-06-01 3 N/A 2102000.00 1271484.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B1EN2 2055-02-01 6 N/A 289847.00 252707.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402ETG3 2033-08-01 5 N/A 1150000.00 14033.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3JA8 2052-05-01 3 N/A 79833608.00 70918353.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M5U94 2053-10-01 6 N/A 4260445.00 3603959.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HLPX8 2048-07-01 4.5 N/A 69000.00 24076.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHFF4 2041-11-01 4.5 N/A 14897.00 471.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412XVM3 2037-05-01 6 N/A 500000.00 21300.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NXHD8 2032-01-01 5.08 N/A 18284000.00 19347157.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EUFH7 2046-01-01 3.5 N/A 735000.00 140011.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AWN4 2043-07-01 3 N/A 1000000.00 210782.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411J3A2 2037-03-01 5.5 N/A 4738363.00 41453.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETYS9 2043-01-01 4.5 N/A 9889000.00 1308548.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ84 2052-10-01 5.5 N/A 27000.00 18208.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U2CF8 2056-01-01 5.5 N/A 1099750.00 1128777.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WUD2 2040-09-01 5 N/A 75610.00 5772.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AAV0 2031-12-01 3.5 N/A 11054950.00 442602.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLPS1 2053-06-01 6 N/A 650000.00 448136.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LJBQ8 2032-12-01 4.96 N/A 2057000.00 2166951.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KB4A9 2050-05-01 2.5 N/A 2107000.00 790463.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N7RU6 2052-12-01 4 N/A 15000.00 10933.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQHU2 2037-09-01 4 N/A 2537401.00 1485903.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7QE8 2047-08-01 4.5 N/A 6305360.00 1587109.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HHXS9 2038-09-01 4 N/A 2792440.00 248120.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMZX7 2052-09-01 3 N/A 7000.00 5337.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXU83 2062-03-01 5 N/A 194256.00 139127.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D7D8 2051-12-01 1.5 N/A 130000.00 82621.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRVV4 2054-09-01 6.5 N/A 6566.00 5039.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCGL4 2034-11-01 2.5 N/A 25645542.00 7934981.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BN77 2030-02-01 2.5 N/A 1999000.00 86126.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JNN30 2049-02-01 5 N/A 62627.00 11063.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYL58 2032-05-01 5.54 N/A 1425000.00 1376847.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH3G0 2052-05-01 3 N/A 575000.00 403892.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MFSZ1 2042-11-01 3 N/A 144576.00 23175.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414TRY9 2038-04-01 6 N/A 1170000.00 21218.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7B65 2031-10-01 2.5 N/A 643474.00 133171.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1E92 2056-01-01 5.5 N/A 2090662.00 2171703.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYVR9 2032-07-01 4.43 N/A 14100000.00 14434542.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGZE2 2052-04-01 4 N/A 19926559.00 13109892.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ATCL2 2041-10-01 3.5 N/A 89000.00 14210.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CHM9 2047-03-01 3 N/A 1475882.00 231866.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYMM0 2032-07-01 4.54 N/A 18285000.00 18853405.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXNE8 2059-04-01 5 N/A 28927732.00 12044071.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412PGZ8 2039-04-01 4 N/A 3720219.00 244689.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FEM5 2044-11-01 5 N/A 791098.00 622674.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUFE1 2054-04-01 5.5 N/A 200843165.00 165502512.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJA32 2046-10-01 3.5 N/A 153838.00 26210.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFDB9 2035-06-01 4 N/A 530475.00 173415.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LYEX1 2042-08-01 4.5 N/A 1645472.00 375510.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LYA4 2047-01-01 3 N/A 7838383.00 2886987.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRQ77 2055-12-01 5 N/A 7187693.00 7291288.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385W2S7 2033-03-01 6 N/A 549911552.00 1251950.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNB68 2052-02-01 3.5 N/A 300000.00 199800.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8RT6 2048-03-01 3.5 N/A 16000000.00 5691487.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4K7 2038-11-01 4.5 N/A 71000.00 8013.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LFW4 2033-10-01 6 N/A 19793877.00 114570.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NWQB4 2031-11-01 4.59 N/A 8087000.00 8359159.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJYY3 2052-10-01 4 N/A 75000.00 56640.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CUA0 2048-02-01 3.5 N/A 2468000.00 315857.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A0PW3 2054-03-01 6 N/A 1059683.00 734246.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ED80 2052-06-01 4 N/A 19876192.00 14784777.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KLQA3 2050-08-01 3 N/A 198626.00 85125.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCDW5 2048-11-01 4 N/A 166000.00 67675.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NJ63 2027-09-01 6 N/A 32640000.00 55093.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHQP0 2046-08-01 3 N/A 44124.00 4494.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QAF62 2033-12-01 4 N/A 6245010.00 128559.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ2S1 2052-04-01 3.5 N/A 2896425.00 2038399.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6JG0 2056-02-01 5.5 N/A 2552299.00 2625149.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPNM7 2051-11-01 3 N/A 7052.00 5432.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEA77 2050-07-01 2.5 N/A 513000.00 241592.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQV93 2052-11-01 5.5 N/A 30000.00 24450.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJAP8 2050-10-02 4.5 N/A 722068.00 485832.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7HK8 2035-07-01 2 N/A 400000.00 168105.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHUC4 2054-08-01 5 N/A 1056080.00 1057391.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKSW1 2053-03-01 6 N/A 100000.00 76424.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1XM7 2033-01-01 4.43 N/A 6392000.00 6543327.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XDQU7 2044-03-01 4.5 N/A 1788277.00 292929.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0JP8 2032-08-01 4.68 N/A 14901000.00 15475582.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417VQW6 2040-01-01 4.5 N/A 2103000.00 39986.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8MY0 2050-11-01 2.5 N/A 808000.00 410189.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EKK6 2043-01-01 3 N/A 100000.00 18599.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LLRH6 2029-09-01 5.29 N/A 9000000.00 9454145.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJSB0 2052-07-01 3.5 N/A 107000.00 77894.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKC5 2040-01-01 3 N/A 45000.00 7344.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4 N/A 1850994.00 181270.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGZJ1 2042-04-01 3 N/A 150000.00 103795.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPFJ1 2052-06-01 3.5 N/A 431305.00 308860.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LKDG5 2028-04-01 4.14 N/A 10571000.00 10596400.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENUY3 2044-10-01 4.5 N/A 1447000.00 224083.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMW4 2040-07-01 5.5 N/A 5268744.00 4371542.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8QX8 2050-12-01 2 N/A 3775491.00 2005742.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EU99 2053-08-01 5.5 N/A 424844523.00 326500915.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMV78 2053-07-01 2.5 N/A 758121.00 572430.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8K93 2033-02-01 3 N/A 878321.00 149669.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BNN4 2037-10-01 6.5 N/A 2595000.00 40973.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGJR1 2052-01-01 3 N/A 367859.00 230604.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DGM6 2034-08-01 6 N/A 315582899.00 1956987.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MRXC6 2052-06-01 3.5 N/A 1025499.00 757388.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZ39 2036-06-01 2.5 N/A 215024.00 101181.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6MQ1 2038-11-01 4.5 N/A 345000.00 58448.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H6CD9 2048-01-01 4 N/A 621000.00 102355.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U64Y7 2056-02-01 6 N/A 6273250.00 6631517.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKHN3 2053-01-01 4.5 N/A 281000.00 200792.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412Q7C7 2040-02-01 4.5 N/A 388564.00 17993.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJEX2 2042-06-01 4 N/A 3000000.00 224680.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3AC3 2055-08-01 6 N/A 160000.00 149698.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNVM1 2052-04-01 4 N/A 5258563.00 3600157.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XN2Z6 2054-02-01 6 N/A 20000000.00 16281934.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKW68 2047-05-01 4 N/A 1125000.00 99180.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCYW0 2050-02-01 3 N/A 184536.00 71066.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-09-20 5.5 N/A 10962206.00 11036449.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CVE7 2035-08-15 5 N/A 2310119.00 23344.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXV6 2038-11-20 6.5 N/A 4560000.00 61433.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LEMV1 2055-09-20 6.5 N/A 788124.00 825873.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KWRV7 2055-10-20 6 N/A 1277391.00 1332693.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36197DMT2 2047-03-20 4 N/A 1200366.00 330774.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MBYH4 2056-01-20 6 N/A 1707804.00 1776353.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MQYU2 2056-02-20 5.5 N/A 1256146.00 1291852.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FTBC1 2057-11-15 3.85 N/A 918143.00 855363.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MCFK6 2056-01-20 6 N/A 2244806.00 2340713.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAS3 2053-07-20 5.5 N/A 575000000.00 421907915.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36193PP33 2046-05-20 4 N/A 63000.00 5432.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5 N/A 2100.00 1962.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V6SS8 2056-01-20 5 N/A 3176881.00 3203211.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YEK82 2062-05-15 2.78 N/A 6848720.00 6007413.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FVN3 2041-07-20 4 N/A 9607373.00 165131.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LY4R6 2056-01-20 6.5 N/A 3083102.00 3243759.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XJZ45 2057-07-15 3.58 N/A 17259379.00 15731078.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9GY2 2056-02-20 6 N/A 5802048.00 6009438.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MWNR8 2056-02-20 6 N/A 1871792.00 1938701.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NTJW8 2055-03-20 6.5 N/A 3727883.00 3461029.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFS58 2056-01-20 6.5 N/A 1043009.00 1093358.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296DG77 2038-09-15 6 N/A 44522.00 77.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LM5Z3 2056-01-20 6.5 N/A 1558202.00 1639512.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180UMD8 2033-05-20 3.5 N/A 1316970.00 143132.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5PL7 2055-05-20 6.5 N/A 29443.00 26388.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KGRU4 2055-02-20 6.5 N/A 3268404.00 2274623.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VM23 2035-05-20 2 N/A 2564745.00 356200.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620C4Q86 2040-08-15 4 N/A 2737000.00 109108.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296R6A0 2038-12-15 5.5 N/A 3315041.00 133160.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617Q8ML3 2057-02-15 2.94 N/A 895523.00 781512.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.5 N/A 27515000.00 23644164.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176TPK8 2041-11-15 3.1 N/A 931133.00 113202.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LLTS5 2055-09-20 6.5 N/A 695165.00 729528.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MPX43 2056-01-20 5.5 N/A 1563178.00 1602323.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36181WUL6 2044-07-20 4 N/A 12650515.00 182923.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V1PQ6 2056-01-20 6 N/A 96459205.00 99872606.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FKR6 2040-09-20 6 N/A 492321.00 12834.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HJ4F0 2059-09-15 5.69 N/A 746849.00 791534.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MWMC2 2056-02-20 6 N/A 1241613.00 1286446.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BH9 2056-01-20 6.5 N/A 39500006.00 41392824.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291FR34 2045-10-15 4 N/A 25000.00 8122.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178GJG0 2044-03-20 4 N/A 5510446.00 113235.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36181CCF3 2044-02-15 4 N/A 7000000.00 839310.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WZA9 2052-03-20 3 N/A 100000000.00 64567497.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5RB7 2055-07-20 3.5 N/A 25386.00 23421.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MKBL0 2056-01-20 6.5 N/A 1378567.00 1450656.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M1BV0 2055-11-20 6.5 N/A 1224458.00 1286297.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JDMY0 2064-08-20 3.5 N/A 106633.00 97934.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MTJJ8 2056-01-20 6.5 N/A 1157209.00 1218595.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LLTP1 2055-09-20 6.5 N/A 1017586.00 1067403.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2NZ1 2030-05-20 3 N/A 7725374.00 86423.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5 N/A 64851600.00 48554540.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NS6L8 2055-09-20 6.5 N/A 761393.00 817118.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KGZ92 2055-03-20 6.5 N/A 4259749.00 3001095.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YNT42 2051-07-20 2.5 N/A 1005647.00 783302.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BNS3 2031-06-20 6 N/A 1015.00 1.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MQBR4 2056-02-20 5.5 N/A 4209239.00 4323735.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LECB6 2055-07-20 6.5 N/A 10996703.00 11044230.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LQ4V4 2055-09-20 6.5 N/A 682498.00 722293.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290TYX1 2036-12-15 6 N/A 16480363.00 579279.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M8FX7 2055-12-20 6.5 N/A 1873718.00 1969460.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KUTU1 2055-04-20 6.5 N/A 1266911.00 1321562.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L7YN1 2055-08-20 6.5 N/A 755162.00 791282.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LNCJ9 2055-08-20 6.5 N/A 1217025.00 1147592.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294PBE2 2036-05-15 5.5 N/A 2500000.00 26836.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GHVA6 2066-06-15 5.73 N/A 7867.00 8167.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V4SC8 2056-01-20 5.5 N/A 2205715.00 2303266.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180AAH6 2054-09-20 6.5 N/A 1446.00 705.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MNWS6 2056-01-20 6.5 N/A 8942.00 9451.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WXJ2 2052-02-20 2.5 N/A 290117625.00 183974282.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TNR2 2047-12-20 3.5 N/A 50000000.00 6136865.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFU22 2056-02-20 5.5 N/A 4905017.00 5038454.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5 N/A 270000000.00 250720755.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295QKW9 2038-08-15 5.5 N/A 917202.00 44612.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.5 N/A 164481058.00 93015843.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MSTZ3 2056-02-20 6 N/A 1940620.00 2009986.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPZ6 2037-10-20 6.5 N/A 2000000.00 20923.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JY4H1 2054-12-20 5 N/A 2130057.00 2123991.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MB6H5 2056-02-20 6.5 N/A 1915644.00 2017271.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617W9RP0 2057-06-15 3.81 N/A 159427.00 147456.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178GE42 2027-07-15 3 N/A 126094.00 1036.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WTX6 2051-12-20 2 N/A 52067923.00 31485005.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AGRD3 2057-12-15 4.82 N/A 4570430.00 4527189.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WKQ0 2036-07-20 2 N/A 1474720.00 963349.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LUJ80 2055-12-20 6 N/A 1549492.00 1621336.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36194HQF2 2057-04-15 2.79 N/A 244493.00 212101.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5 N/A 520345.00 503625.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5ES4 2055-01-20 4 N/A 6531825.00 6105311.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TV69 2048-04-20 4 N/A 101000.00 7962.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296UM72 2039-01-15 5.5 N/A 200000.00 9447.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5MS5 2055-05-20 6.5 N/A 3908.00 2939.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36194HQG0 2057-10-15 4.07 N/A 19794593.00 18646561.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LEVR0 2065-07-20 3.5 N/A 273156.00 252903.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KSN73 2060-11-15 5.59 N/A 9491000.00 10091921.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WG69 2051-06-20 4 N/A 84947840.00 37199327.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V1SF7 2055-12-20 5 N/A 1049042.00 1056587.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LHAP0 2055-11-20 6 N/A 1121884.00 1165250.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LSPQ8 2055-10-20 6.5 N/A 4005861.00 4174260.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MCFL4 2056-01-20 6 N/A 1089926.00 1140461.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L2G77 2055-06-20 6.5 N/A 2389492.00 2491754.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LEM33 2055-08-20 6.5 N/A 887358.00 932923.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MCFN0 2055-12-20 6 N/A 1430032.00 1481147.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LG3X3 2055-11-20 6 N/A 10113431.00 10144510.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MAYW3 2055-11-20 6 N/A 2422937.00 2517689.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LM6C3 2056-01-20 5.5 N/A 2585739.00 2666029.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V3CF0 2056-02-20 6 N/A 1086044.00 1124865.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LYB49 2060-11-15 5.49 N/A 5416417.00 5751238.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ARHN4 2040-09-15 4 N/A 135000.00 13810.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180X5D1 2034-02-20 3.5 N/A 1414098.00 52671.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L1B74 2055-05-20 6.5 N/A 1654131.00 1726656.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LSZU8 2055-09-20 6 N/A 7604755.00 7853367.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD2H0 2048-06-15 3.5 N/A 37340755.00 33702307.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36230RZB5 2040-12-15 4 N/A 2282334.00 342918.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F0WL1 2057-07-15 4 N/A 12703.00 11924.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MAA25 2055-10-20 6.5 N/A 7326.00 7674.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AACB8 2049-01-20 5 N/A 300000.00 49512.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9BB7 2056-01-20 6 N/A 639835.00 662005.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W3Y2 2037-05-20 1.5 N/A 163515.00 97112.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LYLP1 2055-10-20 6 N/A 541894.00 558020.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K8RF5 2055-03-20 6.5 N/A 8783978.00 7175400.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LG3V7 2055-11-20 6 N/A 10130045.00 10450107.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9CG5 2056-01-20 6 N/A 872357.00 902689.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MWMF5 2056-02-20 6 N/A 2012068.00 2083990.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.5 N/A 3145.00 2569.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YYY4 2054-06-20 6.5 N/A 7332.00 3348.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WZC5 2052-02-20 4 N/A 184000.00 121069.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TQP3 2048-01-20 3.5 N/A 250000000.00 29250012.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9A69 2056-01-20 6 N/A 3760820.00 3891418.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V0LR0 2055-12-20 5 N/A 1216617.00 1225196.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LELX8 2055-12-20 6.5 N/A 4261.00 4497.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LQ4Y8 2055-09-20 6.5 N/A 892744.00 936045.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NWGB0 2056-02-20 6.5 N/A 1526625.00 1607613.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAFV1 2049-03-20 5 N/A 10690000.00 1619314.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LWGV8 2055-09-20 6 N/A 2226743.00 2304146.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2ST0 2045-11-15 4 N/A 10878576.00 685836.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WSZ2 2036-12-20 1.5 N/A 82116.00 41875.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L5NX5 2055-08-20 6.5 N/A 1265809.00 1328093.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V2VN4 2056-01-20 5 N/A 1701600.00 1719425.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JENX9 2054-10-20 5 N/A 1141736.00 1130116.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LG4S3 2055-12-20 6 N/A 10118086.00 10458782.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TG33 2047-09-20 3 N/A 263032229.00 37983492.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617W9RN5 2057-06-15 3.9 N/A 8707.00 8115.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HPQW5 2064-06-20 4 N/A 496678.00 473149.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YS21 2047-08-20 3.5 N/A 39000000.00 28842409.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9CK6 2056-01-20 6 N/A 3085391.00 3192530.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FURS6 2062-08-20 5.5 N/A 12241000.00 5185125.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NRT68 2055-04-20 6.5 N/A 1111248.00 1104721.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WP93 2051-10-20 2 N/A 88000.00 51859.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNJ1 2052-12-20 6.5 N/A 77350000.00 26773875.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YPH1 2053-12-20 6 N/A 100000000.00 51952198.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AWS92 2041-01-15 4 N/A 110174.00 9301.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L9TA1 2055-07-20 6.5 N/A 810468.00 848186.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MAU72 2055-10-20 6.5 N/A 3048972.00 3262787.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NYYC4 2055-10-20 6 N/A 16944977.00 17615150.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36181CGS1 2044-04-15 4 N/A 27032005.00 1679731.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LFBC2 2055-09-20 6.5 N/A 757241.00 793620.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K5LK6 2054-12-20 5 N/A 1359451.00 1356186.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BNFL2 2065-04-15 5.34 N/A 20000.00 20861.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BNFW8 2059-07-15 5.82 N/A 1690.00 1802.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MMT86 2056-02-20 5.5 N/A 2120076.00 2177753.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L7DB0 2055-06-20 6.5 N/A 1431118.00 1496538.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YB5P7 2057-07-15 2.8 N/A 7635920.00 6609233.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KP5H7 2055-03-20 6.5 N/A 26253565.00 15606735.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VXX3 2050-11-20 2 N/A 10123000.00 4799432.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TVS1 2048-03-20 3 N/A 570306.00 38903.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LGZE0 2055-11-20 6 N/A 865756.00 871880.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K3SJ7 2055-02-20 6.5 N/A 2158495.00 1533347.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617HU2Z5 2048-12-20 5 N/A 1000000.00 134619.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MMM26 2056-02-20 5.5 N/A 7335.00 7534.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A9S93 2039-09-15 4 N/A 981050.00 60990.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K3RC3 2055-02-20 6.5 N/A 970112.00 937941.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296JUH6 2039-09-15 5 N/A 10145.00 609.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617WRQL0 2057-05-15 2.46 N/A 10882.00 9214.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LF68 2040-02-15 5 N/A 190000.00 14289.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9HE5 2056-02-20 6 N/A 1164751.00 1210621.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KT40 2038-08-15 5 N/A 6883614.00 81974.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NYZX7 2055-10-20 6 N/A 3161972.00 3286575.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENX3 2037-07-20 6 N/A 2143978.00 21526.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KGRE0 2055-02-20 6.5 N/A 869465.00 854734.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M83K8 2056-01-20 5.5 N/A 1597727.00 1639440.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NH2R3 2055-03-20 6.5 N/A 1070693.00 663809.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 12001.00 7810.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YU85 2054-04-20 6.5 N/A 103245000.00 45202341.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KPK8 2035-04-15 5 N/A 3342.00 85.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ARYL9 2041-01-15 4 N/A 5250000.00 162675.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N55H8 2041-01-20 5.5 N/A 67205.00 68660.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617Y9FC0 2057-06-15 2.88 N/A 2393765.00 2083251.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UZT2 2049-09-20 3.5 N/A 221930000.00 25557782.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210EE70 2041-11-15 4 N/A 870000.00 111520.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F93C4 2057-08-15 2.95 N/A 37060947.00 32377264.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176EQE4 2026-12-15 3.5 N/A 812418.00 6817.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MWKQ3 2056-02-20 5 N/A 8635.00 8732.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178YC94 2042-11-20 4 N/A 39892424.00 3377867.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211D7M6 2035-01-15 5.5 N/A 5545000.00 140176.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36177VAE2 2042-04-15 2.99 N/A 995620.00 190334.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KYE54 2055-06-20 6.5 N/A 767816.00 801186.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FEQ38 2057-08-15 3.75 N/A 2684278.00 2475442.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NTP35 2055-04-20 6.5 N/A 34811953.00 30473432.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LECL4 2055-07-20 6.5 N/A 12818576.00 11853724.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFXH6 2056-02-20 5.5 N/A 1132348.00 1163149.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAEU4 2048-05-15 4 N/A 251462.00 21340.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NDD0 2034-03-20 5 N/A 1553941.00 9275.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FK2K2 2057-08-15 3.56 N/A 7300408.00 6647898.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MYTY3 2056-02-20 6 N/A 2859855.00 2962081.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KYPM5 2055-06-20 6.5 N/A 1240008.00 1297217.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TNQ4 2047-12-20 3 N/A 1000.00 138.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AKFT8 2040-04-15 5 N/A 90000.00 8451.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7A1 2039-07-20 5 N/A 32212.00 83.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NLY40 2055-04-20 6.5 N/A 1961295.00 1964254.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ES91 2038-05-20 5.5 N/A 317994.00 3741.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFRU4 2056-01-20 6.5 N/A 1657854.00 1774353.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LSD57 2055-10-20 6.5 N/A 1629690.00 1725879.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L7C88 2055-06-20 6.5 N/A 1273376.00 1331897.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YLHX5 2049-05-20 5 N/A 1091508.00 902779.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEAV8 2052-04-20 3 N/A 124646000.00 110852831.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHU3 2052-09-20 2.5 N/A 53287508.00 33507554.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MWZJ3 2056-02-20 6 N/A 1448174.00 1501281.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LEY71 2065-07-20 2 N/A 427645.00 338679.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L75L7 2055-07-20 6.5 N/A 1784431.00 1846636.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V4X5 2051-01-20 3.5 N/A 269063678.00 100022866.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V5Z45 2056-01-20 5.5 N/A 2125755.00 2221843.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YPF42 2057-08-15 3.7 N/A 10359.00 9464.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.5 N/A 300859003.00 291893508.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MJ2X7 2056-02-20 6 N/A 5367655.00 5575803.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295QWM8 2037-11-15 6 N/A 6669623.00 54434.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L75Q6 2055-07-20 6.5 N/A 3570.00 3732.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LS6E6 2055-10-20 6 N/A 3894341.00 4043285.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178YWR2 2043-04-15 2.5 N/A 75034.00 23045.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241L3E4 2041-02-15 5 N/A 142203.00 8490.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MUTM7 2056-02-20 6 N/A 1968682.00 2032960.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617ADTN8 2047-05-20 5 N/A 1498293.00 316129.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V2SM0 2055-12-20 6.5 N/A 1950049.00 2049464.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQX7 2053-01-20 5.5 N/A 13000.00 8353.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179HVY4 2042-10-20 4 N/A 710000.00 68067.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9BA9 2056-01-20 6 N/A 3738383.00 3867540.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36184NE31 2045-04-15 4 N/A 2101088.00 383919.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MAU64 2055-10-20 6.5 N/A 2343050.00 2510051.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WBY3 2051-03-20 2.5 N/A 83098870.00 39924419.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MCE8 2027-05-20 3.5 N/A 1700006.00 7514.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N0CX6 2056-02-20 6.5 N/A 1486934.00 1565816.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5RH4 2055-07-20 6.5 N/A 1046423339.00 1029475750.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YEKX7 2056-03-15 2.98 N/A 3123029.00 2730074.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617UBTN0 2061-01-15 5.1 N/A 13500000.00 13975578.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FXA82 2057-11-15 4.3 N/A 7806666.00 7468725.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F6YS1 2057-11-15 4.2 N/A 12573200.00 11956976.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K8QT6 2055-02-20 6.5 N/A 3181968.00 2576053.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 1955.00 1965.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XND4 2052-12-20 4 N/A 219000.00 171642.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292DN32 2035-09-15 5 N/A 10000000.00 168519.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.5 N/A 28474.00 28979.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NLTQ7 2055-03-20 6.5 N/A 641198.00 611697.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9G63 2056-02-20 6 N/A 1182802.00 1226156.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NXT65 2055-12-20 6.5 N/A 1291181.00 1357553.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295SB96 2037-11-15 5.5 N/A 10000000.00 86233.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KK31 2036-09-15 5 N/A 23491.00 451.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MYUJ4 2056-02-20 5.5 N/A 1967511.00 2024640.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F7NF9 2057-09-15 4.1 N/A 982143.00 926403.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LEXY3 2065-07-20 2.5 N/A 253810.00 212724.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AMCF7 2040-05-15 5 N/A 14857000.00 556883.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.5 N/A 35840.00 16679.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NRTW1 2055-04-20 6.5 N/A 3867940.00 2870455.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KNRK1 2055-06-20 6.5 N/A 4667966.00 4438421.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FQGK4 2058-02-15 5.5 N/A 2927075.00 3009561.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NQB7 2028-10-20 3 N/A 331825.00 9271.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9G71 2056-02-20 6 N/A 5893376.00 6104914.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.5 N/A 11000.00 8637.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YEK41 2057-05-15 2.8 N/A 6060162.00 5236846.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AAAU2 2040-01-15 5 N/A 81000.00 10485.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5VS5 2055-08-20 6 N/A 398870.00 402428.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M7L61 2055-10-20 6.5 N/A 1386434.00 1456921.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176RJF0 2041-10-15 4 N/A 9515000.00 466984.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.5 N/A 11101.00 8171.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NWAV2 2056-01-20 5.5 N/A 1840620.00 1888566.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VW71 2031-02-20 3.5 N/A 3113.00 1009.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V3CZ6 2056-02-20 5.5 N/A 1353485.00 1390306.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F0WY3 2058-01-15 4.45 N/A 13753280.00 13311748.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36230UEK1 2041-01-15 4 N/A 1735322.00 110102.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NSXA2 2055-08-20 6.5 N/A 756589.00 795653.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291FVW5 2034-01-20 5 N/A 554672.00 7214.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179T2A2 2048-06-20 6.5 N/A 82690.00 7739.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BF3 2056-01-20 5.5 N/A 8615.00 8781.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KVDK8 2055-06-20 6.5 N/A 767598.00 802704.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFRR1 2056-01-20 6.5 N/A 2076473.00 2222575.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NL7C2 2055-05-20 6.5 N/A 1064565.00 921648.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211LFV9 2041-11-20 4 N/A 2545991.00 122441.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179ULU4 2034-01-20 4.5 N/A 420192.00 36366.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LUHM1 2055-10-20 6 N/A 2257290.00 2348395.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36193BMR4 2046-03-20 4 N/A 2734440.00 385200.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KGZ84 2055-03-20 6.5 N/A 1195094.00 901852.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5 N/A 4000.00 3727.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9BH4 2056-01-20 6.5 N/A 1006328.00 1058761.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NWAZ3 2056-01-20 6 N/A 2302873.00 2394492.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JKVX6 2054-10-20 5 N/A 1137476.00 1127578.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKB4 2036-08-20 6 N/A 1000000.00 7518.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFS33 2056-01-20 6.5 N/A 1008448.00 1060590.49 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 100.00 51.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 100000.00 101610.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PV3 2026-03-19 0 N/A 900.00 898.46 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 6000000000.00 6000000000.00 0.0178 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO GS) FIXED INCOME CLEARING CORPORATION (REPO GS) 3.67 N/A N/A 0WB001GH2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corporation (Repo) Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XKUR8 2042-11-01 3 N/A 114924.00 19414.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRCR3 2053-05-01 6.5 N/A 200000.00 118553.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C6VJ5 2053-07-01 5 N/A 128795.00 121144.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9GX6 2041-12-01 2 N/A 29495560.00 18437612.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTMA5 2052-07-01 3.5 N/A 354710.00 299260.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NSB6 2055-04-01 6 N/A 314959.00 273288.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DKH3 2055-09-01 6.5 N/A 1002960.00 1072419.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BA7H8 2052-05-01 3 N/A 114920.00 94828.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132HATP2 2042-12-01 4 N/A 15028860.00 1873106.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y2B31 2048-07-01 4.5 N/A 4458480.00 225713.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UHU1 2055-08-01 6.5 N/A 6738010.00 7020654.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BAHF1 2052-04-01 4 N/A 584482.00 383580.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNXP3 2052-08-01 3.5 N/A 3300000.00 2182006.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31334W5T4 2049-07-01 4.5 N/A 1718314.00 200475.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CZK2 2055-10-01 6 N/A 15361312.00 15281228.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSZR6 2054-04-01 5.5 N/A 24914320.00 20057933.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNYR8 2052-03-01 2.5 N/A 73235.00 49110.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CC5R3 2053-09-01 6 N/A 116047.00 97931.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GFJ9 2055-04-01 6 N/A 9660640.00 7673781.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329H7A3 2033-04-01 6 N/A 31433536.00 155451.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQ3W4 2053-08-01 6 N/A 2900000.00 2028331.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6A75 2036-12-01 1 N/A 4532816.00 2640749.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVHA2 2055-08-01 7 N/A 84665088.00 77582288.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRKT0 2053-06-01 6 N/A 495094.00 435061.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVBT1 2054-12-01 5 N/A 2391924.00 2233357.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KR6P4 2053-09-01 6 N/A 666000.00 532448.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H7EG5 2046-01-01 4 N/A 2800000.00 739245.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WECK8 2034-05-01 5 N/A 8001800.00 67538.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5JN6 2048-05-01 4 N/A 134496000.00 10665476.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128S2R86 2042-10-01 3 N/A 2500000.00 163213.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WRBK0 2039-09-01 5.5 N/A 2019216.00 49469.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM6A8 2052-02-01 3.5 N/A 57000.00 36221.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AD6H4 2051-01-01 2 N/A 223000.00 125584.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329NXY9 2047-12-01 4 N/A 201730880.00 20665208.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KHER3 2049-12-01 3 N/A 36773880.00 7266218.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C1LG3 2053-04-01 3 N/A 836000.00 601355.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WF6X0 2054-06-01 5.5 N/A 1214204.00 1218597.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CTPM5 2054-09-01 5.5 N/A 13811296.00 10823521.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PEA9 2055-05-01 6.5 N/A 1656796.00 1736167.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFZ1 2053-01-01 3 N/A 61773184.00 47476876.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XYRE1 2047-12-01 3.5 N/A 3208680.00 541363.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCHJ6 2054-05-01 4.5 N/A 421841.00 408499.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNX57 2052-03-01 2.5 N/A 215033.00 144497.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PD68 2050-06-01 3 N/A 51163264.00 44781774.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0VP4 2053-10-01 6 N/A 236000.00 185534.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACY46 2047-10-01 3 N/A 135000.00 32683.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BMMY8 2052-09-01 5 N/A 7143872.00 6143745.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C6LX5 2053-06-01 5 N/A 17691264.00 15743506.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMB6 2054-08-01 6 N/A 5493480.00 3807946.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A6D40 2050-05-01 3.5 N/A 1057570.00 155512.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H7D76 2043-01-01 3 N/A 65000000.00 11189930.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMRN7 2048-06-01 3.5 N/A 1908714.00 766267.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427C2B8 2055-10-01 6 N/A 997626.00 940892.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133STU26 2034-10-01 4.5 N/A 9046500.00 2274750.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L8JQ9 2036-06-01 2 N/A 2232904.00 1076125.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9MX9 2039-05-01 3.5 N/A 2674328.00 1812139.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132G7CD5 2032-10-01 3.5 N/A 425000.00 32227.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B5H88 2052-02-01 3.5 N/A 1620880.00 1162213.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WET42 2054-06-01 6.5 N/A 3172884.00 2784784.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426USY1 2055-08-01 6.5 N/A 1854680.00 1939783.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XTMP2 2045-10-01 4.5 N/A 4567816.00 345310.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A2JY9 2034-10-01 6 N/A 5000000.00 317177.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BHHG4 2052-08-01 4.5 N/A 445248.00 326448.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WRCU7 2037-05-01 5.5 N/A 1011950.00 42803.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B3ZF7 2052-02-01 2.5 N/A 200000.00 131019.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQNQ5 2053-02-01 3.5 N/A 1417260.00 1044854.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKLQ0 2050-11-01 2.5 N/A 51000.00 25058.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MPA3 2052-02-01 2 N/A 39201000.00 29995770.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQJ31 2053-01-01 5 N/A 1173000.00 844698.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C5VR9 2053-06-01 3 N/A 60000.00 44487.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C84G7 2053-08-01 5.5 N/A 1878532.00 1701713.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128S1FY4 2041-05-01 5 N/A 1594590.00 49629.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31339U2Y5 2049-11-01 3.5 N/A 14065584.00 6222185.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTT26 2054-07-01 6.5 N/A 300000.00 227473.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CXKV3 2037-08-01 2.5 N/A 49000.00 37735.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L8JA4 2036-05-01 3 N/A 5168408.00 2449125.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128RXAR5 2036-08-01 3 N/A 940254.00 261294.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AUA73 2051-10-01 3.5 N/A 994260.00 861608.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BS5C2 2052-12-01 3.5 N/A 107000.00 81046.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XX4X6 2047-10-01 4.5 N/A 21163.00 7651.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WL4U5 2039-11-01 4.5 N/A 1633300.00 1374655.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XCR80 2048-03-01 4 N/A 800000.00 185890.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427LDC4 2055-12-01 5.5 N/A 2568000.00 2614782.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPTB4 2053-02-01 5 N/A 586000.00 475788.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMDV4 2049-10-01 3.5 N/A 18606464.00 3834563.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CRK44 2054-08-01 5.5 N/A 1050134.00 1061112.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AACD4 2034-01-01 3.5 N/A 1655486.00 226972.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A0T20 2050-01-01 3.5 N/A 3628200.00 1781102.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A06V3 2035-04-01 6.5 N/A 25000000.00 188554.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADXZ6 2049-01-01 5 N/A 2200000.00 187923.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNZY2 2052-10-01 5 N/A 2499800.00 1835874.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XVYU3 2047-01-01 3 N/A 355164.00 48979.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KGNJ3 2049-09-01 3 N/A 300000.00 103185.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RHA1 2047-09-01 3.5 N/A 150533632.00 142710009.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BEX81 2052-06-01 4 N/A 788290.00 602423.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMRZ0 2047-07-01 4 N/A 2573636.00 975281.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNHG1 2052-07-01 4 N/A 6765000.00 4828590.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPYG7 2053-04-01 5.5 N/A 1400000.00 1053727.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AA2C7 2046-06-01 4 N/A 850000.00 135437.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C37A8 2053-05-01 5 N/A 1072330.00 1038398.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWG72 2053-05-01 4.5 N/A 989000.00 811160.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.5 N/A 134178304.00 110167499.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B2KQ1 2052-01-01 2.5 N/A 26195776.00 20389325.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XUGS0 2046-05-01 4 N/A 689563.00 113027.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GK46 2055-04-01 6.5 N/A 25263320.00 21512733.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D1BA6 2054-11-01 5.5 N/A 10229920.00 10470764.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UJN5 2055-07-01 6.5 N/A 1514238.00 1572897.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AAA95 2033-12-01 4.5 N/A 622000.00 38144.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JQVX4 2055-12-01 6 N/A 1530000.00 1610368.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCQ4 2051-11-01 3 N/A 18102.00 10607.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSFL1 2053-09-01 5 N/A 100000.00 88544.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6CA9 2055-11-01 5.5 N/A 75000.00 73711.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPUU0 2053-01-01 5 N/A 60000.00 46637.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WNX25 2040-01-01 5 N/A 1514278.00 90653.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BTKL3 2053-01-01 6 N/A 1064844.00 674063.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CCKZ8 2053-09-01 5.5 N/A 299970.00 251101.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUTS2 2055-05-01 6 N/A 125836672.00 120925214.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSCJ2 2056-01-01 5.5 N/A 4543880.00 4641259.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AAM92 2043-10-01 3 N/A 513000.00 115272.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNUW1 2043-04-01 3 N/A 1520574.00 977286.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JQHC6 2055-12-01 5 N/A 3345632.00 3393013.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JRU47 2056-01-01 5.5 N/A 4519592.00 4606340.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MLR0 2055-02-01 5.5 N/A 96336896.00 83669762.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BG3Y2 2052-08-01 4 N/A 6707750.00 5515551.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WC4Q8 2033-10-01 5 N/A 1500000.00 24795.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ADJ64 2050-12-01 2.5 N/A 91030.00 38055.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XPQF8 2044-01-01 3.5 N/A 211210.00 50500.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A0K78 2050-01-01 3 N/A 8230340.00 1928720.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 127020416.00 95964859.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSCH3 2053-08-01 5.5 N/A 4087440.00 3383146.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CUDB9 2054-09-01 5.5 N/A 1954956.00 1854921.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A2MG4 2038-06-01 6 N/A 6572872.00 111050.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JR4X2 2056-01-01 5.5 N/A 1092124.00 1131438.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CGAC1 2053-10-01 6 N/A 8769792.00 5729650.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B2R68 2052-01-01 3 N/A 800000.00 475133.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WNF23 2047-05-01 4 N/A 24956640.00 4055350.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTZK5 2054-11-01 5.5 N/A 153872.00 136164.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNMM2 2052-02-01 3 N/A 127000.00 85480.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JQRB7 2055-12-01 6 N/A 1016736.00 1072947.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJTZ3 2044-01-01 4 N/A 3457224.00 241526.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9GU2 2041-12-01 2 N/A 60000.00 37614.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWE66 2052-10-01 4.5 N/A 6434000.00 4988637.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTZG8 2054-07-01 6 N/A 1657194.00 1309842.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPRD2 2052-12-01 6 N/A 600000.00 430178.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CFPK9 2053-10-01 5 N/A 215914.00 177482.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KUKL0 2045-08-01 6 N/A 1473404.00 1516654.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XPSR0 2044-02-01 5 N/A 1070124.00 327400.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6V71 2043-02-01 3.5 N/A 25470440.00 2862549.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XXJ28 2047-08-01 4 N/A 3698124.00 404103.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133GFP90 2036-11-01 1.5 N/A 33363.00 12056.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y2Q50 2048-08-01 4.5 N/A 4000000.00 808433.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTWK2 2054-09-01 6 N/A 169000.00 139692.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWL35 2054-07-01 5.5 N/A 1039246.00 849796.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY5C9 2045-05-01 5 N/A 15066752.00 13257756.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31302US46 2047-11-01 6 N/A 19855420.00 489822.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329H6U0 2033-03-01 6 N/A 48990592.00 214904.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVBZ7 2044-12-01 5 N/A 26934944.00 23921890.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KE50 2055-11-01 5.5 N/A 1595950.00 1624044.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WLPY8 2038-06-01 5 N/A 1236000.00 29095.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UZF4 2055-07-01 5 N/A 1382854.00 1395418.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWWF7 2037-03-01 2.5 N/A 139000.00 83212.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5HB4 2047-07-01 3.5 N/A 171633.00 17922.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CSS44 2054-08-01 5.5 N/A 1010676.00 664836.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JNXF8 2055-12-01 5.5 N/A 2437276.00 2482339.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WCVZ8 2033-09-01 6 N/A 10275120.00 88096.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KQF4 2032-04-01 4 N/A 150000.00 9768.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEJJ6 2049-05-01 5.5 N/A 5544520.00 207981.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQGQ3 2052-12-01 6 N/A 1025000.00 718246.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CHY58 2053-11-01 6 N/A 1004240.00 529554.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPAJ7 2052-09-01 4.5 N/A 2343000.00 1749081.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WHY58 2046-10-01 3 N/A 563020.00 99935.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPWS3 2052-08-01 4 N/A 2599000.00 2241124.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMVL6 2051-10-01 2.5 N/A 188000.00 117084.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQGL4 2051-03-01 2 N/A 250000.00 171294.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MT35 2054-08-01 5 N/A 26765568.00 25480463.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132FTAF5 2033-01-01 3.5 N/A 8003760.00 683225.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY5Q8 2045-07-01 5.5 N/A 69273216.00 59342699.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.5 N/A 139264256.00 110495635.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNA29 2052-09-01 3 N/A 1248000.00 956087.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADPF9 2048-11-01 5 N/A 432436.00 34679.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WM4L7 2039-07-01 4 N/A 707563.00 20532.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132G7KY0 2033-04-01 3.5 N/A 1265876.00 71778.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BPX29 2052-11-01 5 N/A 2000000.00 1653826.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWD30 2055-12-01 5.5 N/A 98896640.00 100056522.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3VW1 2050-02-01 3 N/A 105000.00 11349.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CRRV7 2054-08-01 5.5 N/A 2467340.00 2285404.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMQ3 2054-10-01 4.5 N/A 1570000.00 1463682.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426FM20 2055-03-01 6.5 N/A 4123760.00 3449854.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUJ24 2053-11-01 5.5 N/A 27820992.00 24856709.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425XWB1 2055-01-01 5 N/A 923134.00 882197.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KHTT3 2050-03-01 3.5 N/A 51840.00 14173.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6A60 2055-07-01 6 N/A 8228992.00 7199961.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNVT7 2052-03-01 3 N/A 17520000.00 11487040.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427N2G3 2054-11-01 6.5 N/A 74116096.00 62938200.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A3NX4 2041-02-01 4 N/A 275000.00 24343.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHG1 2053-06-01 5.5 N/A 3703956.00 2821420.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329NXL7 2047-12-01 4 N/A 108682624.00 10781101.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYYT0 2043-01-01 6.5 N/A 115484.00 47108.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XYYQ6 2047-12-01 3.5 N/A 4739120.00 1174054.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BGS90 2052-07-01 3.5 N/A 56951.00 43697.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSSZ6 2054-03-01 6 N/A 1500000.00 1170209.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MFV62 2034-01-01 3 N/A 200000.00 26623.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128K5ZE5 2035-02-01 6 N/A 9395328.00 345480.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XYJE0 2047-11-01 3.5 N/A 11947680.00 5009156.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CQ7F6 2054-07-01 5 N/A 2613008.00 2340777.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5JX4 2048-07-01 4 N/A 184922368.00 13369770.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LNU4 2055-04-01 5.5 N/A 5750368.00 5837338.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31302PM84 2047-11-01 6 N/A 20768256.00 122902.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADVQ8 2044-12-01 4.5 N/A 178000.00 46257.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMM4 2053-06-01 5 N/A 1926000.00 1517964.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5EL5 2045-11-01 4 N/A 21461440.00 2069287.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132HC4C4 2044-08-01 4 N/A 2004316.00 755711.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AAQX5 2045-01-01 4.5 N/A 1000000.00 137482.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJRX2 2050-07-01 2.5 N/A 1008000.00 464274.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A12C7 2037-10-01 6 N/A 23263648.00 95431.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PG65 2050-01-01 3 N/A 72481536.00 64267333.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CASN1 2053-08-01 5.5 N/A 3968216.00 3030136.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XT3C2 2046-02-01 4 N/A 17859488.00 6082591.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31346YD75 2049-11-01 3.5 N/A 3612692.00 1480250.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31322YSU6 2039-01-01 6 N/A 5646576.00 492715.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNU84 2051-05-01 2 N/A 49000000.00 32368703.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0M25 2053-04-01 5 N/A 146000.00 126213.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133LWA85 2051-09-01 2 N/A 390000.00 200744.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MJ52 2055-05-01 5.5 N/A 3900096.00 3952831.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JS4T9 2056-01-01 6 N/A 3058950.00 3230816.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RUB4 2052-03-01 2.5 N/A 70482688.00 62149558.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY5K1 2045-06-01 5.5 N/A 43924096.00 37916960.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNEW9 2052-06-01 3.5 N/A 5822000.00 4132589.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HV74 2055-09-01 6 N/A 4068064.00 4262777.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PFZ3 2055-05-01 6.5 N/A 4502024.00 4238980.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJT1 2053-11-01 6.5 N/A 1000000.00 508834.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACRZ5 2047-04-01 3 N/A 100000.00 24702.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC76 2052-02-01 2.5 N/A 171000.00 112811.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329N2J6 2048-02-01 4 N/A 154355712.00 14576573.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133USHY0 2050-07-01 2.5 N/A 101638.00 72672.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WDGE0 2033-11-01 5 N/A 1975000.00 105711.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY5Z8 2045-09-01 5.5 N/A 2210492.00 2034642.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XRG32 2045-03-01 3.5 N/A 1546628.00 332379.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSNC2 2054-02-01 6 N/A 4312216.00 3759105.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WX3V2 2033-04-01 5.5 N/A 3433631.00 6205.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WGY58 2054-07-01 5.5 N/A 1299900.00 1194004.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BUER4 2053-01-01 5 N/A 828259.00 799589.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425VNT6 2054-12-01 4.5 N/A 1523326.00 1481686.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6AR4 2055-06-01 6.5 N/A 99465984.00 75343925.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHRT1 2054-08-01 6 N/A 1087496.00 1096433.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HBFK9 2048-05-01 4 N/A 15081040.00 1515699.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMCD4 2051-10-01 2.5 N/A 86000.00 57185.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EV72 2053-09-01 5 N/A 9431184.00 7874583.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1AL7 2053-08-01 5 N/A 194345984.00 179987529.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFYN0 2030-11-01 2.5 N/A 65000.00 6173.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XARA2 2051-04-01 2.5 N/A 200000.00 99901.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H5J36 2048-01-01 3.5 N/A 1703036.00 407232.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U33F6 2056-02-01 5.5 N/A 4245952.00 4353997.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4F8 2048-11-01 4 N/A 143000.00 11156.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7C43 2055-04-01 6 N/A 234213.00 210081.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A02V0 2053-09-01 5.5 N/A 941430.00 930931.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0YW1 2056-01-01 5.5 N/A 4706264.00 4815110.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EBG54 2045-12-01 3.5 N/A 2113204.00 246638.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8Y62 2055-05-01 5.5 N/A 5629376.00 5585155.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 18691168.00 17193259.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES84 2038-06-01 4.5 N/A 480000.00 301326.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHZK1 2054-09-01 5.5 N/A 15000000.00 12342566.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X42E5 2049-07-01 4.5 N/A 778000.00 342290.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ECBG3 2046-01-01 4 N/A 8834608.00 1093142.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3SB6 2052-07-01 3 N/A 71039.00 62689.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKUQ1 2053-04-01 5 N/A 53839.00 41774.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXP97 2043-06-01 2.5 N/A 9367424.00 3314408.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMJU9 2051-11-01 2.5 N/A 1736000.00 1157711.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NHXJ2 2053-05-01 5 N/A 2379940.00 2263060.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413N6V2 2037-10-01 6 N/A 22000000.00 78377.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AAP3 2031-11-01 4.5 N/A 200000.00 7968.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BP67 2045-03-01 4 N/A 83967.00 7065.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AE3M9 2054-06-01 6 N/A 14791472.00 11479218.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QV7H1 2040-01-01 6 N/A 2612632.00 2143765.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U44K2 2056-02-01 5.5 N/A 3687756.00 3771110.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9MN6 2055-05-01 5 N/A 14993408.00 14914653.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GYFZ7 2032-08-01 2.5 N/A 328845.00 42143.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413UG78 2037-11-01 6.5 N/A 7353120.00 56335.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E5P1 2054-05-01 5.5 N/A 1192638.00 955504.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FDA2 2054-10-01 5 N/A 2386916.00 2153467.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQFP7 2042-02-01 1.5 N/A 300000.00 222351.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLCH1 2055-10-01 6 N/A 2698604.00 2774098.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D4Y5 2051-10-01 2.5 N/A 40541504.00 24966527.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MMPN2 2052-03-01 3.5 N/A 490108.00 434189.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WF4T0 2045-11-01 4.5 N/A 130835.00 10371.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A1XK8 2053-10-01 6 N/A 66815.00 44520.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6Y80 2054-12-01 5.5 N/A 6645750.00 6369345.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N5ZS6 2052-10-01 4.5 N/A 54571.00 45684.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7KE7 2055-10-01 4.5 N/A 28607328.00 27973868.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NGTB6 2053-05-01 5 N/A 1479242.00 1181330.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MANF1 2042-09-01 3 N/A 167145.00 16199.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3X0 2033-09-01 4.5 N/A 1949958.00 226311.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416MRS5 2039-07-01 4 N/A 127216.00 10862.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NKJM4 2053-05-01 5.5 N/A 3850000.00 2929562.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FML8 2055-07-01 6.5 N/A 1307754.00 1056365.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M2Q70 2036-12-01 1.5 N/A 33360.00 19582.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WERM3 2045-05-01 3.5 N/A 575000.00 96095.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMWH5 2053-10-01 5 N/A 16677056.00 13447789.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418XU30 2040-08-01 4.5 N/A 475000.00 33915.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBG6 2049-04-01 4 N/A 61741360.00 5276397.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X56F5 2048-03-01 4 N/A 3000000.00 525686.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRS63 2054-11-01 5 N/A 1016056.00 960183.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MXM9 2039-11-01 6 N/A 1750000.00 23341.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSQH7 2053-07-01 6 N/A 8600000.00 6109350.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGEC7 2050-12-01 2.5 N/A 300000.00 156126.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EWZ9 2053-10-01 4.5 N/A 76000.00 66082.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ET75 2053-07-01 6 N/A 1913000.00 1303187.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AMQP9 2054-08-01 5.5 N/A 81654.00 81931.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2X74 2055-02-01 6 N/A 1006448.00 768827.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7VC9 2055-10-01 5 N/A 3429844.00 3492733.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FCUC0 2032-02-01 2.5 N/A 37622144.00 6509507.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FKU0 2045-05-01 5.5 N/A 84020480.00 67413828.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXLQ3 2059-01-01 3.5 N/A 4700000.00 1528115.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LPNE8 2051-07-01 2.5 N/A 33484416.00 20753451.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FBQ9 2054-08-01 6.5 N/A 39576512.00 23921291.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9RL7 2047-01-01 2.5 N/A 26000.00 8201.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQV5 2053-02-01 3 N/A 37590.00 28032.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NBPW5 2053-02-01 6 N/A 1402796.00 874969.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418RPR6 2030-04-01 5 N/A 4542888.00 46011.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2 N/A 120590.00 81272.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7CP2 2047-02-01 3 N/A 1000000.00 399232.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUZW9 2054-07-01 6 N/A 341000.00 292775.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSV57 2053-08-01 6.5 N/A 57416960.00 43116755.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NALS0 2053-03-01 5 N/A 2765676.00 2384563.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXED0 2056-08-01 3.5 N/A 28145000.00 8267458.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JYCN4 2049-12-01 2.5 N/A 6912120.00 2787854.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBN97 2036-06-01 2 N/A 925000.00 391341.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HDVG6 2050-01-01 3 N/A 154000.00 31528.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CJF2 2037-04-01 3 N/A 30957696.00 6823809.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1C29 2056-01-01 6 N/A 1825180.00 1878386.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KT4T9 2051-05-01 2.5 N/A 10000000.00 6122477.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHNB9 2052-06-01 4 N/A 13300000.00 9929573.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJW8 2055-04-01 7 N/A 126886.00 85743.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KVK74 2050-12-01 2.5 N/A 70000.00 30930.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DM25 2035-02-01 4 N/A 208741.00 67754.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3JD2 2052-05-01 2.5 N/A 17769344.00 15165554.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WLCJ0 2047-07-01 4 N/A 1075000.00 82991.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M8J38 2042-09-01 3 N/A 1000000.00 152308.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K0YC6 2049-11-01 3 N/A 25215808.00 2765590.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AFWD8 2041-05-01 5 N/A 510000.00 31079.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M5SJ5 2053-08-01 5 N/A 2925600.00 1957850.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMJ3 2055-07-01 5.5 N/A 58409280.00 54322445.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MG4T5 2052-02-01 3.5 N/A 1136012.00 856392.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDX71 2045-01-01 4 N/A 1000000.00 83838.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GUNA1 2032-11-01 3 N/A 215000.00 39998.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YWK55 2045-07-01 3.5 N/A 7866464.00 1216906.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8KU6 2032-02-01 5 N/A 1965000.00 170817.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJC89 2054-08-01 5.5 N/A 3024316.00 2714584.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H2GA0 2048-02-01 4 N/A 5542968.00 744455.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ERA0 2053-04-01 6 N/A 15927136.00 10322750.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416VQK3 2039-02-01 4 N/A 2465672.00 304929.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQ59 2055-11-01 3.5 N/A 6889000.00 6385753.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1X32 2055-05-01 5.5 N/A 300000.00 284755.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6QV8 2054-09-01 5.5 N/A 17667424.00 14533104.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X55L3 2050-03-01 3.5 N/A 37956544.00 15917614.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A94C1 2054-04-01 5.5 N/A 1118204.00 910046.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A04Z9 2053-10-01 6 N/A 200494.00 162131.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1DG5 2053-11-01 5.5 N/A 134027776.00 119644287.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EH2H4 2038-08-01 5 N/A 7923728.00 255677.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X3AT5 2049-03-01 4 N/A 169403648.00 23525366.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AG36 2042-07-01 3.5 N/A 3800000.00 173293.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GTT3 2036-11-01 6 N/A 1700000.00 19663.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HAA91 2048-01-01 4 N/A 7236240.00 1275912.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H25Z7 2047-10-01 4 N/A 125000.00 54882.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9EM7 2055-04-01 5.5 N/A 3015092.00 3089817.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ENL0 2053-01-01 6 N/A 15629056.00 9307510.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMF84 2053-07-01 5.5 N/A 10900000.00 6886689.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JANZ7 2048-04-01 3.5 N/A 183000.00 25804.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QDDN1 2050-04-01 3 N/A 139000.00 33071.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7WM7 2049-12-01 3.5 N/A 57000.00 8533.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFWW2 2030-10-01 3 N/A 276195.00 19063.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6S27 2055-06-01 6 N/A 84740096.00 83865183.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MW2Q8 2053-05-01 5 N/A 7297000.00 6330152.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391PNA0 2032-09-01 6 N/A 10655984.00 14356.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APB86 2054-09-01 6 N/A 10834864.00 10218803.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EWLF0 2046-05-01 3 N/A 427037.00 51294.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSVU2 2053-08-01 6 N/A 47420000.00 32253406.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBFT2 2051-05-01 3 N/A 225000.00 133864.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ARV72 2054-10-01 5.5 N/A 2438144.00 1931652.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAXW7 2051-03-01 2.5 N/A 2500000.00 1434595.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRLE3 2052-09-01 3.5 N/A 37000.00 32219.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NNZB4 2053-09-01 6 N/A 2331052.00 1435740.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X6XX8 2043-11-01 4 N/A 6150024.00 1418232.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WAAH0 2028-11-01 3.5 N/A 375000.00 11510.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJEP9 2031-11-01 2.5 N/A 88230.00 10565.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JSTA7 2049-07-01 3.5 N/A 3848632.00 1439691.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CRX4 2032-10-01 3 N/A 1637536.00 135307.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCMJ2 2049-12-01 3 N/A 195399.00 65772.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLPD4 2053-05-01 2.5 N/A 181000.00 132747.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AFB66 2041-05-01 5 N/A 28601120.00 358195.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6Y87 2055-07-01 6 N/A 35097856.00 32939774.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNY63 2037-04-01 2 N/A 6884128.00 3964925.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFVE8 2052-02-01 2 N/A 400000.00 237625.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNJ2 2055-08-01 5.5 N/A 4011520.00 3778210.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XK6P0 2037-05-01 2.5 N/A 345000.00 222614.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WEDP1 2045-03-01 4 N/A 92495.00 19051.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNNN8 2052-03-01 2.5 N/A 243860.00 157642.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXY30 2051-11-01 3 N/A 209161.00 159302.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9JQ7 2048-04-01 5 N/A 10000000.00 1927032.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BN6L7 2055-11-01 5 N/A 1048394.00 825274.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7GG7 2040-09-01 5 N/A 2504596.00 2497711.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7LL0 2055-10-01 5.5 N/A 12819920.00 12675376.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3JN0 2053-06-01 4.5 N/A 9548064.00 9115228.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9MW0 2048-08-01 4.5 N/A 1060000.00 413472.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WF6X9 2045-12-01 4 N/A 36000000.00 5636056.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASRQ3 2054-11-01 5 N/A 12173024.00 11006492.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LUTW5 2042-06-01 4 N/A 77400000.00 5665002.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPD6 2053-02-01 5.5 N/A 540483584.00 384324659.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTCB7 2053-05-01 5 N/A 1695438.00 1014092.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M9BN6 2052-01-01 2.5 N/A 233259.00 169468.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M9HB6 2052-01-01 3.5 N/A 872998.00 645054.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCW20 2041-09-01 2 N/A 56528192.00 33862142.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AERE1 2054-06-01 6 N/A 4162968.00 3739940.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9XD8 2048-12-01 4 N/A 235000.00 74139.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M7SW2 2036-12-01 2 N/A 300000.00 148796.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNWD2 2052-06-01 3 N/A 8000.00 6269.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E2C3 2054-02-01 5 N/A 1443872.00 1273526.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MGNW1 2042-10-01 3 N/A 270000.00 55117.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GSY0 2035-11-01 6 N/A 16724832.00 244039.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ML2Y5 2052-03-01 3.5 N/A 138579.00 86944.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0FZ3 2047-04-01 4.5 N/A 23580992.00 20630877.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140E12G7 2045-09-01 4 N/A 785239.00 32355.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRU68 2053-04-01 5.5 N/A 1289164.00 1085997.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YSAP1 2045-06-01 4 N/A 2481848.00 521526.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417AJK6 2041-11-01 3.5 N/A 7000000.00 798692.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJE8 2035-01-01 6 N/A 357184.00 207100.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419KXM2 2040-12-01 4 N/A 49765.00 5117.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFXD3 2045-10-01 4 N/A 2319876.00 160715.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MF4H3 2052-07-01 4.5 N/A 722663.00 524466.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHUL9 2051-08-01 2 N/A 375000.00 223736.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2HN4 2054-09-01 6 N/A 65178080.00 64238550.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QWAC6 2035-01-01 5.5 N/A 1519264.00 1313885.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400EPS3 2033-03-01 6.5 N/A 1980000.00 30524.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ADDE8 2054-07-01 6 N/A 2311850.00 2348094.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XD6D3 2051-12-01 2.5 N/A 1500000.00 959788.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSXU0 2053-06-01 6 N/A 28808.00 23005.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8Z32 2048-05-01 3.5 N/A 3117164.00 1073233.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HA6R6 2033-06-01 4 N/A 1198862.00 97407.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJAA6 2054-09-01 5.5 N/A 167368.00 167670.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A3SA6 2041-01-01 5 N/A 580000.00 62429.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XD7C4 2039-10-01 6.5 N/A 3428052.00 1754766.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ED72 2052-06-01 3.5 N/A 24174720.00 17791928.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEAR3 2050-07-01 3 N/A 500000.00 169599.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFAE5 2055-06-01 6 N/A 2208616.00 2272777.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M9ZK6 2051-12-01 3.5 N/A 811575.00 604163.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HJG70 2048-09-01 4 N/A 23354176.00 1323692.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGPY9 2052-04-01 2.5 N/A 97680.00 62507.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8K95 2048-02-01 4.5 N/A 40460096.00 11641635.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXVK5 2062-03-01 2.5 N/A 6575000.00 4454838.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNB37 2051-12-01 3 N/A 15907728.00 12071395.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ANYK9 2054-10-01 5.5 N/A 4099488.00 3139359.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416XJN1 2041-01-01 3.5 N/A 211923.00 17249.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374CRZ1 2044-04-25 3.5 N/A 66628992.00 42250833.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CLV4 2047-06-01 4 N/A 45103808.00 3003810.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GPKV9 2047-06-01 4 N/A 4006984.00 558588.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKMV9 2052-10-01 4.5 N/A 33221760.00 22896480.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSE56 2053-06-01 4 N/A 79000.00 61430.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1RJ6 2056-01-01 4.5 N/A 926281.00 916814.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MEWF9 2055-04-01 6.5 N/A 2669448.00 2392496.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MSK53 2052-10-01 4.5 N/A 76667.00 55935.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W5SF6 2028-02-01 3 N/A 651050.00 30681.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K7XE8 2035-03-01 4.5 N/A 3993356.00 1261407.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FR90 2055-12-01 6 N/A 1849014.00 1828800.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGAP4 2051-09-01 2 N/A 10000000.00 6301552.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ADVY4 2054-07-01 6 N/A 1693802.00 1734794.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HBJA7 2048-06-01 4 N/A 21000000.00 1893567.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCAD8 2049-10-01 3 N/A 1144228.00 523342.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHX28 2052-08-01 4.5 N/A 1300000.00 1004785.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4ZP4 2030-07-01 3 N/A 735000.00 84970.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NQDL9 2053-09-01 5.5 N/A 723283.00 561783.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAS9 2037-01-01 2 N/A 59868864.00 33822316.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APG32 2054-09-01 5.5 N/A 3087972.00 2781663.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRZA0 2055-11-01 5 N/A 1998092.00 2010997.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9K75 2034-07-01 4.5 N/A 5000000.00 571313.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N8WY0 2052-12-01 6 N/A 1111000.00 1104568.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E6VD5 2042-02-01 4 N/A 541015.00 62748.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NPTL4 2053-06-01 5 N/A 1003492.00 971259.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMZW7 2052-01-01 3 N/A 28000.00 19898.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNSA3 2053-10-01 5 N/A 41766848.00 37058329.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HJ6Q9 2048-06-01 4 N/A 25427072.00 3856396.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q7CR6 2047-07-01 4 N/A 2565296.00 731355.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404XRJ5 2034-11-01 4.5 N/A 1523202.00 18541.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XD6N1 2051-12-01 2.5 N/A 5287936.00 3435845.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8RQ8 2043-03-01 3 N/A 1100000.00 209254.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQ86 2053-04-01 5 N/A 154085376.00 122357152.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XQL58 2029-05-01 3 N/A 100985.00 6108.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CPK4 2032-09-01 3 N/A 5000000.00 546808.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BUX2 2030-07-01 2 N/A 2036460.00 173206.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XP7M5 2053-08-01 5.5 N/A 175522816.00 142516372.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QP2M8 2052-08-01 4 N/A 354665.00 290809.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0HS0 2055-01-01 6 N/A 3839256.00 3903987.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1MS1 2056-01-01 6 N/A 1188210.00 1226375.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ESBT4 2047-02-01 3.5 N/A 6865776.00 1840255.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHBG1 2051-12-01 3 N/A 13654000.00 8712914.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DX98 2036-04-01 2 N/A 25000.00 12090.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ARP5 2043-02-01 4 N/A 4500000.00 592473.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHBR7 2049-01-01 4 N/A 7556400.00 4884799.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHYK7 2052-07-01 4 N/A 1845000.00 1363945.17 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 4000000000.00 4000000000.00 0.0119 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO SSB) FIXED INCOME CLEARING CORPORATION (REPO SSB) 3.67 N/A N/A OSA005KL3 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 91282CLF6 2034-08-15 3.875 N/A 49712100.00 49655572.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 50000000.00 51692541.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 246158100.00 255652058.53 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 350000000.00 350000000.00 0.0010 N Y Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 3.69 N/A FOR8UP27PHTHYVLBNG30 0GOL25WE5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DS5M0 2050-07-01 4 N/A 2400000.00 1966127.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BJPD8 2052-08-01 3.5 N/A 72764.00 47555.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPDA3 2052-05-01 4.5 N/A 40000.00 31603.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVGC3 2055-01-01 5.5 N/A 500000.00 452686.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WUG3 2055-08-01 6.5 N/A 4736816.00 4953969.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0Z62 2053-09-01 5.5 N/A 900000.00 730306.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426K4V5 2055-04-01 6.5 N/A 3700580.00 3737821.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJ46 2053-12-01 5.5 N/A 28054240.00 22410870.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNED1 2051-12-01 2.5 N/A 185000.00 111935.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWNB5 2055-01-01 6.5 N/A 345769.00 220379.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNB44 2052-04-01 3.5 N/A 817548.00 532953.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRBZ6 2053-05-01 5 N/A 2610000.00 2139975.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132HBMR3 2043-05-01 4 N/A 14190000.00 3162530.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MM32 2054-05-01 5.5 N/A 300000.00 270137.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BLAS6 2052-09-01 4.5 N/A 10412.00 8301.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CRDM2 2054-08-01 5.5 N/A 1018648.00 615290.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4RR1 2045-01-01 4 N/A 2084000.00 317224.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3U51 2049-08-01 3.5 N/A 2000000.00 122317.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KMB7 2030-02-01 5 N/A 15000000.00 215917.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y0WP3 2048-04-01 4 N/A 553615.00 62832.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMCR4 2049-09-01 3 N/A 2220000.00 876897.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KUA93 2036-08-01 2 N/A 25000000.00 12529768.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS7J4 2053-07-01 5 N/A 50506.00 40043.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F2QX1 2046-04-01 4 N/A 21679168.00 2130913.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6SN2 2045-09-01 3.5 N/A 2249432.00 929669.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DJQ6 2049-12-01 2.5 N/A 6455000.00 1511053.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QM6A7 2052-01-01 3 N/A 200000.00 128225.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9LQ2 2046-03-01 3 N/A 680000.00 227326.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNQA5 2037-05-01 3.5 N/A 5837352.00 3868210.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXW81 2057-05-01 3 N/A 20294208.00 15664233.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2J85 2053-10-01 4.5 N/A 15632780.00 14670080.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4 N/A 777798.00 598108.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XD5L6 2051-12-01 3 N/A 481831.00 363998.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HBPX0 2048-03-01 4.5 N/A 94000.00 28328.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B6J0 2036-07-01 3 N/A 132681000.00 17588287.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WF6M3 2030-12-01 3 N/A 339000.00 35201.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHEB9 2052-05-01 2.5 N/A 800000.00 553924.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3H36 2054-09-01 6 N/A 87506048.00 86367296.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EVA5 2053-08-01 6 N/A 3630740.00 2432694.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJWH2 2052-12-01 5 N/A 449000.00 364458.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FFZ5 2055-01-01 4 N/A 101000.00 93171.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L4G45 2051-03-01 2.5 N/A 1855000.00 1117613.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QT4C0 2054-02-01 6.5 N/A 575000.00 368524.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRGA5 2053-02-01 5.5 N/A 53826.00 39623.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.5 N/A 7206160.00 5504319.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSBD2 2053-05-01 6 N/A 97992448.00 69597524.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7DE5 2055-09-01 5 N/A 42104256.00 41578234.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XGP56 2043-11-01 4 N/A 2055472.00 629959.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPRJ8 2052-07-01 4 N/A 540000.00 411422.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKAE0 2043-08-01 5.5 N/A 200000.00 122241.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QM3K8 2052-01-01 2 N/A 349096.00 215442.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DNK4 2050-04-01 4 N/A 286511.00 46289.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E3B4 2054-03-01 4.5 N/A 671804.00 591156.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3JE0 2054-08-01 6 N/A 14543488.00 13954686.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BREN5 2055-09-01 6 N/A 3807460.00 3952830.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MRD95 2052-04-01 4 N/A 251355.00 150870.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416XJZ4 2041-01-01 4 N/A 846800.00 63990.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPL0 2050-05-01 4 N/A 7450368.00 1458152.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L5AN6 2051-04-01 2 N/A 6417032.00 4163051.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EBH87 2045-11-01 4 N/A 883715.00 107868.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYDY4 2030-06-01 4.3 N/A 9392000.00 9595727.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QAK66 2029-01-01 4.5 N/A 3576988.00 225988.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8SG9 2045-05-01 3 N/A 365000.00 124617.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLS4 2055-06-01 6 N/A 129505792.00 112734740.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMVA1 2052-09-01 4 N/A 25269472.00 19406958.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUQ41 2044-05-01 6 N/A 3482684.00 2631156.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXL83 2041-02-01 5 N/A 15721700.00 3779534.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7VV7 2055-11-01 5.5 N/A 174927360.00 177017779.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTP82 2056-01-01 5.5 N/A 1055700.00 1086100.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2S0 2036-07-01 2.5 N/A 24000.00 11967.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MQBY9 2056-02-20 6.5 N/A 1150518.00 1211552.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AA4Q4 2051-04-20 2.5 N/A 50000000.00 27786660.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V2BZ9 2056-02-20 6 N/A 1788998.00 1852948.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MZC4 2054-04-20 4.80299 N/A 4065000.00 3289228.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MWZH7 2056-02-20 6 N/A 3805756.00 3941794.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LX4Y3 2056-02-20 6 N/A 1290498.00 1347592.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MYTT4 2056-02-20 6 N/A 4381048.00 4549268.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MWZP9 2056-02-20 5.5 N/A 9489776.00 9747947.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KBPG8 2055-03-20 6.5 N/A 2083940.00 1943949.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LX4X5 2056-02-20 5.5 N/A 1881366.00 1932543.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MWZ53 2056-02-20 5.5 N/A 1243730.00 1283637.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LUJ49 2055-12-20 6 N/A 1655678.00 1728929.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MYT23 2056-02-20 6 N/A 4654688.00 4821071.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LXK74 2065-07-20 4 N/A 424962.00 409972.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LLHM1 2065-08-20 2 N/A 1108302.00 877835.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381JWJ2 2039-10-16 2 N/A 57026816.00 47678465.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MY7G6 2056-02-20 5.5 N/A 5778760.00 5935955.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MYT80 2056-02-20 5.5 N/A 3739510.00 3841244.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V2JD0 2056-02-20 6.5 N/A 1182420.00 1246571.54 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 25000.00 25039.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 57800.00 56310.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 347566898.71 221185318.13 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-04-08 Y GOLDMAN SACHS & CO. LLC (REPO) 1.0000 7 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 1000000000.00 1000000000.00 0.0030 N N Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 3.69 N/A FOR8UP27PHTHYVLBNG30 0GOL25XP9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NUT5 2055-06-01 5.5 N/A 3501008.00 3370195.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACQX1 2048-08-01 4.5 N/A 69054208.00 13039895.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D92A1 2038-06-01 3 N/A 17655520.00 15821723.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132QDAL5 2045-07-01 3.5 N/A 1330324.00 189565.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CECL4 2053-08-01 6 N/A 141669.00 141192.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XHLD6 2041-10-01 4 N/A 477180.00 57987.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSFR4 2054-07-01 6 N/A 883496.00 798455.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WBUE4 2054-05-01 5.5 N/A 914049.00 908354.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4VP0 2036-01-01 6 N/A 6020728.00 51755.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWJ80 2056-03-01 5.5 N/A 35461120.00 36453223.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GWY7 2055-04-01 6 N/A 19709664.00 18938642.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BERD7 2052-03-01 3.5 N/A 17000.00 10083.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425U3U7 2054-11-01 4.5 N/A 1001844.00 964221.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AYE48 2051-12-01 2.5 N/A 2500000.00 1578165.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNJM6 2049-09-01 4.5 N/A 1600000.00 1016483.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426K4T0 2055-04-01 6.5 N/A 4075368.00 3919401.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4NS3 2044-08-01 4.5 N/A 28256192.00 3473211.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.5 N/A 354000.00 271946.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NZN2 2043-05-01 3 N/A 5132552.00 4428279.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AQQL4 2051-08-01 3 N/A 8973168.00 5583635.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B0PC1 2051-12-01 2 N/A 5000000.00 2868423.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LNA8 2055-04-01 6.5 N/A 1150096.00 1197665.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9B86 2035-05-01 3.5 N/A 4393544.00 1280398.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMNJ0 2050-06-01 3 N/A 75000.00 22555.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MXW6 2054-09-01 5 N/A 43717920.00 39544432.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329NQD3 2047-07-01 4.5 N/A 24310496.00 5138562.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D0SC6 2054-10-01 6 N/A 6208320.00 5678200.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CZX4 2055-10-01 6 N/A 13504848.00 13834454.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KREB6 2053-08-01 6.5 N/A 5396512.00 4198592.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XGZ5 2055-08-01 6 N/A 6801120.00 6207630.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTMS2 2054-12-01 5.5 N/A 30554880.00 27602642.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BJNX6 2052-08-01 4.5 N/A 29166976.00 20388993.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QBC5 2054-08-01 6 N/A 13853160.00 14044237.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5JM8 2048-05-01 3.5 N/A 117614208.00 13664582.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A3HD5 2040-04-01 6 N/A 1000000.00 13017.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPME5 2052-06-01 4.5 N/A 2154700.00 1672175.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BRP73 2052-12-01 6 N/A 667553.00 245214.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMK8 2053-04-01 5.5 N/A 367018.00 282280.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSRQ7 2052-03-01 3.5 N/A 1910000.00 1365058.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQ2M7 2053-04-01 5.5 N/A 1820000.00 1372121.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NWL9 2054-07-01 6 N/A 5044968.00 4567054.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRPN8 2053-07-01 5.5 N/A 9000000.00 7503886.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y3J49 2048-09-01 4 N/A 908821.00 231255.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y5DB4 2030-01-01 2.5 N/A 1993444.00 198821.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BCN86 2052-06-01 4.5 N/A 2784250.00 2335048.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQMY9 2053-04-01 5 N/A 5049250.00 4390260.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QF31 2055-08-01 5 N/A 46704384.00 47047185.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426L7H1 2055-05-01 6.5 N/A 21147712.00 17763500.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XRP40 2045-04-01 3 N/A 1497126.00 382056.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31323FAM3 2047-11-01 3 N/A 18748320.00 13666678.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427K6K6 2055-12-01 5.5 N/A 24945824.00 24143882.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWG23 2053-04-01 6 N/A 11928512.00 7838308.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JS42 2055-04-01 6 N/A 25428928.00 22882987.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5GP4 2047-03-01 3 N/A 258000.00 54478.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CANC0 2053-08-01 6 N/A 6299944.00 5486670.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADME5 2046-01-01 3 N/A 1615000.00 520235.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0B84 2053-08-01 5.5 N/A 6100000.00 4814003.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEK5 2052-08-01 4.5 N/A 2454072.00 1870293.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVLV5 2051-05-01 2.5 N/A 1935000.00 1117425.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WDRP9 2054-05-01 6 N/A 2825580.00 1961350.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A6D57 2050-06-01 3.5 N/A 1138728.00 314210.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6A52 2055-07-01 5.5 N/A 84238848.00 78700569.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDB6 2052-01-01 1.5 N/A 8129296.00 5015646.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AQ3S4 2051-08-01 2.5 N/A 243878.00 146615.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHED0 2054-07-01 6 N/A 13434048.00 11105190.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413DKD8 2037-08-01 6.5 N/A 3007170.00 12631.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3QV4 2055-10-01 5.5 N/A 46620992.00 47370883.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QF4K2 2050-12-01 2.5 N/A 18818880.00 10578435.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHMK0 2051-09-01 4 N/A 30226000.00 18819796.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411WVP9 2037-05-01 6.5 N/A 4700000.00 64796.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389GF21 2032-01-01 6.5 N/A 783874.00 5763.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MATZ7 2052-05-01 4 N/A 3075000.00 2143733.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C6Y5 2029-02-01 4 N/A 496321.00 30797.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EWBW4 2046-05-01 3.5 N/A 104862.00 31018.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTTG4 2054-01-01 6.5 N/A 3449772.00 2494562.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QU6Y7 2054-08-01 5.5 N/A 3250000.00 2953845.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417MS95 2039-09-01 4 N/A 83302.00 8158.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9XA6 2048-10-01 4 N/A 1630000.00 371640.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4M60 2049-05-01 4 N/A 1400000.00 221941.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENL72 2044-09-01 4.5 N/A 133000.00 13948.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387BEN9 2031-04-01 6 N/A 2000000.00 5599.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XACB6 2036-03-01 2.5 N/A 4000000.00 1555106.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FHV2 2055-03-01 4 N/A 3061360.00 2844144.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GVZ99 2047-12-01 4.5 N/A 469000.00 98421.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388ULR9 2031-11-01 6.5 N/A 3000000.00 16601.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6FQ3 2055-03-01 6.5 N/A 20630000.00 18388005.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJCE1 2052-01-01 2 N/A 100000.00 65571.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7DL4 2055-03-01 6 N/A 3112352.00 2874692.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.5 N/A 38845760.00 32089077.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q7YR2 2047-11-01 4.5 N/A 46579328.00 12168893.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETCB0 2044-06-01 4.5 N/A 9674992.00 1171812.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415VCF0 2038-10-01 6 N/A 606000.00 22687.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418RCK5 2040-03-01 5.5 N/A 2028384.00 157181.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ANDT3 2054-08-01 6 N/A 5031830.00 3177076.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QP4U8 2042-08-01 4.5 N/A 1301536.00 857377.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AMUC3 2054-08-01 6 N/A 1008500.00 952224.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJMX3 2054-08-01 5.5 N/A 1170394.00 962438.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDND4 2051-11-01 2 N/A 100000.00 59315.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FSK4 2045-12-01 5.5 N/A 204000.00 200038.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7CB3 2049-09-01 4 N/A 350264.00 50688.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MVUX4 2052-08-01 2.5 N/A 2443884.00 1908974.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E7A2 2054-06-01 5.5 N/A 61178816.00 49297102.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHT39 2052-05-01 4.5 N/A 4566816.00 3803890.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KBU4 2031-08-01 7.5 N/A 4251320.00 5838.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKZ32 2047-06-01 4.5 N/A 28620672.00 8187614.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJ4J4 2054-07-01 6 N/A 4431200.00 3690700.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6 N/A 11241264.00 9842544.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJW20 2054-08-01 6.5 N/A 10051328.00 8620879.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKDU9 2041-04-01 2.5 N/A 200000.00 118185.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNMS0 2053-12-01 5.5 N/A 40088704.00 34906183.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSA68 2053-05-01 6 N/A 750000.00 552831.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGR97 2046-03-01 3 N/A 5871840.00 671176.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371PB25 2048-12-01 6 N/A 180211.00 9341.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8BW0 2055-04-01 6.5 N/A 1781936.00 1874488.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JGWZ4 2048-09-01 4 N/A 2090000.00 204888.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2DG3 2055-05-01 6 N/A 8844896.00 8562292.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412QW70 2039-12-01 4.5 N/A 14563500.00 721782.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ACLF8 2054-05-01 5.5 N/A 9221504.00 8901662.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLHF2 2055-08-01 5.5 N/A 1783420.00 1809660.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JNRL6 2049-02-01 4 N/A 1506000.00 190769.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q83W3 2048-05-01 4.5 N/A 61075840.00 16402505.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMVC5 2051-12-01 2.5 N/A 224000.00 140281.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQVK4 2055-09-01 6.5 N/A 1625210.00 1702962.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M2G48 2051-10-01 2.5 N/A 2500000.00 1369413.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MWRW8 2053-03-01 4 N/A 1023282.00 924662.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNQX3 2052-03-01 3 N/A 25000.00 17608.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FS99 2056-01-01 4.5 N/A 6744792.00 6653890.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACYH7 2051-12-20 2.5 N/A 7400000.00 5421105.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N1MG0 2056-02-20 6 N/A 4910632.00 5086164.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294V5N6 2036-12-15 6 N/A 9905664.00 221591.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JQ2G2 2054-10-20 5 N/A 1114458.00 1107045.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LTU98 2055-10-20 6 N/A 1754036.00 1813943.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385GKA6 2055-05-20 5.06154 N/A 50000000.00 44023093.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378UVP9 2043-10-20 3.5 N/A 7595008.00 5866018.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MJ4Y3 2055-12-20 6.5 N/A 1065344.00 1120346.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADYL6 2046-07-15 4 N/A 49612608.00 45676625.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MM4P5 2056-02-20 5.5 N/A 4426944.00 4547375.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617ALNE6 2048-06-20 5 N/A 2392110.00 384555.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176KZJ9 2041-06-15 4.29 N/A 60000.00 12074.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5VM8 2046-09-20 3.5 N/A 3633228.00 3370228.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JTQS4 2054-12-20 5 N/A 1141676.00 1139353.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LBT81 2055-09-20 6.5 N/A 3279732.00 3459374.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBX3 2039-10-20 5 N/A 3249804.00 16481.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L7DA2 2055-06-20 6.5 N/A 1763902.00 1844030.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290V6Q2 2034-12-15 5 N/A 10078048.00 181837.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YABP2 2057-08-15 3.61 N/A 2937092.00 2686615.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385NJM7 2056-02-20 4.4602 N/A 83333248.00 83628852.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176DZN6 2041-05-20 5 N/A 250000.00 33732.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFQ76 2056-01-20 5.5 N/A 1123688.00 1163523.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176WKC4 2042-01-15 4 N/A 680000.00 126920.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ASSX8 2041-07-15 4 N/A 3317000.00 73629.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9E81 2056-02-20 6 N/A 2805380.00 2933752.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y2M5 2054-07-20 6 N/A 22843104.00 14227751.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9AM4 2056-01-20 6 N/A 1862234.00 1926976.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.5 N/A 110000000.00 89694080.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LKK64 2060-12-15 4.7 N/A 18000000.00 18061531.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381J6N2 2054-07-16 4.5 N/A 14467984.00 13482250.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381HBU4 2057-05-16 2.25 N/A 112705280.00 85552021.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD2G2 2047-11-15 3.5 N/A 14012560.00 12643832.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FEQZ7 2057-08-15 3.73 N/A 3317208.00 3055083.46 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 9703000.00 10573403.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 N/A 703200.00 789118.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 303898400.00 301372732.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0 N/A 419354400.00 405314414.69 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-04-23 Y GOLDMAN SACHS & CO. LLC (REPO) 1.0000 7 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 2000000000.00 2000000000.00 0.0059 N N Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 3.69 N/A FOR8UP27PHTHYVLBNG30 0GOL25Y29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132HXLU9 2043-03-01 3 N/A 36697.00 6722.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H32R3 2043-01-01 3.5 N/A 758966.00 144873.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WJTM5 2037-05-01 6 N/A 1005880.00 5003.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPDD7 2052-06-01 3.5 N/A 145000.00 108822.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWF84 2056-03-01 5.5 N/A 25466016.00 26220528.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSWK0 2054-10-01 5.5 N/A 139750400.00 127038500.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329Q2K6 2039-06-01 3.5 N/A 2000000.00 213755.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KUZ5 2035-12-01 3.5 N/A 1105000.00 131781.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BSH70 2052-12-01 5 N/A 8978800.00 7534071.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5FV2 2046-09-01 2.5 N/A 43000.00 8097.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMVZ3 2032-02-01 2.5 N/A 2290000.00 349179.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.5 N/A 139000.00 106781.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EKR0 2052-11-01 3.5 N/A 63000.00 49953.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHA70 2041-01-01 4 N/A 1609594.00 570778.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408DLC6 2035-11-01 6 N/A 475002.00 17016.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q92W2 2048-11-01 4.5 N/A 2084208.00 167222.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFX71 2051-12-01 3 N/A 909000.00 565287.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5Q48 2049-08-01 4 N/A 7895712.00 1800853.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZC1 2033-08-01 3.5 N/A 252000.00 17333.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X47J9 2034-10-01 3.5 N/A 300000.00 38696.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MHUW7 2052-04-01 3 N/A 500000.00 316235.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBJL3 2049-07-01 3.5 N/A 1396000.00 161118.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379H8G3 2045-01-20 4 N/A 135000.00 205104.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CK24 2049-09-20 3.5 N/A 9309088.00 8479401.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LYCV8 2055-08-20 6 N/A 1558292.00 1621867.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NS97 2054-05-20 4.91154 N/A 1000000.00 665915.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A9SM4 2039-09-15 4 N/A 80000.00 6316.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PZQ9 2055-07-20 5 N/A 3256000.00 3327949.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JKVV0 2054-10-20 5 N/A 1340906.00 1333929.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6BH9 2056-01-20 6.5 N/A 590693376.00 618999074.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NWBU3 2056-01-20 5.5 N/A 6391608.00 6559002.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KGE87 2055-03-20 6.5 N/A 1522548.00 1595590.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381EUD8 2053-05-16 1.5 N/A 25000000.00 18273131.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LR91 2053-04-20 4.5 N/A 5000000.00 4974535.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KP5G9 2055-03-20 6.5 N/A 6824760.00 5230825.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V2LX3 2056-02-20 6.5 N/A 1746750.00 1847845.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KGRS9 2055-02-20 6.5 N/A 2550704.00 1767578.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NL5Y6 2055-05-20 6.5 N/A 1724836.00 1362267.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LLTQ9 2055-09-20 6.5 N/A 1069614.00 1122937.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LY28 2056-01-20 5.5 N/A 612430.00 593656.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383GAV3 2051-12-20 2.5 N/A 400000.00 227065.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KYU64 2055-09-20 6 N/A 1669194.00 1699424.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378GEL8 2042-07-20 3 N/A 3000000.00 107842.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KYU49 2055-09-20 6.5 N/A 1453276.00 1523109.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KYVL0 2055-08-20 6 N/A 2029596.00 2077925.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFS41 2056-01-20 6.5 N/A 1000890.00 1050783.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375D4T2 2039-07-16 5 N/A 4718928.00 1608860.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NTJV0 2055-03-20 6.5 N/A 2871672.00 2094346.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JSJ3 2055-11-20 5 N/A 17500000.00 17712311.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381DX47 2057-10-16 1.25 N/A 1000000.00 676735.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L0SW3 2055-06-20 6.5 N/A 2943544.00 2661449.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376VQR1 2040-02-20 4.53172 N/A 150000000.00 5540905.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378CP84 2042-01-20 4.5 N/A 48000.00 46144.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GB33 2053-12-20 5 N/A 12000000.00 13209688.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LHLB9 2055-09-20 6 N/A 1514280.00 1569484.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380AKK2 2046-09-20 3 N/A 384500.00 406538.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375LU24 2037-11-20 5.5 N/A 4893344.00 580551.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XXL2 2054-11-20 5.16154 N/A 200000.00 135356.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176B6S1 2041-05-15 4.29 N/A 30000.00 10483.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LBSX7 2055-09-20 6 N/A 6452760.00 6651236.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385FC66 2051-01-20 4 N/A 15134048.00 14346210.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374UJR3 2039-05-20 6 N/A 42400000.00 2223383.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD5U8 2054-12-20 5 N/A 81567616.00 80590274.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JW5A9 2055-03-20 6.5 N/A 3481132.00 3109852.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LUHK5 2055-10-20 6.5 N/A 1431516.00 1496248.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383F3W1 2049-09-20 2 N/A 3400000.00 1526187.53 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 N/A 32776100.00 14499097.80 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-04-29 Y GOLDMAN SACHS & CO. LLC (REPO) 1.0000 7 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 1000000000.00 1000000000.00 0.0030 N N Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 3.69 N/A FOR8UP27PHTHYVLBNG30 0GOL25YP8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A1RN6 2037-05-01 6 N/A 9679904.00 54605.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133HMDY2 2030-10-01 2.5 N/A 1370032.00 352119.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307TL90 2032-03-01 3 N/A 1477000.00 254664.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWAU0 2056-02-01 6 N/A 1277596.00 1341542.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WNCD4 2039-08-01 5 N/A 4919408.00 122296.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVBT7 2055-08-01 5.5 N/A 99276928.00 98163483.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427BLH6 2055-09-01 6.5 N/A 1298328.00 1377942.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AYQM5 2051-12-01 3 N/A 100000.00 54479.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BT5R7 2053-01-01 5 N/A 375000.00 302684.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQTC0 2053-05-01 4.5 N/A 100000.00 82372.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329N3E6 2048-03-01 4 N/A 471000.00 83519.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJ38 2053-12-01 5 N/A 33000.00 29100.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5EC5 2045-09-01 4 N/A 2007368.00 162907.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WG7M5 2035-07-01 5 N/A 1139500.00 10016.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CE6U1 2053-10-01 6.5 N/A 5000000.00 3494145.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4K23 2041-10-01 5 N/A 909113.00 92528.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427BM77 2055-09-01 6 N/A 4289520.00 4412498.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5 N/A 4360010.00 3421559.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133SKB59 2052-02-01 2 N/A 750416.00 503549.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329NU48 2047-12-01 3.5 N/A 495000.00 51392.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQVF0 2053-04-01 4.5 N/A 107000.00 90730.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131X7J74 2027-03-01 3 N/A 4000000.00 22389.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CXCV0 2054-10-01 5.5 N/A 248412.00 201133.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5GW9 2047-04-01 3.5 N/A 10825072.00 1218633.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVLG4 2055-09-01 5.5 N/A 16995140.00 17242518.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJXF2 2045-11-01 4 N/A 3434000.00 331463.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W46T9 2054-09-01 5.5 N/A 402950656.00 411247902.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPRV1 2052-07-01 4.5 N/A 90000.00 68519.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.5 N/A 72000.00 52154.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LUFQ9 2051-08-01 2.5 N/A 100000.00 55257.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411JX50 2037-02-01 6 N/A 520000.00 10061.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHZ61 2055-08-01 6 N/A 3459348.00 3554616.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0P74 2055-01-01 5.5 N/A 6617912.00 6245735.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9A39 2049-06-01 3.5 N/A 261000.00 72136.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MNQW3 2042-11-01 3 N/A 3621444.00 508007.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YK89 2030-02-01 4.5 N/A 5000000.00 60303.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BADW3 2055-05-01 6.5 N/A 9358992.00 5362490.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFYC4 2045-11-01 3.5 N/A 116667.00 25490.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MMZB7 2052-08-01 4 N/A 17977.00 13439.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFY91 2045-11-01 4 N/A 200000.00 28697.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KYGN8 2050-12-01 2 N/A 1000000.00 463822.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKJ63 2037-01-01 3 N/A 1324464.00 108692.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DG22 2034-10-01 2 N/A 175000.00 36746.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J54S5 2047-07-01 4.5 N/A 125000.00 21519.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLEP9 2053-05-01 6 N/A 110713.00 85051.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1YQ0 2055-05-01 5 N/A 52628672.00 49546037.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BK6F6 2055-08-01 6 N/A 2465224.00 2567675.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WT36 2040-09-01 4.5 N/A 1752000.00 45837.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ADNY7 2041-05-01 4.5 N/A 2225000.00 46481.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQT69 2054-09-01 6 N/A 7835360.00 7481816.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MAWZ3 2052-04-01 3 N/A 8351220.00 6115468.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KQVC2 2050-11-01 2.5 N/A 230000.00 116754.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1AM5 2053-09-01 5 N/A 95828096.00 86942238.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJU48 2039-07-01 6 N/A 1312222.00 833456.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPFA0 2052-05-01 3.5 N/A 22000.00 15274.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4YU5 2055-10-01 3 N/A 111892000.00 101129238.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q73S4 2047-11-01 4 N/A 220000.00 21209.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N4TM9 2052-10-01 6 N/A 984000.00 563824.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4Y91 2049-09-01 3.5 N/A 69000.00 10883.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBNR7 2051-01-01 3.5 N/A 4261000.00 1422903.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BC3T7 2055-05-01 6.5 N/A 1906800.00 2019297.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQU91 2030-11-01 3 N/A 200000.00 20670.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NGTP5 2053-05-01 5.5 N/A 540928.00 384982.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ADDN2 2041-04-01 5 N/A 71000.00 6148.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2HD6 2053-11-01 5.5 N/A 14095936.00 13450569.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFK9 2051-05-20 4 N/A 100090624.00 41005326.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SBF3 2031-05-20 2.5 N/A 155694.00 12466.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617H1KK2 2048-05-20 5 N/A 2297916.00 294027.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176KRB5 2041-05-15 4.29 N/A 70000.00 10466.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.5 N/A 11341052.00 5278037.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KUX6 2055-12-20 4.66154 N/A 5945000.00 5907530.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K4JN6 2055-05-20 6.5 N/A 688954.00 722594.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295GSH6 2038-04-15 5 N/A 5000000.00 217737.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297F3B6 2039-11-15 5 N/A 1900000.00 102619.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36181FD65 2043-06-15 4 N/A 38000.00 6167.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9A77 2056-01-20 6 N/A 2100004.00 2173091.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PYX2 2054-06-20 4.81154 N/A 53125000.00 33544510.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LS6F3 2055-10-20 6 N/A 7646672.00 7907376.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MQYA6 2056-02-20 6 N/A 1507454.00 1558590.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36181V6L5 2043-10-20 4 N/A 7437000.00 539627.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WPG7 2036-10-20 3.5 N/A 124638.00 49074.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RNW5 2045-09-20 3.5 N/A 8747440.00 801840.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297GED8 2040-03-15 5 N/A 850000.00 56748.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LQ5B7 2055-09-20 6.5 N/A 1468004.00 1536449.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618J2UB5 2054-09-20 5 N/A 2260128.00 2245681.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LUJ64 2055-12-20 6 N/A 1153822.00 1203119.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MUTE5 2056-02-20 5 N/A 7848352.00 7922464.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MJCR9 2056-02-20 5.5 N/A 1275372.00 1316295.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A9S44 2039-09-15 5 N/A 378798.00 14379.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LGYD3 2055-11-20 5.5 N/A 5256656.00 5382026.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MAU49 2055-10-20 6.5 N/A 1445034.00 1549037.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V2VL8 2056-01-20 5 N/A 1477596.00 1495788.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BNS3 2031-06-20 6 N/A 3015476.00 5433.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JKY8 2052-05-20 5 N/A 53412416.00 54254628.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M9BY7 2056-01-20 5.5 N/A 1072280.00 1105557.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NVU42 2056-02-20 5.5 N/A 1034502.00 1062642.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385NGV0 2053-05-20 4.5 N/A 7500000.00 7465222.50 Agency Collateralized Mortgage Obligation Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-06 2026-06-18 Y GOLDMAN SACHS & CO. LLC (REPO) 1.0000 7 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0374 1000000000.00 1000000000.00 0.0030 N N Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 3.8300003999999999 N/A FOR8UP27PHTHYVLBNG30 0GOL25YQ6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EM4B5 2033-09-01 1.87 N/A 17401000.00 15153038.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B7W91 2040-10-09 5.5 N/A 3500000.00 3578446.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30297XAG1 2029-02-25 6.14372 N/A 1500000.00 514225.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137ACPZ6 2041-07-15 4.5 N/A 200000.00 11984.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31396JT21 2036-04-15 6 N/A 150000.00 13445.72 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQDU2 2033-01-15 4.35 N/A 18273344.00 18183158.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BCFL7 2044-07-15 3 N/A 875000.00 795077.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FUKQ6 2040-10-15 4.26478 N/A 4900000.00 1261324.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BTEH0 2053-04-15 3.25 N/A 16125000.00 17498605.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30307QAE9 2028-11-25 9.59372 N/A 5166000.00 1148113.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30319MAE4 2031-01-27 9.92924 N/A 19041000.00 5971461.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDTS9 2054-07-25 4.96721 N/A 30000000.00 22305884.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4WN4 2036-08-01 6.5 N/A 4977000.00 38773.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKJA3 2051-08-25 5.5 N/A 49439000.00 31888390.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAMB9 2033-07-25 4.5 N/A 14876992.00 15287344.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FMBL5 2049-06-15 3 N/A 1664286.00 1454704.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HNMF2 2054-06-25 5.5 N/A 4671320.00 2147190.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBP73 2033-12-25 5.15 N/A 3200000.00 3420916.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KN2Y8 2052-03-01 2.5 N/A 50000.00 34421.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XADU2 2029-01-01 3.5 N/A 1354758.00 84782.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CTUC1 2054-09-01 6 N/A 1850596.00 1407435.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133Q3L66 2054-05-25 4.61721 N/A 7000000.00 2946876.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HLJR4 2055-06-25 5.11721 N/A 100000000.00 89375373.36 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5GN9 2047-02-01 4 N/A 265000.00 30422.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A8S41 2041-04-15 5 N/A 1600000.00 594646.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B3H84 2043-07-15 4 N/A 784800.00 681869.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4D58 2028-02-25 3.6 N/A 8000000.00 7989016.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RV49 2055-08-01 6.5 N/A 215223808.00 226092060.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A4U96 2040-12-15 4 N/A 324000.00 448204.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8BK6 2032-06-25 3 N/A 10500000.00 9947108.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8U90 2032-07-25 3.5 N/A 85100000.00 82915379.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WXG48 2032-10-01 6 N/A 13236700.00 15965.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30314CAG6 2029-07-25 6.19372 N/A 291000.00 64542.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFX34 2054-10-25 4.51721 N/A 27500000.00 24472882.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BSYF4 2055-01-15 4 N/A 150000.00 193600.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQR65 2052-04-01 2.5 N/A 30529.00 21212.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133TGU49 2028-11-15 6 N/A 9186320.00 100197.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B9RM9 2044-04-15 4 N/A 1600000.00 1259471.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHDH1 2054-11-25 4.51721 N/A 5000000.00 3347518.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AAX58 2046-04-01 4 N/A 350000.00 54654.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132G7VP7 2033-11-01 5 N/A 1361874.00 58704.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30297VAA8 2029-01-25 6.04372 N/A 447000.00 80860.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XQF35 2044-07-01 4.5 N/A 585868.00 49557.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30289UAS1 2049-06-25 3.932251 N/A 655000.00 654040.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNJF1 2052-01-01 2.5 N/A 100000.00 59624.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FMTT9 2034-04-25 3.059 N/A 2060000.00 1904837.25 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJXV6 2028-09-25 4.05 N/A 40000000.00 40394880.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AJC92 2051-03-01 3 N/A 20000000.00 10513888.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30314GAC6 2029-10-25 9.79372 N/A 2295000.00 1159355.85 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B1A69 2041-01-15 4 N/A 3000000.00 1780598.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131YBV39 2049-04-01 3 N/A 6432824.00 252163.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HMBV1 2055-07-25 4.81721 N/A 75816448.00 74312123.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H3HW6 2042-10-01 3.5 N/A 300000.00 51504.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HA3M6 2053-05-25 5 N/A 1000000.00 988340.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWCW4 2056-02-01 5.5 N/A 1044722.00 1072719.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FNX54 2029-07-25 2.508 N/A 1242000.00 1195995.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BCXJ2 2044-08-15 4 N/A 472000.00 665593.05 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSBT8 2053-10-01 2.5 N/A 97078.00 72926.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8AD3 2052-07-25 5 N/A 500000.00 579686.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B9SW6 2044-04-15 4 N/A 1100000.00 680113.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9UD9 2033-01-25 4.35 N/A 5000000.00 5097228.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HK5L4 2055-03-25 5.06721 N/A 50000000.00 37102240.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30324NAE5 2028-09-25 10.07924 N/A 59962000.00 18921833.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5DP9 2031-11-25 2.347 N/A 27316000.00 25155688.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPJG1 2029-09-25 2.595 N/A 1140000.00 1099278.25 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNAW3 2052-09-01 5 N/A 100000.00 69737.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329JAX5 2033-10-01 6 N/A 4754016.00 22811.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WHXG7 2036-06-01 6 N/A 869950.00 8804.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KN6W8 2052-04-01 4 N/A 1000000.00 704595.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ABKD1 2050-10-01 3 N/A 3113488.00 1268218.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F63W5 2050-11-25 2 N/A 1200000.00 59597.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137APKQ2 2042-04-15 4.27267 N/A 101181568.00 3726381.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4FG0 2050-07-25 2 N/A 980000.00 515163.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HATD8 2053-11-25 5.66721 N/A 75000000.00 34481341.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30312LAG8 2026-07-27 5.99372 N/A 4831000.00 1431336.85 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BWSZ8 2047-03-15 3.5 N/A 4284000.00 2937722.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BNBF0 2046-03-15 3 N/A 625000.00 772831.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132L74A4 2046-09-01 3.5 N/A 810928.00 134711.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WDMW3 2033-12-01 5 N/A 2060010.00 19876.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FU5Z3 2050-07-25 1.75 N/A 100000000.00 48678972.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5J89 2048-07-01 5 N/A 214000.00 21819.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FFWL7 2038-08-15 1 N/A 36896896.00 5214479.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8W45 2050-12-01 3 N/A 284251.00 99570.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNBG0 2047-03-25 4 N/A 1522000.00 1008280.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BH2S7 2051-07-25 2 N/A 500000.00 286961.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XHNK3 2043-12-01 5 N/A 261308.00 22489.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7Z24 2033-01-01 3.5 N/A 557000.00 101597.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BS5X9 2054-10-25 4.91721 N/A 30000000.00 21922556.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUS35 2054-07-25 4.86721 N/A 8725000.00 6620279.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-02-01 5 N/A 241567232.00 243453174.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXLS1 2055-10-25 4.56721 N/A 29508256.00 29135284.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FPJ0 2055-09-01 6.5 N/A 27406.00 24672.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396PGT2 2032-10-25 5.271 N/A 14869000.00 249274.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVP40 2054-11-01 6 N/A 50013040.00 44416343.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ACBY6 2031-11-25 3 N/A 781000.00 754345.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCLW6 2051-08-01 2.5 N/A 27498720.00 16556663.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NGH94 2053-04-01 2.5 N/A 173174.00 140791.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AS3K0 2043-03-25 2.5 N/A 3500000.00 708828.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BY4Y5 2056-03-25 3 N/A 8462400.00 8127396.15 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H6CC1 2048-01-01 4 N/A 361000.00 67690.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRL47 2054-05-25 4.91721 N/A 9800000.00 6003557.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411DAA7 2036-11-01 6 N/A 1000000.00 19494.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVE9 2030-12-01 2.5 N/A 1446258.00 335332.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B9FK8 2050-04-25 1.5 N/A 40000000.00 10646222.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGV55 2052-04-01 3 N/A 15500000.00 10363466.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGLD2 2043-09-25 4.22169 N/A 94150272.00 6777399.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXPG3 2052-09-25 4.5 N/A 3265000.00 3084525.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQLV5 2052-10-01 5.5 N/A 45000.00 30954.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U54Q6 2056-01-01 6 N/A 8986608.00 9360822.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKSE1 2053-03-01 5.5 N/A 28051456.00 20961443.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUZT6 2054-07-01 6 N/A 8770000.00 7469675.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CX25 2048-06-01 4 N/A 19239680.00 929804.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJ2S6 2032-02-01 3.5 N/A 725000.00 102753.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBPV4 2049-08-01 4.5 N/A 99426.00 12665.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLK66 2052-04-01 4 N/A 1005318.00 720193.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BBXY3 2050-09-25 1.5 N/A 100000128.00 46908794.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTQJ5 2054-11-25 5.01721 N/A 100000000.00 53734761.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSTB3 2055-11-01 5 N/A 8010784.00 8062492.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404DJ82 2034-08-01 6 N/A 365000.00 13671.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ACGS4 2043-03-25 3 N/A 650000.00 612336.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYA69 2056-02-25 4 N/A 24894880.00 24328804.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BAWZ3 2050-07-25 1.875 N/A 50000000.00 27323316.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BY4F6 2056-03-25 4.51221 N/A 10000000.00 10032776.78 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQWX3 2053-12-25 6 N/A 500000.00 517857.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BH87 2053-07-20 5 N/A 99000.00 109565.07 Agency Collateralized Mortgage Obligation Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-05-28 2026-05-28 N N N 0.0388 1500000000.00 1500000000.00 0.0044 N N N Y HSBC SECURITIES (USA) INC. (REPO) HSBC SECURITIES (USA) INC. (REPO) 3.67 N/A CYYGQCGNHMHPSMRL3R97 0HSB14UI8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288RJR0 2055-12-01 4.731 N/A 12500000.00 12666926.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0F49 2053-08-01 5 N/A 300000.00 263599.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0NC2 2053-10-01 6 N/A 215000.00 162162.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WWAA0 2045-09-01 3.26 N/A 5000000.00 3650009.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WWWH1 2035-12-01 2.37 N/A 4376712.00 3569764.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPLT3 2053-01-01 5.5 N/A 200000.00 158921.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYTE9 2040-05-01 3 N/A 1500000.00 378710.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JPRE3 2055-12-01 6 N/A 20107871.00 20233374.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNH71 2051-09-01 3 N/A 81960.00 54448.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LBNF6 2051-03-01 2.17 N/A 3253000.00 2224064.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNMR9 2030-06-01 3.57 N/A 1047549.00 892159.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J0KT6 2032-07-01 1.55 N/A 20500000.00 16943095.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LCGB1 2036-06-01 2.07 N/A 27580000.00 23130877.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LJAM8 2029-12-01 4.97 N/A 3000000.00 3072646.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVRM4 2055-11-01 7 N/A 551792.00 574227.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LM7C1 2030-04-01 3.53 N/A 480343.00 420541.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 313637UY4 2030-10-01 3.595 N/A 162410.00 147699.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNL90 2033-06-01 3.72 N/A 7967520.00 7804581.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1EN6 2030-10-01 4.385 N/A 3091000.00 3155437.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LCQH7 2036-06-01 2.3 N/A 4742000.00 4044860.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3B32 2045-07-01 5 N/A 3852300.00 3670344.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTF38 2034-05-01 3.59 N/A 7378000.00 7135948.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0BC0 2055-12-01 6.5 N/A 217578.00 231992.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NUGH6 2039-12-01 6.05 N/A 21350000.00 24215632.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LDZM4 2041-10-01 2.265 N/A 1475000.00 1098007.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LD2M0 2031-11-01 1.72 N/A 8080000.00 7017271.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTHJ1 2034-04-01 3.675 N/A 2000000.00 1943864.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NWJ48 2030-05-01 4.3 N/A 5188000.00 5231493.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J1EK0 2030-10-01 1.17 N/A 42500000.00 37726187.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LFDL5 2042-01-01 2.36 N/A 3914540.00 2936078.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRAR0 2055-11-01 6.5 N/A 205737.00 213862.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JVSJ2 2049-09-01 3.5 N/A 6487000.00 704767.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LDZS1 2051-10-01 2.435 N/A 382000.00 216079.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U16L4 2056-01-01 5.5 N/A 10122653.00 10443054.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSZJ3 2034-03-01 3.66 N/A 5495000.00 5338564.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LGJW3 2037-05-01 3.87 N/A 10355248.00 9981226.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LCXF3 2031-07-01 1.76 N/A 5000000.00 4470940.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LL5E1 2028-01-01 3.04 N/A 5430088.00 5085376.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LECT6 2028-05-01 3.05 N/A 10000000.00 8564505.73 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 235000000.00 235000000.00 0.0007 N Y Y N ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 3.67 N/A N/A 0QZ003IL4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31297TGL1 2035-09-01 5.5 N/A 2867908.00 89711.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GFEZ6 2041-07-01 5 N/A 10148752.00 448378.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQDX1 2052-11-01 6 N/A 4526912.00 3123122.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BW6N8 2053-03-01 6 N/A 1959298.00 1323981.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426KH82 2055-04-01 5.5 N/A 1024.00 995.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSAL6 2053-12-01 6 N/A 125207296.00 101758927.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128JQL48 2040-09-01 6.65 N/A 19698272.00 271634.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C6X95 2053-07-01 6 N/A 2553580.00 2112260.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3129406R5 2040-06-01 5.5 N/A 1389544.00 228295.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KL7C5 2051-06-01 3 N/A 13980.00 9798.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRSY2 2054-10-01 5.5 N/A 47363200.00 43141623.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EP20 2053-03-01 5 N/A 173445.00 136078.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A3SU2 2041-02-01 6 N/A 1087940.00 90902.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPRS8 2052-07-01 4.5 N/A 31923456.00 23654552.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTKQ1 2053-11-01 6 N/A 11927900.00 9467821.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQNT0 2054-01-01 5.5 N/A 26058080.00 24706260.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8BP0 2056-01-01 5.5 N/A 1024.00 1058.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A1TZ4 2040-12-01 5.5 N/A 2054216.00 97056.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBMX3 2049-08-01 4 N/A 2048.00 587.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417Q2D5 2039-11-01 6.335 N/A 22074016.00 190012.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKP20 2053-02-01 5 N/A 388999.00 289575.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419FLG9 2040-10-01 4.5 N/A 2760064.00 275621.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHGH2 2051-02-01 2.5 N/A 264139.00 122768.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSHC8 2053-06-01 5.5 N/A 45000000.00 35446786.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DTN2 2035-10-01 2.5 N/A 636738.00 197035.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRH30 2053-02-01 6 N/A 1024.00 702.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXD82 2056-07-01 3.5 N/A 110000000.00 33184034.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y67J3 2055-08-01 6.5 N/A 1010.00 1004.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES68 2053-06-01 6 N/A 333359.00 213977.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JM2R2 2049-02-01 4.5 N/A 1000.00 266.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJY64 2052-11-01 5.5 N/A 1024.00 784.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WVSF9 2043-06-01 3.5 N/A 1024.00 171.51 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 275000000.00 275000000.00 0.0008 N Y Y N METROPOLITAN LIFE INSURANCE COMPANY (REPO) METROPOLITAN LIFE INSURANCE COMPANY (REPO) 3.66 N/A N/A 0QT002TI8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 55000000.00 48519890.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 25000000.00 25414148.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 150000000.00 109789536.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 20000000.00 19638058.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 30000000.00 30847160.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 59336100.00 59532728.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 355000000.00 205924761.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 25000000.00 25930970.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 65000000.00 60566442.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 50000000.00 48039012.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 30000000.00 26689255.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 35000000.00 35653194.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 40000000.00 39904696.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 50000000.00 51616843.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 N/A 11253300.00 11766646.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 50000000.00 29715386.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 90000000.00 56775595.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 38000000.00 38315400.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 25000000.00 24784288.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 25000000.00 25067500.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 45000000.00 45612211.05 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 1000000000.00 1000000000.00 0.0030 N Y Y N MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO) MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO) 3.67 N/A JBONEPAGQXF4QP29B387 ORL001T90 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 549300M8ZYFG0OCMTT87 36179WR34 2051-11-20 3 N/A 100000000.00 60747904.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.5 N/A 60000000.00 59689423.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179USS2 2049-05-20 3 N/A 100000000.00 11666884.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FV94 2041-08-20 4.5 N/A 75000000.00 3329054.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QJS1 2044-07-20 3.5 N/A 30000000.00 2029397.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179N5W4 2044-03-20 4 N/A 35000000.00 1897671.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UST0 2049-05-20 3.5 N/A 100000000.00 9684726.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KT40 2038-08-15 5 N/A 43999800.00 536864.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WLQ9 2051-08-20 3 N/A 100000000.00 56167706.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QL58 2044-08-20 3.5 N/A 90000000.00 6481008.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296UQN3 2039-02-15 5 N/A 25000000.00 641911.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FX92 2041-10-20 4.5 N/A 87500000.00 3987130.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RD71 2045-05-20 3.5 N/A 224989300.00 17641143.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5G9 2052-05-20 5 N/A 40000000.00 25750115.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5TN9 2055-08-20 5.5 N/A 60000000.00 60238264.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FXC5 2041-09-20 4.5 N/A 149999900.00 7082837.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5RG6 2055-06-20 6 N/A 100000000.00 98947850.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QJU6 2044-07-20 4.5 N/A 30000000.00 2015217.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179N2J6 2044-02-20 3.5 N/A 50000000.00 4120776.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179N5V6 2044-03-20 3.5 N/A 35000000.00 2572505.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5 N/A 65211000.00 65425239.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FTM8 2041-05-20 5 N/A 25000000.00 844551.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QBG5 2044-04-20 4 N/A 100000000.00 5945440.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NNB0 2043-09-20 4 N/A 22500000.00 1251000.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QPG0 2044-09-20 3.5 N/A 20000000.00 1513344.40 Agency Mortgage-Backed Securities Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2026-03-03 2026-03-03 2026-03-03 N N N 0.0367 500000000.00 500000000.00 0.0015 N N Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 3.67 N/A KX1WK48MPD4Y2NCUIZ63 0RG005UJ9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XFHU5 2038-01-01 2.92 N/A 17222592.00 14622650.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B36D5 2043-06-15 3.5 N/A 1922844.00 1172364.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395J3S3 2034-11-15 6 N/A 2304843.00 1292547.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137GAMD6 2040-10-15 4 N/A 2247283.00 1113363.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FBYC4 2047-12-15 3 N/A 98937.00 53920.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XGG7 2055-08-01 6 N/A 4173193.00 4161007.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7SH7 2052-06-25 4 N/A 1500000.00 1482542.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WRRN5 2044-03-01 3.83 N/A 4931173.00 3762436.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MF56 2055-05-01 6.5 N/A 2279122.00 2365093.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FC4R2 2047-12-15 3 N/A 533000.00 402469.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BMXN1 2043-12-15 3.5 N/A 1007353.00 1238180.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426RH20 2055-06-01 6.5 N/A 2276500.00 2377174.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XJQJ2 2035-03-01 4.65 N/A 37673479.00 38566692.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YAM8 2055-09-01 6 N/A 1991118.00 1386076.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H6CX1 2052-03-25 2.5 N/A 1864788.00 1295547.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HADG8 2053-08-25 6 N/A 4000000.00 4918215.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426N5D8 2055-05-01 6.5 N/A 1582047.00 1602430.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YKF2 2055-08-01 6 N/A 1065426.00 1093094.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5RY5 2052-02-25 2.5 N/A 4297759.00 3212106.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRFG4 2053-06-01 5.5 N/A 3000000.00 2465223.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B1VF5 2052-01-01 2 N/A 24930495.00 15748706.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQAT0 2049-12-25 3 N/A 2000000.00 2097533.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JE96 2055-04-01 6.5 N/A 1300896.00 1346500.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426G2G9 2055-04-01 7 N/A 3199.00 3201.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACJS0 2048-01-01 4 N/A 18600000.00 6000143.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9GB9 2052-11-25 5.5 N/A 3000000.00 3690298.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426U5J9 2055-08-01 6 N/A 3615860.00 3069447.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133SKCQ2 2042-12-01 3 N/A 6811194.00 5157263.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GD68 2055-09-01 6 N/A 1888469.00 1950246.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3V74 2051-04-25 2 N/A 1581428.00 882487.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4Z60 2052-01-25 2.5 N/A 1642538.00 1060341.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B0EF7 2043-03-15 3 N/A 2000000.00 1880771.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131YCZE9 2049-05-01 4 N/A 95766716.00 28145668.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3W32 2051-11-25 2 N/A 5797315.00 3888630.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSNQ7 2054-08-01 5.5 N/A 6792328.00 6340439.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H15M4 2051-07-25 2.5 N/A 2602000.00 1861359.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5DN4 2052-01-25 2.5 N/A 3447000.00 2482016.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SL72 2055-07-01 5.5 N/A 4892128.00 4582232.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H6PV1 2052-03-25 3 N/A 1614454.00 1336469.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329PDB6 2048-06-01 4 N/A 25900000.00 4190649.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BTME7 2053-01-01 6 N/A 3791587.00 3446593.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRSE4 2038-12-01 4.085 N/A 8000000.00 7690050.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JGLP8 2048-12-01 4 N/A 21150000.00 5370182.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGVL4 2055-08-01 6 N/A 3374866.00 3457882.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRJR1 2055-09-01 6 N/A 814700.00 848688.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRC68 2033-10-01 3.69 N/A 1151.00 1120.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5UY3 2042-03-01 3 N/A 20000000.00 4071297.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LN6W6 2048-09-01 4.02 N/A 2868914.00 2468193.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTKM6 2055-10-01 6.5 N/A 1425654.00 1509461.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HUMN3 2039-06-01 3.37 N/A 24892987.00 22272001.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLRQ7 2055-08-01 6 N/A 4476156.00 4250382.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8ZY2 2048-07-01 4.5 N/A 44752465.00 8088551.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AU4D0 2047-02-25 3 N/A 1289933.00 700916.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJX69 2055-08-01 6 N/A 11610531.00 11242965.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6XJ9 2055-05-01 6.5 N/A 1287113.00 1330562.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0PC0 2032-10-01 4.59 N/A 44822000.00 46334518.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B8HA0 2050-02-25 3 N/A 1000000.00 731972.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGMJ8 2043-10-25 3 N/A 7637000.00 3693735.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M0XA3 2042-08-01 3.5 N/A 22704521.00 2696049.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NXZ89 2030-04-01 4.44 N/A 19993000.00 20497736.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKV82 2055-09-01 5.5 N/A 211153.00 203532.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZL7 2054-01-01 5.5 N/A 10000000.00 8165862.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMR83 2052-06-25 4 N/A 5000000.00 4995761.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKH49 2055-08-01 6 N/A 2378650.00 2024545.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H8Y33 2048-08-01 4 N/A 44666068.00 9096048.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYY54 2035-07-01 4.63 N/A 22465000.00 23169297.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSPP0 2053-07-01 5 N/A 6964187.00 4280059.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTAB5 2053-09-01 5.392 N/A 28996325.00 24518989.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRN82 2030-11-01 3.89 N/A 25000000.00 25107186.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NVRH2 2034-07-01 4.88 N/A 3150000.00 3307671.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1V42 2054-01-01 4.5 N/A 17960512.00 16326836.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NXSP9 2030-04-01 4.72 N/A 28014000.00 28973084.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7V59 2055-05-01 6.5 N/A 3396265.00 3577288.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2SB9 2048-07-25 3.5 N/A 3095000.00 1312916.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTZW2 2034-06-01 3.37 N/A 5360000.00 4970931.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRRR6 2028-11-01 3.95 N/A 16225000.00 16299904.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A7JB9 2042-07-25 3.5 N/A 2000000.00 740832.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCE91 2046-12-01 3.5 N/A 6820899.00 5177697.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFY83 2045-11-01 4 N/A 49999983.00 8497228.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTKL8 2055-10-01 6.5 N/A 2318745.00 2433193.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNM73 2033-06-01 3.73 N/A 1397364.00 1367966.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSKB6 2034-02-01 3.96 N/A 15240584.00 15142282.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNCD1 2033-05-01 3.51 N/A 3832731.00 3718377.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LMQ89 2038-04-01 3.51 N/A 2404589.00 2219808.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LLEC5 2037-12-01 3.26 N/A 1928031.00 1720886.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LM6P3 2033-05-01 3.58 N/A 5153309.00 4790927.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNH6 2055-08-01 5 N/A 12747200.00 12447551.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B7V24 2050-01-25 3 N/A 6604235.00 2773533.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSUE9 2029-02-01 3.52 N/A 12000000.00 11926574.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNN23 2033-07-01 3.75 N/A 794024.00 777149.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HUNB8 2039-06-01 3.37 N/A 5958802.00 5331399.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPGE5 2052-11-25 5 N/A 512811.00 600598.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BE6K9 2055-06-01 6.5 N/A 2005395.00 2079892.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGQF3 2055-08-01 6 N/A 2063903.00 2115784.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B82B6 2055-05-01 6.5 N/A 1830650.00 1909792.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYTB7 2035-06-01 4.61 N/A 8540000.00 8763615.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BE6G8 2055-06-01 6.5 N/A 1407386.00 1464687.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQMT6 2044-03-01 4 N/A 39186360.00 5740502.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRLD3 2048-10-01 4.21 N/A 1500000.00 1325295.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8ZV6 2055-05-01 6.5 N/A 2031382.00 2044067.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNL74 2033-07-01 3.97 N/A 1877142.00 1864411.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LXZK4 2051-10-01 2.5 N/A 4863960.00 2919749.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A8D64 2042-09-25 3.5 N/A 2220000.00 1291167.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUUX2 2054-06-01 6 N/A 110881024.00 98099931.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYWD9 2035-07-01 5 N/A 3375000.00 3578782.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMPV4 2052-04-25 3.5 N/A 1295951.00 1125110.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGVR1 2055-08-01 6 N/A 1180319.00 1215987.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31377U7L1 2030-08-01 3.61 N/A 14280000.00 14210987.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMAY6 2055-08-01 6.5 N/A 1171312.00 1229624.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AA4L6 2043-01-25 3 N/A 997688.00 1221223.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LLKR5 2037-11-01 3.51 N/A 1114755.00 983052.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTX46 2034-06-01 3.4 N/A 6585329.00 6271903.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSUG4 2031-06-01 3.89 N/A 13798.00 13781.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AYYZ0 2047-11-25 3.5 N/A 2000000.00 843521.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MGCZ2 2052-02-01 2.5 N/A 5241124.00 2800072.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQZJ3 2055-10-01 6.5 N/A 63628.00 63275.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNN51 2052-08-25 4.5 N/A 3000000.00 3128353.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLC67 2055-08-01 6 N/A 4130434.00 3767309.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381JTU6 2037-06-01 6.358 N/A 69795507.00 1852135.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJE92 2051-11-25 2.5 N/A 1461217.00 912856.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYZQ7 2030-07-01 4.765 N/A 24378900.00 25221541.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417AZV4 2042-02-01 4 N/A 26482989.00 2541430.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MEYS9 2055-05-01 6.5 N/A 1153042.00 652453.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPCM1 2052-11-25 5.5 N/A 2204431.00 2713008.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8D73 2055-04-01 6.5 N/A 1021663.00 1066574.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBU30 2039-09-01 3 N/A 8328705.00 2951362.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NV5C7 2034-02-01 4.68 N/A 11250608.00 11626187.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSVM0 2034-02-01 3.87 N/A 1000.00 984.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1X70 2036-01-01 4.67 N/A 30430763.00 31412543.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LFGG3 2029-02-01 2.3 N/A 1467500.00 1391437.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AK5E1 2054-09-01 6.5 N/A 4736.00 3207.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNRW3 2033-07-01 3.75 N/A 32476528.00 31963084.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LR7J5 2042-06-01 4 N/A 65160567.00 6162585.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNMA1 2052-07-25 4.5 N/A 3000000.00 3123290.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3MM9 2048-11-25 3.5 N/A 6702000.00 4511635.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGRY1 2055-08-01 6 N/A 3052818.00 3144048.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQZG9 2055-10-01 6 N/A 11343.00 11750.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGQV8 2055-08-01 6 N/A 1429690.00 1482682.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCB43 2055-05-01 6.5 N/A 4938325.00 5158997.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNNX0 2052-07-25 4.5 N/A 1500000.00 1545026.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYE49 2035-06-01 4.945 N/A 41532235.00 43673694.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJF59 2051-11-25 2.5 N/A 2000000.00 1322877.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTYD5 2049-05-01 3.83 N/A 5500000.00 4776861.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0UX8 2032-10-01 4.48 N/A 4072100.00 4180880.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 313637Y53 2033-09-01 3.78 N/A 14000000.00 13726104.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 313637S84 2030-08-01 3.86 N/A 5159.00 5115.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQEH8 2053-08-25 5.5 N/A 1500000.00 1766842.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1T79 2048-06-25 4 N/A 3911000.00 2422560.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J2PL4 2030-12-01 1.27 N/A 4999000.00 3922407.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RN29 2052-05-20 3 N/A 6114418.00 5845819.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RHE0 2052-04-20 3 N/A 2430232.00 2105872.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383PV32 2052-04-20 3.5 N/A 1380193.00 1201284.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376F4B5 2039-09-16 5.5 N/A 1614668.00 911543.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HY50 2055-10-20 4.91154 N/A 7346000.00 7260824.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379F3Y3 2045-05-20 3.5 N/A 2500000.00 2184754.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DMN4 2053-10-20 6 N/A 7667094.00 9150590.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383PLR0 2052-03-20 3 N/A 2000000.00 1455166.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DDR5 2053-10-20 6.5 N/A 5000000.00 6236484.95 Agency Collateralized Mortgage Obligation TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059FBA8 2038-01-15 0 N/A 1000.00 578.04 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059FBP5 2056-04-01 0 N/A 1505000.00 298549.86 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059FBS9 2039-09-15 0 N/A 16349000.00 8751161.93 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059FBW0 2042-12-15 0 N/A 15535000.00 6442908.23 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 880591DZ2 2056-04-01 5.375 N/A 689000.00 733571.83 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 413000.00 415324.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 100.00 101.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 1300.00 1291.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 500.00 508.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 5435400.00 4141030.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 5249400.00 5077454.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 200.00 188.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 2100.00 1052.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 8999900.00 5476556.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 1100.00 1104.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 99800.00 79405.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 400.00 398.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 800.00 808.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 2000000.00 1988523.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 100.00 95.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 100.00 107.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 57500.00 36193.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 5948000.00 5717156.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 1300.00 1317.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 100.00 96.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 2877000.00 2954295.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 2799000.00 2863777.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 1484000.00 1309428.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 100.00 95.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 20839000.00 20755241.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 200.00 167.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 100.00 54.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 501100.00 360344.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 5000000.00 4125230.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 52931900.00 55222848.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 6000000.00 5894136.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 N/A 100.00 101.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 500000.00 473175.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 15425100.00 15400335.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 29913100.00 31207816.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 11045400.00 11098452.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 44684200.00 45092537.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 N/A 1701400.00 1322567.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 463600.00 492252.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 800000.00 818755.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 100.00 99.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 102199600.00 104145231.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.75 N/A 4793800.00 5100951.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797PV3 2026-03-19 0 N/A 100.00 99.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286S4 2026-04-30 2.375 N/A 100.00 100.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 1100.00 1119.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 7866700.00 8187807.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 9353800.00 8832801.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 1000.00 910.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 621600.00 769810.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 364100.00 244554.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 N/A 900.00 920.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 10000000.00 10137382.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 4000000.00 4224832.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 100.00 96.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 3092100.00 2720618.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 4000000.00 4436017.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 700.00 746.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 3937300.00 3904577.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797SD0 2026-04-02 0 N/A 3600.00 3587.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 9929000.00 10121497.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 474000.00 487039.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 5500000.00 5763164.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 300000.00 314948.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 55500000.00 57285332.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 736700.00 740470.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 2652700.00 2688838.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 19820000.00 19867730.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 5000000.00 5070258.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 200.00 131.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 400.00 405.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 2200.00 2143.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 67319800.00 66386686.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 17500000.00 11314571.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 100.00 101.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 N/A 100.00 84.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 200.00 191.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 1200.00 1146.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 53264000.00 42185988.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 5413500.00 4797334.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 7607600.00 7663458.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 200.00 203.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 45000000.00 44963513.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 17000000.00 17563989.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 5562900.00 5850883.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 3034700.00 3107886.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 300.00 305.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 1945000.00 1441467.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 500000.00 493853.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 4000000.00 3811751.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 200.00 196.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 1000.00 1000.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 3070900.00 3162158.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 1200.00 1027.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 50042900.00 49320096.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 943000.00 837643.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 700.00 621.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 100.00 100.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 100.00 102.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 830000.00 584462.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 5000000.00 4174928.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 177300.00 181201.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 593800.00 583261.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 32000100.00 31914482.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 5000100.00 5056360.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 100.00 73.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875 N/A 5828200.00 5932498.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 2688000.00 2776652.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 639500.00 634870.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 3999900.00 3543620.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 2250000.00 2327625.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 4770000.00 4599440.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 7911900.00 8244933.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 700.00 736.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 1800000.00 1770300.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 4637500.00 4702028.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 800.00 784.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 6130000.00 5546986.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 100.00 101.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 16210900.00 16780306.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 230000.00 217088.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625 N/A 8631000.00 8632471.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 13999900.00 14116776.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 4867900.00 3313320.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 N/A 900.00 907.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 24999900.00 25571107.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 N/A 40000000.00 41471040.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 10000000.00 10031166.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 15585400.00 13868324.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 1600.00 1212.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875 N/A 272700.00 271876.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 11000000.00 11073612.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 900100.00 912462.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.5 N/A 6000000.00 6114341.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 5532500.00 5590813.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 200.00 161.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 15711700.00 15781731.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 100.00 97.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 12000000.00 12311892.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 100.00 95.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 441000.00 445461.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 12999800.00 13023280.01 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-06 2026-03-06 2026-03-19 Y NATIXIS NEW YORK BRANCH (REPO) 1.0000 7 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0367 2000000000.00 2000000000.00 0.0059 N N Y N NOMURA SECURITIES INTERNATIONAL INC (REPO) NOMURA SECURITIES INTERNATIONAL INC (REPO) 3.66 N/A XPSKD1VTEQPKCHBEKQ95 0QJ005OK2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 35657800.00 25109229.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.720876599 N/A 69700.00 69918.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 181002500.00 129990302.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 245469700.00 149371499.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 44998500.00 40957431.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625 N/A 133900.00 133922.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 14790100.00 10986700.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 N/A 270300.00 280240.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 73076600.00 53935690.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 57100.00 57277.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 12346600.00 7346658.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 7849900.00 6217253.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 229150000.00 117310088.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 61866800.00 56523822.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 105297000.00 99386090.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 189600.00 190475.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 55948100.00 32397124.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 36864100.00 35156320.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 208695400.00 158106178.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 3401300.00 3167357.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 65500.00 66565.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.75 N/A 16165400.00 14936313.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 83829300.00 63866449.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 17793800.00 12111294.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 1892600.00 1229084.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 1766100.00 1414264.24 U.S. Treasuries (including strips) Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 1000000000.00 1000000000.00 0.0030 N Y Y N NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 3.66 N/A 5493007VSMFZCPV1NB83 0QP001TI4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 150255850.00 147536654.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 882150.00 910266.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 57374350.00 57850557.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 N/A 112600.00 115129.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 99319250.00 99587412.00 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2026-03-04 2026-03-04 2026-03-04 N N N 0.0366 300000000.00 300000000.00 0.0009 N N Y N NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 3.69 N/A 5493007VSMFZCPV1NB83 0QP001TJ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 882150.00 910266.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 57374350.00 57850557.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 N/A 112600.00 115129.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 150255850.00 147536654.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 99319250.00 99587412.00 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2026-03-06 2026-03-06 2026-03-06 N N N 0.0369 300000000.00 300000000.00 0.0009 N N Y N PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO) PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO) 3.66 N/A N/A 0VT001FR4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 60000000.00 30773808.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 39500000.00 40794514.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 97000000.00 63116318.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 25000000.00 10811504.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 133200000.00 54540949.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 9400000.00 4753410.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 92700000.00 94842778.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 107000000.00 46886717.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 11000000.00 10893300.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 6880600.00 7008589.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 54500000.00 21744897.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 90000000.00 46804225.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 4700000.00 4715040.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 16000000.00 6465309.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 52000000.00 23435280.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 6600000.00 2597562.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 88000000.00 48444381.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 8000000.00 6450787.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 31800000.00 15633219.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 68000000.00 68782102.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 20000000.00 11978305.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 198200000.00 77018155.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 22000000.00 11942933.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 33000000.00 18696671.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 91000000.00 73298701.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 10000000.00 5348462.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 4600000.00 4158313.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 10000000.00 4146721.70 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 800000000.00 800000000.00 0.0024 N Y Y N RBC CAPITAL MARKETS LLC (REPO) RBC CAPITAL MARKETS LLC (REPO) 3.7 N/A 549300LCO2FLSSVFFR64 0PO004J92 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 31331GKR9 2029-01-16 4.75 N/A 20000.00 20753.99 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EMRW4 2029-03-01 1.2 N/A 75000.00 70448.30 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ER6T3 2029-03-12 4.52 N/A 150000.00 153157.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EP4Y8 2028-03-13 4.75 N/A 100000.00 102208.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B9FK1 2028-02-11 3.8 N/A 470000.00 470552.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 302987AA0 2039-10-25 4.49573 N/A 50450000.00 20382380.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8TZ4 2032-08-25 3.123 N/A 12483000.00 11837884.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425SAE0 2029-09-01 4 N/A 66000000.00 66453210.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJZ51 2028-10-25 4.22372 N/A 51247000.00 4343767.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AYCT6 2043-02-15 3.25 N/A 1000.00 692.70 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBPH1 2031-01-27 4.27924 N/A 34000000.00 30880630.55 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLMW1 2029-03-25 3.492 N/A 10000000.00 9933880.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSZQ1 2056-01-01 5.5 N/A 10982692.00 11238589.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FF3Y1 2027-12-25 1.199 N/A 45000000.00 43042812.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134HCVM8 2031-02-20 4.06 N/A 36313000.00 36314722.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D94K7 2038-06-01 3 N/A 12774700.00 11895341.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FWTC4 2050-09-25 2 N/A 80000.00 13670.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FUZS6 2027-06-25 4.07924 N/A 63440000.00 7008646.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQKH5 2029-11-26 4.39372 N/A 6200000.00 2633951.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FREN7 2029-12-26 4.30372 N/A 25950000.00 4334187.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDV64 2029-04-25 4.23924 N/A 3000000.00 2967253.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F9Z46 2030-12-26 3.87924 N/A 206000000.00 96227060.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H6LN3 2032-01-25 2.59 N/A 28420000.00 26438260.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FCKC7 2027-10-25 4.15372 N/A 80387000.00 36741972.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPHW8 2028-06-26 4.41372 N/A 18500000.00 2700822.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30306LAD3 2037-10-25 4.49372 N/A 4770000.00 298668.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5YC5 2029-01-25 2.26 N/A 178248000.00 171328808.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FGR31 2028-06-25 3.854 N/A 48390000.00 48615954.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FCKD5 2027-10-25 3 N/A 3000000.00 2964557.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FL6K5 2029-02-25 4.33372 N/A 15000000.00 4975519.64 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJY52 2030-07-25 3.9 N/A 24250000.00 17281153.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBCH5 2033-10-25 4.37924 N/A 15000000.00 10512812.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H6TD7 2052-03-25 3 N/A 37000.00 15369.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FXSC3 2051-01-25 0.75 N/A 199949916.00 63583201.16 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FRYZ8 2027-02-25 4.49372 N/A 17500000.00 5123439.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAN85 2028-04-25 4.74 N/A 25000000.00 22650565.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30297CAJ1 2028-06-25 3.448453 N/A 7500000.00 4007757.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQ2Q5 2029-09-25 4.31372 N/A 36275000.00 3988383.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FMCW0 2029-05-25 4.23372 N/A 28552000.00 12353504.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQ2W2 2029-09-25 4.35372 N/A 4344789.00 2278578.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKKZ8 2028-10-25 4.40372 N/A 20509000.00 7854196.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 302966AH9 2038-09-25 4.49372 N/A 32140000.00 6994447.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7M91 2032-04-25 2.45 N/A 27975000.00 25704421.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FXZ84 2031-01-27 3.91924 N/A 66730000.00 24694864.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHH38 2026-08-25 4.22924 N/A 50000000.00 8957809.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31394LZ54 2033-11-15 5.5 N/A 12000.00 34.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F84B6 2030-11-25 4.01924 N/A 8000000.00 2359605.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9JB6 2032-09-27 4.57924 N/A 50000000.00 35245237.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30298WAE7 2039-08-25 4.49573 N/A 840000.00 439778.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F62K2 2030-09-25 4.11372 N/A 5080000.00 2075369.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBLU6 2028-07-25 4.466 N/A 9790000.00 9179801.47 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4X80 2028-02-25 3.65 N/A 1500000.00 1498576.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30293VAJ3 2035-11-25 4.49372 N/A 61074000.00 12794248.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FXLW6 2030-05-25 0.799 N/A 7545000.00 5065088.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FMTR3 2030-09-25 2.77 N/A 5780000.00 4150930.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 302966AL0 2028-10-25 3.68993 N/A 20000000.00 7891327.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3K50 2028-09-25 3.86924 N/A 5000000.00 4942670.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30303KAF3 2037-04-25 3.13 N/A 5000000.00 3100392.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F72V6 2033-03-25 1.394 N/A 15000000.00 6186633.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FUKQ6 2040-10-15 4.26478 N/A 8590000.00 2211178.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8CA7 2029-06-25 4.22924 N/A 9000000.00 6810404.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30308AAH6 2027-11-25 3.16 N/A 22500000.00 6312272.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426KRY4 2055-04-01 6 N/A 27485.00 24134.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHJE2 2030-10-25 4.76 N/A 17400000.00 17125551.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FWJ76 2030-04-25 4.04924 N/A 3900000.00 2188661.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FTZZ3 2030-05-28 4.26372 N/A 39250000.00 16436661.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H1Z82 2028-07-25 3.87924 N/A 8000000.00 2925779.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJW71 2045-09-01 4 N/A 1000.00 81.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBST2 2028-12-25 4.856 N/A 11500000.00 9245329.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVZC8 2055-11-01 5.5 N/A 1029114.00 1038968.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9QZ5 2033-05-25 4.25 N/A 25000000.00 25199761.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30291SAC7 2040-03-25 4.49573 N/A 14500000.00 7982019.05 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HN6E3 2030-07-25 4.20924 N/A 138098000.00 138130293.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAD52 2033-06-25 4.825 N/A 26620000.00 27815816.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5DY0 2028-12-25 1.752 N/A 22350000.00 21211520.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FF3L9 2028-01-25 3.85924 N/A 8095000.00 1460975.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4BY5 2028-09-25 2.031 N/A 9500000.00 9117851.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F6RV1 2050-11-25 0.75 N/A 113597432.00 55495315.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FCJL9 2027-12-25 3.364 N/A 2000000.00 1989355.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JQ5U9 2056-01-01 6 N/A 83359.00 86152.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FWJ68 2030-04-25 4.13372 N/A 16500000.00 9264840.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H74L4 2029-04-25 4.11819 N/A 13000000.00 7976841.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 302961AD9 2028-03-25 3.15 N/A 15000000.00 3195270.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H1Z33 2028-07-25 1.712 N/A 33735000.00 30559038.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAH25 2030-08-25 4.284 N/A 20000000.00 20345220.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBBP8 2030-10-25 4.37924 N/A 9000000.00 4749642.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FNAS9 2029-07-25 4.31372 N/A 57250000.00 13165310.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30315EAB2 2040-04-25 4.49573 N/A 4596000.00 2848501.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132V8AE6 2030-05-01 4.017 N/A 37062000.00 36595337.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FCK52 2027-10-25 4.15203 N/A 108467927.00 77163136.64 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FV2F8 2030-06-25 4.16372 N/A 15950000.00 8373226.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BPVM8 2030-05-25 2.83 N/A 31725000.00 18116112.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30288KAK1 2036-03-25 4.49372 N/A 48750000.00 3658898.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30303HAJ2 2027-05-25 2.83 N/A 4500000.00 2657931.66 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HQF2 2055-11-01 6 N/A 76540.00 78810.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BGE21 2045-02-15 3 N/A 6340000.00 8171610.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 302961AA5 2038-04-25 4.49372 N/A 36000000.00 9747257.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPJC0 2029-08-25 4.31372 N/A 26150000.00 3923244.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30320QAA0 2041-06-25 0.94 N/A 750000.00 519590.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D94L5 2035-10-01 3.5 N/A 42369290.00 39974502.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FXSG4 2051-03-25 0.75 N/A 369485994.00 68275172.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H13L8 2028-05-25 3.90924 N/A 44110000.00 12697808.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30300KAA7 2037-01-25 4.49372 N/A 24529000.00 4295346.72 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HLXY3 2035-05-25 4.27924 N/A 16000000.00 16013579.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPU84 2035-11-26 4.23924 N/A 50000719.00 50355999.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XFJL3 2032-09-01 3.85 N/A 25412678.00 25164893.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKWZ5 2028-12-25 4.33372 N/A 36206332.00 5133325.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 35803BAE0 2037-09-25 4.49372 N/A 56250000.00 4208818.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAGN0 2033-07-25 4.45924 N/A 13000000.00 10750361.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9UD9 2033-01-25 4.35 N/A 63240000.00 64469743.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9JG5 2032-10-25 3.8 N/A 50379000.00 49776388.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUUA9 2055-05-01 6.5 N/A 11737781.00 10951300.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FHPJ6 2028-07-25 3.926 N/A 19000.00 19127.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9MS5 2032-11-26 4.51924 N/A 17000000.00 15706210.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LGL34 2032-08-01 3.83 N/A 178713000.00 177114610.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136G4L92 2030-08-28 1 N/A 60000.00 53706.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136GCP66 2029-02-26 3.875 N/A 20720000.00 20708762.28 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1K86 2028-03-25 3.033749 N/A 23035000.00 19135207.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LKWV1 2033-06-01 4.2 N/A 23600000.00 23850049.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ABWR0 2043-02-25 2.5 N/A 23000.00 7544.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANCH8 2041-12-25 3 N/A 30000.00 94.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BML55 2027-10-25 2.966914 N/A 26560000.00 18034064.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMM62 2028-12-25 3.02044 N/A 1196603.00 1071780.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AV6R5 2027-06-25 2.898 N/A 58166000.00 56746074.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AHXY1 2034-01-25 3.5 N/A 12993330.00 10291781.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q15D8 2033-01-01 4.25 N/A 72195000.00 72982462.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B0YM2 2028-01-25 2.928048 N/A 55090000.00 41569130.30 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136GCLJ2 2030-05-10 3.875 N/A 25000.00 25020.75 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BL3M0 2052-02-25 2.5 N/A 8000.00 3098.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HVFZ2 2029-09-01 2.4 N/A 66030000.00 63337120.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LEVL2 2026-09-01 2.12 N/A 81170.00 80465.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSDP7 2047-11-25 3 N/A 29294000.00 20418029.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LMBV0 2033-12-01 5.63 N/A 993018.00 1082503.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AVYL7 2026-12-25 2.47045 N/A 21000000.00 11834001.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2GX4 2028-06-25 3.311323 N/A 18260000.00 14293585.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136GCPT6 2031-02-26 3.7 N/A 2500000.00 2493376.94 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRSK4 2044-05-25 4 N/A 35067140.00 25014252.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ABKA0 2042-08-25 2.5 N/A 28000.00 25022.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6N7 2031-11-01 1.5 N/A 29038446.00 12228094.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B4KB3 2029-02-25 3.273 N/A 11585652.00 10120926.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0JU7 2032-08-01 4.395 N/A 29951063.00 30578153.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1XJ4 2033-01-01 4.09 N/A 48778000.00 48920767.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397Q2F4 2041-01-25 4 N/A 6000.00 212.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMSS8 2031-12-25 1.93612 N/A 3500000.00 2572445.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AY2C6 2027-09-25 2.935 N/A 17240000.00 11275778.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KPN74 2050-10-01 2 N/A 7000000.00 4154363.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANDC8 2041-12-25 2.5 N/A 52000.00 165.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8EG2 2055-04-01 6 N/A 64072.00 57274.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNXZ2 2048-11-01 3 N/A 6268296.00 4837628.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q2AG3 2031-01-01 4.09 N/A 116080000.00 117515084.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q03J9 2030-10-01 3.99 N/A 37229912.00 37530680.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q14Y3 2031-01-01 3.66 N/A 44905000.00 44584303.44 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137F62A4 2030-09-25 4.12372 N/A 17769000.00 5362653.82 Agency Collateralized Mortgage Obligation FHLMC SERIES FRESR 20 S6XOOCT0IEG5ABCC6L87 3137FCJG0 2027-11-25 3.089 N/A 630000.00 394061.98 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 201 N/A 30298DAE9 2039-04-25 4.49372 N/A 103145000.00 40596263.24 Agency Collateralized Mortgage Obligation FRESB MTG TR 2016-SB1 549300G1LSFZALV3VL31 302614AF9 2036-01-25 4.49372 N/A 42562000.00 5092122.87 Agency Collateralized Mortgage Obligation FRESB MTG TR 2016-SB2 S6XOOCT0IEG5ABCC6L87 30295LAB0 2036-09-25 4.49372 N/A 17500000.00 2841758.40 Agency Collateralized Mortgage Obligation FRESB MTG TR 2016-SB2 S6XOOCT0IEG5ABCC6L87 30289VAF7 2036-07-25 4.49372 N/A 28250000.00 9845958.02 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB4 N/A 30296RAN0 2038-01-25 4.49372 N/A 30000000.00 5608181.82 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB5 N/A 30308MAE7 2038-11-25 4.49372 N/A 21185000.00 5813950.16 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB6 N/A 30309LAG3 2039-02-25 4.49372 N/A 21375887.00 6345318.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TF83 2032-09-20 3.5 N/A 6000000.00 613722.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RWH8 2031-01-20 2.5 N/A 4555000.00 380049.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MJD9 2056-02-20 4.5 N/A 21143.00 20683.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A3A6 2028-05-15 6.5 N/A 25000.00 11.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383AHV9 2051-09-20 3 N/A 128849000.00 72733872.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MU24 2027-12-20 2.5 N/A 7000000.00 128187.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179M4J6 2028-03-20 2.5 N/A 13326167.00 312070.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NCX4 2028-05-20 2.5 N/A 6427560.00 174228.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MSA9 2027-11-20 2.5 N/A 20268000.00 352423.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383DPX0 2051-11-20 1 N/A 150000000.00 68980995.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NZN1 2029-02-20 2.5 N/A 2000000.00 42703.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNL1 2031-06-20 6.5 N/A 25216.00 30.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RL49 2045-08-20 5.375 N/A 5000000.00 299309.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WPJ0 2051-07-20 0.75 N/A 150000000.00 67193793.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MCH1 2027-05-20 2.5 N/A 40911575.00 398023.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NMM7 2028-09-20 2.5 N/A 2205000.00 60345.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384U4F3 2054-08-20 5 N/A 1109071.00 1089019.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCE9 2029-06-20 7.5 N/A 25230.00 10.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EAA2 2055-03-20 5 N/A 20000.00 20314.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BD51 2029-04-15 7 N/A 37126.00 28.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MR93 2027-11-20 2 N/A 34373262.00 741347.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRH6 2032-01-20 6.5 N/A 25000.00 50.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWV7 2038-10-20 6 N/A 6000.00 3.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AT34 2027-05-15 7 N/A 10200.00 0.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36182DAL9 2064-03-20 4.715 N/A 1000.00 17.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MP46 2027-10-20 2.5 N/A 24397118.00 397884.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NKP2 2028-08-20 2.5 N/A 5114811.00 168719.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208VUH6 2027-11-15 7 N/A 25000.00 3.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MHC3 2056-02-20 4.5 N/A 166000.00 165294.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378D2S3 2042-03-20 3 N/A 28000.00 20343.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36204RH27 2026-12-15 8 N/A 25000.00 0.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MEL0 2027-06-20 3 N/A 6750000.00 61748.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378AXJ5 2041-12-20 3 N/A 3000.00 26.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382XKR5 2051-08-20 3 N/A 155388000.00 82504746.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MXA3 2028-01-20 2 N/A 9606823.00 196754.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381ALC8 2048-10-20 3.5 N/A 12471633.00 14780051.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NAG3 2028-04-20 2 N/A 25000000.00 668797.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MMX5 2027-09-20 2.5 N/A 34590629.00 539031.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382QDR8 2051-03-20 0.75 N/A 200000000.00 77217693.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211G4T7 2029-08-15 7 N/A 25000.00 68.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NAH1 2028-04-20 2.5 N/A 22925000.00 578044.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NSM1 2028-11-20 3 N/A 10000000.00 248922.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MEK2 2027-06-20 2.5 N/A 36547329.00 446611.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MXB1 2028-01-20 2.5 N/A 18006000.00 363891.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382QBU3 2051-03-20 1 N/A 216000000.00 77950944.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376CJT7 2039-06-20 4 N/A 50000.00 202.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209EXR8 2028-11-15 6 N/A 25000.00 10.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CNV1 2026-04-20 7.5 N/A 100000.00 1.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TF67 2032-09-20 2.5 N/A 10476718.00 1181981.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206JCE2 2027-11-15 7 N/A 25000.00 6.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BZA1 2055-01-20 5.5 N/A 4000.00 4118.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MZV5 2028-02-20 2.5 N/A 4933000.00 117730.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MAF7 2027-04-20 2.5 N/A 11175385.00 93961.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FG64 2052-01-20 1.25 N/A 154672000.00 69913122.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AUH1 2027-06-15 7 N/A 68000.00 2.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NFD5 2028-06-20 2.5 N/A 33555228.00 902173.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.5 N/A 9000.00 9159.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MVM5 2056-01-20 4.5 N/A 1890000.00 1866658.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KHA1 2055-12-20 4.5 N/A 6000.00 5754.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SKZ9 2031-09-20 2.5 N/A 476000.00 42440.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382JCZ7 2050-09-20 1 N/A 100000.00 16192.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DWF4 2033-02-20 5.5 N/A 248333086.00 1396744.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BAM0 2028-11-15 6.5 N/A 5000.00 3.21 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 880591DV1 2033-07-15 4.7 N/A 20000.00 21077.47 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 880591FC1 2055-02-01 5.25 N/A 418000.00 428254.24 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 2000.00 2142.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 107700.00 116981.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 1000000.00 1017271.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 999500.00 1016408.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 2100000.00 2098297.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128205B9 2028-05-15 0 N/A 100000.00 92658.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286S4 2026-04-30 2.375 N/A 125000.00 125678.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 1182800.00 1263717.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 5000300.00 5081949.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 25000.00 24541.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 1178700.00 1264923.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 213000.00 213983.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 290000.00 285215.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 10000.00 8259.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 4999800.00 5086435.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.75 N/A 1006000.00 1000105.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 N/A 1002900.00 1527979.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 1086400.00 1242306.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 4999700.00 5030413.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 14794000.00 14959474.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 5000000.00 4976665.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 9875000.00 10387741.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 45100.00 50382.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 225000.00 228839.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.5 N/A 966000.00 1523670.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 257900.00 253349.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 1800.00 1836.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 15000.00 13895.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 59600.00 63635.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 210000.00 218571.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 1000000.00 1019037.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 507100.00 510493.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 182700.00 190694.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 6280400.00 6383545.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 N/A 979300.00 2026524.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125 N/A 4000.00 4038.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 9161000.00 9229231.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 1000.00 882.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 569000.00 565735.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 13500000.00 14001113.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 924900.00 1183935.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 19600.00 26628.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 447000.00 449387.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 902400.00 919986.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHB0 2026-05-15 3.625 N/A 378000.00 381864.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 880500.00 883520.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 673000.00 692999.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 1206600.00 1281172.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 283800.00 351467.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 3754000.00 3806505.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 886700.00 1076258.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 169100.00 170500.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 100000.00 70474.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 116000.00 102423.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 1070200.00 1074284.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 1000.00 1003.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 2000.00 1955.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 20100.00 26886.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 98800.00 112402.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 1000000.00 1034500.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 N/A 894400.00 1940221.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 54000.00 46840.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 1250600.00 1338145.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 345200.00 357325.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 210000.00 204649.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 3600.00 3678.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 4000000.00 4056691.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 3000.00 2893.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 4.875 N/A 225000.00 228308.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 10000.00 10493.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 0 N/A 255000.00 248492.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 63800.00 100390.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 9250000.00 9358923.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 999900.00 1051663.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 106800.00 75205.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125 N/A 5000.00 6186.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 1182400.00 1265191.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 742400.00 901533.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 138300.00 180341.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 4300000.00 4097632.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 6000.00 6089.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 237600.00 244820.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 1000000.00 1014787.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HQ9 2055-11-15 0 N/A 100000.00 24484.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 75000.00 76245.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 600.00 602.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 154000.00 152694.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 999900.00 1043178.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 67600.00 64603.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 20300.00 43475.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 1000000.00 953558.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 4962500.00 4998937.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 125000.00 123961.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 16000.00 16575.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 100.00 103.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 151000.00 150298.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 1225700.00 1305161.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 89700.00 118585.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 N/A 132400.00 130217.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 1000000.00 1014653.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 250000.00 253084.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 72800.00 75704.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 121700.00 132750.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 2945600.00 2986990.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 36700.00 36788.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 108600.00 82274.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 20000.00 19750.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 468000.00 125630.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 750900.00 891998.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 306000.00 313081.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 129100.00 83111.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 N/A 100.00 100.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.5 N/A 4000.00 4033.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 5486900.00 5508010.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 600.00 653.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 300.00 305.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 48200.00 78767.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 1000000.00 1017248.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 63200.00 81562.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 3800000.00 3846164.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 3279000.00 3295780.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 85900.00 82698.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875 N/A 30000.00 30536.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 2900000.00 2859803.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 55100.00 54885.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 724700.00 857364.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 15122900.00 15285802.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 141700.00 143472.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 N/A 1063800.00 1279648.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 105000.00 111633.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 N/A 1876900.00 1886899.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 1178700.00 1190471.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 11551100.00 11672983.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 456000.00 465348.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 168200.00 194020.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 996000.00 1055380.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 N/A 1064800.00 1586761.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 100000.00 98770.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 3691200.00 3728545.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 50000.00 51125.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 45000.00 45620.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 817100.00 906167.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 10000.00 7660.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 185000.00 174793.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 400.00 413.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 1239700.00 1353328.79 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2026-03-06 2026-03-06 2026-03-06 N N N 0.0370 3600000000.00 3600000000.00 0.0107 N N Y N ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 3.55 N/A ES7IP3U3RHIGC71XBU11 OSG002DJ7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMR3 2054-02-01 5.5 N/A 58855000.00 49585194.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKRT8 2050-11-01 2.5 N/A 1000.00 533.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTV23 2054-08-01 6.5 N/A 27873473.00 17833090.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31281LCL0 2035-01-01 5 N/A 26267.00 477.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPRB6 2052-01-01 3.5 N/A 1000.00 669.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31281BN63 2036-09-01 5.5 N/A 143429.00 1484.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HK4U5 2055-03-25 4.76721 N/A 13341614.00 11723709.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0WZ1 2053-11-01 6 N/A 42487898.00 35341213.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.5 N/A 11871114.00 9418829.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DST93 2054-03-01 6.5 N/A 56330586.00 45090211.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQPP5 2053-02-01 4.5 N/A 46204867.00 37927081.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJSX6 2055-02-25 5.31721 N/A 125000000.00 91648143.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0BT8 2053-08-01 6 N/A 32380089.00 25348790.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFGN9 2054-09-25 4.56721 N/A 31236080.00 27340508.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0U67 2053-10-01 6.5 N/A 1030672.00 767460.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVL1 2044-12-01 4 N/A 8248.00 615.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFHR9 2054-08-25 5.01721 N/A 74462208.00 64994752.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HL6G2 2055-05-25 4.51721 N/A 37500000.00 28498346.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRJN5 2053-06-01 5.5 N/A 57571809.00 47305253.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CSJ85 2054-08-01 5.5 N/A 33326208.00 28339198.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31286EKG3 2038-04-01 6.05 N/A 20795.00 623.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283LA97 2037-12-01 5.5 N/A 18497.00 736.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6 N/A 72937.00 933.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSF23 2054-01-01 6 N/A 53198640.00 43349767.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HMKL3 2052-11-25 5 N/A 2000.00 1634.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NM30 2054-09-01 6.5 N/A 51355.00 43317.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWG64 2053-05-01 4 N/A 1000.00 815.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWG23 2053-04-01 6 N/A 54239296.00 35641019.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31286DCL3 2037-03-01 5.7 N/A 19968.00 544.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLAZ1 2053-04-01 5 N/A 1024.00 872.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKU81 2051-06-01 3 N/A 1000.00 727.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMT71 2053-10-01 6.5 N/A 1000.00 693.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXRR5 2060-07-01 2.5 N/A 61390080.00 29011565.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTEE9 2054-11-25 4.27721 N/A 25000000.00 15837054.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRF26 2054-08-01 6.5 N/A 1014.00 538.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRWB7 2050-07-01 3.5 N/A 1000.00 833.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRJQ9 2051-09-01 4.5 N/A 100283.00 87808.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3RL5 2055-10-01 6 N/A 1000.00 1020.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMKF2 2048-09-01 5 N/A 1000.00 727.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNPG3 2053-12-01 6.5 N/A 1000.00 597.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CQH0 2032-10-01 3 N/A 1004.00 108.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B5P7 2046-05-01 4 N/A 1024.00 138.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ3S0 2048-02-01 3.5 N/A 110731.00 76429.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLX60 2053-07-01 5.5 N/A 32002.00 24929.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECY4 2042-04-01 2 N/A 100000.00 65562.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410V2S8 2037-03-01 6 N/A 1152.00 24.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LUP5 2032-08-01 3 N/A 1000.00 143.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGVQ9 2052-05-01 3 N/A 2001.00 1334.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHXT9 2052-08-01 5 N/A 1000.00 750.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMUR5 2052-03-01 2 N/A 1000.00 704.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LNV0 2044-10-01 4.5 N/A 1000.00 123.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6JM3 2055-04-01 6 N/A 1000.00 958.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1XX8 2056-01-01 5 N/A 1000.00 1006.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJXT5 2048-08-01 3 N/A 314000.00 216594.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPR92 2049-09-01 3.5 N/A 1000.00 797.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHSF5 2052-04-01 2.5 N/A 337000.00 226657.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4SJ7 2050-02-01 3 N/A 1008.00 921.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1CF8 2055-03-01 5 N/A 1040.00 1003.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJF57 2052-09-01 4 N/A 1058.00 779.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQJA6 2052-08-01 3.5 N/A 1024.00 855.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMBF2 2053-06-01 5.5 N/A 199000.00 149609.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EER7 2042-05-01 3 N/A 199000.00 137297.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQRF6 2054-07-01 5.5 N/A 1000.00 885.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411RNW4 2037-02-01 5.6 N/A 1000.00 65.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GUMA2 2047-11-01 3.5 N/A 201744718.00 31884946.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1CT8 2052-07-01 3.5 N/A 1000.00 897.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3AB5 2055-07-01 5 N/A 1000.00 948.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E2F6 2054-02-01 6.5 N/A 1008.00 469.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGX87 2049-07-01 4 N/A 1000.00 613.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.5 N/A 32000.00 24652.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKKZ2 2052-11-01 5.5 N/A 1000.00 644.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVPN8 2054-11-01 5 N/A 1024.00 961.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPCS6 2053-03-01 5 N/A 1000.00 840.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNTY0 2053-10-01 5 N/A 1000.00 908.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHB48 2052-05-01 3.5 N/A 1000.00 677.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YE60 2029-08-01 5 N/A 2000.00 30.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LVP4 2032-12-01 3 N/A 1000.00 156.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BYN0 2046-01-01 3 N/A 1000.00 126.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLPL6 2053-06-01 5.5 N/A 55000.00 43819.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQ7H4 2054-07-01 6 N/A 1000.00 867.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XP6P9 2054-05-01 5.5 N/A 6000.00 5283.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGXP9 2052-04-01 4 N/A 1000.00 593.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DNB4 2035-04-01 3 N/A 1000.00 168.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDEL6 2050-03-01 4 N/A 1008.00 491.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKQN3 2036-08-01 1.5 N/A 1000.00 641.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVZD9 2055-01-01 5.5 N/A 1070.00 1036.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BBN73 2030-07-25 1.27 N/A 4485999.00 4042379.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNAK0 2053-12-01 6 N/A 405000.00 349689.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBD49 2047-07-01 4.5 N/A 1000.00 423.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DNH1 2050-04-01 3 N/A 1000.00 193.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W05Z4 2055-03-01 5.5 N/A 1024.00 957.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ED49 2052-06-01 2 N/A 1000.00 690.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKHQ6 2049-05-01 4 N/A 621528.00 432654.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410WM62 2037-07-01 6 N/A 1000.00 17.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CV92 2033-04-01 3 N/A 554601.00 59001.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPWJ4 2052-06-01 3 N/A 1000.00 754.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F9WK7 2047-01-01 3.5 N/A 122635774.00 29949282.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNUT9 2051-08-01 2 N/A 172000.00 123121.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHEX1 2052-06-01 4 N/A 1000.00 756.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKLX6 2053-02-01 5 N/A 514980.00 376992.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECS7 2052-04-01 3.5 N/A 1000.00 683.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQUE5 2037-09-01 3 N/A 12000.00 9190.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DEV0 2049-08-01 4.5 N/A 1000.00 95.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPXT1 2052-06-01 3 N/A 1000.00 778.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5HH5 2047-04-01 4 N/A 69668646.00 13107755.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E5B2 2054-04-01 4 N/A 382928.00 338386.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMP34 2052-06-01 3.5 N/A 1000.00 760.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EBS8 2052-02-01 2.5 N/A 1024.00 674.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZV7 2051-06-01 2 N/A 1000.00 606.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGY45 2051-09-01 2.5 N/A 470121.00 332662.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRBP9 2054-05-01 5.5 N/A 1029.00 842.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMSA5 2052-05-01 4 N/A 100000.00 77720.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAS1 2049-03-01 4.5 N/A 1000.00 76.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DWU2 2050-01-01 3.5 N/A 1920.00 727.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.5 N/A 1000.00 100.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XD5B8 2051-12-01 2.5 N/A 1000.00 672.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKRE2 2042-02-01 2.5 N/A 585000.00 415736.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7D97 2050-07-01 3 N/A 1000.00 326.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRR64 2054-03-01 4.5 N/A 1000.00 900.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y64W7 2055-08-01 5 N/A 1000.00 1003.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNUD4 2054-01-01 6 N/A 95000.00 71785.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRW4 2050-08-01 2 N/A 472000.00 216914.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416XW63 2041-03-01 4.5 N/A 1000.00 60.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412SYY5 2038-04-01 6 N/A 13600460.00 164878.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2B34 2055-06-01 6.5 N/A 1000.00 978.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJZD8 2052-12-01 5.5 N/A 14390981.00 10698960.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTBC4 2050-10-25 2.5 N/A 8097.00 5885.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C7D0 2039-02-01 4.5 N/A 1000.00 106.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNEA8 2051-08-01 3 N/A 1000.00 759.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412RKU0 2040-09-01 4 N/A 1000.00 36.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CLK8 2032-06-01 3 N/A 295862.00 29734.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CGD0 2047-02-01 3 N/A 1001.00 210.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X87A9 2050-09-01 4.5 N/A 1008.00 216.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AS33 2043-05-01 3.5 N/A 1000.00 143.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418A7A0 2044-02-01 4 N/A 728066.00 98552.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MYAJ1 2052-08-01 5 N/A 45595968.00 30025205.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDX92 2051-11-01 3 N/A 1000.00 599.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LTJY5 2042-05-01 3.5 N/A 473513527.00 35544043.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKHN3 2053-01-01 4.5 N/A 640972.00 458015.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XEAC8 2051-12-01 3 N/A 1000.00 639.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6D9 2051-11-01 3 N/A 1000.00 581.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DUB6 2040-11-01 2.5 N/A 1000.00 434.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKTY6 2053-04-01 5.5 N/A 1008.00 751.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMX76 2053-08-01 5.5 N/A 40000.00 33636.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH4X2 2052-05-01 2.5 N/A 59000.00 40151.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKAV2 2052-05-01 2.5 N/A 418440.00 298543.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WE6N4 2045-07-01 3.5 N/A 250982656.00 28553146.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4TF4 2054-09-01 6 N/A 1000.00 987.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMBS4 2052-03-01 3 N/A 1006.00 764.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EG95 2037-09-01 2.5 N/A 1008.00 652.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMQX7 2053-04-01 4.5 N/A 1000.00 792.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKSE1 2053-03-01 5.5 N/A 53000.00 39604.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDK88 2036-11-01 2 N/A 1000.00 531.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL3X4 2050-01-01 3.5 N/A 395976.00 298002.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKEA4 2050-01-01 3.5 N/A 1000.00 703.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGGB9 2052-04-01 3.5 N/A 1000.00 661.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKN63 2053-03-01 5.5 N/A 1000.00 785.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGPR4 2037-03-01 2 N/A 1000.00 552.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJW66 2052-03-01 2.5 N/A 1000.00 677.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPND7 2054-04-01 5.5 N/A 1000.00 850.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZM9 2038-08-01 4.5 N/A 1015000.00 133453.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CAF1 2046-08-01 3 N/A 1000.00 153.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNLX0 2052-09-01 3.5 N/A 1008.00 781.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ84 2052-10-01 5.5 N/A 216000.00 145671.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7JH2 2055-10-01 6.5 N/A 1000.00 989.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKE63 2051-05-01 3 N/A 2000.00 1399.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB68 2039-05-01 3.5 N/A 2588680.00 201085.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPW96 2052-03-01 2 N/A 1000.00 717.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XN5R1 2051-12-01 3 N/A 27000.00 20866.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGWN5 2051-11-01 2.5 N/A 1000.00 664.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XM5C6 2053-11-01 6 N/A 399000.00 331297.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ6M0 2052-09-01 4.5 N/A 1000.00 754.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XSCL5 2054-12-01 6 N/A 1020.00 924.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGYY9 2052-04-01 2.5 N/A 2000.00 1282.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNEZ3 2053-08-01 5.5 N/A 1000.00 725.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPR7 2050-05-01 4.5 N/A 1000.00 178.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CMF8 2047-07-01 3.5 N/A 1000.00 106.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W14X8 2054-08-01 5 N/A 1024.00 950.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJCM3 2050-10-01 2.5 N/A 1013.00 624.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDDC7 2051-10-01 3 N/A 39060.00 29741.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPVV8 2049-12-01 3.5 N/A 1024.00 815.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSJ2 2050-09-01 2.5 N/A 1000.00 405.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGV8 2049-10-01 3 N/A 1000.00 80.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q76K8 2047-12-01 4.5 N/A 143346.00 34055.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHAJ6 2052-05-01 4.5 N/A 1000.00 645.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XG6U8 2052-05-01 3 N/A 1000.00 586.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EDF5 2042-12-01 3.5 N/A 1000.00 167.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPGS2 2052-04-01 2.5 N/A 1000.00 745.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411G4S8 2036-11-01 8 N/A 3015056.00 56289.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGCW7 2052-04-01 3 N/A 1000.00 664.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHEW3 2052-05-01 4 N/A 47664.00 36039.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRAG2 2054-03-25 4.51721 N/A 50000000.00 29648906.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XK5N6 2053-04-01 6.5 N/A 1000.00 697.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XR2D6 2052-10-01 4 N/A 1024.00 905.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCVY1 2051-09-01 2 N/A 1001.00 656.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRS3 2050-08-01 2.5 N/A 754000.00 281825.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4DQ6 2048-07-01 3.5 N/A 1015.00 184.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGX46 2052-04-01 2 N/A 180000.00 119312.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F9WH4 2047-01-01 3.5 N/A 83258571.00 22812094.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1YL1 2055-03-01 5 N/A 1000.00 938.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDZ74 2051-11-01 3 N/A 1000.00 710.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y66L9 2055-08-01 6 N/A 171797.00 169141.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140YW4E0 2054-02-01 7 N/A 1000.00 557.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRUF0 2051-11-01 2 N/A 1004.00 771.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4QZ3 2056-01-01 5.5 N/A 345568.00 354585.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413JN59 2037-09-01 6 N/A 1489298.00 26995.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRV28 2054-09-01 6.5 N/A 1000.00 720.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLCK2 2053-05-01 6 N/A 1000.00 741.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417AEH8 2041-10-01 3 N/A 1000.00 56.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUPQ7 2055-01-25 4.56721 N/A 35611679.00 22430666.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHJY4 2052-06-01 3.5 N/A 251832.00 182796.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EKV1 2052-11-01 5.5 N/A 1000.00 738.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFNK3 2052-01-01 2 N/A 1000.00 621.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQUL9 2053-07-01 2.5 N/A 1000.00 786.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DHY1 2049-11-01 3 N/A 1000.00 83.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYRA2 2033-03-25 4.3 N/A 53910000.00 54667142.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTDK4 2051-06-25 2.5 N/A 1000.00 774.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAYB2 2047-07-01 5 N/A 1000.00 431.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XP3K3 2054-06-01 5.5 N/A 1000.00 879.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLTR9 2048-11-01 3.5 N/A 1088.00 816.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X44W3 2039-10-01 6.5 N/A 1000.00 323.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7EA2 2055-09-01 6 N/A 1000.00 1019.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXD25 2056-07-01 4 N/A 99989632.00 32987189.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKLF5 2053-03-01 5.5 N/A 1000.00 790.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417AXD6 2027-01-01 3 N/A 10110605.00 47750.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJSB0 2052-07-01 3.5 N/A 1000.00 727.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRNT8 2054-10-01 6 N/A 1000.00 817.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELX6 2052-12-01 5 N/A 16212233.00 12607177.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLAK6 2055-11-01 6 N/A 15045232.00 15346143.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y74B1 2055-12-01 6 N/A 1000.00 1037.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QG2Z9 2051-02-01 2 N/A 24714708.00 13986919.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6TQ3 2055-06-01 5 N/A 1000.00 936.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKYL8 2052-03-01 2 N/A 1000.00 669.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140YXRY9 2054-02-01 7 N/A 1000.00 872.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6GX2 2055-04-01 5 N/A 1024.00 996.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPMK2 2047-04-01 3.5 N/A 15496.00 12309.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMTK2 2043-10-01 6 N/A 1000.00 712.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0HW8 2054-12-01 5 N/A 1000.00 939.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTKR9 2053-11-01 6 N/A 1274438.00 1064472.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVU3 2031-01-01 2 N/A 1000.00 279.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XM7A8 2053-10-01 5.5 N/A 1000.00 846.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140YXX71 2054-02-01 7 N/A 1000.00 725.82 Agency Mortgage-Backed Securities Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2026-03-06 2026-03-06 2026-07-10 Y ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 1.0000 7 N Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ N N 0.0355 1000000000.00 1000000000.00 0.0030 N N Y N ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 3.61 N/A ES7IP3U3RHIGC71XBU11 OSG002DK4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XL3X3 2043-03-01 3 N/A 12722000.00 1923234.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425Y6Y8 2054-12-01 5 N/A 1213898.00 1216495.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128ALEL8 2031-09-01 5.5 N/A 4103.00 11.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRCQ5 2053-05-01 6.5 N/A 100000.00 69655.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426DV74 2055-03-01 6 N/A 15873640.00 10399923.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BMPF6 2052-09-01 4.5 N/A 5682440.00 4128994.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WB3N4 2054-05-01 5.5 N/A 1173785.00 973844.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426HAM5 2055-03-01 7 N/A 1026774.00 912424.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CKY9 2055-02-01 5 N/A 2542724.00 2386184.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CQAV7 2054-07-01 7 N/A 2640554.00 2435448.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5 N/A 33370135.00 28839982.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUCT2 2054-07-01 5 N/A 190000.00 180666.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPP36 2052-08-01 4.5 N/A 1000.00 801.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312940KH1 2040-05-01 5.5 N/A 3700732.00 296086.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUGY7 2052-02-01 2 N/A 662079.00 494047.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSQW8 2056-01-01 5.5 N/A 5913375.00 6120924.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BB2A6 2052-05-01 4.5 N/A 6733087.00 4753118.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XYTS8 2047-12-01 4 N/A 1085020.00 385732.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JNKD7 2055-11-01 4.5 N/A 1000.00 991.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYYS2 2043-02-01 6 N/A 300000.00 151043.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B5E99 2052-02-01 2.5 N/A 1035.00 697.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JNQ58 2055-11-01 5.5 N/A 1857462.00 1912054.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UEE0 2055-08-01 5.5 N/A 13056.00 13353.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GFCE5 2041-07-01 5 N/A 1854794.00 228472.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CHSL0 2053-11-01 5.5 N/A 3684527.00 3425018.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CVWV2 2054-10-01 5.5 N/A 24517888.00 21058906.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWG64 2053-05-01 4 N/A 1000.00 815.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJ7D8 2050-09-01 3.5 N/A 20215520.00 8111874.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31346YYM9 2049-12-01 3.5 N/A 2408092.00 836520.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426G6C4 2055-04-01 6.5 N/A 1595114.00 1374582.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M96X5 2044-08-01 4 N/A 2091.00 325.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TJ40 2055-07-01 5.5 N/A 10120000.00 10232594.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JVHX9 2056-02-01 5.5 N/A 2603906.00 2732596.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYW47 2042-07-01 3.5 N/A 555000.00 405604.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.5 N/A 23132639.00 19633844.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GEB66 2041-05-01 5 N/A 2564295.00 222818.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425WKR1 2054-12-01 5.5 N/A 763849.00 770000.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWNZ2 2055-02-01 6.5 N/A 1024.00 678.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E04K5 2052-04-01 2.5 N/A 140000.00 102270.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YKU0 2055-01-01 6 N/A 3004434.00 2734296.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6VX4 2042-06-01 4 N/A 1705000.00 189788.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFGN9 2054-09-25 4.56721 N/A 31382278.00 27468473.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132VLV20 2048-12-01 4 N/A 1516990.00 226275.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSQV0 2056-01-01 5.5 N/A 3423189.00 3541648.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6A78 2055-07-01 6.5 N/A 1370816.00 1111734.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XJA44 2042-02-01 4 N/A 37650316.00 5097497.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTKN9 2054-06-01 6.5 N/A 5658990.00 4323693.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XR5Q3 2045-07-01 3 N/A 2170778.00 127919.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31286DPZ8 2038-02-01 6 N/A 2027.00 126.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WEMZ0 2054-06-01 6.5 N/A 1619868.00 1374416.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVL1 2044-12-01 4 N/A 5582.00 416.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BTPN4 2052-11-01 5.5 N/A 215784.00 213090.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSAW2 2052-09-01 3.5 N/A 1000.00 837.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTGT7 2054-12-01 5.5 N/A 23202385.00 21704749.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KN4F7 2052-04-01 3.5 N/A 314001.00 209177.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BYA25 2053-03-01 6 N/A 1963362.00 1164394.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CND58 2054-02-01 7.5 N/A 1060070.00 411603.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JRHX8 2056-01-01 5 N/A 15489140.00 15623619.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUGN1 2051-04-01 2 N/A 104095.00 78121.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131X64U1 2026-09-01 3 N/A 5000000.00 27789.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KXX7 2038-02-01 3.5 N/A 2000000.00 282202.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426KYR1 2055-05-01 4.5 N/A 1900033.00 1855295.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHQ79 2054-12-25 5.01721 N/A 191127259.00 107799864.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADAY4 2036-05-01 3.5 N/A 751236.00 198454.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CME0 2055-10-01 6 N/A 6001.00 6240.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSE79 2054-07-01 5.5 N/A 21729920.00 19644343.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GDPE6 2041-05-01 5.5 N/A 1039371.00 127966.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CXXC1 2040-05-01 4 N/A 1640035.00 1457678.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0PP1 2053-10-01 6.5 N/A 400000.00 277054.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A8NJ4 2030-12-01 3.5 N/A 5600000.00 31371.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A8N21 2030-01-01 2.5 N/A 2040000.00 90806.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283YMU9 2031-03-01 8 N/A 1299.00 16.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XCR31 2047-12-01 3.5 N/A 361451000.00 87504205.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131X7DG0 2026-11-01 3 N/A 5000000.00 25687.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132VQGQ3 2049-05-01 5 N/A 1048726.00 151196.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWZZ5 2056-02-01 5 N/A 14847667.00 15077154.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWNH2 2055-01-01 5 N/A 33098835.00 30706601.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WRTM7 2041-03-01 5 N/A 2535969.00 51581.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E06J6 2053-12-01 6.5 N/A 6036644.00 4416711.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329PXF5 2049-01-01 4.5 N/A 2760.00 478.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GFEN3 2041-07-01 5 N/A 1436959.00 196085.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRCR3 2053-05-01 6.5 N/A 100000.00 59276.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A36B9 2050-04-01 2.5 N/A 49695628.00 16886828.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GWU5 2055-04-01 6.5 N/A 3194232.00 2949459.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQGM2 2052-12-01 5.5 N/A 1455722.00 1049259.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HLQK1 2055-06-25 5.21721 N/A 50000000.00 39556392.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HMEE6 2055-08-25 4.86721 N/A 50000000.00 46262590.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHQJ3 2054-12-25 5.11721 N/A 120000000.00 74214884.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CXGB0 2054-10-01 5.5 N/A 2018037.00 1907936.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UHF4 2055-07-01 6 N/A 1928114.00 1478961.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSQR9 2056-01-01 5.5 N/A 1473486.00 1525373.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9M79 2028-03-01 2 N/A 1500000.00 58329.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLKJ5 2051-03-01 2 N/A 620000.00 347093.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427B5T8 2055-09-01 6.5 N/A 7250.00 7547.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WDFB3 2054-04-01 5.5 N/A 1489947.00 1051865.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425UBQ7 2054-12-01 4.5 N/A 3510608.00 3087104.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XREX8 2040-11-01 5 N/A 2837999.00 416916.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CQ4Q5 2054-07-01 7 N/A 3623.00 3594.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PHX6 2055-06-01 6 N/A 10240.00 9246.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31297PAJ0 2035-03-01 5 N/A 8026054.00 224281.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CVZX5 2054-10-01 4.5 N/A 3001406.00 2874082.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEB47 2049-03-01 5 N/A 21698000.00 4161048.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LMM3 2055-04-01 6.5 N/A 3568997.00 3302868.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BCGE1 2052-05-01 4.5 N/A 2142075.00 1181861.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CNLW0 2054-01-01 7 N/A 1000.00 734.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CY4N5 2054-11-01 6 N/A 2554004.00 2276995.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CUMA1 2054-09-01 5.5 N/A 3216918.00 2804010.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426DN99 2055-03-01 7 N/A 1086400.00 1153083.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CXW8 2055-10-01 5.5 N/A 4691460.00 4794100.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CUP26 2054-09-01 6.5 N/A 2231974.00 1903171.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132QVLJ8 2046-01-01 3 N/A 1402704.00 225266.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132Y1RY6 2048-08-01 4.5 N/A 1121109.00 192721.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHS93 2054-02-25 5.01721 N/A 50000000.00 29217658.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425WK59 2054-11-01 5.5 N/A 1577710.00 1596694.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MCP5 2055-05-01 6 N/A 2320000.00 2339009.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CWQX3 2054-10-01 4.5 N/A 2899147.00 2689531.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHQ20 2054-12-25 5.06721 N/A 70000000.00 39429839.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTNK8 2054-12-01 6 N/A 384761.00 329099.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WEH45 2054-06-01 6 N/A 3015486.00 2139552.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRPW8 2053-07-01 5.5 N/A 1000.00 745.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426FS24 2055-03-01 6 N/A 1484812.00 1522999.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426Y6P6 2055-09-01 6.5 N/A 2728419.00 2850695.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0BT8 2053-08-01 6 N/A 30600139.00 23955354.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSHT5 2056-01-01 5 N/A 987801.00 997594.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D0RP8 2054-11-01 5 N/A 1859641.00 1852914.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJMW7 2039-11-01 4.5 N/A 1059.00 20.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132JMDZ9 2043-07-01 4.5 N/A 1145327.00 116515.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425UTU9 2054-12-01 6.5 N/A 2613916.00 2493350.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GEYD6 2041-06-01 5.5 N/A 1667883.00 116323.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QJJ3 2055-06-01 5 N/A 1221054.00 1197105.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JPDC2 2055-12-01 6.5 N/A 1157718.00 1225675.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427J6A1 2055-11-01 5.5 N/A 1511325.00 1550072.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6M22 2033-05-01 3.5 N/A 1006127.00 110066.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWGG2 2053-02-01 5 N/A 90000000.00 72116206.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNAY9 2052-01-01 2.5 N/A 1000.00 639.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GQDU3 2053-10-01 6.5 N/A 16738520.00 10647735.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6K40 2032-07-01 3.5 N/A 1133180.00 202755.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KP6U7 2052-10-01 5 N/A 1000.00 766.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283LA97 2037-12-01 5.5 N/A 2823.00 112.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKEX8 2054-11-25 4.60721 N/A 21306200.00 16205980.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQVF0 2053-04-01 4.5 N/A 4284000.00 3632606.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWPS6 2055-05-01 5.5 N/A 10588317.00 9426370.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMRE7 2046-03-01 3.5 N/A 3552670.00 1359163.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WHW52 2036-08-01 6 N/A 1813647.00 89351.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0TK8 2045-08-01 3.5 N/A 115000.00 85008.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427M2D2 2054-03-01 6 N/A 2604308.00 2261738.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XD54 2055-08-01 6.5 N/A 1075697.00 1128059.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY5K1 2045-06-01 5.5 N/A 364944.00 315033.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJA69 2050-06-01 2.5 N/A 600000.00 258757.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJJ99 2055-02-25 5.16721 N/A 50000000.00 31891225.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HLLF7 2055-06-25 5.16721 N/A 57517284.00 44572172.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WA6G8 2054-03-01 5.5 N/A 846611.00 599832.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31286ELE7 2038-07-01 6.05 N/A 2567.00 93.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KSY1 2034-03-01 4.5 N/A 2718055.00 213539.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425VDQ3 2054-11-01 7 N/A 2005843.00 1845067.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV7D1 2050-09-01 3 N/A 1050000.00 322249.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AFRZ6 2051-02-01 2 N/A 400000.00 185245.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMY82 2051-10-01 2.5 N/A 3199000.00 1920624.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427B5Q4 2055-09-01 6.5 N/A 11056.00 11633.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426DGX4 2055-03-01 6 N/A 3475875.00 3057970.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JPH46 2055-12-01 5.5 N/A 1670162.00 1716771.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WJDZ1 2046-11-01 4.5 N/A 1422171.00 307980.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACS84 2048-08-01 4.5 N/A 1154.00 242.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPGD4 2052-05-01 4.5 N/A 5096968.00 3707912.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWTX7 2055-10-01 5.5 N/A 1000.00 1014.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YK30 2055-01-01 6.5 N/A 2831588.00 2639794.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MZD7 2055-05-01 6.5 N/A 2143842.00 2224426.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTM31 2054-07-01 6 N/A 5624945.00 4331973.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ATY47 2051-10-01 3 N/A 395819.00 218981.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AGNK1 2051-03-01 2 N/A 625000.00 319371.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WA6R4 2054-03-01 6 N/A 1502456.00 1094962.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XG5A2 2041-07-01 5 N/A 1520278.00 100206.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6 N/A 23237.00 297.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XJ3L4 2042-08-01 3 N/A 1351312.00 231122.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128DHGY4 2033-01-01 6 N/A 12646491.00 226180.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426AKY3 2055-02-01 5.5 N/A 1077081.00 1091665.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQFB7 2053-05-01 6 N/A 1000.00 687.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRS27 2054-05-01 6.5 N/A 26413568.00 20459438.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RS50 2056-02-01 5 N/A 6993013.00 7066814.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NF53 2054-09-01 5.5 N/A 24917211.00 22289922.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JYP8 2055-04-01 6.5 N/A 2098699.00 1986681.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRJN5 2053-06-01 5.5 N/A 3533956.00 2903759.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYVG1 2041-06-01 2.5 N/A 25457000.00 14464605.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425ULX1 2054-10-01 6.5 N/A 5372773.00 3998238.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQLT1 2053-05-01 5 N/A 65292310.00 54101030.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HNEW4 2055-10-25 4.76721 N/A 69060599.00 66243589.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XCR64 2048-03-01 3.5 N/A 279833721.00 73600878.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HLBD3 2055-05-25 5.26721 N/A 30000000.00 22436038.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CJZ7 2055-10-01 6.5 N/A 9011.00 9192.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVH79 2055-09-01 6 N/A 88938728.00 88676662.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVTS0 2055-10-01 4.5 N/A 2219678.00 2193727.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YEC7 2055-01-01 5 N/A 2634947.00 2246111.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVT92 2055-10-01 5 N/A 20267232.00 20118679.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335BXY7 2048-07-01 3.5 N/A 364077.00 74644.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426KYU4 2055-05-01 5.5 N/A 1000.00 982.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3YX6 2052-04-01 2.5 N/A 500000.00 368343.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XAE8 2055-08-01 5 N/A 6310585.00 6036945.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KZ81 2055-12-01 5.5 N/A 1149902.00 1058838.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVL94 2052-01-01 2.5 N/A 290000.00 184184.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D2CC9 2054-11-01 5.5 N/A 3001.00 3038.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C8SJ5 2053-08-01 5.5 N/A 6986912.00 5959186.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XKTH2 2042-11-01 3 N/A 1880829.00 438968.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D2C39 2054-12-01 4.5 N/A 2152645.00 1996501.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RCG3 2055-08-01 6 N/A 1000.00 946.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FGL56 2046-10-01 4 N/A 3059022.00 456674.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGC76 2055-07-01 6.5 N/A 8093.00 7653.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A7EW0 2054-02-01 6.5 N/A 1203644.00 1251713.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHSC2 2052-02-01 2.5 N/A 999000.00 584416.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8QE6 2048-06-01 4 N/A 2016.00 538.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A76V5 2041-04-01 5 N/A 1000.00 79.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AJKF8 2041-06-01 5.5 N/A 1697570.00 115720.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGVY0 2051-01-01 2 N/A 1008.00 533.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419KDX0 2040-11-01 4 N/A 4993839.00 460799.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B1CN4 2055-01-01 6.5 N/A 1000.00 927.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPY84 2052-08-01 4 N/A 5683856.00 4172760.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A9B66 2054-04-01 5.5 N/A 1002.00 647.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AFT30 2054-06-01 6 N/A 1000.00 923.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERPR5 2046-06-01 4 N/A 1000.00 152.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J94S7 2048-11-01 4.5 N/A 1231.00 325.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNZJ0 2055-09-01 6.5 N/A 3175908.00 3335344.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASKB3 2055-08-01 6 N/A 2994000.00 2728801.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B45B2 2055-03-01 6.5 N/A 2785276.00 2542777.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NJQD9 2053-05-01 5 N/A 2000.00 1460.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6R71 2056-02-01 5.5 N/A 2487910.00 2542870.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AR5F3 2054-11-01 4.5 N/A 1000.00 892.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCYE6 2055-06-01 6.5 N/A 1000.00 979.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DXG2 2036-03-01 1.5 N/A 1565970.00 762407.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2PW8 2055-01-01 6.5 N/A 1725228.00 1060604.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LDHD4 2033-09-01 1.82 N/A 18231733.00 15626681.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138NXTV9 2043-01-01 3 N/A 6791140.00 1135977.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUCB4 2055-01-25 4.66721 N/A 15000000.00 11353102.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPA66 2049-08-01 3 N/A 803000.00 604518.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFFD6 2050-10-01 2.5 N/A 29642534.00 12518555.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A85V0 2054-01-01 7.5 N/A 1101406.00 439844.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMU81 2055-09-01 6.5 N/A 1000.00 1058.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6E82 2054-06-01 6 N/A 3846000.00 3025027.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRNN9 2053-02-01 5.5 N/A 1008.00 780.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2LE9 2055-06-01 5.5 N/A 64378112.00 62527679.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A1JX0 2040-12-01 5.5 N/A 1744576.00 173142.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GYLS6 2047-09-01 3.5 N/A 3117124.00 853995.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A94Q0 2054-04-01 6 N/A 1162588.00 774095.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H4P65 2047-11-01 4 N/A 1049242.00 472138.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JL2Q6 2049-03-01 4 N/A 10000000.00 1253104.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ARG20 2054-10-01 7 N/A 1000.00 844.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJJK5 2041-06-01 4.5 N/A 39877963.00 1575007.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQVB5 2054-09-01 5 N/A 1000.00 886.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B3UT7 2055-02-01 6 N/A 7037691.00 5983093.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417FXR4 2028-03-01 2 N/A 6930000.00 237477.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSQM6 2053-07-01 6 N/A 1024.00 828.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRBA6 2055-09-01 6 N/A 1000.00 1034.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHN29 2051-09-01 2.5 N/A 1244820.00 826704.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A5MZ8 2053-12-01 6.5 N/A 545791.00 242190.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N27A3 2052-10-01 4 N/A 134000.00 106248.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDY3 2052-04-01 4 N/A 201000.00 132255.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AJDU3 2031-07-01 4.5 N/A 3235535.00 131116.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXL34 2043-10-01 3 N/A 150000.00 48711.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403NS73 2033-12-01 5.5 N/A 11061619.00 120263.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408FRK7 2035-09-01 5.5 N/A 4882925.00 134079.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JJKA6 2048-10-01 4 N/A 1086939.00 325261.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7YP8 2050-09-01 3 N/A 1000.00 240.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140E9KL9 2046-02-01 4 N/A 12033759.00 1933382.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AGVE1 2054-07-01 5.5 N/A 1000.00 834.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMNM8 2055-09-01 6 N/A 7000.00 7190.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MYZB1 2052-09-01 5 N/A 2073924.00 1601412.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ME7E0 2055-06-01 5 N/A 1000.00 1001.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUCZ4 2054-11-01 5 N/A 1000.00 992.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGMS5 2052-04-01 4 N/A 1000.00 654.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNB80 2055-09-01 6.5 N/A 1164450.00 1212485.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKN63 2053-03-01 5.5 N/A 1000.00 785.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVJL5 2055-12-01 6 N/A 1639282.00 1712559.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DMK5 2050-03-01 3.5 N/A 2500000.00 363528.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGC98 2042-03-01 2.5 N/A 496000.00 318977.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEE46 2055-06-01 5 N/A 1000.00 785.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0SN6 2051-06-01 3 N/A 7086309.00 5862914.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0J97 2054-12-01 6 N/A 1000.00 755.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKHN3 2053-01-01 4.5 N/A 16028.00 11453.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.5 N/A 20766656.00 15837238.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFHB8 2040-10-01 2 N/A 154673588.00 81852048.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPB0 2053-02-01 4.5 N/A 801005.00 647935.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418T3G0 2040-06-01 5.5 N/A 1186966.00 168928.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NMN37 2053-07-01 4.5 N/A 1058334.00 988598.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKBM6 2041-07-01 5.5 N/A 5713325.00 262148.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMRS1 2055-10-01 5.5 N/A 1003310.00 1032325.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVA20 2054-08-01 6.5 N/A 24877440.00 20718414.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407HS31 2036-02-01 6 N/A 12718584.00 130324.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418SSN0 2040-08-01 5.5 N/A 2075068.00 92295.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSVA0 2054-08-25 4.96721 N/A 52880000.00 36810626.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQLF4 2053-10-25 4.96721 N/A 72276000.00 41032664.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H2ZS0 2047-11-01 3.5 N/A 1000.00 265.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AGUT9 2054-06-01 7 N/A 2000177.00 1097811.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AEG45 2054-05-01 7 N/A 1000.00 620.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ADJD4 2054-05-01 6 N/A 698174.00 484893.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFRL7 2052-01-01 2 N/A 2569450.00 1689197.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BE3P1 2055-07-01 6 N/A 1000.00 1038.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2CD4 2054-12-01 5 N/A 1557503.00 1306581.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVEK6 2054-09-01 5.5 N/A 1000.00 923.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A6LU2 2041-01-01 5.5 N/A 1053513.00 160109.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ENL0 2053-01-01 6 N/A 31349113.00 18669214.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B4F62 2055-03-01 6.5 N/A 1516608.00 1587669.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LLJV4 2033-09-01 4.27 N/A 101845.00 103340.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XALY6 2051-03-01 2.5 N/A 930000.00 445467.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3ZU8 2056-01-01 5 N/A 2003580.00 2030637.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQ3L1 2054-03-25 4.46721 N/A 50789332.00 34253746.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q86X8 2046-07-01 4 N/A 5182685.00 367189.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4E1 2048-11-01 3.5 N/A 99996000.00 9353921.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GXTW1 2047-09-01 4 N/A 1192880.00 354230.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AFMN7 2041-05-01 5.5 N/A 1271650.00 110049.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B72A0 2055-05-01 6 N/A 1000.00 767.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AF5K2 2041-06-01 5.5 N/A 6306604.00 411231.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPE6 2050-05-01 3 N/A 350000.00 86989.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQG55 2039-09-01 4.5 N/A 1000.00 779.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVLK8 2054-10-01 5.5 N/A 1280.00 1204.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413RJ98 2037-10-01 5.5 N/A 1197144.00 199182.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MCWP5 2027-10-01 3 N/A 1001.00 16.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTXD0 2053-11-25 4.91721 N/A 10827615.00 8197022.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ARR28 2054-10-01 5.5 N/A 1938359.00 1891930.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XDBH2 2033-12-01 3.5 N/A 1288792.00 185753.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYK50 2056-03-25 4.66221 N/A 1715557.00 1732201.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GNHA4 2047-04-01 4 N/A 773885.00 162944.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412NR40 2038-12-01 6 N/A 1642490.00 223392.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FRRT4 2047-01-01 3.5 N/A 25509280.00 3940360.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412NP67 2038-11-01 5.5 N/A 2340203.00 148514.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M4LZ3 2037-08-01 3.5 N/A 5641025.00 131311.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B1ZE9 2055-01-01 6.5 N/A 2711840.00 1736728.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AXVY0 2055-01-01 6.5 N/A 2052484.00 1634951.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N16S7 2052-10-01 4 N/A 3482650.00 2707412.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ANY52 2054-08-01 7 N/A 442295.00 465582.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419MB91 2041-05-01 4.5 N/A 1966493.00 378068.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K5FQ5 2049-12-01 3.5 N/A 400000.00 103966.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417ACC1 2026-10-01 3 N/A 5000000.00 16909.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N1WS8 2052-10-01 5 N/A 1396171.00 1139575.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NHQK7 2054-02-01 6.5 N/A 1001.00 1032.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YVEY1 2046-01-01 3 N/A 1500000.00 428464.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9NV7 2055-05-01 6 N/A 2745359.00 2604786.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AYAG0 2055-01-01 6.5 N/A 2082753.00 1851473.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRE54 2055-10-01 5.5 N/A 1000.00 1026.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WS45 2037-05-01 7 N/A 1824217.00 309549.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AFHT6 2054-06-01 7 N/A 1649553.00 1223608.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BECM8 2055-06-01 6.5 N/A 1002.00 1069.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCV90 2055-05-01 6.5 N/A 1000.00 1053.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ACJH7 2054-04-01 7 N/A 1330078.00 574779.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4DF0 2048-11-01 3.5 N/A 1000.00 143.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMK25 2055-08-01 6.5 N/A 1711996.00 1312442.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMF35 2053-08-01 6.5 N/A 9820000.00 6837858.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M5YH2 2053-12-01 6.5 N/A 93248.00 56807.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A75M2 2054-02-01 6.5 N/A 1000.00 782.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRWD7 2055-11-01 6.5 N/A 1000.00 1045.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0GH2 2053-03-01 5.5 N/A 2048.00 1821.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412NVR4 2038-12-01 5.5 N/A 3388001.00 202084.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416S5A5 2039-06-01 6 N/A 1659987.00 138426.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403BFZ1 2033-11-01 5.5 N/A 10208591.00 185394.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKND2 2055-08-01 5.5 N/A 4759900.00 4856955.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APVG6 2054-10-01 6.5 N/A 2226048.00 1498323.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8DU7 2056-02-01 5 N/A 47429184.00 48023750.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUY98 2054-12-01 6 N/A 3379385.00 2703566.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B4VB3 2055-02-01 6 N/A 3757750.00 3379808.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XVFW5 2044-08-01 4 N/A 1428433.00 291647.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQH8 2050-06-01 2.5 N/A 1700000.00 572902.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELX6 2052-12-01 5 N/A 506240.00 393669.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A9XX3 2054-03-01 7 N/A 505745.00 539239.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XK5H9 2052-06-01 4 N/A 1000.00 770.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GUMA2 2047-11-01 3.5 N/A 29622652.00 4681741.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ADYV7 2054-05-01 4.5 N/A 1001.00 843.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BAHV1 2055-05-01 5 N/A 1038644.00 1048240.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ76 2052-10-01 5 N/A 2678972.00 1949499.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8P84 2048-09-01 5 N/A 1000000.00 298967.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408FRL5 2035-09-01 5.5 N/A 5644072.00 218692.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408JUG4 2036-03-01 6 N/A 11148103.00 59515.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFPN3 2050-11-01 2 N/A 220677857.00 120711047.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BAA30 2055-06-01 7.5 N/A 1438969.00 1563557.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416XUK4 2041-01-01 5.5 N/A 1086815.00 191830.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BH3W9 2055-09-01 6 N/A 3828950.00 3940606.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4KC2 2056-02-01 5.5 N/A 1774730.00 1825386.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N1YH0 2052-09-01 5 N/A 1394380.00 1067576.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ADNS6 2054-05-01 5.5 N/A 1008.00 815.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDUY0 2051-06-01 3 N/A 2422752.00 1498166.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WVTK7 2028-07-01 2.5 N/A 6500000.00 362518.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8BU4 2055-05-01 6.5 N/A 1011901.00 1070251.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9V57 2048-07-01 4 N/A 1223.00 351.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AWQM4 2055-01-01 5.5 N/A 5789712.00 5416495.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ACBA0 2054-04-01 5 N/A 1000.00 496.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCH66 2048-03-01 2 N/A 616000.00 290282.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHEE3 2051-07-01 2.5 N/A 2199000.00 1400818.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XP6B0 2054-03-01 5.5 N/A 1103182.00 899505.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FMAJ5 2046-11-01 4 N/A 2350833.00 376632.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVMX9 2054-10-01 5 N/A 12859184.00 12314901.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9V40 2048-11-01 4 N/A 22483407.00 4246046.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRRT4 2044-10-01 5.5 N/A 498000.00 427350.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLNT9 2051-08-01 2.5 N/A 609001.00 373885.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2L77 2055-04-01 6.5 N/A 1210603.00 1059485.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1YM1 2056-01-01 4.5 N/A 2006459.00 1991077.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6AX3 2055-05-01 6.5 N/A 1000.00 842.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMMU5 2051-11-01 3 N/A 1000.00 618.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X7LL5 2043-09-01 4.5 N/A 5026504.00 335072.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KJN2 2031-12-01 6.5 N/A 33802042.00 55890.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AX6Z5 2055-01-01 6 N/A 1000.00 692.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9UE3 2051-02-01 2 N/A 285847.00 147322.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ME2S4 2055-05-01 5.5 N/A 1000.00 1016.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQG35 2054-07-01 6.5 N/A 5375000.00 4097775.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPK97 2052-06-01 4.5 N/A 1035.00 853.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N1NC3 2052-09-01 4 N/A 683153.00 488722.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2VT8 2055-02-01 6 N/A 1024.00 926.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AB7F0 2041-03-01 5.5 N/A 1463300.00 198453.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AEYU1 2041-04-01 5 N/A 3355319.00 160826.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DLK6 2030-02-01 3 N/A 1000.00 124.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H8NY7 2048-04-01 4 N/A 1724269.00 483177.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXT2 2053-11-01 5 N/A 1000.00 876.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQU42 2030-12-01 3.5 N/A 300000.00 28149.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412NSF4 2038-11-01 5.5 N/A 2150025.00 197888.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQTA0 2054-09-01 5.5 N/A 2403687.00 2277327.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTKR9 2053-11-01 6 N/A 778621.00 650342.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYP65 2055-12-01 5 N/A 137306.00 138087.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0P68 2055-12-01 5.5 N/A 1000.00 1025.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X03C0 2043-08-01 3.5 N/A 5555674.00 1481569.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRQF3 2053-03-01 6 N/A 1000.00 771.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EBT6 2052-02-01 3 N/A 5606997.00 3597226.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWFL7 2055-12-01 5.5 N/A 5791615.00 5852354.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U2BR3 2056-02-01 6 N/A 1678700.00 1749698.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M3QE7 2027-07-01 3 N/A 5000000.00 76975.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBC73 2051-05-01 2.5 N/A 750000.00 429845.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376KHD1 2034-10-01 5.5 N/A 24500000.00 230878.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATLH7 2054-11-01 5 N/A 1000.00 848.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFV52 2045-10-01 3.5 N/A 4059641.00 1191015.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUMM9 2055-01-25 5.11721 N/A 1000.00 753.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LTQ84 2042-06-01 4 N/A 3461002.00 205461.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLZG4 2051-09-01 3.5 N/A 670000.00 379789.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBDM7 2039-06-01 4 N/A 1339549.00 321720.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUCK4 2055-01-25 4.36721 N/A 50000000.00 39445225.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH5X1 2052-07-01 4.5 N/A 662266.00 491561.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415QQC3 2036-03-01 6 N/A 11270340.00 407878.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTEE9 2054-11-25 4.27721 N/A 1246681.00 789750.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0TC9 2054-12-01 5.5 N/A 14849729.00 12659309.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q7DN4 2047-08-01 3.5 N/A 470000.00 134114.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6XM2 2055-05-01 6 N/A 1458280.00 1191503.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQT7 2045-10-01 5.5 N/A 3887828.00 3745331.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEKB3 2055-06-01 4.5 N/A 1000.00 812.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412NBN5 2038-07-01 6 N/A 2398288.00 376657.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8PM7 2055-05-01 6.5 N/A 2232800.00 1789207.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6AZ8 2055-05-01 6.5 N/A 1000.00 698.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EW71 2038-10-01 5.5 N/A 2088990.00 1137210.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HEAP7 2048-07-01 4.5 N/A 5000000.00 1202243.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XF5A5 2052-03-01 3 N/A 1000.00 626.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NEEH4 2053-04-01 5 N/A 1000.00 741.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9AX9 2038-08-01 4 N/A 883105.00 150326.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ER36 2033-04-01 4 N/A 228620.00 80043.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDHQ2 2050-03-01 3 N/A 623589.00 306498.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHMP4 2054-08-01 6.5 N/A 1000.00 867.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BAWX0 2055-06-01 5.5 N/A 1000.00 922.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E5W79 2032-01-01 4 N/A 4153477.00 281760.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQGB5 2052-09-01 5.5 N/A 7147672.00 5204490.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTRJ4 2054-11-25 4.26721 N/A 50000000.00 35954539.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFVX6 2052-02-01 3 N/A 1373000.00 874432.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MYZ39 2052-10-01 5 N/A 133306.00 113680.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0SW9 2055-02-01 5.5 N/A 2102528.00 2121667.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUQP4 2054-05-01 7 N/A 1024.00 678.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A9PH7 2054-05-01 6.5 N/A 448825.00 248721.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A9K45 2041-03-01 5.5 N/A 1340309.00 117129.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B7AP6 2026-12-25 2.266 N/A 1030.00 110.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0EU8 2055-02-01 7 N/A 1131276.00 1030061.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGMH7 2051-01-01 2 N/A 1024.00 627.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WZJM5 2028-06-01 3 N/A 3901024.00 124927.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A8JH6 2054-01-01 7 N/A 1000.00 632.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMRW2 2055-10-01 6.5 N/A 1000.00 1057.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MBLQ7 2027-09-01 2.5 N/A 2000000.00 40517.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8EL1 2055-04-01 6 N/A 6506156.00 6155825.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QG2Z9 2051-02-01 2 N/A 1280.00 724.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140YXRY9 2054-02-01 7 N/A 1302872.00 1137259.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUG26 2054-04-01 5 N/A 1000.00 885.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M9PD3 2051-12-01 4 N/A 1291776.00 913686.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1YL3 2056-01-01 4.5 N/A 2102764.00 2087508.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHGC0 2039-08-01 5 N/A 1000.00 937.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MAV50 2052-06-01 4 N/A 225000.00 166546.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXGB2 2041-04-01 4 N/A 958095.00 191974.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HM3D4 2048-07-01 5 N/A 1000.00 138.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBYQ5 2049-10-01 3 N/A 29627369.00 12480173.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8KG5 2055-05-01 5.5 N/A 1102888.00 1017489.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XP5N5 2054-05-01 6 N/A 3520.00 2854.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A8SJ2 2053-12-01 7.5 N/A 1001.00 664.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N25G2 2052-09-01 5 N/A 370000.00 226755.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WFM9 2039-07-01 7.5 N/A 1011447.00 107449.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0ML6 2055-01-01 6 N/A 2077.00 1797.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJXN3 2047-02-01 3 N/A 816000.00 168592.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLX3 2045-06-01 5.5 N/A 19200280.00 16458732.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDAT3 2034-02-01 5.5 N/A 1673873.00 651702.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402FJV8 2033-06-01 5.5 N/A 53367657.00 481722.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A3C50 2053-09-01 6.5 N/A 1112965.00 1151025.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMFD7 2055-09-01 6 N/A 1008.00 996.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403EE52 2033-10-01 5.5 N/A 19129844.00 265863.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E5P1 2054-05-01 5.5 N/A 13602932.00 10898249.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0GY7 2056-01-01 5.5 N/A 750976.00 773297.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A9TS9 2054-03-01 7.5 N/A 1000.00 1054.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQZL4 2032-04-01 3 N/A 1616200.00 1214442.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JTAF4 2049-05-01 5 N/A 1887887.00 370706.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APMA9 2054-09-01 5.5 N/A 1556021.00 1540447.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418QW33 2040-05-01 6 N/A 1541484.00 134504.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMQB9 2055-09-01 5.5 N/A 1717348.00 1757003.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7WN4 2055-11-01 6.5 N/A 19786560.00 18696508.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K0LA4 2049-12-01 4 N/A 2951134.00 870934.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EMGS4 2043-03-01 4 N/A 11884921.00 1724998.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FDB0 2054-10-01 5.5 N/A 1369000.00 1145009.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5M30 2047-05-01 4 N/A 1000.00 187.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418U6S8 2036-06-01 5.5 N/A 1932667.00 102984.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418S2C2 2040-09-01 5.5 N/A 1011959.00 188073.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5WF6 2050-02-01 3 N/A 1000.00 227.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JGS22 2048-10-01 4 N/A 2173777.00 453006.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTEN5 2053-10-01 6 N/A 1000.00 813.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASGF9 2054-10-01 5 N/A 1000.00 995.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGN47 2037-04-01 2.5 N/A 1220000.00 726807.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QV4Y7 2055-01-01 6.5 N/A 1232162.00 784995.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVP87 2055-11-01 5.5 N/A 3602671.00 3707046.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XATJ1 2051-05-01 2 N/A 500000.00 281066.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418QVJ9 2040-03-01 6 N/A 1711447.00 153196.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415QQA7 2038-01-01 5.5 N/A 3151269.00 153213.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.5 N/A 886811.00 575982.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMQG8 2055-09-01 6.5 N/A 1086830.00 1142016.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AEQU6 2054-06-01 6 N/A 1000.00 1014.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKYE4 2053-04-01 5 N/A 803000.00 615938.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BG3C3 2031-01-25 1.2445 N/A 48131000.00 42831784.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410V2S8 2037-03-01 6 N/A 67176320.00 1410726.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N7KQ2 2052-12-01 6.5 N/A 1027170.00 929017.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXKV3 2043-01-01 3 N/A 225000.00 64993.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2P54 2055-07-01 5.5 N/A 1000.00 957.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQ2L4 2055-10-01 6 N/A 13368.00 13796.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LFY0 2033-11-01 5.5 N/A 31707769.00 220039.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AZA9 2028-09-01 3.5 N/A 3125394.00 151662.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K5RR0 2049-12-01 5 N/A 1136409.00 376676.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7KQ5 2055-05-01 6 N/A 9204688.00 7461465.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPQS9 2052-07-01 4.5 N/A 5000.00 3733.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GWPE7 2047-08-01 3.5 N/A 2048.00 419.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BE3Z9 2055-07-01 7 N/A 1047250.00 1108282.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9GQ2 2051-02-01 2 N/A 300000.00 170527.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419BXM2 2040-09-01 5.5 N/A 1506477.00 190323.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSWG2 2053-06-01 5.5 N/A 1024.00 838.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4KS7 2056-02-01 6 N/A 2291250.00 2378577.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUDF7 2054-11-01 5 N/A 8889296.00 7573707.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1QX4 2052-02-01 3 N/A 6195423.00 5279942.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413TLJ9 2037-07-01 6 N/A 2000000.00 36092.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B4DA5 2055-03-01 6 N/A 1539500.00 1266480.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KMTY6 2050-09-01 2 N/A 1000000.00 458178.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AMTL5 2054-07-01 7 N/A 1000.00 1045.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRBU6 2053-01-01 5 N/A 1000.00 827.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNDJ0 2053-07-01 4 N/A 611000.00 476903.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGTU3 2052-01-01 3.5 N/A 857999.00 563570.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MEZ66 2055-05-01 5.5 N/A 2769444.00 2681060.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LNDF1 2036-05-01 2 N/A 34795.00 14242.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H6JQ3 2048-02-01 4 N/A 4138174.00 1221142.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418XU89 2040-08-01 6 N/A 1848692.00 104929.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTVJ5 2054-01-01 7 N/A 1550847.00 932682.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUGY6 2054-04-01 5 N/A 2927776.00 2658105.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4X53 2056-02-01 4.5 N/A 2470008.00 2449835.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WG5W0 2046-05-01 3.5 N/A 17994569.00 4312517.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AHCC8 2041-05-01 5.5 N/A 1500334.00 159875.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN6V9 2052-05-01 3 N/A 5598000.00 3828268.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJL97 2046-12-01 3 N/A 31563789.00 6365441.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A7EX8 2054-01-01 6.5 N/A 1000.00 626.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWY59 2055-08-25 4.76721 N/A 38968685.00 37537518.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATAP1 2054-12-01 6.5 N/A 1087500.00 1126993.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BBN73 2030-07-25 1.27 N/A 8407635.00 7576205.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJUN6 2054-07-01 5.5 N/A 20185760.00 16499971.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQLG5 2054-10-01 5.5 N/A 1000.00 807.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4W51 2049-08-01 3.5 N/A 1900000.00 252503.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUS52 2055-11-01 5 N/A 1000.00 1009.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMH7 2055-07-01 5 N/A 80549239.00 77660802.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKHL7 2052-09-01 4.5 N/A 4582002.00 3353391.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ALB36 2054-09-01 5.5 N/A 1001.00 821.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AGEH3 2054-05-01 6 N/A 287111.00 291607.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8SR7 2033-03-01 3 N/A 414621.00 76432.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ARTB6 2054-09-01 6.5 N/A 1916602.00 1868794.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6RB9 2050-04-01 4 N/A 465000.00 143266.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 29413115.00 27055950.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTR70 2054-12-25 5.06721 N/A 50000000.00 33133755.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ADUW9 2054-06-01 7 N/A 1000.00 831.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419JMB1 2040-11-01 6 N/A 1950199.00 91837.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NXH3 2048-05-01 4.5 N/A 1000.00 38.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AERF8 2054-06-01 6.5 N/A 1000.00 769.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVW42 2054-12-01 5.5 N/A 1008.00 963.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AH7D8 2054-09-01 5.5 N/A 1085828.00 1083975.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EK6X8 2053-04-01 3.5 N/A 2239.00 341.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A7GW8 2053-12-01 7.5 N/A 1727539.00 810939.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EMZ53 2029-02-01 4 N/A 2814000.00 117194.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCG30 2055-06-01 7 N/A 1000.00 969.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFRC5 2050-11-01 2 N/A 1028.00 621.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXN77 2055-12-01 5.5 N/A 4935937.00 5077215.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFU94 2055-07-01 7 N/A 1686410.00 1792518.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGAS2 2055-07-01 6 N/A 4070720.00 4197847.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EV98 2053-09-01 6 N/A 2430504.00 1599424.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSZU8 2053-09-01 6 N/A 54425.00 43130.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AFWY8 2054-06-01 7 N/A 1260090.00 895523.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLW95 2051-12-01 3 N/A 1838000.00 1373611.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HKVF2 2048-06-01 4.5 N/A 1058448.00 381804.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGCW7 2052-04-01 3 N/A 2187000.00 1453999.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHEH1 2054-07-01 6 N/A 11364420.00 10409013.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AFWE6 2041-05-01 5 N/A 585000.00 121289.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRVC0 2055-10-01 4 N/A 1000.00 969.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QT3Y3 2054-02-01 6.5 N/A 196000.00 149972.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417VMC4 2040-01-01 5.5 N/A 3389678.00 185682.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUXW8 2054-12-01 5 N/A 2710684.00 2488664.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X7AU7 2028-09-01 3.5 N/A 7783264.00 300254.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXE24 2046-09-01 3.5 N/A 55332352.00 12209139.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AGEM6 2041-06-01 5.5 N/A 2042865.00 325300.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6E59 2056-02-01 5.5 N/A 1051503.00 1085244.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0LW3 2055-01-01 5.5 N/A 1000.00 921.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413RKG0 2038-02-01 5.5 N/A 1788402.00 103184.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE63 2052-07-01 4.5 N/A 1000.00 753.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HCDB9 2048-06-01 4.5 N/A 80225.00 21335.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JNS35 2049-05-01 5 N/A 1458131.00 483358.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QR5W9 2053-05-01 6 N/A 2072041.00 1535530.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKN87 2051-05-01 2.5 N/A 2443820.00 1458530.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CDH4 2031-11-01 2.5 N/A 4783000.00 612967.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQD85 2052-09-01 5 N/A 6553600.00 6026839.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A7YE2 2041-03-01 5.5 N/A 4263642.00 249040.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419FEC6 2040-10-01 5.5 N/A 2569603.00 300478.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSAF2 2054-06-25 4.96721 N/A 204300.00 138545.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9QY8 2055-05-01 5.5 N/A 8589856.00 8800523.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140E9QL3 2046-10-01 4 N/A 1284550.00 311320.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N1W66 2052-09-01 5 N/A 1417206.00 1228327.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEQ27 2055-06-01 6 N/A 1545607.00 788706.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9WD3 2049-06-01 3.5 N/A 4998000.00 1756770.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4QZ3 2056-01-01 5.5 N/A 36161290.00 37104861.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417NGY1 2039-11-01 6 N/A 1017411.00 111806.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KMDR8 2050-10-01 2 N/A 400000.00 232556.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQDG4 2054-08-01 6 N/A 1000.00 913.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEPB2 2050-08-01 2.5 N/A 209648639.00 100509597.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MBDG4 2052-01-01 2 N/A 170000.00 106970.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4HZ3 2055-10-01 5.5 N/A 16279240.00 16706689.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FBCD0 2046-07-01 3.5 N/A 665000.00 116714.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXRU2 2056-01-01 5 N/A 1000.00 1014.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138APQ92 2041-09-01 4.5 N/A 14002350.00 1278966.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JADN5 2049-02-01 5 N/A 1405.00 303.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELP3 2037-12-01 4 N/A 130868.00 72766.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F9WK7 2047-01-01 3.5 N/A 2077.00 507.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6AA3 2055-04-01 6 N/A 11542640.00 9707880.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412HTL3 2036-12-01 5.5 N/A 2174644.00 152646.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JBDK9 2050-08-01 3 N/A 1188288.00 248244.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AK6X2 2041-07-01 5.5 N/A 1071764.00 194251.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQAF4 2052-10-01 2 N/A 700000.00 517581.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A5E87 2053-12-01 7.5 N/A 1688080.00 1338076.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416QJ55 2039-05-01 6 N/A 2032588.00 191629.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXMC3 2053-01-01 3.5 N/A 1000.00 453.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ABPF0 2041-04-01 5.5 N/A 1543250.00 179779.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418N2Q2 2040-04-01 6 N/A 1080228.00 184525.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BU5K2 2055-03-25 5.01721 N/A 96395700.00 76457226.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W5M88 2033-03-01 3.5 N/A 5973145.00 275451.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XJC54 2034-02-01 4 N/A 200000.00 17662.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUD52 2054-03-01 6 N/A 8000.00 6329.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N3AD1 2052-10-01 4.5 N/A 8577000.00 5972113.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKBS3 2043-09-01 3.5 N/A 3047040.00 255314.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B1CR5 2055-01-01 7 N/A 1025016.00 850336.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MXNJ9 2052-08-01 4.5 N/A 2048.00 1419.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJM96 2046-12-01 3 N/A 2000.00 390.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCJT0 2055-06-01 5.5 N/A 1024.00 999.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5CE4 2056-01-01 6 N/A 1343272.00 1409277.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WS37 2037-09-01 6.5 N/A 1323880.00 237423.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHLJ9 2054-07-01 7 N/A 1165238.00 910413.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPC23 2053-03-01 4.5 N/A 4704103.00 3781801.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BY4A9 2055-12-01 5.5 N/A 1000.00 1029.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MGM24 2052-02-01 2 N/A 2000.00 1298.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419CXZ1 2040-09-01 6 N/A 1312642.00 143613.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKSZ9 2047-05-01 4 N/A 425000.00 94893.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYPX6 2055-12-01 6 N/A 4071624.00 4239625.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3RL5 2055-10-01 6 N/A 20962560.00 21397660.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HCBU9 2038-04-01 4 N/A 1995850.00 254702.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417TMP0 2039-12-01 6 N/A 1167834.00 110242.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFEA9 2055-07-01 6 N/A 8230087.00 7270241.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AGMF8 2054-07-01 6.5 N/A 17682688.00 10627986.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EDD57 2042-04-01 3.5 N/A 212920.00 24446.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A5FB9 2053-12-01 7.5 N/A 1000.00 159.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B96G9 2055-09-01 6 N/A 6032.00 6197.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDJM4 2044-11-01 4 N/A 1000.00 118.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQXM4 2054-08-01 6.5 N/A 4069000.00 3405588.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1WH2 2055-05-01 6 N/A 953956.00 843274.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8ED5 2050-10-01 2 N/A 961000.00 496376.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LYET0 2042-08-01 4 N/A 1535028.00 47464.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N2SC6 2052-09-01 5 N/A 1140598.00 829218.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B53T2 2055-04-01 6 N/A 1008.00 962.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BM5U0 2055-09-01 6.5 N/A 331640.00 349739.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES68 2053-06-01 6 N/A 5266405.00 3380413.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417UJH9 2040-03-01 5.5 N/A 1007813.00 116596.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTXF1 2053-12-01 7.5 N/A 1008.00 618.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KJJ4 2037-08-01 5.5 N/A 17500000.00 249258.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTLJ6 2053-11-01 7 N/A 29662048.00 21699900.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6PY3 2054-08-01 6.5 N/A 2807357.00 1885648.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKBJ2 2055-08-01 6 N/A 2748908.00 2424119.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A94P2 2054-04-01 6 N/A 1169270.00 804780.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XABG6 2051-02-01 2 N/A 300000.00 156187.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6NF6 2054-09-01 5.5 N/A 1008.00 931.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXFV9 2057-01-01 3.5 N/A 1000.00 341.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B4XY1 2055-03-01 6 N/A 9405987.00 8165131.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUHK2 2054-11-01 5 N/A 1008.00 940.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6N74 2054-08-01 5 N/A 5918320.00 4977097.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJ5T8 2031-10-25 1.615108 N/A 8000000.00 3805812.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUNB8 2054-05-01 5.5 N/A 1000.00 889.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUUK0 2054-06-01 5.5 N/A 6063.00 5588.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2Q49 2055-02-01 6 N/A 1000.00 827.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4S6 2054-02-01 7 N/A 1000.00 153.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJKH0 2054-08-01 6.5 N/A 1116682.00 894291.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFEM9 2052-01-01 2.5 N/A 2024000.00 1311022.17 Agency Mortgage-Backed Securities Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2026-03-06 2026-03-06 2026-07-10 Y ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 1.0000 7 N Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ N N 0.0361 3000000000.00 3000000000.00 0.0089 N N Y N ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 3.63 N/A ES7IP3U3RHIGC71XBU11 OSG002DL2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128ALEL8 2031-09-01 5.5 N/A 7249.00 19.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KP5S3 2052-09-01 4.5 N/A 44023.00 30200.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BVCS2 2053-01-01 4.5 N/A 10602597.00 8375857.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XTYT1 2046-01-01 4 N/A 1000.00 95.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQVF0 2053-04-01 4.5 N/A 1000.00 847.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWNH2 2055-01-01 5 N/A 41052937.00 38085817.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PAS4 2055-06-01 6 N/A 1024.00 899.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CC4R4 2053-08-01 6.5 N/A 1000.00 876.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQ3J3 2053-05-01 6.5 N/A 2994750.00 2420435.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DU2V8 2054-11-01 5 N/A 8575670.00 7554478.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XMGM1 2043-04-01 2.5 N/A 486926.00 61545.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XFCT5 2035-04-01 3.5 N/A 1008.00 119.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CMD2 2055-09-01 6 N/A 27169.00 28267.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GQ5N8 2054-02-01 6.5 N/A 962280.00 788506.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y36U5 2037-06-01 5.55 N/A 1643584.00 38934.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AAMT8 2043-12-01 4.5 N/A 813000.00 77300.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACTT7 2037-08-01 7 N/A 26012260.00 71619.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6E54 2044-01-01 5 N/A 2348530.00 485577.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CEG5 2055-02-01 5.5 N/A 20330496.00 18621075.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6CP3 2037-09-01 4 N/A 57000.00 31383.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329NBY3 2045-05-01 4 N/A 433000.00 48026.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUUG0 2054-10-01 6 N/A 6368697.00 5652800.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M96X5 2044-08-01 4 N/A 4350.00 676.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UEE0 2055-08-01 5.5 N/A 1024.00 1047.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6JB7 2039-12-01 6.5 N/A 70491.00 57986.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9ZU9 2035-12-01 5.5 N/A 9837.00 731.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426KYU4 2055-05-01 5.5 N/A 6094709.00 5990093.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTUX2 2055-01-01 6 N/A 1024.00 936.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C2GC6 2053-05-01 6 N/A 309209.00 192783.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NT82 2055-05-01 6.5 N/A 1008.00 851.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUEA1 2054-05-01 5.5 N/A 57000.00 51017.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329MHM5 2030-08-01 3 N/A 733162.00 34301.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PYG4 2055-06-01 5.5 N/A 1000.00 949.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31286DKJ9 2037-09-01 5.44 N/A 550000.00 34714.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEF68 2033-01-01 3.5 N/A 85002.00 16065.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NEF2 2054-01-01 4 N/A 1923000.00 1750300.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CPE7 2055-10-01 5 N/A 1000.00 1003.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LNE0 2055-04-01 6.5 N/A 4958987.00 4488365.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVV99 2055-10-01 5 N/A 1054.00 1013.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A3S84 2041-05-01 4.5 N/A 500000.00 32435.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31321XH72 2038-06-01 5.65 N/A 607116.00 48552.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426FQ26 2055-02-01 6.5 N/A 2000.00 1491.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A2WU2 2037-11-01 5.5 N/A 5544643.00 31747.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRU73 2054-05-01 5 N/A 2052.00 1851.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRE48 2054-03-01 5 N/A 1024.00 898.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.5 N/A 8496290.00 6741162.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRK82 2054-04-01 5.5 N/A 1000.00 925.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CWFR8 2054-09-01 6 N/A 7586712.00 6435196.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LVU5 2055-05-01 5.5 N/A 4064484.00 4024627.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WLYQ5 2037-11-01 7 N/A 4403067.00 115775.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MQD6 2055-02-01 5.5 N/A 24185.00 21593.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KNS9 2031-04-01 4.5 N/A 1293000.00 38042.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WTC25 2039-06-01 4.5 N/A 137000.00 35893.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTTB2 2055-01-01 5 N/A 19292890.00 18100536.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTME3 2054-12-01 5 N/A 22342368.00 21222233.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LZS6 2055-04-01 5.5 N/A 1000.00 1027.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GVG6 2055-11-01 5 N/A 1000.00 1000.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WQCQ8 2040-06-01 5.5 N/A 8489447.00 93811.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31346YYM9 2049-12-01 3.5 N/A 1000.00 347.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQ2Z8 2053-04-01 6 N/A 60128.00 42402.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVYT2 2055-11-01 5 N/A 48389746.00 48628399.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMPC3 2048-02-01 3.5 N/A 1000.00 389.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSP25 2056-01-01 5 N/A 811922.00 819581.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KGPR3 2049-08-01 3.5 N/A 766644.00 512045.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GQCK6 2053-10-01 5.5 N/A 37599.00 28846.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128CUXH4 2029-07-01 4.5 N/A 2803.00 37.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MHG9 2054-11-01 5 N/A 1024.00 971.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HM6U9 2051-09-25 5.5 N/A 9248990.00 7654274.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVUN9 2055-11-01 5.5 N/A 17354.00 17185.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307MYH3 2030-05-01 3 N/A 434000.00 31511.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A2FR8 2038-01-01 5.5 N/A 1770290.00 36003.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KYG3 2038-06-01 4 N/A 920000.00 127194.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NLQ0 2055-04-01 5 N/A 170268.00 162526.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWN54 2056-01-01 6.5 N/A 2000.00 2046.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132Y0R44 2048-06-01 4 N/A 8593917.00 1417487.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWFY0 2055-12-01 5.5 N/A 1024.00 1034.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31286DQF1 2038-02-01 6.05 N/A 1751505.00 98255.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WJ4K6 2037-06-01 6 N/A 4072128.00 64519.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRBR0 2054-02-01 6.5 N/A 1024.00 805.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NPD5 2055-05-01 5.5 N/A 1000.00 1006.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVEZ0 2055-08-01 6 N/A 1137168.00 1083171.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329JPS0 2042-06-01 3 N/A 400000.00 45081.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PDA9 2055-07-01 5 N/A 1024.00 989.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426P4N2 2055-06-01 6 N/A 1071438.00 895426.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427B5Q4 2055-09-01 6.5 N/A 2604.00 2739.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YFN2 2055-01-01 5 N/A 1008.00 1002.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QQV8 2055-06-01 5.5 N/A 1024.00 980.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133SUX87 2030-05-01 3 N/A 1000.00 159.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWND1 2055-01-01 4 N/A 1000.00 913.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427H3D2 2055-11-01 5.5 N/A 1024.00 1016.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9MZ4 2042-11-01 4 N/A 456205.00 309104.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSE79 2054-07-01 5.5 N/A 2000.00 1808.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GUJ1 2055-11-01 5.5 N/A 1024.00 1013.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CGE8 2055-02-01 6.5 N/A 1000.00 756.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWLL5 2054-05-01 5.5 N/A 1023.00 814.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BGCW6 2052-07-01 4.5 N/A 2048.00 1401.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W8VH3 2054-04-01 6 N/A 11456928.00 9070137.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426X4Q8 2055-09-01 5.5 N/A 1000.00 962.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WEMN7 2054-06-01 6 N/A 119351.00 97059.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUUC5 2055-05-01 6.5 N/A 1024.00 979.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JUBZ2 2056-02-01 5 N/A 1000.00 1008.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CHP1 2055-10-01 6 N/A 1024.00 1038.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQC53 2047-03-01 4.5 N/A 500000.00 350464.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTG42 2054-11-01 6 N/A 1070.00 1001.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HKN1 2055-11-01 5.5 N/A 1000.00 1028.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XWMM2 2047-04-01 4.5 N/A 333013.00 41707.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128CUTA4 2029-10-01 5 N/A 6605947.00 26745.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVTS0 2055-10-01 4.5 N/A 1208979.00 1194844.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427H2K7 2055-11-01 5 N/A 405000.00 406790.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329NEB0 2046-03-01 3 N/A 1180000.00 141143.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BXT84 2053-03-01 6 N/A 10630180.00 10044409.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CXPW6 2039-08-01 5.5 N/A 728993.00 560138.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QAL7 2055-06-01 6.5 N/A 1024.00 978.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31322YZD6 2044-09-01 3.5 N/A 2551000.00 146005.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9RQ9 2042-08-01 2 N/A 56000.00 42185.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426LZ72 2055-05-01 6 N/A 1024.00 919.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUMY6 2055-04-01 6.5 N/A 1000.00 966.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MPS4 2054-01-01 4.5 N/A 416000.00 373619.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMQ5 2054-02-01 5.5 N/A 8261248.00 6875278.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNBA0 2051-11-01 2 N/A 123000.00 76559.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288LRC7 2035-05-01 5 N/A 1505.00 16.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GU3M3 2055-06-01 6.5 N/A 1040.00 820.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426AFG8 2055-01-01 7 N/A 1000.00 841.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPQW1 2052-07-01 4.5 N/A 6498000.00 4751373.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWYG3 2037-07-01 3 N/A 1000.00 584.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JQKS7 2055-12-01 5.5 N/A 1001.00 1029.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A3U40 2041-06-01 5 N/A 13257659.00 407176.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVVQ1 2055-10-01 6.5 N/A 1000.00 1028.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.5 N/A 3976140.00 3093761.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRV98 2054-05-01 6.5 N/A 48593700.00 34108405.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSF52 2054-07-01 6.5 N/A 2973736.00 2398346.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7MV2 2029-10-01 5 N/A 2392557.00 26182.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y1TY6 2048-06-01 5 N/A 546523.00 35536.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPDJ4 2052-05-01 4 N/A 823000.00 582648.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6A78 2055-07-01 6.5 N/A 3057426.00 2479578.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425XK65 2055-01-01 6 N/A 3655342.00 3409084.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426AWP9 2055-02-01 5.5 N/A 1000.00 949.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUCU9 2054-08-01 5 N/A 67000.00 59941.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4D21 2039-03-01 7 N/A 2100000.00 80842.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTQR0 2054-12-01 5 N/A 1040.00 1004.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DP3G1 2052-08-01 2 N/A 53130.00 36983.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SFN4 2055-06-01 5.5 N/A 25159456.00 24011702.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5DG7 2045-02-01 3.5 N/A 2441000.00 216372.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329LXB3 2037-02-01 2.5 N/A 586685.00 154969.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DDY4 2055-10-01 5.5 N/A 11312.00 11445.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292SB90 2044-09-01 4 N/A 471052.00 33347.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WFM46 2054-07-01 6 N/A 9543883.00 8746428.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426DPA4 2055-03-01 6.5 N/A 622908.00 526269.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVF83 2055-01-01 6 N/A 1000.00 844.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQ5K8 2048-04-01 4 N/A 180343.00 125924.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHQF1 2054-12-25 4.81721 N/A 139300000.00 108178266.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y4T87 2037-08-01 5.55 N/A 706531.00 75216.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNMZ3 2052-01-01 2 N/A 50442.00 33849.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ4T4 2048-07-01 5 N/A 380000.00 38788.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQKX3 2053-06-01 5.5 N/A 1000.00 811.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133APK73 2051-08-01 2.5 N/A 2000.00 1325.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ3M0 2048-03-01 3 N/A 219859.00 32649.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PFT7 2055-06-01 6.5 N/A 1024.00 966.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AC4V9 2041-09-01 5 N/A 27135463.00 436165.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A3E55 2040-01-01 5 N/A 1449084.00 62421.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9D76 2041-02-01 2.5 N/A 1000.00 530.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6E39 2043-12-01 5 N/A 3613645.00 642826.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QKD4 2055-06-01 6 N/A 1000.00 936.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A2T36 2038-07-01 5.5 N/A 4263424.00 33422.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MXD8 2055-01-01 6.5 N/A 1024.00 884.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XRK86 2045-03-01 4 N/A 1000.00 199.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427A2F3 2055-09-01 5.5 N/A 1008.00 1033.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XPDZ8 2043-11-01 4 N/A 1000000.00 250254.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H7BP8 2043-03-01 3.5 N/A 200000.00 28743.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CYRG5 2054-11-01 5.5 N/A 4451672.00 4216567.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133LP2P1 2035-11-01 5.5 N/A 1000.00 987.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427D7D7 2055-10-01 6 N/A 1000.00 1026.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329N4B1 2048-03-01 3.5 N/A 1000.00 171.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DU3K1 2054-11-01 5 N/A 27585.00 25922.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6E47 2044-01-01 5 N/A 1924959.00 96063.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BKG45 2052-09-01 5 N/A 18412544.00 12302921.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CMZA5 2054-02-01 6 N/A 3759081.00 2682795.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31286DF22 2037-08-01 5.62 N/A 525000.00 55714.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132KEXZ3 2030-01-01 3 N/A 424871.00 27283.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0RF1 2052-08-01 3 N/A 1000.00 741.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5 N/A 9745142.00 8422193.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HDC3 2055-10-01 7 N/A 1000.00 1062.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CME0 2055-10-01 6 N/A 2000.00 2079.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMH5 2053-02-01 4 N/A 200076.00 146950.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSPV4 2054-08-01 7 N/A 1024.00 889.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6SW0 2042-06-01 4 N/A 1850000.00 163795.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XAE8 2055-08-01 5 N/A 1024.00 979.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9QC1 2042-09-01 2.5 N/A 790000.00 592553.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6EG1 2038-06-01 5.5 N/A 50000.00 26960.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427G5N0 2055-10-01 6.5 N/A 106104.00 111221.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XUXV4 2046-08-01 3 N/A 1344871.00 343375.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KNEY5 2037-04-01 5.5 N/A 4133000.00 27891.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D54W9 2035-03-01 3.5 N/A 1000.00 202.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L73C9 2035-12-01 3.5 N/A 95671.00 47129.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWGG8 2055-12-01 5 N/A 47126000.00 47346694.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RFU9 2055-12-01 5.5 N/A 61939782.00 62386421.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31286DPP0 2037-08-01 5.46 N/A 675000.00 38529.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KR5F7 2053-09-01 5.5 N/A 8286756.00 6819600.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DJ51 2055-10-01 6.5 N/A 144582.00 143867.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTKZ8 2054-12-01 5 N/A 1000.00 926.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSGA4 2054-01-01 6.5 N/A 65000.00 40236.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6FA2 2044-07-01 5 N/A 1310418.00 238874.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XF4C1 2037-02-01 4.5 N/A 4899169.00 163646.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADYT9 2047-08-01 4 N/A 1007.00 162.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133SNDD4 2034-06-01 3.5 N/A 991770.00 292848.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31286DBX8 2037-01-01 5.44 N/A 1577854.00 39145.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTLM0 2054-04-01 5 N/A 1000.00 876.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426BN69 2055-02-01 6.5 N/A 5155996.00 4302446.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KW83 2037-09-01 3 N/A 2060420.00 277144.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DN3B7 2052-10-01 4.5 N/A 50000.00 38639.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MGH8 2054-12-01 5.5 N/A 1000.00 937.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTVF0 2055-01-01 6.5 N/A 1024.00 845.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SMZ9 2055-07-01 6 N/A 1024.00 1069.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CJZ7 2055-10-01 6.5 N/A 2000.00 2040.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NJ26 2055-05-01 6 N/A 1000.00 943.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NT66 2055-01-01 5.5 N/A 1000.00 861.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QHJ4 2055-09-01 5.5 N/A 1024.00 1046.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QGB2 2053-02-01 4 N/A 30000.00 28317.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPY51 2052-09-01 5 N/A 17137295.00 12859463.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HBX9 2055-11-01 5.5 N/A 1346700.00 1376853.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CXLD2 2034-05-01 3.5 N/A 415672.00 223652.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PF25 2055-07-01 6 N/A 1024.00 982.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEFK7 2033-04-01 3.5 N/A 1000.00 194.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427B3U7 2055-10-01 6.5 N/A 1000.00 1034.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283LA97 2037-12-01 5.5 N/A 25273.00 1006.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWMV3 2033-01-01 4 N/A 190107.00 43133.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XUL47 2046-04-01 4 N/A 172000.00 28317.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9QL1 2042-08-01 2 N/A 200000.00 146641.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQQH2 2053-04-01 5.5 N/A 701000.00 531993.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CC3G9 2053-08-01 6 N/A 1000.00 514.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HK4U5 2055-03-25 4.76721 N/A 27503699.00 24168394.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQB70 2053-05-01 5.5 N/A 100000.00 78736.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6 N/A 723000.00 498648.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JSJV8 2056-01-01 6 N/A 11540974.00 11920329.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XCR64 2048-03-01 3.5 N/A 786132.00 206765.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425US55 2054-11-01 5 N/A 1000.00 981.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6 N/A 43000000.00 37204569.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XRNL4 2045-04-01 3 N/A 3766073.00 996504.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRQA5 2053-07-01 6 N/A 3067771.00 2735154.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283NB76 2035-01-01 5 N/A 48556.00 1678.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNVG5 2052-08-01 4.5 N/A 370000.00 264311.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6AP8 2055-06-01 5.5 N/A 6717789.00 6171259.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVL1 2044-12-01 4 N/A 11318.00 844.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31281LCL0 2035-01-01 5 N/A 7082.00 128.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JR68 2055-04-01 6.5 N/A 1000.00 894.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133LPZE0 2035-04-01 5.5 N/A 1000.00 776.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427M2D2 2054-03-01 6 N/A 24532268.00 21305305.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GYD1 2055-03-01 6.5 N/A 6000.00 6147.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNQ22 2052-05-01 3 N/A 50000.00 33989.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31286DMV0 2037-12-01 5.7 N/A 2632196.00 40011.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWPS6 2055-05-01 5.5 N/A 15369990.00 13683309.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A0VF0 2032-03-01 7 N/A 28640722.00 33055.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YHG4 2055-09-01 5.5 N/A 1000.00 1024.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPYG7 2053-04-01 5.5 N/A 300000.00 225798.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPCD8 2052-11-01 5.5 N/A 10471744.00 8747173.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427B5T8 2055-09-01 6.5 N/A 2760.00 2873.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XL4W4 2043-03-01 3 N/A 877525.00 132496.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6 N/A 68769.00 879.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPMT2 2052-09-01 4 N/A 73238.00 49254.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BRTX2 2052-12-01 6 N/A 1000.00 757.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6 N/A 14630816.00 9945091.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XXAC5 2047-07-01 4 N/A 8876.00 864.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426XY36 2055-09-01 5.5 N/A 1000.00 1027.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJGH4 2055-02-25 5.06721 N/A 19910000.00 13187129.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QGJ5 2055-09-01 6 N/A 1024.00 1032.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMBZ7 2048-01-01 3.5 N/A 350000.00 112091.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWZZ5 2056-02-01 5 N/A 49140749.00 49900273.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MWW7 2055-04-01 6 N/A 1024.00 925.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNSV6 2052-08-01 4.5 N/A 1184526.00 932044.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MHU8 2054-12-01 5.5 N/A 1024.00 898.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QJJ3 2055-06-01 5 N/A 33784188.00 33121576.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128ME4B4 2031-12-01 3 N/A 800000.00 118629.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A7RB7 2050-07-01 3 N/A 1000.00 394.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACA59 2047-01-01 3 N/A 81994141.00 24878374.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426RME8 2055-06-01 6 N/A 1630.00 1533.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GZ49 2055-11-01 5.5 N/A 2000.00 2032.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWPR8 2055-05-01 5 N/A 1040.00 995.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRPX2 2054-04-01 5.5 N/A 1024.00 729.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PXVE3 2027-01-01 3 N/A 3479746.00 30664.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MKW0 2055-02-01 5.5 N/A 1024.00 954.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6CU2 2037-10-01 3.5 N/A 48334.00 28539.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WTC33 2039-07-01 4.5 N/A 130000.00 41139.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MMK5 2055-05-01 6 N/A 10240.00 8434.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TSR9 2055-07-01 6 N/A 1008.00 798.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31321XBU7 2038-05-01 6.05 N/A 893116.00 62216.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BT2T6 2052-12-01 5.5 N/A 1000.00 887.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BUUJ4 2053-02-01 6 N/A 8018529.00 5869651.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307JCG6 2029-08-01 2.5 N/A 560083.00 40894.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JTFJ7 2056-01-01 5 N/A 1647478.00 1612631.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A8TX7 2032-06-01 3.5 N/A 270000.00 43699.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWPH0 2055-04-01 5.5 N/A 1000.00 885.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427AGJ0 2055-09-01 5.5 N/A 5716673.00 5282253.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNTE2 2052-04-01 3.5 N/A 15002040.00 11293973.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8BP0 2056-01-01 5.5 N/A 1024.00 1058.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WH3P5 2046-09-01 3 N/A 39869383.00 5605224.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUS56 2054-06-01 5.5 N/A 1024.00 949.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1MV4 2056-01-01 6 N/A 9902814.00 10228781.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQA93 2045-08-01 3.5 N/A 248120.00 41938.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NPRG7 2053-08-01 5.5 N/A 2000.00 1631.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDZ74 2051-11-01 3 N/A 97998.00 69649.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NTAJ1 2053-12-01 6.5 N/A 636880.00 436949.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUZM1 2054-07-01 6 N/A 1000.00 868.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BT4V4 2055-12-01 5 N/A 3265991.00 3285540.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFU46 2045-10-01 3.5 N/A 450798.00 33448.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MSQ40 2052-11-01 4.5 N/A 1000.00 828.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EKV1 2052-11-01 5.5 N/A 1024.00 755.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNVN9 2052-04-01 4 N/A 26968.00 19612.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BM6L9 2055-10-01 5 N/A 1000.00 998.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSNQ0 2053-07-01 5.5 N/A 1024.00 744.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A9Q86 2054-06-01 6.5 N/A 7299470.00 6896198.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELX6 2052-12-01 5 N/A 10792520.00 8392626.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0LW3 2055-01-01 5.5 N/A 1000.00 921.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEJ52 2050-08-01 2.5 N/A 1024.00 380.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YTKW3 2045-10-01 3.5 N/A 1008.00 271.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCWA8 2060-12-01 3 N/A 1000.00 873.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KPQ48 2050-12-01 2 N/A 1000.00 551.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2GS4 2054-09-01 6 N/A 1024.00 827.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MVFV5 2052-09-01 4.5 N/A 1000.00 881.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9J63 2049-09-01 5 N/A 1000.00 437.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCMJ2 2049-12-01 3 N/A 1000.00 336.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MYZ39 2052-10-01 5 N/A 847040.00 722336.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YUM7 2030-12-01 4 N/A 1000.00 21.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7U89 2055-11-01 5 N/A 1024.00 1029.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZV7 2051-06-01 2 N/A 849713.00 515464.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QF4B2 2050-12-01 2 N/A 1024.00 586.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1MZ5 2056-01-01 6.5 N/A 1410050.00 1477151.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPRM1 2052-07-01 4 N/A 1000.00 771.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A0AH2 2053-09-01 5.5 N/A 2839084.00 2339188.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MJU45 2052-03-01 3 N/A 51555.00 42794.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUVQ6 2054-06-01 6.5 N/A 2016.00 1581.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN4H2 2052-05-01 3 N/A 2025901.00 1451698.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QAST8 2049-03-01 5 N/A 25355296.00 6254580.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NNAG0 2053-07-01 5.5 N/A 1927952.00 1468765.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVRG1 2054-11-01 5.5 N/A 1024.00 961.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSLQ8 2055-10-01 4 N/A 3858201.00 3736684.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J6GJ0 2047-05-01 3.5 N/A 1000.00 136.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVEL4 2054-09-01 5.5 N/A 1393000.00 1283468.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1X26 2056-01-01 5 N/A 1000.00 1006.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CSC9 2037-12-01 3 N/A 2997000.00 417278.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AFWY8 2054-06-01 7 N/A 1000.00 710.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GYJ67 2048-02-01 4.5 N/A 1000.00 256.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KEHY7 2050-08-01 3 N/A 1000.00 374.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MDT28 2027-10-01 3.5 N/A 3139936.00 56772.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJC2 2045-03-01 5.5 N/A 1000.00 788.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7ZJ0 2055-12-01 5 N/A 25021568.00 25158802.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCZA9 2050-11-01 3 N/A 2294949.00 1348391.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVW42 2054-12-01 5.5 N/A 2091.00 1998.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRV75 2053-04-01 4 N/A 7913064.00 6569072.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCX49 2055-06-01 6.5 N/A 2613046.00 2416880.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FPX9 2035-09-01 5 N/A 171000.00 157149.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NG7B0 2053-04-01 5 N/A 700645.00 582620.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AEL72 2054-12-01 5.5 N/A 12674582.00 12393883.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTEU9 2053-10-01 6.5 N/A 2000.00 1420.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7R98 2047-12-01 4 N/A 1000.00 230.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVWZ3 2054-12-01 5.5 N/A 1024.00 953.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYMG4 2056-01-25 4.66721 N/A 19819599.00 19680258.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NPXS4 2053-07-01 5.5 N/A 1000.00 864.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M83L1 2051-12-01 2.5 N/A 1000.00 629.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DXH0 2036-03-01 2 N/A 928668.00 441036.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFK99 2050-11-01 2 N/A 276520178.00 145504160.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVMG6 2054-10-01 6.5 N/A 1000.00 707.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMCQ5 2051-10-01 3 N/A 1001.00 601.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QT4Q9 2054-02-01 7 N/A 2000.00 1433.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4ET9 2039-06-01 4.5 N/A 301677.00 55491.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2FD8 2055-06-01 6 N/A 1024.00 953.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5M30 2047-05-01 4 N/A 1000.00 187.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1XX8 2056-01-01 5 N/A 1000.00 1006.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRGJ2 2055-10-01 5.5 N/A 1001.00 1019.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QREJ8 2053-01-01 5 N/A 1000.00 788.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NGDV9 2053-05-01 5 N/A 9152192.00 6981686.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPXK8 2052-05-01 3 N/A 1000.00 754.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NSAZ7 2053-08-01 6.5 N/A 99000.00 27771.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMVA9 2051-12-01 2.5 N/A 471059.00 319425.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUWQ5 2054-06-01 5.5 N/A 25516352.00 24278950.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVGV0 2054-09-01 5.5 N/A 1390.00 1304.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QULB0 2054-02-01 5.5 N/A 1000.00 735.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBGA0 2049-07-01 3.5 N/A 1000.00 202.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVP99 2054-11-01 4.5 N/A 1000.00 859.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CH80 2047-02-01 3.5 N/A 48710.00 13583.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEHE5 2050-07-01 2.5 N/A 2144.00 837.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQHV6 2055-10-01 6 N/A 1007.00 1051.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTYX1 2054-01-01 5 N/A 2000.00 1717.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8ME2 2048-02-01 4.5 N/A 1036.00 264.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRCJ0 2053-01-01 6 N/A 2048.00 1504.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F9WH4 2047-01-01 3.5 N/A 3385877.00 927699.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJQD3 2042-08-01 3.5 N/A 69700992.00 7816652.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQ96 2050-07-01 3 N/A 1000.00 283.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCFC3 2060-01-01 3 N/A 1024.00 741.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNCP5 2052-02-01 2.5 N/A 6165767.00 3964876.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTV75 2056-01-01 5.5 N/A 11372197.00 11590585.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMW4 2040-07-01 5.5 N/A 1024.00 849.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QT4P1 2054-02-01 7 N/A 1000.00 717.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQLW3 2052-10-01 5.5 N/A 1024.00 751.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVMP6 2054-10-01 5.5 N/A 1024.00 973.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCN79 2050-07-01 3 N/A 1000.00 599.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRQP1 2053-03-01 6.5 N/A 1000.00 729.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DNA6 2035-04-01 2.5 N/A 999000.00 167144.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FDH7 2044-10-01 5.5 N/A 1097000.00 767000.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ARQQ6 2054-10-01 4.5 N/A 1001.00 781.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7RX9 2047-11-01 3.5 N/A 13932240.00 5827487.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRNK5 2053-02-01 4.5 N/A 1024.00 824.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N9M37 2053-01-01 5.5 N/A 1007.00 876.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEJS2 2050-08-01 2.5 N/A 1000.00 406.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6UL2 2055-06-01 6 N/A 275976.00 265789.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FKA4 2035-03-01 5.5 N/A 1000.00 802.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTEQ8 2053-10-01 6 N/A 1024.00 832.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KKVN1 2050-08-01 2 N/A 1000.00 496.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUHW9 2054-04-01 6 N/A 2008.00 1651.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEBP6 2050-07-01 2.5 N/A 24265440.00 9138971.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AD5E7 2054-08-01 6 N/A 11811471.00 9290657.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVL36 2054-10-01 6 N/A 1008.00 880.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8HY4 2048-02-01 3.5 N/A 1000.00 375.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFS26 2050-11-01 2.5 N/A 1000.00 439.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMK0 2055-07-01 6 N/A 382935.00 338713.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y73B2 2055-12-01 5.5 N/A 1024.00 1047.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXG89 2057-09-01 4.5 N/A 1000.00 287.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQB6 2055-10-01 3.5 N/A 1000.00 917.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTDW6 2053-10-01 4 N/A 750000.00 660079.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FD5K8 2046-11-01 3 N/A 1000.00 300.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJZ92 2054-07-01 6.5 N/A 1000.00 637.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLDJ2 2051-07-01 2.5 N/A 118000.00 80671.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAGG7 2043-02-01 3 N/A 2000.00 292.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QF2V0 2050-12-01 2 N/A 1000.00 507.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8ZF3 2048-02-01 4 N/A 1023.00 301.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQEQ6 2054-06-01 6 N/A 4533970.00 3797253.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVRE6 2054-11-01 5.5 N/A 856000.00 808257.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KF6N0 2050-08-01 2 N/A 1024.00 433.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BBN73 2030-07-25 1.27 N/A 16456366.00 14828999.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQN84 2052-10-01 5.5 N/A 3015292.00 2492924.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9VD0 2033-11-01 3 N/A 323000.00 60394.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSQW4 2053-07-01 6.5 N/A 1000.00 625.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HEKF8 2048-02-01 3.5 N/A 1000.00 68.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFFD6 2050-10-01 2.5 N/A 9965132.00 4208447.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJU2 2055-04-01 6 N/A 660131.00 522583.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFLM9 2050-10-01 3 N/A 1000.00 562.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0YL5 2056-01-01 5.5 N/A 1000.00 1027.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CEE0 2036-12-01 3 N/A 1895000.00 303695.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138NYVV4 2043-01-01 3 N/A 32092456.00 7389824.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BV6D7 2055-12-01 5 N/A 1000.00 1016.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CV27 2048-04-01 3.5 N/A 1023.00 130.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CBF0 2046-09-01 3 N/A 1000.00 160.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJS7 2055-04-01 5 N/A 1000.00 956.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7DF2 2055-09-01 5 N/A 9973173.00 9790975.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WEB57 2045-03-01 3.5 N/A 100506400.00 8641531.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRE62 2055-10-01 5.5 N/A 1000.00 1020.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MY7L0 2052-09-01 4.5 N/A 1000.00 822.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFN27 2055-08-01 6 N/A 1758935.00 1822963.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXCY0 2055-12-01 6 N/A 3985600.00 4115343.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7EA2 2055-09-01 6 N/A 1024.00 1043.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FN52 2035-07-01 5.5 N/A 1000.00 698.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNWK4 2052-04-01 2.5 N/A 1000.00 662.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTS59 2054-01-01 6.5 N/A 1000.00 451.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FLV47 2047-02-01 3.5 N/A 1000.00 400.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTN7 2046-01-01 5.5 N/A 1372925.00 1356527.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSQJ3 2053-07-01 6 N/A 1100.00 804.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQL94 2052-10-01 4.5 N/A 1000.00 793.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ3S0 2048-02-01 3.5 N/A 265735.00 183417.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7SG5 2049-07-01 4.5 N/A 123999.00 32012.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7DA3 2055-09-01 5 N/A 1024.00 1013.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAS45 2044-05-01 5.5 N/A 1000.00 425.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPF77 2052-06-01 4.5 N/A 1000.00 694.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMFF8 2052-11-01 5 N/A 1008.00 845.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0N94 2055-12-01 4.5 N/A 2000.00 1988.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFZ99 2055-07-01 6 N/A 7520512.00 7382152.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EV5H6 2046-01-01 3.5 N/A 2499000.00 347502.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLWN2 2051-09-01 2.5 N/A 1000.00 640.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSS36 2053-08-01 5 N/A 123025202.00 108906547.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ76 2052-10-01 5 N/A 1025.00 745.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBRY6 2029-08-01 3.5 N/A 1000.00 109.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVEK6 2054-09-01 5.5 N/A 1024.00 945.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFKW5 2030-08-01 3.5 N/A 340936.00 28540.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y73H9 2055-12-01 5.5 N/A 1024.00 1039.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVPX6 2054-11-01 5.5 N/A 1015.00 942.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELGF4 2028-06-01 2.5 N/A 5061000.00 156250.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JATG3 2049-06-01 3 N/A 1000.00 216.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVAE4 2054-08-01 6 N/A 3072.00 2713.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUAS5 2054-03-01 4.5 N/A 1010.00 960.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JBVE3 2052-01-01 2.5 N/A 1000.00 673.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 30299321.00 27871135.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402ESJ8 2033-08-01 5.5 N/A 49997000.00 713355.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLB41 2055-12-01 4.5 N/A 1000.00 919.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSAY7 2053-05-01 5.5 N/A 936761.00 755505.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNX1 2045-08-01 5 N/A 1000.00 930.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DNG3 2050-04-01 2.5 N/A 3077000.00 675149.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSLL9 2055-10-01 6.5 N/A 1000.00 928.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRDB6 2053-01-01 6.5 N/A 1000.00 640.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J86W8 2047-05-01 4 N/A 1024.00 198.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVNG1 2055-11-01 5.5 N/A 1000.00 1024.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1XV2 2056-01-01 5.5 N/A 2005.00 2046.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2DB4 2055-06-01 6 N/A 1024.00 955.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2FU0 2055-06-01 5.5 N/A 727000.00 690074.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N26Z9 2052-10-01 5 N/A 3143.00 2381.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNTJ3 2053-12-01 5.5 N/A 1024.00 825.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FKT3 2045-05-01 5 N/A 1000.00 880.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUKA3 2054-04-01 6.5 N/A 1000.00 629.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B45B2 2055-03-01 6.5 N/A 1541641.00 1407418.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHVX7 2054-08-01 5.5 N/A 1000.00 837.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXBH8 2055-12-01 6 N/A 1643480.00 1695719.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYLY6 2055-11-25 4.71721 N/A 24175621.00 24205326.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LLJV4 2033-09-01 4.27 N/A 158272.00 160595.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2LN9 2055-01-01 5 N/A 1008.00 960.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BT5C5 2055-11-01 5 N/A 1000.00 1006.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFWS1 2030-08-01 2.5 N/A 1116160.00 173529.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QF2N8 2050-12-01 2 N/A 1024.00 559.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AFDY9 2054-06-01 6 N/A 1001.00 759.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y73F3 2055-12-01 5.5 N/A 1024.00 1041.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374CRM0 2040-09-01 4.5 N/A 188000.00 35587.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXBG0 2055-12-01 6 N/A 1445300.00 1132802.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQQ6 2053-03-01 4 N/A 1445219.00 1196403.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLS4 2055-06-01 6 N/A 71347.00 62107.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AHY7 2042-07-01 4 N/A 1000.00 92.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3A35 2056-01-01 6 N/A 16076651.00 16976965.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJZ75 2055-09-01 5.5 N/A 1011.00 988.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0YD3 2056-01-01 5.5 N/A 1000.00 1021.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXD25 2056-07-01 4 N/A 1024.00 337.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W05Z4 2055-03-01 5.5 N/A 1024.00 957.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3BC2 2055-09-01 5.5 N/A 1000.00 1014.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELW8 2052-12-01 4.5 N/A 11926992.00 9580244.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MSNG6 2052-10-01 5 N/A 1000.00 745.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RJV2 2035-07-01 5 N/A 1046.00 9.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4X5 2039-03-01 3.5 N/A 129764.00 55004.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QR2K8 2053-05-01 5 N/A 33288320.00 28550900.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KYDU5 2051-05-01 2 N/A 1024.00 598.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4QZ3 2056-01-01 5.5 N/A 84107.00 86301.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN6U1 2052-05-01 3 N/A 1546900.00 1093647.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPLU1 2054-03-01 6 N/A 1024.00 848.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5L4 2028-12-01 4 N/A 1000.00 50.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSZ46 2053-09-01 6.5 N/A 2008.00 1534.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCBN1 2055-05-01 6.5 N/A 1927500.00 2000469.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUSF0 2055-11-01 6 N/A 3449546.00 3390107.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVVC5 2054-12-01 5 N/A 1000.00 966.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVAY0 2054-08-01 6.5 N/A 3000.00 2468.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFUT1 2045-10-01 3 N/A 38880838.00 8960864.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QM4P6 2052-01-01 2.5 N/A 1000.00 634.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KDFL9 2050-06-01 2.5 N/A 1024.00 395.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFRZ4 2050-11-01 2 N/A 1200.00 660.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0TJ4 2055-01-01 5.5 N/A 1024.00 973.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KCPY2 2050-05-01 3 N/A 130804.00 61059.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQ2A2 2052-12-01 4.5 N/A 1000.00 831.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZ52 2054-01-01 4 N/A 6000.00 5299.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRCA9 2053-01-01 5.5 N/A 2008.00 1708.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CFD1 2047-01-01 3 N/A 294328.00 57027.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPSX8 2051-10-01 4 N/A 1000.00 703.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MXCH5 2052-08-01 4.5 N/A 1019.00 844.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQ4Z5 2052-11-01 5 N/A 1000.00 799.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN7J5 2052-05-01 3.5 N/A 1000.00 667.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSQM6 2053-07-01 6 N/A 1000.00 809.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4 N/A 1009.00 98.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ET67 2053-07-01 5.5 N/A 1024.00 788.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCLM6 2049-12-01 4.5 N/A 193000.00 40233.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRGN3 2055-10-01 6.5 N/A 1000.00 1044.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTCH0 2053-10-01 6 N/A 1120.00 942.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQWL5 2052-10-01 6 N/A 1652092.00 908640.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSBK2 2050-11-01 3 N/A 1000.00 315.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0TG0 2054-06-01 5 N/A 1000.00 903.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FAX5 2054-07-01 6 N/A 1024.00 692.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6PA5 2054-08-01 6 N/A 1001.00 756.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLGL4 2051-07-01 2 N/A 447000.00 268909.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NBQE4 2053-03-01 5 N/A 1000.00 795.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2C5 2051-06-01 2 N/A 48959642.00 30223844.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L6UV4 2051-04-01 2.5 N/A 1000.00 564.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2RU7 2055-07-01 6.5 N/A 1024.00 850.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHPD7 2055-08-01 5 N/A 1000.00 906.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPK97 2052-06-01 4.5 N/A 1024.00 844.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GV86 2053-06-01 3.5 N/A 1000.00 217.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2MT5 2052-03-01 2 N/A 1000.00 791.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HF2Y4 2050-05-01 2.5 N/A 1000.00 398.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2X25 2055-02-01 6.5 N/A 7492164.00 6684294.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQTL3 2053-11-25 5.41721 N/A 90000000.00 45072922.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0NE1 2053-03-01 4.5 N/A 8142992.00 7314555.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN3H3 2052-05-01 3.5 N/A 1000.00 711.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8FV8 2055-04-01 7 N/A 1000.00 833.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGTB3 2051-01-01 4 N/A 1000.00 355.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCK96 2049-12-01 4 N/A 1000.00 286.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NEEH4 2053-04-01 5 N/A 1000.00 741.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMHB5 2053-08-01 5 N/A 483977.00 398898.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN3J9 2052-05-01 3.5 N/A 1000.00 682.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQJ48 2052-10-01 5 N/A 1040.00 807.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X3CN6 2050-03-01 3 N/A 1999.00 634.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4M9 2054-04-01 5 N/A 45004.00 39073.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKAG3 2051-04-01 2.5 N/A 1000.00 646.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MFD9 2034-11-01 6 N/A 1000.00 20.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NMN37 2053-07-01 4.5 N/A 1000.00 934.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLT2 2055-06-01 6.5 N/A 1024.00 819.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EVTP2 2046-07-01 3 N/A 1000.00 275.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVAD6 2054-08-01 6 N/A 2040.00 1800.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXBF2 2055-12-01 6 N/A 1663500.00 1731384.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QELP5 2050-08-01 2 N/A 1000.00 488.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NE4Y8 2053-04-01 5.5 N/A 1000.00 773.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFEH8 2050-10-01 2 N/A 1024.00 568.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EMGS4 2043-03-01 4 N/A 177942.00 25826.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EV64 2053-09-01 4.5 N/A 225967.00 194935.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWVR4 2055-07-25 4.81721 N/A 15361140.00 15006185.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKUN3 2047-05-01 4 N/A 3657002.00 644971.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQM57 2055-09-01 6 N/A 2996000.00 2974855.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGBA4 2050-12-01 2.5 N/A 722000.00 333315.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B4SQ4 2055-03-01 6.5 N/A 9386688.00 5769049.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MSQ32 2052-11-01 4 N/A 1000.00 772.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVMN1 2054-10-01 5.5 N/A 90585824.00 84049955.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 150927000.00 76103198.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKPN2 2036-05-01 2 N/A 52648.00 24513.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQ47 2035-07-01 2 N/A 1000.00 314.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GSN81 2047-09-01 4 N/A 242410.00 71335.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3CD1 2056-01-01 5 N/A 2000.00 2037.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FF44 2055-01-01 5.5 N/A 1000.00 865.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1K85 2052-04-01 2.5 N/A 198000.00 160557.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEAR3 2050-07-01 3 N/A 1000.00 339.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVVG6 2054-12-01 6 N/A 10372432.00 9624138.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GYT82 2047-09-01 3.5 N/A 1001.00 316.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFE70 2050-10-01 2.5 N/A 1024.00 532.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QE4R0 2050-09-01 2.5 N/A 1041.00 459.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HMHR8 2048-08-01 3.5 N/A 2000.00 54.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W22R1 2054-09-01 6.5 N/A 1024.00 888.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUQD1 2054-05-01 6.5 N/A 7186.00 5826.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CUH5 2033-02-01 3 N/A 5476000.00 633459.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXHQ8 2041-08-01 4.5 N/A 1000.00 259.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFPV5 2050-11-01 2 N/A 1024.00 565.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGMH7 2051-01-01 2 N/A 1120.00 686.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJGD4 2046-11-01 3 N/A 740999.00 214897.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPHE0 2052-06-01 3 N/A 1000.00 685.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KEBP2 2050-06-01 3 N/A 1000.00 457.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSU66 2053-08-01 5 N/A 1000.00 844.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBCC0 2049-06-01 4 N/A 1003.00 254.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BT5J8 2054-12-25 4.81721 N/A 26335422.00 18834885.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QR3A9 2053-05-01 6 N/A 1000.00 789.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N2XH9 2053-07-01 5 N/A 2785264.00 2732843.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KFJ55 2035-10-01 1.5 N/A 1000.00 432.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS3D1 2053-09-01 5 N/A 103000.00 87984.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1DX0 2055-12-01 5.5 N/A 3000.00 3092.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNYE6 2052-04-01 2.5 N/A 1000.00 692.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9U82 2048-12-01 4.5 N/A 1516995.00 261843.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KDGX2 2050-06-01 2.5 N/A 27768560.00 10847756.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQKP9 2052-10-01 4.5 N/A 1008.00 772.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QWC26 2055-02-01 6 N/A 3176.00 2958.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVHJ6 2054-08-01 7 N/A 1000.00 1078.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVCH5 2054-08-01 6.5 N/A 1000.00 748.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSWG2 2053-06-01 5.5 N/A 1024.00 838.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHZW4 2040-07-01 5 N/A 1000.00 991.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FKU0 2045-05-01 5.5 N/A 1000.00 802.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSVF1 2051-12-01 2 N/A 552090.00 360512.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1UL5 2055-05-01 6 N/A 1008.00 910.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K3BP6 2050-01-01 3 N/A 1000.00 257.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QC6P6 2050-03-01 4.5 N/A 1000.00 346.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BW6P8 2055-11-01 5 N/A 1334473.00 1350771.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVX7 2036-01-01 2 N/A 1000.00 432.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B94A4 2055-08-01 6.5 N/A 2255104.00 2344561.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTAU3 2053-10-01 5 N/A 1000.00 856.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8QE6 2048-06-01 4 N/A 1000.00 267.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FFD4 2044-12-01 5.5 N/A 1000.00 787.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNT99 2055-10-01 5.5 N/A 4214422.00 3946998.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQHR1 2053-07-01 3.5 N/A 1000.00 880.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AVW4 2040-11-01 4 N/A 1000.00 98.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1MQ5 2056-01-01 5.5 N/A 7900069.00 8080212.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSEB3 2053-05-01 5 N/A 1024.00 905.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7RR1 2055-11-01 5.5 N/A 2048.00 2071.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QR5P4 2053-05-01 5.5 N/A 35938162.00 26774883.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVRM8 2054-11-01 5.5 N/A 1152.00 1135.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QAX96 2049-04-01 4.5 N/A 1000.00 303.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKG6 2031-09-01 4 N/A 1000.00 26.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W6S56 2043-03-01 3.5 N/A 12999648.00 2296465.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7K98 2055-10-01 5.5 N/A 1024.00 1036.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N7KQ2 2052-12-01 6.5 N/A 1000.00 904.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPLK1 2052-06-01 5 N/A 1000.00 716.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKRE4 2055-07-01 5.5 N/A 2484628.00 2559720.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPKT3 2052-06-01 3.5 N/A 85000.00 61485.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGSN8 2051-01-01 3.5 N/A 1000.00 580.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4HZ3 2055-10-01 5.5 N/A 1110374.00 1139529.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0RX5 2055-01-01 5.5 N/A 1000.00 968.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8Z32 2048-05-01 3.5 N/A 1000.00 344.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSA92 2053-05-01 6 N/A 1000.00 811.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZK9 2054-01-01 5 N/A 6146760.00 5469283.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTVJ5 2054-01-01 7 N/A 3389255.00 2038305.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRKF9 2053-02-01 5.5 N/A 57000.00 41971.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BA2G0 2055-08-01 5.5 N/A 1000.00 1014.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7K56 2055-10-01 5.5 N/A 1024.00 1034.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWVE5 2055-11-01 6 N/A 1237700.00 1289756.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AVD7 2033-07-01 2.5 N/A 1000.00 121.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSAN1 2053-05-01 5 N/A 512999.00 426233.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X42V7 2034-10-01 3.5 N/A 1008.00 157.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTKR9 2053-11-01 6 N/A 5350013.00 4468591.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QR4Y6 2053-05-01 4.5 N/A 1000.00 717.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHJL0 2051-02-01 2 N/A 1024.00 577.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H97F4 2048-03-01 4 N/A 1000.00 200.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2GR6 2055-04-01 5.5 N/A 1024.00 939.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ER93 2053-05-01 6 N/A 1024.00 684.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2LL3 2055-05-01 5.5 N/A 66154041.00 64575367.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A0QS1 2053-10-01 6.5 N/A 1000.00 791.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2XV8 2049-09-01 3 N/A 331000.00 295396.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413YR37 2037-11-01 6.5 N/A 1000.00 22.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUHH2 2054-04-01 5.5 N/A 1000.00 852.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSZ38 2053-09-01 6.5 N/A 31797866.00 24450131.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVQG8 2055-11-01 5 N/A 2699151.00 2633759.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MUVD9 2052-07-01 4.5 N/A 1000.00 721.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7S82 2055-11-01 5.5 N/A 1088.00 1109.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.5 N/A 1024.00 782.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N9P75 2053-01-01 6.5 N/A 1000.00 712.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQA8 2035-09-01 5.5 N/A 1000.00 863.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHG8 2052-09-01 3 N/A 274000.00 204354.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJ6U7 2054-08-01 6 N/A 1000.00 797.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJZD8 2052-12-01 5.5 N/A 7698548.00 5723478.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BW5U8 2055-12-01 6 N/A 1307946.00 1244457.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1WH2 2055-05-01 6 N/A 20871570.00 18449974.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS3T6 2053-09-01 5.5 N/A 1895000.00 1575148.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUF80 2055-11-01 6 N/A 1008.00 1051.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRR88 2053-03-01 5.5 N/A 18301548.00 14243337.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AVHC8 2054-11-01 5 N/A 9506401.00 8964257.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUD86 2054-03-01 6.5 N/A 1000.00 618.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSK91 2053-06-01 5.5 N/A 1000.00 777.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QU2B1 2054-07-01 6.5 N/A 1024.00 847.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A5WM6 2053-12-01 6 N/A 1000.00 750.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DV74 2051-01-01 2 N/A 1000.00 547.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LJ37 2039-01-01 6.5 N/A 10158075.00 468775.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7S66 2055-11-01 5.5 N/A 1000.00 967.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QR4E0 2053-05-01 4.5 N/A 100000.00 78729.80 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TZ0 2026-06-09 0 N/A 100.00 99.02 U.S. Treasuries (including strips) Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2026-03-06 2026-03-06 2026-07-10 Y ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 1.0000 7 N Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ N N 0.0363 2000000000.00 2000000000.00 0.0059 N N Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 3.67 N/A O2RNE8IBXP4R0TD8PU41 0SON09BY8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D94R2 2046-01-01 4.5 N/A 29000.00 28734.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WE5Q9 2054-06-01 5.5 N/A 1000.00 885.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMT9 2054-05-01 6 N/A 1024.00 856.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.5 N/A 45000.00 30517.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XGN77 2029-09-01 4 N/A 1010.00 1014.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QJP9 2055-06-01 5 N/A 13683555.00 13658730.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XX2M2 2047-10-01 3.5 N/A 1300000.00 243237.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NU40 2055-06-01 6 N/A 1008.00 995.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WKQC7 2037-11-01 6 N/A 7111994.00 262233.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQP75 2053-02-01 5.5 N/A 9140030.00 7091075.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNBK8 2052-03-01 2.5 N/A 247110.00 162622.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CR6W8 2054-07-01 7 N/A 1114638.00 885109.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132V8GD2 2032-12-01 4.199 N/A 15816773.00 15839131.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D5BQ2 2046-01-01 4.5 N/A 2440648.00 2458252.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142BNSB1 2053-04-01 5.809 N/A 3725607.00 2612793.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CNS60 2054-02-01 5.5 N/A 3979504.00 3894079.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NRK7 2055-04-01 6 N/A 1024.00 970.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BUUH8 2053-02-01 5.5 N/A 8063885.00 6674589.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWQY3 2035-10-01 3 N/A 325960.00 118807.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WETH5 2046-07-01 4 N/A 413832.00 51647.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJU8 2053-09-01 4 N/A 1000.00 850.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVZ0 2045-03-01 3 N/A 1001.00 117.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427N3W7 2054-12-01 6 N/A 1008.00 945.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPMU9 2053-01-01 6 N/A 1024.00 659.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJA69 2050-06-01 2.5 N/A 2000.00 862.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMJ1 2053-02-01 4 N/A 1025.00 764.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CC4R4 2053-08-01 6.5 N/A 1000.00 876.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPGD4 2052-05-01 4.5 N/A 1000.00 727.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NTG4 2055-05-01 5 N/A 12145280.00 11452181.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JDX4 2055-04-01 5.5 N/A 2016.00 1817.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RLV0 2055-11-01 5.5 N/A 1008.00 996.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6E63 2038-09-01 5.5 N/A 1166000.00 624407.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QF54 2049-01-01 6.303 N/A 1000.00 74.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNU68 2052-08-01 4.5 N/A 138000.00 100297.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TPQ4 2055-07-01 6.5 N/A 9369667.00 9426054.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVK38 2050-04-01 3.5 N/A 218000.00 57550.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6EK1 2043-07-01 3 N/A 1000.00 122.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W9GQ8 2054-04-01 6 N/A 11254860.00 8884144.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RU65 2056-03-01 5 N/A 10218608.00 10317882.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426D3R1 2055-03-01 7 N/A 1000.00 791.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C8SJ5 2053-08-01 5.5 N/A 1000.00 852.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CFFV6 2053-10-01 5.5 N/A 1000.00 817.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427ASU2 2055-09-01 6 N/A 9452472.00 9631094.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426AWP9 2055-02-01 5.5 N/A 2048.00 1944.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUT60 2055-05-01 6.5 N/A 13561728.00 13658196.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSF37 2054-07-01 6.5 N/A 1040.00 748.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y8HU2 2048-12-01 4.5 N/A 2917602.00 680981.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HYX4 2055-11-01 6.5 N/A 1496924.00 1570785.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRT87 2053-08-01 5.5 N/A 150948.00 119195.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C8W84 2053-08-01 5.5 N/A 1000.00 723.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H7BP8 2043-03-01 3.5 N/A 1147000.00 164844.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BJU83 2052-09-01 5 N/A 8180281.00 6990834.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YMU7 2055-07-01 5.5 N/A 1000.00 1031.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWLA9 2054-04-01 6 N/A 8745263.00 5995274.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY7B9 2046-02-01 4.5 N/A 1053.00 1054.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31347AV27 2045-05-01 6.231 N/A 13080.00 713.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CHQE8 2053-11-01 5.5 N/A 1000.00 998.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QKD4 2055-06-01 6 N/A 1032.00 966.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACS76 2048-07-01 4 N/A 4367247.00 929949.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XJU59 2042-07-01 3.5 N/A 1000.00 275.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WDXZ0 2054-06-01 6 N/A 13985014.00 12163694.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BT2T6 2052-12-01 5.5 N/A 5409563.00 4800094.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9T56 2032-10-01 2.5 N/A 4200000.00 494384.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CLMD5 2053-12-01 6 N/A 135616.00 85420.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B4M44 2052-02-01 2.5 N/A 1000.00 660.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CJBN2 2032-09-01 2.5 N/A 2653989.00 1412782.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DT4X5 2053-03-01 4.5 N/A 6185432.00 5648036.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426R4C2 2055-07-01 5.5 N/A 9232203.00 8979637.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCW1 2051-12-01 3.5 N/A 19000.00 11577.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.5 N/A 1000.00 787.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0K68 2053-10-01 6 N/A 46000.00 35159.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5F42 2046-11-01 2.5 N/A 1000.00 249.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CXPZ9 2037-01-01 3.5 N/A 10596006.00 8306767.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTQR4 2054-06-01 5 N/A 5999999.00 5437259.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CUDG8 2054-09-01 5.5 N/A 3000.00 2484.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RTQ3 2056-02-01 5 N/A 1030.00 1051.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128QNBC0 2046-08-01 2.59 N/A 1000.00 71.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQPR1 2052-01-01 2.5 N/A 2949063.00 1964742.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNMM2 2052-02-01 3 N/A 1028981.00 692578.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3WP5 2050-04-01 4.5 N/A 1000.00 51.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142BNHY3 2052-07-01 4.416 N/A 1222090.00 1156121.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A4J25 2041-06-01 5.5 N/A 11106000.00 697635.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BWCG6 2053-02-01 5.5 N/A 1205682.00 961147.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C65G0 2053-06-01 5 N/A 1000.00 800.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427C4P5 2055-10-01 5.5 N/A 1000.00 1026.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CHM44 2053-11-01 5.5 N/A 2000.00 1628.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CX6J6 2037-03-01 2 N/A 1000.00 908.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BSPG1 2052-12-01 6 N/A 20732341.00 10955002.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWKT9 2054-01-01 4 N/A 1000.00 859.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A2J52 2038-04-01 5.5 N/A 1130.00 6.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRPT5 2053-07-01 5.5 N/A 4997000.00 4021091.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CTE47 2054-09-01 6.5 N/A 1417092.00 1296172.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31326FYR3 2043-08-01 6.39 N/A 2499000.00 97621.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CHC78 2053-11-01 5.5 N/A 1000.00 980.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWL35 2054-07-01 5.5 N/A 1008.00 824.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A47F9 2042-08-01 3.5 N/A 3028000.00 247965.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMH5 2053-02-01 4 N/A 178996.00 131467.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WEK74 2054-06-01 7 N/A 1000.00 1063.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PHX6 2055-06-01 6 N/A 1067.00 963.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQXK7 2053-06-01 5 N/A 1000.00 844.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QNC2 2055-11-01 5 N/A 1024.00 1033.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PJS4 2055-08-01 6 N/A 1041.00 959.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142BNG73 2052-05-01 3.498 N/A 6665780.00 5721572.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y1NC0 2048-05-01 3.5 N/A 2131521.00 916436.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZB9 2046-12-01 3 N/A 38000.00 6766.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNQT3 2052-02-01 2.5 N/A 400000.00 252913.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6EF2 2043-06-01 3 N/A 1001.00 95.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NS75 2054-01-01 5.5 N/A 1040.00 945.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVCF0 2054-12-01 6 N/A 1000.00 911.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQKB1 2053-03-01 6 N/A 401728.00 345932.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427M2C4 2054-06-01 6 N/A 1008.00 906.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KSCZ3 2053-10-01 5.5 N/A 1024.00 820.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WBWN2 2054-05-01 5.5 N/A 1036000.00 799499.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CLXY7 2054-01-01 4.5 N/A 1000.00 961.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CXWG3 2035-07-01 3 N/A 9852199.00 8332899.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BTG53 2052-12-01 5 N/A 1000.00 682.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W7HS7 2054-03-01 5.5 N/A 1000.00 853.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPFX1 2052-05-01 3.5 N/A 1040.00 720.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.5 N/A 1000.00 698.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31339U2X7 2049-11-01 3 N/A 121335.00 26918.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNXR9 2052-09-01 5 N/A 253000.00 192006.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNL92 2052-01-01 2.5 N/A 7476373.00 5101735.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0HG0 2053-08-01 6.5 N/A 1064.00 805.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CQLW3 2054-07-01 7 N/A 1412875.00 1354873.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133SSRX4 2047-10-01 4 N/A 11961254.00 4562261.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426KYU4 2055-05-01 5.5 N/A 1000.00 982.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQRS7 2053-06-01 5.5 N/A 1024.00 802.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVKP9 2049-07-01 3.5 N/A 1000.00 196.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BKD48 2052-09-01 5 N/A 6424893.00 4333603.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y73G0 2048-12-01 4.5 N/A 209421.00 25071.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C9SE4 2053-08-01 5.5 N/A 1040.00 824.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WBH33 2054-05-01 6.5 N/A 1024.00 828.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CEUK6 2053-10-01 5.5 N/A 1000.00 999.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQA48 2052-04-01 3.5 N/A 14366400.00 10250836.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNSV6 2052-08-01 4.5 N/A 1002.00 788.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NZD5 2055-05-01 5 N/A 1024.00 997.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335ACS5 2045-06-01 4 N/A 790000.00 116884.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142BNHR8 2052-06-01 3.93 N/A 215644.00 149245.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31326NFN6 2049-04-01 3.796 N/A 2427267.00 443515.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CHYX7 2053-11-01 5.5 N/A 1000.00 928.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128NCDA9 2035-01-01 6 N/A 11891312.00 132651.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133LWA44 2051-05-01 2 N/A 1000.00 564.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWF24 2053-01-01 3.5 N/A 3000.00 2323.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C3B47 2053-05-01 5.5 N/A 1075392.00 763918.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31300M4E0 2043-06-01 6.217 N/A 1000.00 24.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BBGT0 2052-05-01 3.5 N/A 1024.00 643.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426FVM6 2055-03-01 5 N/A 6314688.00 6084050.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CGSR9 2053-11-01 7 N/A 11054622.00 8115648.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KGD21 2049-06-01 3 N/A 35841718.00 9271239.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNCH4 2052-04-01 4 N/A 1000.00 531.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CHJH9 2053-11-01 5.5 N/A 1000.00 845.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SA66 2055-07-01 6.5 N/A 1000.00 1055.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQVF0 2053-04-01 4.5 N/A 1000.00 847.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQTG1 2053-07-01 6 N/A 220000.00 166008.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142BNVS0 2053-07-01 5.739 N/A 11547699.00 8924529.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335BB62 2047-04-01 4.5 N/A 10826806.00 2273150.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CWYP1 2054-09-01 5.5 N/A 7442540.00 5855464.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WKVH6 2038-08-01 6 N/A 3001.00 1904.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMEZ4 2051-07-01 3 N/A 279000.00 169295.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CQAU9 2054-07-01 7 N/A 1000.00 949.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AM7J9 2051-06-01 2 N/A 1000.00 609.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AQPP6 2051-08-01 2.5 N/A 15365496.00 9416240.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JRR2 2055-04-01 6.5 N/A 1000.00 797.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.5 N/A 3674704.00 2839099.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSRZ3 2054-09-01 5.5 N/A 8409800.00 8064179.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0XM9 2053-11-01 5.5 N/A 1024.00 889.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMY6 2054-11-01 5.5 N/A 1000.00 856.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CWD90 2054-09-01 6.5 N/A 1000.00 830.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31323AA93 2047-08-01 3.5 N/A 1995.00 123.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6FY1 2039-02-01 6 N/A 1010.00 465.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ACBL1 2050-11-01 2.5 N/A 438000.00 190794.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GYD1 2055-03-01 6.5 N/A 1000.00 1024.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D5BP4 2046-02-01 4.5 N/A 1001.00 1008.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVF83 2055-01-01 6 N/A 1000.00 844.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY7D5 2046-02-01 5.5 N/A 1000.00 1024.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BRHD9 2052-11-01 5.5 N/A 4907.00 3553.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPTE8 2053-02-01 5.5 N/A 1024.00 781.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPLS5 2052-06-01 4.5 N/A 1024.00 778.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWNE9 2054-12-01 4.5 N/A 29000.00 26935.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128UHFR1 2041-10-01 6.63 N/A 40047610.00 285940.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BFPN4 2052-07-01 5 N/A 587506.00 456100.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31339SM44 2049-10-01 3.5 N/A 1000.00 336.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSGF3 2054-01-01 6 N/A 1000.00 856.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUKC6 2055-04-01 6 N/A 6144.00 5777.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XNRE5 2043-08-01 3.5 N/A 3430000.00 478155.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W6UM7 2054-03-01 6.5 N/A 12077125.00 10462651.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CX6W7 2040-12-01 5 N/A 1000.00 1010.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W8N66 2054-03-01 5 N/A 1003.00 931.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRB37 2053-05-01 5.5 N/A 1008.00 810.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0CM2 2053-08-01 6 N/A 1171248.00 999459.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QBL3 2042-11-01 6.509 N/A 1000.00 150.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C9D67 2053-08-01 5.5 N/A 1000.00 852.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPCJ5 2052-11-01 5.5 N/A 14906589.00 11470650.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6CB7 2055-11-01 6 N/A 11794430.00 11416132.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B9NQ3 2052-04-01 3 N/A 1000.00 663.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KR5W0 2053-09-01 6.5 N/A 1024.00 777.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WJZH5 2037-08-01 3 N/A 134697.00 84234.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DN3J0 2052-05-01 2.5 N/A 12313858.00 8149723.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTWA4 2054-08-01 5 N/A 1024.00 911.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GQB4 2055-04-01 5.5 N/A 9929088.00 9668255.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUQR1 2054-11-01 5 N/A 1000.00 955.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQG26 2053-05-01 5.5 N/A 1000.00 694.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MEN64 2030-10-01 2 N/A 1599000.00 161546.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426T6T9 2055-07-01 5 N/A 12095824.00 12103841.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427A2E6 2055-09-01 5 N/A 1009.00 1004.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XFY93 2035-07-01 4.4 N/A 3752.00 3778.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W8PY3 2054-03-01 6 N/A 1008.00 775.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BHTC0 2052-08-01 4.5 N/A 1008.00 749.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128QP3J9 2038-02-01 5.371 N/A 1006.00 23.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUXQ5 2054-11-01 5.5 N/A 430608.00 398790.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D2A56 2054-12-01 5 N/A 1000.00 940.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WDRE4 2054-05-01 6.5 N/A 1000.00 771.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426W2M1 2055-08-01 5.5 N/A 13159.00 13346.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSLS9 2053-05-01 4.5 N/A 1000.00 844.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CCQW9 2053-09-01 6.5 N/A 5129976.00 4759432.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0EU2 2053-09-01 5 N/A 8360388.00 7179313.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KHSG2 2050-03-01 3 N/A 1000.00 366.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y0W99 2048-04-01 4 N/A 1000.00 187.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNS95 2052-02-01 3 N/A 1000.00 594.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XYPV5 2047-11-01 3.5 N/A 290038.00 48632.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NUT5 2055-06-01 5.5 N/A 1000.00 962.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CGZB6 2053-11-01 5.5 N/A 1000.00 837.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6 N/A 4435471.00 3014948.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A9R80 2050-09-01 2 N/A 1000.00 542.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XG5K0 2041-07-01 4.5 N/A 12857500.00 1491049.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128YSAK3 2037-09-01 6.02 N/A 1019259.00 244873.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WDD25 2054-05-01 6 N/A 10319702.00 9064400.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMN92 2043-01-01 3.5 N/A 1024.00 393.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31326FU63 2043-06-01 6.313 N/A 2499000.00 153916.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XFXR4 2035-07-01 4.5 N/A 2000.00 2028.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTKW9 2054-07-01 6 N/A 1000.00 796.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426M5M0 2055-05-01 5.5 N/A 10876545.00 11064943.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426TXL6 2055-07-01 5.5 N/A 91070.00 83780.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BU6Y8 2053-02-01 6 N/A 11381408.00 7914735.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QDJ9 2055-05-01 5.5 N/A 2276684.00 2345301.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C73E5 2053-07-01 6 N/A 1531748.00 394235.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SYZ6 2055-07-01 6 N/A 12431856.00 11082317.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BQV86 2052-11-01 5 N/A 3600000.00 2763097.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426Q6Z1 2055-06-01 5.5 N/A 1024.00 956.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CPAY3 2054-01-01 6.5 N/A 1000.00 1031.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADBD9 2043-09-01 3 N/A 1000.00 111.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CR3L5 2054-08-01 6.5 N/A 1410544.00 1231762.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XKN54 2042-10-01 3.5 N/A 57041744.00 5671414.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6JP6 2040-03-01 4.5 N/A 1000.00 879.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132VFX88 2035-07-01 4.228 N/A 2638808.00 2637017.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTDT4 2053-07-01 4.5 N/A 100000.00 81300.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31326L5J0 2047-06-01 3.199 N/A 2073287.00 551408.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LLGH3 2042-01-01 6.183 N/A 9974131.00 271327.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQAY2 2053-03-01 5.5 N/A 464000.00 397487.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LUN44 2037-05-01 6.765 N/A 1000.00 40.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426FTR8 2055-03-01 7 N/A 1145191.00 1115334.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCBR0 2040-12-01 4.5 N/A 1000.00 974.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNRB1 2052-08-01 4 N/A 368994.00 259536.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KX25 2038-02-01 3 N/A 33589696.00 4335580.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426C5C4 2055-03-01 7 N/A 1045662.00 995571.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6AZ3 2036-10-01 2.5 N/A 534259.00 265329.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y5AR2 2028-04-01 3 N/A 5423905.00 50719.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHG1 2053-06-01 5.5 N/A 74000.00 56368.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CVM3 2055-02-01 5 N/A 6161056.00 6117758.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVWA5 2055-11-01 5 N/A 1024.00 1013.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SZZ5 2055-07-01 6.5 N/A 1000.00 1062.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DS6V9 2053-07-01 5.5 N/A 1000.00 850.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUTS6 2054-10-01 6 N/A 27276.00 22758.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31326KKD8 2045-10-01 6.13 N/A 971969.00 124618.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31300MAM5 2043-03-01 6.042 N/A 1013.00 11.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MGN5 2055-01-01 6 N/A 413000.00 320399.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNTW3 2052-08-01 5 N/A 7232.00 5494.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNZ55 2052-09-01 5 N/A 1672119.00 1214523.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMJ9 2054-09-01 5 N/A 36870.00 33425.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31326FPA0 2043-04-01 6.318 N/A 10737.00 253.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ARLQ6 2051-08-01 3 N/A 1000.00 661.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRPX2 2054-04-01 5.5 N/A 18200000.00 12974157.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7QT3 2031-04-01 4.5 N/A 4629.00 136.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRUD0 2054-05-01 6 N/A 1000.00 749.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A9CS2 2050-09-01 2.5 N/A 1003.00 491.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUMA2 2053-08-01 3.5 N/A 31000.00 26437.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDF7 2052-03-01 3.5 N/A 2000.00 1341.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NLQ0 2055-04-01 5 N/A 1000.00 954.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9VC8 2033-08-01 3.5 N/A 34441076.00 2751946.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XJPA2 2033-12-01 4.5 N/A 2000.00 2045.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C7AC1 2053-06-01 6 N/A 1120.00 821.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9U62 2033-07-01 3.5 N/A 2797296.00 220262.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CTND7 2054-08-01 6.5 N/A 2961481.00 2295628.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6N48 2036-05-01 2 N/A 3116.00 1493.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132LKAX8 2029-02-01 4 N/A 1001.00 16.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY2L2 2044-02-01 6 N/A 12000.00 6543.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0E57 2053-09-01 4.5 N/A 1000.00 865.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DP2T4 2052-10-01 5.5 N/A 1000.00 876.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142FFGX9 2034-11-01 4.25 N/A 57515465.00 57414723.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CWDF6 2054-10-01 5.5 N/A 5029207.00 4521884.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B4E84 2052-02-01 3 N/A 17480157.00 11503119.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y9VH3 2049-02-01 4 N/A 1000.00 188.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WP7K7 2047-08-01 3.5 N/A 1884516.00 429503.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3WF7 2050-05-01 3.5 N/A 2000000.00 185726.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W64B0 2054-02-01 7 N/A 1131420.00 735760.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRJN5 2053-06-01 5.5 N/A 11708554.00 9620613.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWG72 2053-05-01 4.5 N/A 1000.00 820.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQQF6 2049-02-01 3.5 N/A 1000.00 778.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5GL3 2047-02-01 3 N/A 1188000.00 245468.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BUZF7 2053-02-01 5 N/A 1008.00 895.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WKFA1 2047-01-01 3 N/A 1000.00 291.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JDR7 2055-04-01 6.5 N/A 1000.00 690.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CCBF2 2053-09-01 6.5 N/A 1000.00 656.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BUG35 2053-01-01 5.5 N/A 1000.00 856.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y7BY2 2048-10-01 4 N/A 2331870.00 584902.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133APSW0 2051-08-01 4.5 N/A 833262.00 180158.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0DB5 2053-08-01 6 N/A 7328000.00 6013413.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6C92 2056-02-01 5.5 N/A 1024.00 1039.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWG23 2053-04-01 6 N/A 19682626.00 12933590.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWLM3 2054-05-01 6 N/A 1024.00 688.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CSME8 2054-08-01 6 N/A 1000.00 861.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPCT3 2052-11-01 5 N/A 35000.00 26251.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132H34M2 2043-02-01 3.5 N/A 1000.00 184.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D0RZ6 2054-11-01 5 N/A 681113.00 653230.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426FT49 2055-03-01 6.5 N/A 1376887.00 1321640.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UNA8 2055-08-01 5.5 N/A 1016.00 1007.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XXAC5 2047-07-01 4 N/A 1650.00 160.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMM2 2054-09-01 6.5 N/A 1008.00 600.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMDW2 2051-06-01 2.5 N/A 2000.00 1321.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRPV6 2054-04-01 5.5 N/A 12698100.00 11515621.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W6UZ8 2054-03-01 5.5 N/A 1000.00 918.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CVBY9 2054-09-01 5.5 N/A 1000.00 942.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6C4 2050-06-01 2.5 N/A 1000.00 336.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5 N/A 1000.00 796.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132V8F92 2035-11-01 4.218 N/A 1001.00 1000.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B9MQ4 2052-04-01 3.5 N/A 1000.00 859.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MWF4 2053-08-01 5 N/A 14111706.00 13046885.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNWP4 2052-09-01 4.5 N/A 14000.00 10531.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWKH5 2054-01-01 6 N/A 262268.00 160960.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C6BC2 2053-06-01 5 N/A 1000.00 858.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CLXB7 2054-01-01 6.5 N/A 3000.00 2668.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.5 N/A 1024.00 840.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BGY44 2052-08-01 4 N/A 9119517.00 7682858.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6NS5 2035-08-01 2 N/A 1000.00 388.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0NH1 2053-09-01 5.5 N/A 1024.00 845.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HHT2 2055-11-01 5.5 N/A 1012.00 1040.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMA8 2054-08-01 5.5 N/A 1008.00 820.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACS68 2048-06-01 4 N/A 1000.00 190.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RX47 2048-11-01 3.5 N/A 269429.00 260863.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPJ25 2052-12-01 5 N/A 1000.00 759.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6HE3 2039-09-01 6 N/A 19999.00 12406.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JVFJ2 2056-02-01 5 N/A 1000.00 1011.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426RGY1 2055-06-01 6 N/A 1000.00 1040.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRQ52 2054-02-01 4.5 N/A 1370536.00 1193858.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CGUZ8 2053-11-01 7 N/A 1094181.00 1029190.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQPT7 2053-02-01 5 N/A 1030.00 854.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYD6 2046-05-01 4 N/A 1000.00 105.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426DD90 2055-03-01 6 N/A 3427055.00 3265760.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C4K37 2053-06-01 6 N/A 6450000.00 4769552.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BMH32 2052-09-01 4.5 N/A 1000.00 740.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GYQ2 2055-02-01 6.5 N/A 2192848.00 2040669.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVV65 2055-10-01 5.5 N/A 5859883.00 5889406.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSMG0 2054-08-01 6 N/A 17827008.00 13152877.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425WYY1 2055-01-01 6.5 N/A 2008.00 1500.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ANL28 2051-07-01 2 N/A 1024.00 633.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWD26 2052-06-01 3.5 N/A 412000.00 304714.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329L6Z0 2042-09-01 4 N/A 1000.00 48.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y4PX6 2046-12-01 3 N/A 1000.00 311.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C8DQ5 2053-07-01 5.5 N/A 100000.00 76694.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTRB8 2054-07-01 6 N/A 2024.00 1767.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDS9 2052-05-01 3 N/A 1000.00 715.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AC3B4 2048-10-01 4.5 N/A 401512.00 84198.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BWFD0 2053-02-01 5.5 N/A 1008.00 810.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QJH4 2050-12-01 3.331 N/A 786382.00 206551.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYUN7 2040-12-01 1.5 N/A 49896.00 26686.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVL94 2052-01-01 2.5 N/A 1000.00 635.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CGTD9 2053-11-01 5.5 N/A 1008.00 845.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPKM9 2052-07-01 4.5 N/A 3071.00 2155.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DU7C5 2054-12-01 5 N/A 1053.00 958.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMS61 2030-02-01 2.5 N/A 1665000.00 99497.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MFBG2 2031-08-01 3.5 N/A 1098000.00 90984.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTGG9 2054-05-01 5.5 N/A 37920.00 34725.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31334XJU4 2049-07-01 5 N/A 2969650.00 603460.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKAF6 2050-10-01 2 N/A 63000.00 30095.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQZU3 2053-05-01 5 N/A 1000.00 852.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0YB2 2053-11-01 6.5 N/A 1024.00 846.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUVK0 2054-11-01 6.5 N/A 1000.00 795.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y6XF1 2043-04-01 4 N/A 1000.00 171.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYUP2 2040-12-01 2 N/A 1000.00 520.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329PYM9 2049-01-01 4.5 N/A 8096000.00 1905104.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KVR2 2036-09-01 3 N/A 1000.00 152.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MGH8 2054-12-01 5.5 N/A 1000.00 937.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WEKY5 2054-06-01 5.5 N/A 7755190.00 7432674.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QYT3 2055-12-01 5.5 N/A 1925.00 1950.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMFD2 2049-12-01 3.5 N/A 491999.00 136133.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XFN79 2028-12-01 4.25 N/A 3817206.00 3876962.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329NRF7 2047-08-01 4 N/A 34685114.00 6475637.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SMZ9 2055-07-01 6 N/A 1024.00 1069.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CGSU2 2053-11-01 6.5 N/A 16185344.00 11697908.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335BSU1 2044-02-01 3.5 N/A 13248400.00 4328118.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BEH71 2052-07-01 4.5 N/A 1000.00 634.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427A2F3 2055-09-01 5.5 N/A 11115296.00 11394450.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CDL51 2053-09-01 6.5 N/A 3050051.00 2877752.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWMP6 2034-02-01 3.5 N/A 1000.00 236.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D9QY3 2042-03-01 1.5 N/A 1000.00 723.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.5 N/A 2000.00 1556.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AYL57 2051-12-01 2.5 N/A 1187711.00 765629.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5EE1 2045-10-01 3.5 N/A 921000.00 89317.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DFF3 2055-10-01 5.5 N/A 1024.00 1016.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142BNWM2 2053-07-01 4.922 N/A 803939.00 789389.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5JG1 2048-04-01 3.5 N/A 189601.00 22861.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQLL8 2053-01-01 6.5 N/A 1150008.00 690186.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D1QX0 2054-11-01 5.5 N/A 1000.00 868.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C9DW0 2053-08-01 6 N/A 2000.00 1411.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PBC7 2054-06-01 5.5 N/A 10908240.00 10349748.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCHD9 2054-05-01 7 N/A 61774.00 47122.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2 N/A 5376583.00 3044039.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MEVV0 2031-06-01 3 N/A 1249031.00 141993.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQGQ3 2052-12-01 6 N/A 50000.00 35036.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BG6S2 2052-06-01 3.5 N/A 1000.00 725.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XEBQ3 2036-10-01 2.46 N/A 38267354.00 32878494.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MRS2 2055-02-01 5.5 N/A 1021.00 969.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWML7 2056-01-01 5.5 N/A 2459623.00 2509775.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNAJ2 2052-09-01 6 N/A 1000.00 1002.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XXEW7 2047-07-01 3.5 N/A 1000.00 117.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D54R0 2035-02-01 3 N/A 1000.00 152.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWZ31 2037-04-01 2.5 N/A 1000.00 606.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCWA8 2060-12-01 3 N/A 2438300.00 2129233.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H87M1 2048-09-01 3.5 N/A 2000.00 294.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETQV1 2031-06-01 3 N/A 1000.00 132.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTZ97 2041-02-01 4.5 N/A 1376291.00 1391565.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WED97 2045-03-01 3.5 N/A 172916736.00 12463516.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4DM5 2034-05-01 4 N/A 1312742.00 205002.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J94S7 2048-11-01 4.5 N/A 1029.00 272.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EKK5 2037-11-01 4 N/A 410000.00 245700.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFR81 2045-10-01 3.5 N/A 150102272.00 12240116.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWMQ8 2055-12-01 6.5 N/A 1000.00 1057.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JR5T4 2049-03-01 3.467 N/A 3601052.00 476618.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQE0 2055-10-01 5 N/A 1573738.00 1557652.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NWCK9 2034-09-01 4.36 N/A 34556445.00 35058338.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407MSP1 2035-07-01 5.777 N/A 34999000.00 303382.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BPA86 2055-09-01 6 N/A 7330122.00 7573315.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXF6 2048-05-01 3 N/A 1000.00 162.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A7XW9 2054-03-01 5.5 N/A 1000.00 780.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFNJ6 2052-01-01 2.5 N/A 9996.00 6971.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YAMW2 2044-11-01 6.113 N/A 2050.00 79.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BN3B2 2055-09-01 6 N/A 1000.00 835.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K0LB2 2049-12-01 4 N/A 1000.00 66.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KF6S9 2050-08-01 2 N/A 1024.00 479.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JVN57 2049-08-01 3.5 N/A 1000.00 198.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYQS3 2032-06-01 4.63 N/A 1662696.00 1720298.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXLN4 2055-11-01 5 N/A 1000.00 1014.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AN7H6 2054-11-01 5.5 N/A 1000.00 1012.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U7LE0 2056-03-01 5 N/A 1000.00 1016.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YUC9 2040-10-01 4 N/A 1460500.00 44010.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YYSE4 2045-07-01 3.5 N/A 4267824.00 518564.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTB59 2050-08-25 2.5 N/A 1000.00 728.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YTKX1 2045-10-01 4 N/A 1022.00 243.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6BG8 2056-02-01 6 N/A 1000.00 1050.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHGC0 2039-08-01 5 N/A 1201540.00 1125877.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AXDF1 2055-06-01 6 N/A 1328376.00 1381815.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BV5K2 2055-12-01 5.5 N/A 1000.00 1026.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMRE8 2053-09-01 6 N/A 1024.00 781.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1WE9 2055-05-01 5 N/A 2711819.00 2634179.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJQC5 2042-08-01 3.5 N/A 18369504.00 4244243.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MAKD9 2042-09-01 3.5 N/A 23598592.00 4289023.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XB3D0 2051-07-01 2.5 N/A 396000.00 215817.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6MN1 2056-02-01 5 N/A 2026670.00 2057465.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERM49 2031-09-01 3 N/A 97000.00 12669.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B83A7 2055-04-01 4.5 N/A 1947179.00 1898698.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140E1PA5 2045-09-01 4 N/A 11014740.00 1809677.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BAQM1 2055-05-01 7 N/A 1156400.00 1228947.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W7F66 2043-03-01 2.5 N/A 156701.00 31064.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXYX4 2052-07-01 4.5 N/A 577831.00 477439.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FEZH0 2047-03-01 4 N/A 1057000.00 153844.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYXW6 2030-07-01 4.52 N/A 1004.00 1032.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJM61 2055-07-01 7 N/A 1000.00 1054.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRKQ5 2053-02-01 6 N/A 1000.00 750.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W06F7 2053-05-01 6 N/A 485600.00 393395.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W0XV6 2043-01-01 3 N/A 1000.00 178.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZ98 2048-09-01 4 N/A 1997.00 142.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AKRM9 2054-08-01 6.5 N/A 2000.00 937.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUD75 2054-11-01 5 N/A 1000.00 838.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8GW0 2056-01-01 5 N/A 1008.00 1019.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKBS3 2043-09-01 3.5 N/A 13548384.00 1135232.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MP2G5 2052-06-01 3.5 N/A 1000.00 748.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DN81 2035-05-01 3 N/A 1000.00 206.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYJT2 2055-12-01 5.5 N/A 1000.00 1020.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A7US1 2053-12-01 7 N/A 1000.00 597.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E2LK9 2042-01-01 4 N/A 3910731.00 91554.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9ZL8 2048-11-01 3.5 N/A 1000.00 107.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FPH4 2055-09-01 6 N/A 1000.00 925.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBKY5 2051-06-01 3 N/A 1000.00 526.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERTY6 2046-06-01 3.5 N/A 17000.00 3581.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRHB8 2055-10-01 5.5 N/A 1236400.00 1269592.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.5 N/A 1000.00 763.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FBL0 2054-08-01 4.5 N/A 127000.00 116488.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7QB4 2047-11-01 4.5 N/A 1024.00 277.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381JN57 2036-03-01 5.7 N/A 2026.00 132.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A5EW4 2053-12-01 7 N/A 1000.00 677.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LTJX7 2042-05-01 3.5 N/A 950000.00 71380.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E5Q9 2054-05-01 6 N/A 1000.00 680.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F5CQ4 2046-12-01 4 N/A 2470000.00 431309.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416RSG9 2039-08-01 4.5 N/A 1793304.00 58629.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WG5Y6 2046-05-01 3.5 N/A 10000000.00 2071853.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8ZH9 2048-05-01 4.5 N/A 17000.00 3725.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NN5C5 2053-08-01 5.5 N/A 1000.00 824.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416YW79 2041-08-01 4 N/A 1000.00 81.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N9ME3 2053-05-01 4.836 N/A 1000.00 815.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWSR0 2055-12-01 5 N/A 1000.00 1009.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKG61 2053-01-01 6 N/A 1000.00 699.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWWP9 2055-12-01 6 N/A 501756.00 523833.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL3L0 2053-07-01 5 N/A 1000.00 811.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQSZ5 2056-02-01 5.5 N/A 2203396.00 2291272.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4WJ2 2052-09-01 2.5 N/A 1000.00 867.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BG5R0 2055-06-01 6.5 N/A 1332520.00 1380598.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AFVX1 2054-06-01 5.5 N/A 1008.00 918.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6H0 2036-11-01 2.5 N/A 1000.00 490.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407P4L9 2035-07-01 5.886 N/A 9885101.00 428962.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YBU27 2045-03-01 3 N/A 7111520.00 1321609.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7W74 2055-04-01 6.5 N/A 1032414.00 849054.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XP3N7 2053-10-01 6 N/A 1024.00 823.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAL71 2049-04-01 3.772 N/A 10970742.00 290308.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412QT25 2039-11-01 4.5 N/A 1105815.00 51697.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JA4Z8 2045-02-01 6.519 N/A 1000.00 286.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U7GU0 2056-03-01 5 N/A 1000.00 1013.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXZC9 2063-06-01 4.5 N/A 1612028.00 1236250.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHC54 2050-01-01 4 N/A 465859.00 300061.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXFX5 2057-02-01 3.5 N/A 1280.00 377.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XRJU4 2029-04-01 3.5 N/A 1130336.00 69425.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GNE82 2047-03-01 3.5 N/A 194999.00 34363.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5B78 2056-01-01 5.5 N/A 10677892.00 11001060.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMK0 2055-07-01 6 N/A 1024.00 905.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHYJ5 2046-09-01 3 N/A 1025.00 154.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BG3E1 2055-10-01 5.5 N/A 1000.00 925.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXLS3 2055-12-01 6 N/A 1008.00 1051.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDWL1 2045-01-01 3.5 N/A 107077854.00 12444221.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFLP8 2055-06-01 6.5 N/A 1308020.00 1371496.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WQMJ8 2043-04-01 3 N/A 9588080.00 1660005.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3L58 2056-02-01 5 N/A 1024.00 1032.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4QV1 2049-08-01 3.5 N/A 1000.00 91.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N25R8 2052-09-01 5 N/A 1000.00 714.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ALJW8 2041-07-01 5 N/A 1000.00 66.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JBCG9 2042-07-01 6.358 N/A 1080000.00 298993.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJQJ9 2055-08-01 5 N/A 2481291.00 2484419.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMC8 2040-06-01 3.5 N/A 105348.00 96011.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAKH0 2049-02-01 4 N/A 409000.00 68838.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408JBR1 2035-12-01 6 N/A 1000.00 16.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BAKJ4 2055-04-01 6 N/A 793754.00 810683.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKDW2 2042-10-01 6.407 N/A 24785507.00 359522.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0RL3 2056-01-01 5 N/A 1000.00 1006.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KF3K9 2053-06-01 4.32 N/A 1548100.00 1383858.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U77A4 2056-03-01 6.5 N/A 3648999.00 3828910.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJJE9 2046-11-01 3.5 N/A 1024.00 303.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JART7 2048-05-01 3.5 N/A 1600000.00 238512.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJFS2 2046-11-01 3 N/A 1694101.00 284277.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9A26 2043-07-01 3.5 N/A 605000.00 71650.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUDG5 2054-11-01 5 N/A 403000.00 397235.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U04Z7 2056-02-01 4.5 N/A 1003.00 995.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MSBU2 2028-01-01 2.5 N/A 4147305.00 40711.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6CU2 2055-03-01 5 N/A 1008.00 1011.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KDNS5 2050-05-01 2.5 N/A 780673.00 304948.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YWJH1 2045-10-01 4 N/A 6488896.00 1264758.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JA3J5 2043-07-01 6.339 N/A 568000.00 92929.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FAY3 2054-07-01 6.5 N/A 2049.00 1133.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AF29 2032-06-01 3.5 N/A 1000.00 60.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0H88 2030-08-01 4.33 N/A 20100584.00 20576912.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AXVW4 2055-01-01 6 N/A 2000.00 1861.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AP7F5 2054-11-01 4 N/A 228493.00 218122.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTW41 2056-01-01 5.5 N/A 1000.00 1040.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CPK4 2032-09-01 3 N/A 2000.00 218.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BJN7 2044-09-01 4 N/A 3000.00 464.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B1ZL3 2055-01-01 6.5 N/A 1542522.00 961607.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9DK6 2048-06-01 4.5 N/A 1060.00 330.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNLM4 2052-07-01 2.5 N/A 1000.00 765.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HLEQ5 2048-06-01 3.725 N/A 2404250.00 127206.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXQG0 2053-10-01 3 N/A 1000.00 481.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRW90 2053-04-01 5.5 N/A 1000.00 765.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CUB8 2048-01-01 4 N/A 1000.00 119.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NNSZ9 2053-07-01 5.5 N/A 1000.00 627.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XLVD1 2029-03-01 3.5 N/A 574774.00 27108.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTKH1 2053-11-01 5.5 N/A 1000.00 785.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5HL6 2046-02-01 4.5 N/A 1000.00 168.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJLW1 2051-12-01 3 N/A 434234.00 299002.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FF85 2040-01-01 5 N/A 6084040.00 4601468.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381JTE2 2034-10-01 6.135 N/A 1001.00 111.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN6Y3 2052-05-01 3 N/A 150000.00 109669.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NQKM9 2054-01-01 6 N/A 1000.00 414.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXEL2 2041-07-01 6 N/A 1000.00 184.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HEM41 2048-06-01 3.975 N/A 1000.00 122.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XZYS4 2044-07-01 6.287 N/A 1433000.00 79543.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H6D89 2048-02-01 4.5 N/A 12584020.00 2031079.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSLL9 2055-10-01 6.5 N/A 1497000.00 1389823.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JGKN4 2048-12-01 5.964 N/A 1000.00 54.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ADHW4 2054-06-01 5.5 N/A 1000.00 864.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WTRW8 2043-06-01 3 N/A 2000.00 283.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411DTC3 2037-02-01 6 N/A 2000.00 21.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMHT6 2053-08-01 6 N/A 1000.00 785.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZK9 2054-01-01 5 N/A 47000.00 41819.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9AD1 2055-04-01 5.5 N/A 1015434.00 929591.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCV92 2055-10-01 5.473 N/A 2034.00 1796.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0TQ8 2054-06-01 5 N/A 10941320.00 9833905.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELL84 2043-08-01 6.219 N/A 1008.00 19.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ADWX5 2054-07-01 7 N/A 1000.00 598.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8MP3 2055-04-01 6.5 N/A 1575225.00 1657486.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B95B1 2055-09-01 6.5 N/A 1013.00 1060.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WH2Q4 2046-09-01 3 N/A 30999840.00 4890058.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQR53 2054-10-01 5 N/A 1579830.00 1429327.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATKU9 2054-11-01 4.5 N/A 3773300.00 3335495.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y74C9 2055-12-01 6 N/A 1054.00 1089.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W14R1 2055-01-01 6 N/A 1008.00 816.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJGE2 2046-11-01 3 N/A 948000.00 271214.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQB1 2050-06-01 3.5 N/A 257999.00 56305.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FCG0 2054-09-01 5.5 N/A 1129.00 926.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AFZ6 2032-06-01 3 N/A 1000.00 62.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YHUY4 2045-05-01 3.5 N/A 2560.00 238.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U54N3 2056-02-01 5 N/A 1000.00 1016.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JNAE0 2049-04-01 4.5 N/A 1000.00 363.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3WU1 2056-02-01 6.5 N/A 1000.00 1069.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRSZ9 2054-10-01 5 N/A 1000.00 930.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q94L4 2048-11-01 4 N/A 263000.00 67537.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APRE6 2054-10-01 5.5 N/A 1000.00 680.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A05G0 2053-11-01 5.5 N/A 50152.00 37621.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W14S9 2054-11-01 6 N/A 1000.00 800.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETT89 2049-01-01 5.621 N/A 1008.00 171.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MDS3 2035-08-01 5 N/A 1001.00 6.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DD74 2049-07-01 3.5 N/A 1287960.00 46379.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BN3C0 2055-09-01 6 N/A 5485590.00 5307030.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH5W3 2052-02-01 2.5 N/A 1000.00 695.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414R5F8 2038-03-01 6.557 N/A 18221178.00 319502.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5B45 2056-02-01 4.5 N/A 1047.00 1044.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KLW57 2050-09-01 3 N/A 329000.00 110372.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YYYW7 2045-10-01 3.5 N/A 4597168.00 643006.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWPG7 2056-01-01 5.5 N/A 1000.00 1040.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NVNK9 2029-07-01 4.77 N/A 14874197.00 15344444.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ER85 2053-05-01 5.5 N/A 1000.00 742.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHRH7 2046-08-01 3.5 N/A 1120.00 276.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M2LU4 2052-03-01 2 N/A 880000.00 562157.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJXN3 2047-02-01 3 N/A 75999.00 15702.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K9SH3 2050-02-01 3 N/A 200000.00 77199.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNLD4 2038-03-01 2 N/A 1000.00 712.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9CF5 2043-08-01 3.5 N/A 1024.00 137.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3EM7 2052-07-01 2.5 N/A 7866256.00 6630231.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGBF0 2045-12-01 3.5 N/A 2611744.00 572683.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ESR2 2053-05-01 4 N/A 1000.00 830.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5A61 2043-05-01 4 N/A 2167512.00 2175713.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XHZG9 2044-01-01 4.5 N/A 20340032.00 4441694.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WEKG3 2045-04-01 3.5 N/A 42100746.00 6681255.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LLHH7 2028-09-01 4.93 N/A 12510000.00 12877663.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCV84 2054-11-01 6.254 N/A 2990.00 2763.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKAD2 2053-08-01 5.5 N/A 1000.00 874.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ADNP2 2054-05-01 5.5 N/A 1024.00 909.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LQNB6 2042-02-01 2.775 N/A 1000.00 261.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMS84 2055-09-01 5.5 N/A 1234134.00 1264816.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LKKS1 2033-06-01 4.34 N/A 2002.00 2039.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U33X7 2056-02-01 5.5 N/A 9397724.00 9618912.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BQG4 2030-04-01 2.5 N/A 2000.00 99.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H57E5 2047-11-01 4 N/A 1000.00 189.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KHMT5 2050-07-01 2 N/A 1000.00 485.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B1ZD1 2055-01-01 6.5 N/A 1265058.00 785134.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDND4 2051-11-01 2 N/A 1000.00 593.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCEW4 2051-08-01 2.5 N/A 100000.00 51531.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BY7K4 2055-12-01 5.5 N/A 1000.00 1023.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7T24 2055-11-01 6.5 N/A 1024.00 1047.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417ELE9 2028-01-01 2 N/A 1000.00 22.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DLQ3 2040-02-01 3 N/A 193000.00 34957.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHKM3 2046-07-01 3.5 N/A 1000.00 253.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HMKB9 2048-07-01 4.5 N/A 5207095.00 2268043.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GUMA2 2047-11-01 3.5 N/A 2000.00 316.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XGSK0 2044-02-01 3.5 N/A 5107860.00 1033727.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412QSP5 2035-09-01 4.5 N/A 1000.00 14.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M1ZQ4 2042-08-01 3 N/A 1024.00 97.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H5NP2 2048-02-01 3.5 N/A 839178.00 111435.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKPC3 2043-01-01 6.149 N/A 5512239.00 135588.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FVA2 2046-02-01 5 N/A 1024.00 1038.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QAPY0 2049-02-01 5.561 N/A 1000.00 86.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BJ56 2034-09-01 4.5 N/A 1152028.00 53912.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0GY7 2056-01-01 5.5 N/A 1000.00 1029.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFBF1 2055-08-01 6 N/A 3270300.00 3380132.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2MU5 2055-03-01 6.5 N/A 1180800.00 400889.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKAG3 2051-04-01 2.5 N/A 1000.00 646.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H8ZB4 2048-08-01 4 N/A 1000.00 209.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMUR5 2052-03-01 2 N/A 1000.00 704.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXK68 2052-07-01 4 N/A 1000.00 360.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRV6 2035-08-01 2.5 N/A 998001.00 312945.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSP21 2053-07-01 5.5 N/A 1024.00 836.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H5FR7 2048-01-01 3.5 N/A 1000.00 148.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASGK8 2054-10-01 6.5 N/A 901772.00 504527.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A4ZZ7 2054-02-01 6 N/A 3680000.00 2872878.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQ47 2035-07-01 2 N/A 1000.00 314.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRFZ3 2054-06-01 6.5 N/A 9820624.00 7975820.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3R86 2046-02-01 4.5 N/A 1000.00 1006.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAX0 2039-03-01 3.5 N/A 1007.00 95.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ABDG7 2054-08-01 6.5 N/A 1000.00 1053.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NMJ73 2053-07-01 6.5 N/A 1000.00 974.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPS3 2053-01-01 3 N/A 104887.00 82473.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4FV6 2056-01-01 3.287 N/A 1038.00 1003.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJ4A2 2055-10-01 5.5 N/A 1117027.00 1147385.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YHU24 2045-05-01 3 N/A 4000000.00 542106.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFPE0 2045-09-01 3.5 N/A 74951357.00 6025386.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7RR1 2055-11-01 5.5 N/A 1024.00 1035.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6NF3 2055-05-01 5.5 N/A 11687000.00 11502709.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETF76 2046-04-01 6.191 N/A 3998000.00 265933.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A94C1 2054-04-01 5.5 N/A 9647750.00 7851785.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATM52 2054-10-01 6.5 N/A 2000.00 2087.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1QT5 2056-01-01 5 N/A 597545.00 605335.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y75V6 2045-10-01 6.5 N/A 1000.00 1028.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XREF8 2054-01-01 4.5 N/A 355350.00 304419.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AVVR9 2054-12-01 6 N/A 1000.00 714.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRHU0 2053-02-01 5.5 N/A 179679.00 122853.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WNDC0 2043-04-01 3.5 N/A 1000.00 153.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407MZH1 2035-10-01 5 N/A 1000.00 11.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K9UP2 2050-04-01 4.5 N/A 100000.00 28113.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ND2D8 2053-05-01 5.795 N/A 1621000.00 1368968.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A22U8 2053-10-01 6.5 N/A 2001.00 2049.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404AD27 2033-11-01 4.5 N/A 1000.00 28.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJQ1 2055-04-01 4 N/A 55000.00 51284.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K4ZW3 2049-11-01 2.972 N/A 1785224.00 559237.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZA1 2053-12-01 4 N/A 1000.00 815.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQYK2 2045-12-01 3.5 N/A 32343680.00 5691890.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJEQ7 2054-11-01 4 N/A 1000.00 947.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QB4Q8 2049-10-01 3.5 N/A 1000.00 226.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3K83 2056-02-01 5.5 N/A 1000.00 1022.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7W58 2055-04-01 6.5 N/A 1143138.00 990503.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CA87 2046-08-01 2.5 N/A 2000.00 363.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FX4P4 2064-06-01 2.5 N/A 1024.00 821.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAGG7 2043-02-01 3 N/A 1000.00 146.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APZF4 2054-09-01 6.5 N/A 1542552.00 1375997.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412QWK1 2039-12-01 4.5 N/A 1388898.00 40444.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M26P2 2051-11-01 2 N/A 1000.00 598.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A3JY0 2053-11-01 5.5 N/A 1000.00 963.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MHS83 2052-03-01 3 N/A 1000.00 569.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6GX2 2055-04-01 5 N/A 11307.00 11004.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTPZ2 2056-01-01 5 N/A 1000.00 1008.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERJ43 2046-06-01 4 N/A 1000.00 144.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKG87 2053-02-01 6 N/A 1000.00 713.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YFE91 2035-03-01 3 N/A 1384670.00 354788.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GQ4E3 2047-08-01 3.5 N/A 1024.00 155.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAR95 2036-04-01 2 N/A 1000.00 434.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GVN76 2047-08-01 3.5 N/A 305000.00 61789.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB35 2034-05-01 3 N/A 1000.00 80.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H3ZJ8 2037-12-01 3 N/A 1000.00 162.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AA3E5 2054-06-01 6.5 N/A 1193331.00 982066.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0Q91 2056-01-01 5.5 N/A 2093644.00 2149793.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHH42 2051-02-01 4 N/A 103922.00 66359.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVHY9 2055-12-01 5 N/A 1366112.00 1385783.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJFK9 2046-11-01 3 N/A 318005.00 55267.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJZE6 2052-12-01 6 N/A 1000.00 712.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNR34 2055-09-01 6.5 N/A 1000.00 1048.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1QK2 2050-04-01 3.5 N/A 10967576.00 9618244.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WEJ83 2045-04-01 3 N/A 250000.00 62890.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUXT5 2054-12-01 5 N/A 10454945.00 8865651.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKW84 2027-10-01 3 N/A 6950048.00 74122.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5YX8 2056-02-01 5 N/A 1000.00 1014.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M0A91 2042-08-01 3.5 N/A 12759696.00 2172145.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EVH67 2046-06-01 3.5 N/A 1024.00 238.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJG44 2046-11-01 3 N/A 1974363.00 490465.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MQBZ1 2052-06-01 4 N/A 1000.00 624.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XK2D1 2052-02-01 3.5 N/A 1000.00 765.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AELZ0 2054-10-01 6.5 N/A 1000.00 1040.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETX35 2044-10-01 6.385 N/A 1074000.00 57450.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5BN3 2056-03-01 5.5 N/A 8926979.00 9107680.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XB5S5 2051-07-01 3 N/A 394006.00 203049.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5F25 2040-08-01 3 N/A 1000.00 947.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JACU0 2049-02-01 4 N/A 4287000.00 389218.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WPU69 2033-05-01 3 N/A 1537948.00 138865.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WH6X5 2046-10-01 3 N/A 42486911.00 11636919.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATUF1 2054-11-01 5.5 N/A 248145.00 223262.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPL0 2050-05-01 4 N/A 29976.00 5866.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XR6E0 2051-12-01 4 N/A 1008.00 870.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7UN3 2046-12-01 3.5 N/A 19000.00 4362.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPD89 2038-11-01 3 N/A 1000.00 724.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LLHW4 2028-08-01 4.43 N/A 2000.00 2031.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DUR1 2050-11-01 2 N/A 1000.00 536.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K5P27 2053-07-01 5.5 N/A 1000.00 726.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTP52 2053-12-01 6 N/A 2023.00 1535.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHXF9 2052-05-01 2.5 N/A 1000.00 659.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J72V6 2031-06-01 3.5 N/A 940000.00 77649.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASGF9 2054-10-01 5 N/A 1000.00 995.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417QKV5 2039-10-01 4.5 N/A 7839264.00 73155.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASGG7 2054-10-01 5.5 N/A 992394.00 1003610.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HUV52 2029-09-01 2.92 N/A 5257000.00 5117368.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YKGW7 2045-06-01 3.5 N/A 1000.00 197.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPT33 2033-03-01 2 N/A 517859.00 323408.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5RG0 2035-01-01 3 N/A 1000.00 265.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHDL3 2046-06-01 3 N/A 67407232.00 9058417.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNYV4 2055-09-01 6 N/A 1000.00 1036.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AHQ4 2032-08-01 3.5 N/A 1000.00 70.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6HZ6 2055-04-01 5.5 N/A 1056.00 1064.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6GF5 2056-01-01 4.5 N/A 2014.00 2006.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MFD9 2034-11-01 6 N/A 1000.00 20.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A8ED0 2054-01-01 6 N/A 1000.00 433.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NGLF5 2053-05-01 4.535 N/A 3712310.00 3383514.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U7S86 2056-03-01 5.5 N/A 3597967.00 3741465.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LYRK5 2042-07-01 3.5 N/A 27127520.00 4104702.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSFR7 2053-06-01 5 N/A 1000.00 871.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BY4A9 2055-12-01 5.5 N/A 1000.00 1029.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGRR7 2046-03-01 4 N/A 1000.00 69.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 3511000.00 259982.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQ4X7 2034-07-01 4.5 N/A 749000.00 72275.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTJ67 2053-11-01 6.5 N/A 1000.00 588.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVJB7 2055-12-01 6.5 N/A 2000.00 2112.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JXJX7 2049-09-01 3.5 N/A 1000.00 179.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W2ZZ1 2043-02-01 3 N/A 7453184.00 1032238.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8ZJ5 2048-06-01 4.5 N/A 4708048.00 1203708.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KF3F0 2053-05-01 4.975 N/A 910500.00 458980.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405KGP0 2034-10-01 5.5 N/A 20000000.00 343255.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXRU8 2053-09-01 2.5 N/A 4117521.00 2499594.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417FMN5 2043-02-01 2.5 N/A 517855.00 103435.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWFM5 2055-11-01 6 N/A 1059642.00 1098051.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MDZ88 2042-10-01 4 N/A 800001.00 87831.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DF70 2034-08-01 6 N/A 21009628.00 143771.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETA89 2040-06-01 6.5 N/A 17990.00 2273.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K5PR2 2053-08-01 5.5 N/A 1000.00 660.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLK56 2052-05-01 3 N/A 45000.00 33964.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKXE0 2047-05-01 4 N/A 25999000.00 3823943.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKQ81 2047-04-01 4 N/A 51851275.00 12206632.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F5CP6 2046-12-01 3.5 N/A 100000.00 24434.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGLT4 2051-12-01 3.5 N/A 1000.00 639.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B4H86 2055-04-01 5.5 N/A 2579592.00 2624857.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AFC65 2041-05-01 5 N/A 1000.00 59.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QC6H4 2050-03-01 4 N/A 2004.00 862.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BALA2 2055-05-01 6.5 N/A 1081242.00 1091987.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NU3S6 2034-04-01 4.72 N/A 1000.00 1039.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HFGM5 2048-04-01 4.5 N/A 1009.00 188.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YAJM8 2044-11-01 4 N/A 1000.00 105.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AFWD8 2041-05-01 5 N/A 1000.00 60.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411RNW4 2037-02-01 5.6 N/A 1000.00 65.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N16S7 2052-10-01 4 N/A 2000.00 1554.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASC97 2054-10-01 6 N/A 1133420.00 1151540.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7W41 2055-04-01 6.5 N/A 1935603.00 1359064.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERVZ0 2046-12-01 3 N/A 1074899.00 287867.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXLP9 2055-11-01 5.5 N/A 1000.00 1035.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSW78 2055-12-01 5.5 N/A 1000.00 1025.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GSN81 2047-09-01 4 N/A 7097381.00 2088591.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUNC6 2054-05-01 5.5 N/A 1015.00 948.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EULG2 2045-12-01 3.5 N/A 44497568.00 5378868.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y66L9 2055-08-01 6 N/A 1024.00 1008.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRFT7 2053-06-01 4.5 N/A 3060748.00 2967288.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYFE9 2055-12-01 5 N/A 1000.00 1014.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPYN8 2045-06-01 3.5 N/A 64505856.00 9514029.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NUKZ1 2034-01-01 4.57 N/A 2000.00 2065.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6GW4 2055-04-01 5 N/A 1088.00 1056.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MSNS0 2052-10-01 4.688 N/A 430000.00 333422.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTPM1 2055-12-01 5 N/A 1000.00 1011.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412PJ36 2039-04-01 4.5 N/A 2299000.00 30719.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BPAC7 2055-11-01 5.5 N/A 1000.00 973.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKLH6 2032-03-01 3 N/A 1000.00 132.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LHQR4 2032-10-01 4.24 N/A 2000.00 2021.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8HT7 2050-11-01 2 N/A 5000000.00 2526480.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7EF1 2055-09-01 6 N/A 2613814.00 2602730.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5N77 2056-01-01 5.5 N/A 1000.00 1034.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ACJ95 2054-05-01 5.5 N/A 3127096.00 2635138.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FPJ0 2055-09-01 6.5 N/A 1000.00 900.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FPFN4 2047-07-01 4.5 N/A 19129522.00 5016928.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKQC2 2047-04-01 3.5 N/A 1096.00 171.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCCF9 2053-08-01 5.344 N/A 1005.00 821.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LPF3 2029-07-01 2 N/A 3300000.00 191737.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YNLK1 2045-08-01 3.5 N/A 1200000.00 269206.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WF2T2 2045-11-01 3.5 N/A 39829763.00 8004431.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5MU4 2049-11-01 4 N/A 686000.00 207491.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B5QH3 2055-04-01 6.5 N/A 1396123.00 1247234.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQ3T6 2055-10-01 5.5 N/A 152906.00 146795.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DV82 2051-01-01 2.5 N/A 241000.00 113549.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNTR3 2052-04-01 3.5 N/A 1023.00 753.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9AD3 2048-09-01 4 N/A 745000.00 113572.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y8EH9 2030-01-01 3 N/A 1000.00 133.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NJNM2 2053-07-01 5.5 N/A 1000.00 795.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0YZ4 2055-12-01 6.5 N/A 1003.00 1043.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NKB42 2053-06-01 5.5 N/A 1000.00 775.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2HJ6 2055-02-01 5.5 N/A 1000.00 1017.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K3B43 2035-01-01 3 N/A 250000.00 94111.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLGX8 2051-07-01 2 N/A 1000.00 630.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LRUW6 2051-08-01 2 N/A 1000.00 570.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3AL3 2055-09-01 5.5 N/A 1024.00 1023.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WECN7 2045-03-01 3.5 N/A 66983168.00 7703012.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERLK4 2038-07-01 6.29 N/A 5846790.00 269518.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YML80 2045-05-01 3 N/A 1024.00 108.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ABR56 2054-10-01 4.5 N/A 1685952.00 1645090.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K0ER5 2049-11-01 3 N/A 21416160.00 7137513.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NLE21 2053-07-01 5.5 N/A 1000.00 811.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403QP79 2033-12-01 5.5 N/A 10682181.00 160680.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M3RR7 2042-08-01 3.5 N/A 1000.00 161.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVHZ6 2055-12-01 5.5 N/A 1008.00 1037.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W45F0 2053-02-01 4.5 N/A 1024.00 1011.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X0NV6 2043-07-01 6.155 N/A 49887038.00 240813.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXLQ3 2059-01-01 3.5 N/A 1800000.00 585235.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BDB33 2055-06-01 6 N/A 3512872.00 3432705.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DLB3 2036-05-01 6.008 N/A 1000.00 4.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEBW7 2055-06-01 6 N/A 3070971.00 2946925.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNTQ5 2052-04-01 3.5 N/A 1000.00 682.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FKCW8 2046-12-01 3 N/A 1000.00 282.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411GJU7 2036-12-01 6.035 N/A 3900000.00 71834.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4 N/A 49672.00 38196.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLT2 2055-06-01 6.5 N/A 1024.00 819.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N9MF0 2053-05-01 4.419 N/A 2702603.00 2249958.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1SX4 2056-01-01 5 N/A 1000.00 1013.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWAR9 2055-11-01 6 N/A 1000.00 1044.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3N47 2040-10-01 4.5 N/A 1000.00 960.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B32C5 2055-03-01 6 N/A 263616.00 272680.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7PF6 2047-12-01 4 N/A 3530000.00 787057.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7W33 2055-04-01 6.5 N/A 1966494.00 1916478.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXKE1 2048-05-01 3 N/A 372000.00 151584.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K7XA6 2035-03-01 3 N/A 450000.00 162385.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6VX6 2050-03-01 4 N/A 23996000.00 4635013.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3NY1 2051-03-01 2.5 N/A 1000.00 848.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9BG4 2043-07-01 3 N/A 1000.00 148.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXHZ8 2051-06-01 4.5 N/A 3039544.00 871591.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXEC2 2056-08-01 3.5 N/A 2000.00 604.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9ET8 2035-12-01 2.5 N/A 1000.00 324.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B5NV5 2055-03-01 5.5 N/A 132019.00 128974.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KF3L7 2053-09-01 5.06 N/A 1001.00 993.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ET67 2053-07-01 5.5 N/A 2000.00 1540.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUY26 2054-07-01 5 N/A 1000.00 935.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B14V5 2055-02-01 5 N/A 2036776.00 1743243.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D7F3 2051-12-01 2.5 N/A 1000.00 639.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417DRX3 2042-11-01 3.5 N/A 1000.00 155.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412MLJ5 2028-03-01 5 N/A 1072.00 1.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8YU1 2048-07-01 4 N/A 570000.00 91483.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GQC95 2047-11-01 4.5 N/A 2240000.00 1411842.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7CR7 2055-09-01 6 N/A 1277.00 1270.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H7DV6 2033-01-01 3 N/A 223258.00 44476.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YTDP6 2045-06-01 3 N/A 11775000.00 605239.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQWG3 2045-08-01 4.5 N/A 1000.00 178.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGGF0 2052-04-01 3 N/A 350000.00 241286.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2HL1 2055-01-01 6.5 N/A 1000.00 1061.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTJ26 2053-11-01 6 N/A 1000.00 774.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QREQ2 2053-01-01 5.5 N/A 1000.00 787.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1JA2 2054-07-01 6.5 N/A 8698176.00 7644280.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ERM4 2038-04-01 5.5 N/A 1000.00 522.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRJ3 2035-07-01 3.5 N/A 185000.00 43717.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A0GZ6 2053-09-01 5.5 N/A 1000.00 981.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APPK4 2054-08-01 6 N/A 3117348.00 2611722.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419JUE6 2040-12-01 3.5 N/A 1000.00 71.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FAUC4 2046-09-01 3 N/A 2996000.00 576367.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400ELQ1 2033-03-01 6 N/A 1024.00 16.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NNXS9 2053-08-01 4.764 N/A 1000.00 776.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4YF8 2055-11-01 5.5 N/A 1024.00 1029.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRE62 2055-10-01 5.5 N/A 1000.00 1020.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1P38 2030-12-01 3.88 N/A 1000.00 1003.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6JS4 2056-02-01 5 N/A 1023.00 1033.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M5LL1 2042-08-01 3.5 N/A 96292864.00 8235504.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M5LQ0 2042-08-01 3.5 N/A 1294.00 122.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EU99 2053-08-01 5.5 N/A 1090.00 837.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLZA3 2055-08-01 6.5 N/A 1149691.00 1214427.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQWC1 2055-09-01 6 N/A 1001.00 1026.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AWCR2 2041-11-01 4 N/A 1000.00 48.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLV39 2051-09-01 3 N/A 121000.00 93330.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATC95 2054-11-01 5.5 N/A 1000.00 900.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BDWV8 2055-07-01 5.5 N/A 1040.00 1062.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6H94 2055-04-01 6 N/A 1024.00 1011.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H22W7 2047-12-01 3.5 N/A 3590394.00 1025319.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNF0 2055-08-01 4 N/A 1000.00 944.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUFK4 2054-12-01 5 N/A 1000.00 992.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WRUS7 2043-05-01 3.5 N/A 39888320.00 7178201.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXXE7 2062-09-01 3.5 N/A 1024.00 736.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0JK9 2030-08-01 4.285 N/A 1874578.00 1912312.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGHK8 2051-10-01 4 N/A 75000.00 43915.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M3BS2 2042-07-01 3.5 N/A 4116744.00 338612.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381JSQ6 2035-05-01 6.06 N/A 544509.00 261216.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KDHA1 2050-06-01 3 N/A 1000.00 433.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQBZ7 2052-09-01 4.5 N/A 13700.00 10916.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LKKP7 2033-06-01 4.34 N/A 3000.00 3055.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NSK45 2053-11-01 5.5 N/A 1000.00 1002.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388ED52 2031-09-01 7.5 N/A 779957.00 74489.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401PGD0 2033-07-01 5 N/A 13000000.00 125386.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKHF4 2055-08-01 6.5 N/A 1000.00 1060.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KHXH9 2050-07-01 3 N/A 4090000.00 1149242.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASDF2 2054-10-01 6 N/A 1675826.00 1236589.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AGVF8 2054-07-01 5.5 N/A 1000.00 941.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M1VS4 2042-07-01 6.362 N/A 1025.00 20.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKBN7 2051-04-01 3 N/A 1024.00 575.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EEPV5 2042-03-01 3.5 N/A 15851007.00 1320884.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NVBC0 2029-05-01 4.93 N/A 12487000.00 12942158.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405XX40 2034-03-01 6.542 N/A 1023.00 18.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELE8 2052-10-01 2.5 N/A 1000.00 703.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J6GJ0 2047-05-01 3.5 N/A 1000.00 136.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NY6V8 2032-07-01 4.7 N/A 4021.00 4187.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7TV0 2055-11-01 6.5 N/A 1024.00 1067.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEP28 2055-07-01 6.5 N/A 1460300.00 1507669.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N9MJ2 2053-05-01 4.536 N/A 1440800.00 1131598.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L5HA7 2051-04-01 2.5 N/A 1000.00 522.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412QHA0 2039-08-01 5.5 N/A 1024.00 5.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EN6Z7 2045-01-01 3.5 N/A 88130304.00 13660506.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BN53 2036-07-01 5.5 N/A 1000.00 14.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AXJN8 2054-12-01 4.5 N/A 1728455.00 1643095.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AR5E6 2054-10-01 6 N/A 1000.00 1016.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406AES7 2034-11-01 6.175 N/A 1000.00 65.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGDU0 2052-02-01 2 N/A 150000.00 94126.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.5 N/A 1000.00 762.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5M30 2047-05-01 4 N/A 1000.00 187.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXQW9 2056-01-01 6 N/A 1000.00 1043.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ABFS9 2054-10-01 5.5 N/A 4218747.00 3618650.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1ZF5 2055-12-01 5.5 N/A 2988261.00 3080294.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8A50 2055-05-01 5.5 N/A 1008.00 792.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WNCC1 2043-04-01 3 N/A 39441840.00 7260565.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412P5V9 2035-05-01 4.5 N/A 2347159.00 53938.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AW5S8 2041-11-01 6.31 N/A 1000.00 19.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A6LK0 2053-11-01 6 N/A 1393000.00 1081348.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B5EB9 2055-03-01 5.5 N/A 1000.00 1014.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERGJ3 2042-09-01 6.42 N/A 2027.00 47.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERPC8 2031-08-01 3.5 N/A 1000.00 77.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQPG1 2054-09-01 6.5 N/A 1000.00 1028.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGHP2 2031-01-01 2.5 N/A 1000.00 92.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FCF2 2054-09-01 5 N/A 3269808.00 2997232.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AGW83 2054-08-01 5.5 N/A 1000.00 872.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EMYQ8 2044-03-01 5 N/A 659390.00 33016.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NLNR6 2053-07-01 5.5 N/A 1000.00 877.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HUX50 2029-08-01 2.56 N/A 1000.00 900.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YGHL9 2045-04-01 4 N/A 1422512.00 524862.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140E7GS3 2045-11-01 4 N/A 500000.00 26408.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ABDF9 2054-08-01 5.5 N/A 1008.00 1014.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HPR58 2048-10-01 4 N/A 1068.00 203.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AS2Q0 2054-11-01 4.5 N/A 1000.00 900.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJU50 2052-05-01 2.5 N/A 1000.00 663.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AP4N1 2055-04-01 5 N/A 1216484.00 1212717.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGX87 2049-07-01 4 N/A 1855980.00 1139487.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EWY2 2033-09-01 5 N/A 360566.00 212792.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DS29 2050-09-01 2 N/A 1000.00 431.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXD25 2056-07-01 4 N/A 1040.00 343.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YMU49 2045-04-01 3 N/A 12486352.00 1423572.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AG5U8 2041-06-01 6.521 N/A 7627426.00 96512.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A93N8 2054-04-01 5 N/A 1000.00 956.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MFS32 2042-11-01 3 N/A 104825491.00 13692494.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8DR9 2055-06-01 5.5 N/A 1048971.00 1078479.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JA5M6 2043-09-01 6.418 N/A 2013000.00 320757.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J6CN5 2044-09-01 5.182 N/A 1049.00 232.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DWS7 2050-01-01 2.5 N/A 1000.00 472.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6LS1 2056-02-01 5.5 N/A 1825808.00 1876080.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTP41 2056-01-01 5 N/A 1000.00 1008.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7EA2 2055-09-01 6 N/A 1024.00 1043.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6JL9 2056-02-01 5.5 N/A 1000.00 1039.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1X47 2031-01-01 3.985 N/A 1000.00 1005.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNYH5 2055-09-01 6 N/A 9405420.00 9692937.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ANYL7 2054-09-01 6 N/A 3174309.00 1327127.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPA20 2036-12-01 6.5 N/A 1000.00 50.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404UUQ1 2034-06-01 5.5 N/A 4717238.00 28765.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AXVC8 2055-01-01 6.5 N/A 748594.00 673049.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMN30 2055-08-01 6 N/A 1002.00 1039.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BAEF9 2055-05-01 5.5 N/A 1000.00 951.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRFH7 2055-10-01 5.5 N/A 1000.00 1029.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERVL1 2028-08-01 2.5 N/A 1000.00 49.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371PBD1 2029-01-01 5 N/A 15421097.00 48136.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U33N9 2056-01-01 4.5 N/A 2003.00 1986.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3RL5 2055-10-01 6 N/A 1024.00 1045.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WQNW8 2043-04-01 3.5 N/A 1162172.00 146653.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9BG5 2041-07-01 6.177 N/A 1000.00 189.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELM67 2041-09-01 4.5 N/A 5000000.00 427886.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJC30 2046-10-01 3 N/A 4455682.00 1166684.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AP5J9 2055-04-01 6.5 N/A 5123586.00 5369220.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9H44 2055-05-01 5.5 N/A 1024.00 1027.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2VF8 2055-02-01 5.5 N/A 3831875.00 3417519.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCGX0 2051-07-01 2.5 N/A 242000.00 135565.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BG2H5 2055-09-01 6.5 N/A 1089388.00 1156645.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJGD4 2046-11-01 3 N/A 4216017.00 1222691.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGGW3 2052-03-01 2 N/A 1000.00 613.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUBR6 2054-03-01 5.5 N/A 1024.00 856.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X02Z0 2043-08-01 3 N/A 11043392.00 2727011.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M5WT8 2053-11-01 7 N/A 2000.00 1264.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9DU2 2033-03-01 3 N/A 2468000.00 439218.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJTM5 2052-11-01 5 N/A 60000.00 45744.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J97F2 2048-10-01 6.304 N/A 3000000.00 94599.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NMTX5 2053-07-01 5.5 N/A 1000.00 886.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APPM0 2054-07-01 6.5 N/A 2166246.00 1899592.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVTD2 2055-11-01 5.5 N/A 1444021.00 1480402.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NVM38 2029-07-01 4.86 N/A 7985000.00 8263277.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0SN8 2056-01-01 5 N/A 2016.00 2032.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5CC5 2048-12-01 4 N/A 1005.00 109.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7M93 2045-06-01 4 N/A 1372090.00 267425.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BH4K4 2055-09-01 6.5 N/A 1000.00 671.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLQF8 2053-06-01 5 N/A 1000.00 779.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPNB6 2035-01-01 4 N/A 5000.00 677.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFW64 2049-07-01 2.5 N/A 1000.00 615.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QR5E9 2053-05-01 5 N/A 1000.00 789.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E7B0 2054-06-01 6 N/A 1024.00 704.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNL7 2055-08-01 6.5 N/A 2459.00 2160.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NMUP0 2053-07-01 5.5 N/A 1000.00 497.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4N7 2054-04-01 6 N/A 1000.00 684.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7K98 2055-10-01 5.5 N/A 1024.00 1036.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPW39 2054-04-01 6 N/A 15122500.00 13451074.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMPT1 2055-09-01 6 N/A 1000.00 1030.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413ECE3 2037-08-01 6.744 N/A 2045.00 15.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W6B62 2028-03-01 3 N/A 1902416.00 42852.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYS70 2055-10-01 5.5 N/A 1000.00 1018.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W33D3 2043-04-01 3.5 N/A 5162952.00 135058.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVDC5 2054-06-01 5.5 N/A 1000.00 843.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AENQ8 2055-01-01 5 N/A 1000.00 997.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCRE4 2055-06-01 5.5 N/A 1000.00 1023.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5BD5 2056-02-01 5 N/A 1008.00 1024.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140YYBY4 2054-02-01 5.5 N/A 1000.00 866.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVME7 2055-11-01 6 N/A 7085897.00 7324870.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATKE5 2054-10-01 6.5 N/A 3653496.00 2792155.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DLK6 2030-02-01 3 N/A 3000.00 373.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUAD4 2055-11-01 5.5 N/A 1000.00 1023.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AD6M8 2054-09-01 5.5 N/A 1000.00 860.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRBA6 2055-09-01 6 N/A 1091850.00 1129427.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419GA20 2040-10-01 3.5 N/A 2999.00 105.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7R39 2055-06-01 5.5 N/A 1000.00 1015.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NN2T1 2053-08-01 5.5 N/A 1000.00 808.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A9QK9 2054-05-01 5.5 N/A 1000.00 1009.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X65C1 2049-05-01 4 N/A 199000.00 57807.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQ6F4 2054-10-01 5.5 N/A 1001782.00 1013375.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K5MU8 2034-11-01 5 N/A 1000.00 401.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WEQ69 2045-05-01 3 N/A 194797.00 25167.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DYY2 2051-05-01 2.5 N/A 1000.00 555.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BR2G3 2055-10-01 5.5 N/A 1000.00 1020.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GUBY2 2047-06-01 3.564 N/A 1000.00 307.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LGR53 2032-06-01 3.54 N/A 1000.00 975.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ABZF5 2054-08-01 6 N/A 1040582.00 866341.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KGAL7 2050-08-01 2 N/A 1040.00 462.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ALT3 2032-11-01 3 N/A 2000.00 173.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLBW1 2055-09-01 6.5 N/A 1000.00 937.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WERY7 2045-05-01 3.5 N/A 154395136.00 11534973.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AC3K7 2054-04-01 7 N/A 1000.00 1066.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YMJL4 2045-04-01 3 N/A 59020416.00 8254008.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASGL6 2054-09-01 7 N/A 493295.00 514668.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BDDS6 2055-06-01 5.5 N/A 302747.00 304080.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JWQJ2 2049-10-01 3 N/A 1072000.00 356695.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASQ76 2054-11-01 4.5 N/A 2381730.00 2148940.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GHD1 2036-06-01 5 N/A 1000.00 28.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NVXD4 2034-10-01 4.545 N/A 1000.00 1027.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U76U1 2056-03-01 6.5 N/A 2583720.00 2710331.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHZW5 2054-09-01 5.5 N/A 2000.00 1478.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J86W8 2047-05-01 4 N/A 1024.00 198.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E0R76 2041-12-01 3.5 N/A 34291576.00 2860123.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A6E77 2053-11-01 7 N/A 1202362.00 865036.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EH3N0 2040-05-01 6.5 N/A 1000.00 23.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRKP3 2055-09-01 6.5 N/A 1000.00 1048.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A9SE1 2054-06-01 7.5 N/A 543720.00 574811.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9EK7 2036-01-01 2 N/A 274735.00 128019.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W6YG5 2043-03-01 3.5 N/A 1276464.00 226846.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXR73 2055-12-01 5.5 N/A 1000.00 1034.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRFN4 2055-10-01 6.5 N/A 1000.00 1060.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KVHM5 2050-11-01 2.475 N/A 1000.00 454.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJH27 2036-11-01 3 N/A 1000.00 225.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381JVD1 2033-10-01 6.015 N/A 722259.00 111046.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXY83 2055-11-01 5.5 N/A 1000.00 1017.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5V71 2051-04-01 6.334 N/A 2000.00 285.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUYE6 2056-02-01 5 N/A 1000.00 1017.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KLGA4 2050-08-01 3 N/A 1000.00 416.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MFRG4 2042-11-01 6.165 N/A 5976.00 138.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMB62 2053-05-01 6 N/A 1000.00 754.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETTQ9 2046-06-01 3.5 N/A 1057026.00 209132.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKSH9 2032-04-01 3.5 N/A 1000000.00 83843.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412PG70 2039-04-01 4.5 N/A 1299998.00 30970.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ68 2052-10-01 4.5 N/A 14301776.00 10841973.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1Y46 2036-01-01 4.74 N/A 9571700.00 9900136.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9JA0 2048-09-01 4.5 N/A 785281.00 180180.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETJL1 2048-10-01 5.6 N/A 349000.00 57612.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MDU75 2042-10-01 3.5 N/A 1592724.00 249188.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ABGF6 2054-10-01 6.5 N/A 1000.00 1045.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQAF9 2029-12-01 3.5 N/A 4315978.00 198204.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXX31 2062-12-01 2.5 N/A 1024.00 700.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QV2R4 2055-01-01 5 N/A 1000.00 938.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7K79 2027-11-01 2.81 N/A 1000000.00 579316.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVRH9 2054-11-01 5.5 N/A 1024.00 920.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHGX4 2037-01-01 6.41 N/A 1000.00 27.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A0UG2 2053-09-01 6.5 N/A 1236427.00 567871.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLXH6 2053-06-01 5 N/A 1000.00 691.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LJCQ1 2027-05-01 3.12 N/A 222600.00 207388.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERRW2 2043-08-01 3 N/A 2786852.00 699856.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DMB5 2030-03-01 2.5 N/A 1000.00 133.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ABDY8 2054-09-01 5 N/A 1181420.00 1170370.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BA7J9 2055-06-01 6.5 N/A 1000.00 1043.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5W39 2047-04-01 3 N/A 2410739.00 658494.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJKB3 2031-11-01 2.5 N/A 1000.00 117.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HF2Y4 2050-05-01 2.5 N/A 413969.00 164919.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8QE6 2048-06-01 4 N/A 1007.00 268.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSUG0 2055-10-01 6.5 N/A 1000.00 1050.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWG85 2055-11-01 6 N/A 2699456.00 2787622.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGZ98 2031-04-01 3.5 N/A 1015.00 92.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQHG9 2055-10-01 5.5 N/A 1000.00 1028.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AE2F5 2054-06-01 5.5 N/A 1008.00 759.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A2CR8 2041-01-01 3.5 N/A 785996.00 23164.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXT2 2053-11-01 5 N/A 1000.00 876.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AMA50 2054-08-01 4.5 N/A 1045347.00 953877.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MQVD2 2027-12-01 2.5 N/A 1000.00 24.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJ6U7 2054-08-01 6 N/A 1000.00 797.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EKR0 2052-11-01 3.5 N/A 232390.00 184265.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AHW69 2041-06-01 5 N/A 1000.00 64.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8HK6 2048-10-01 4 N/A 4300000.00 1014585.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ASR38 2041-09-01 4 N/A 1000.00 70.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQ5H1 2030-11-01 3.5 N/A 2000.00 187.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RDH9 2035-04-01 6 N/A 9850000.00 83571.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LFE42 2032-03-01 2.39 N/A 2900000.00 2476862.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MFP7 2035-07-01 4.5 N/A 7509140.00 75841.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MRBD8 2052-07-01 4.5 N/A 1000.00 606.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KFK95 2050-11-01 2 N/A 1000.00 524.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408GXK8 2035-11-01 5.965 N/A 3001.00 97.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JHZG1 2048-11-01 4.5 N/A 51304048.00 12394278.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JB4B9 2045-09-01 4 N/A 1007.00 698.50 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797SP3 2026-05-07 0 N/A 9368900.00 9304254.59 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2026-03-04 2026-03-04 2026-03-04 N N N 0.0367 1500000000.00 1500000000.00 0.0044 N N Y N SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) 3.66 N/A N/A 0QO005QG3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 1484000.00 1110892.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 4400.00 4619.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 1235700.00 1271955.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 1143200.00 778115.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 143867800.00 144677386.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 134987600.00 102204146.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 100.00 88.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 20500.00 20890.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 89893000.00 56583675.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 174900.00 180380.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 1209100.00 811455.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 322500.00 327746.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 318191000.00 303087294.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 1056900.00 962172.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 163700.00 165856.45 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 600000000.00 600000000.00 0.0018 N Y Y N TD SECURITIES USA LLC (REPO) TD SECURITIES USA LLC (REPO) 3.67 N/A SUVUFHICNZMP2WKHG940 0QG004YU5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FFP92 2051-03-25 3.5 N/A 3031314.00 1628650.86 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTXG3 2051-07-25 5 N/A 5881457.25 662678.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PAG5 2054-05-20 4.96154 N/A 75000000.00 32284978.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BV74 2055-10-20 6.5 N/A 112500.00 126191.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LGF9 2056-01-20 4.5 N/A 7995351.00 7758139.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383YAU6 2052-08-20 4.5 N/A 37500000.00 26504029.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KJP6 2055-12-20 6 N/A 37500.00 39182.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384W6J9 2054-09-20 4.81154 N/A 32850821.25 27180721.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QTQ1 2054-07-20 4.66154 N/A 37500000.00 31446279.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UUR1 2055-09-20 6 N/A 4948002.00 4995024.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JUU5 2055-11-20 6 N/A 12790209.75 12742770.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DHF7 2053-10-20 7.5 N/A 29038050.75 28095852.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UUN0 2052-11-20 5 N/A 2160768.00 467879.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VWN4 2053-02-20 5 N/A 1821640.50 2125147.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MDM5 2056-02-20 6.5 N/A 4091039.25 4105613.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LRT7 2056-01-20 4.5 N/A 9247131.75 8981012.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BU67 2055-10-20 6 N/A 8381863.50 8153150.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PL40 2054-06-20 4.81154 N/A 75000000.00 34339905.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UUS9 2055-09-20 6 N/A 191250.00 202829.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PAJ2 2055-07-20 4.71154 N/A 37500000.00 36030644.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GKE9 2053-12-20 5.01154 N/A 75000000.00 31793803.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LSB5 2056-01-20 4.5 N/A 2218970.25 2146934.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LRZ3 2056-01-20 4.5 N/A 75000.00 60546.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DCB1 2053-10-20 7.5 N/A 30367033.50 29514504.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383MCL0 2052-02-20 3 N/A 2935389.75 1771895.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UBH4 2051-09-20 5 N/A 45789678.00 41184916.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MDL7 2056-02-20 6.5 N/A 75000.00 80550.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VDL9 2053-01-20 4.66154 N/A 6137229.75 4281924.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KJQ4 2055-12-20 6 N/A 3927123.00 3704079.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BV82 2055-10-20 6.5 N/A 7537743.75 7571379.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NGG7 2055-06-20 5.06154 N/A 41250000.00 36866285.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LGW2 2056-01-20 5 N/A 6449250.00 6381040.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LRN0 2056-01-20 4.5 N/A 312471.75 245262.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MAT3 2056-02-20 6 N/A 5577312.75 5586974.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LRP5 2056-01-20 6 N/A 13230000.00 13332505.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385GZB8 2045-12-20 2.625 N/A 910374.00 762536.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BV58 2055-10-20 6 N/A 7965750.00 8024928.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KJV3 2055-12-20 4.5 N/A 5376921.00 5255215.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NRF7 2055-06-20 4.71154 N/A 37500000.00 29867041.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NLN6 2055-06-20 4.76154 N/A 37500000.00 34166598.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MUC8 2056-02-20 5 N/A 11616567.00 11579650.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385L5W4 2056-02-20 4 N/A 4150842.00 3978693.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381RAV1 2049-02-20 4.49172 N/A 150000000.00 27898943.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HPM3 2055-10-20 4.78154 N/A 40337805.00 40430579.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LGP7 2056-01-20 5 N/A 3857321.25 3752555.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MAS5 2056-02-20 6 N/A 75000.00 78974.80 Agency Collateralized Mortgage Obligation Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 600000000.00 600000000.00 0.0018 N Y Y N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO) THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO) 3.67 N/A N/A 0TO002AQ9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMNT8 2051-09-01 2.5 N/A 40000000.00 24789909.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5EQ4 2045-12-01 4 N/A 134341800.00 13565376.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ANDA9 2051-06-01 2 N/A 40000000.00 23969703.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329NJE9 2046-12-01 3 N/A 88406400.00 20969335.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133ABJ68 2050-10-01 2.5 N/A 60592600.00 30030702.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XU5N3 2046-09-01 3 N/A 90258200.00 16756853.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNLA9 2052-01-01 2.5 N/A 33847000.00 21369472.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AFUJ8 2051-02-01 2 N/A 44649000.00 27011196.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329NC48 2045-10-01 4 N/A 151447200.00 14198876.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSP44 2054-08-01 5.5 N/A 423000.00 400529.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5E92 2046-04-01 4 N/A 89115700.00 9426309.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XVH32 2046-11-01 3 N/A 59904600.00 12882287.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XLT64 2043-02-01 3 N/A 155000000.00 27084762.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XKE88 2042-09-01 3.5 N/A 275212600.00 28629420.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5EL5 2045-11-01 4 N/A 84132100.00 8115484.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329JM53 2043-01-01 3 N/A 222679000.00 44689473.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKVF3 2050-12-01 2 N/A 29730700.00 16755382.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L2RT2 2051-01-01 2 N/A 43903500.00 22948081.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D3H3 2051-08-01 2.5 N/A 57347000.00 34042467.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AGZ4 2039-12-01 4 N/A 193879100.00 7166335.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LRWJ3 2051-09-01 2 N/A 22040500.00 11297085.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNUN0 2052-04-01 2 N/A 65098100.00 42422974.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F5RQ8 2046-08-01 3 N/A 89223400.00 18839338.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KVXP0 2051-01-01 2 N/A 40000000.00 22876192.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LUWU1 2051-07-01 2 N/A 8154200.00 5031415.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MAEY6 2052-02-01 2.5 N/A 63453600.00 39847563.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MAET7 2052-02-01 2 N/A 24662900.00 15825834.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L1JB2 2051-05-01 2 N/A 6332300.00 4110207.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F5S87 2046-10-01 3 N/A 129588400.00 29073236.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LRWC8 2051-07-01 2 N/A 26990400.00 14768797.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KQVG3 2050-11-01 2 N/A 60799600.00 31963929.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MN3B0 2052-06-01 5 N/A 22421000.00 14940166.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRUG6 2053-03-01 5.5 N/A 29873000.00 23952839.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L15D3 2051-01-01 2 N/A 42859900.00 23883671.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQZ57 2052-12-01 0 N/A 21972000.00 17449188.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9GL8 2043-08-01 3 N/A 134290600.00 25810219.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LRYJ1 2051-10-01 2 N/A 46518800.00 27644033.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LTN91 2051-06-01 2.5 N/A 48727400.00 29358803.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L5Q25 2051-06-01 2 N/A 59469100.00 32023076.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGZQ3 2051-02-01 2 N/A 22646800.00 12944905.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N1WB5 2052-10-01 4.5 N/A 15201000.00 12490434.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YVFB0 2046-02-01 3 N/A 90299400.00 18146617.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WE5K1 2045-07-01 3.5 N/A 134287000.00 22343988.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M9MN4 2052-01-01 2.5 N/A 16899100.00 10973471.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KQRU7 2050-10-01 2.5 N/A 70498800.00 33691836.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L7YX4 2051-03-01 2 N/A 11484500.00 6276366.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGJT7 2052-03-01 3.5 N/A 12139300.00 7757384.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F5SA2 2046-09-01 3 N/A 193155700.00 38565563.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LVC64 2051-08-01 2.5 N/A 47924700.00 28232136.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KVRK8 2050-11-01 2 N/A 51331500.00 26611350.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L1KL8 2051-03-01 2 N/A 50831200.00 29827766.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L1LB9 2051-03-01 2 N/A 20331600.00 11581699.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YVDX4 2045-06-01 3 N/A 93421700.00 20887647.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNUM2 2052-04-01 2 N/A 60012400.00 40470264.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KQWY3 2050-12-01 2 N/A 65000000.00 35096235.20 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A4CG1 2042-12-01 4 N/A 190674000.00 17455483.95 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133ATS44 2051-10-01 2 N/A 23904800.00 14258721.23 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133AT3X7 2051-10-01 2.5 N/A 37141900.00 25342445.04 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133ANQS6 2051-07-01 2 N/A 59599700.00 35828175.49 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133AME36 2051-06-01 2 N/A 33388800.00 20626536.53 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133AF4D0 2051-02-01 2 N/A 37293600.00 20805610.89 Agency Mortgage-Backed Securities Y Fitch Long Rating AA+ Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 1300000000.00 1300000000.00 0.0039 N Y Y N UBS SECURITIES LLC (REPO) UBS SECURITIES LLC (REPO) 3.67 N/A T6FIZBDPKLYJKFCRVK44 0UBS18OB3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMPH0 2027-02-01 3 N/A 1000.00 5.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31346Y6S7 2049-12-01 3 N/A 2000.00 395.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132QMYB1 2045-02-01 4 N/A 6000.00 536.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296JVY9 2032-11-01 7 N/A 2250.00 1.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ2H2 2047-08-01 4 N/A 5250.00 582.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31298NAQ8 2031-05-01 5.5 N/A 10000.00 67.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5H9 2048-11-01 4 N/A 1000.00 71.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJQ37 2042-01-01 3.5 N/A 1000.00 64.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZ45 2047-05-01 4 N/A 2000.00 206.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCW1 2051-12-01 3.5 N/A 1000.00 609.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9WL2 2043-10-01 3 N/A 1000.00 164.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZM5 2047-02-01 3 N/A 1000.00 206.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M62Y3 2038-11-01 5 N/A 6000.00 15.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287TPP4 2032-06-01 7 N/A 51000.00 49.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132M5SV5 2044-03-01 4.5 N/A 5000.00 335.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ6R6 2049-05-01 5 N/A 1000.00 110.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HN27 2031-08-01 7 N/A 5000.00 1.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WMCQ5 2047-04-01 4 N/A 15000.00 1527.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEJ80 2049-06-01 4 N/A 3300.00 317.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31293YKM7 2029-11-01 7 N/A 15000.00 3.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287TDJ1 2032-05-01 7 N/A 16000.00 89.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QFZ8 2047-08-01 6.182 N/A 90000.00 8889.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KVJ89 2037-08-01 6 N/A 3334.00 59.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KUS73 2037-08-01 6 N/A 25000.00 382.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7FE8 2027-07-01 6 N/A 25000.00 49.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV7B5 2050-09-01 2 N/A 3000.00 1442.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJU24 2044-08-01 4.5 N/A 9500.00 551.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJXL9 2045-12-01 4 N/A 7000.00 707.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WPRL3 2047-07-01 3.5 N/A 1000.00 117.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QKX7 2051-05-01 6.302 N/A 50000.00 7666.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31297AVC5 2034-06-01 6 N/A 5000.00 168.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MFGR3 2032-08-01 3.5 N/A 1000.00 112.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6A91 2036-12-01 2 N/A 1200.00 662.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJWV8 2045-08-01 3.5 N/A 3000.00 291.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296LKE0 2033-08-01 5 N/A 5000.00 16.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJS84 2043-08-01 4 N/A 5000.00 328.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335BEE2 2041-05-01 5 N/A 3000.00 589.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GGAW5 2041-08-01 4 N/A 3680.00 150.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945CB2 2041-01-01 4.5 N/A 24000.00 1403.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292G6T8 2029-11-01 7.5 N/A 15000.00 10.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PXA97 2026-11-01 3 N/A 9000.00 46.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HY25 2033-10-01 6 N/A 30000.00 138.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HQ31 2032-06-01 6 N/A 30000.00 74.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV4P7 2049-12-01 3 N/A 3000.00 521.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31306XQY2 2027-09-01 3 N/A 4000.00 50.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132L65V9 2045-05-01 4 N/A 4000.00 444.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287MQ60 2031-12-01 6.5 N/A 18000.00 26.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5ED8 2037-11-01 5.5 N/A 78000.00 422.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJXY1 2046-02-01 4 N/A 10465.00 1000.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJUZ1 2044-08-01 3.5 N/A 2021.00 152.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7L27 2029-04-01 4 N/A 12000.00 55.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M74W3 2040-08-01 4.5 N/A 4000.00 87.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HTE5 2032-08-01 7 N/A 31000.00 23.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128K8F50 2035-10-01 5 N/A 13000.00 40.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXDP2 2035-10-01 5 N/A 38000.00 252.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5DM9 2036-12-01 5 N/A 13000.00 113.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HX67 2033-09-01 4 N/A 10000.00 160.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7MV5 2039-06-01 4.5 N/A 5000.00 57.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132L5ST1 2043-10-01 4.5 N/A 1000.00 156.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PYJD7 2027-03-01 3 N/A 72019.00 490.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296LWK3 2033-08-01 6 N/A 17000.00 79.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296J2J4 2033-07-01 5.5 N/A 34400.00 103.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287XG83 2032-08-01 6 N/A 20000.00 38.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M4GD9 2037-01-01 6 N/A 18000.00 107.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292JAL4 2034-04-01 5 N/A 10000.00 98.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJX39 2046-03-01 3 N/A 4246.00 556.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYG9 2046-06-01 3 N/A 2000.00 292.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128FPRK2 2027-06-01 7.5 N/A 50000.00 47.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJCE8 2035-07-01 5.5 N/A 20750.00 234.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283H5V3 2034-12-01 4.5 N/A 5000.00 68.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312941U88 2040-08-01 4.5 N/A 2000.00 15.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJUN8 2044-05-01 4 N/A 1000.00 58.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HRL1 2032-04-01 7 N/A 768000.00 559.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PYX58 2027-04-01 3 N/A 1000.00 13.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KXEX5 2037-10-01 6 N/A 80000.00 902.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMSP9 2029-09-01 3.5 N/A 8000.00 361.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWM35 2034-04-01 3.5 N/A 2000.00 401.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD7L6 2034-03-01 3.5 N/A 2000.00 160.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312943ZX4 2040-11-01 4 N/A 1034.00 36.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GRZ1 2027-03-01 7 N/A 10000.00 0.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9T23 2032-09-01 3 N/A 4000.00 434.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GD3F7 2041-05-01 4 N/A 2000.00 145.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312938K51 2039-12-01 4.5 N/A 7999.00 132.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HJ71 2031-02-01 7.5 N/A 50000.00 7.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5P1 2048-12-01 4.5 N/A 6000.00 416.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31297KWD0 2029-07-01 8 N/A 100000.00 954.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KNG56 2037-04-01 5 N/A 5000.00 43.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GWG7 2028-09-01 6.5 N/A 445000.00 149.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287PC84 2032-02-01 6 N/A 7000.00 48.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132HQMW9 2042-12-01 3 N/A 1000.00 197.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC35 2052-01-01 3 N/A 1000.00 623.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288FSS4 2033-01-01 6 N/A 6000.00 19.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7A97 2038-12-01 5 N/A 20000.00 164.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287RP94 2032-04-01 6.5 N/A 2500.00 2.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PWV21 2026-10-01 3 N/A 13000.00 43.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZB9 2046-12-01 3 N/A 9973.00 1775.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5U0 2049-01-01 4.5 N/A 5000.00 295.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GSK3 2027-05-01 7 N/A 54000.00 6.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7NR3 2039-05-01 5 N/A 10000.00 145.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVC1 2044-10-01 4 N/A 2006.00 144.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296LBU4 2033-08-01 5.5 N/A 50000.00 240.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJF54 2037-03-01 6 N/A 2000.00 16.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HL28 2031-09-01 6 N/A 19000.00 28.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945DN5 2041-01-01 3.5 N/A 12000.00 700.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HWZ4 2033-04-01 6 N/A 22000.00 44.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292LHQ1 2042-04-01 3.5 N/A 2000.00 252.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV5S0 2050-04-01 3.5 N/A 34000.00 6813.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5C0 2048-10-01 4 N/A 2000.00 141.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292JBH2 2034-05-01 5.5 N/A 7000.00 71.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D54L3 2035-01-01 3 N/A 2000.00 313.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3Z6 2049-10-01 3 N/A 23000.00 3426.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWC93 2034-05-01 3.5 N/A 6000.00 733.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283G3D7 2027-10-01 7.5 N/A 60000.00 5.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJBJ8 2035-02-01 5 N/A 10000.00 94.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128CUQM1 2029-01-01 6.5 N/A 49000.00 197.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HZK3 2033-09-01 6 N/A 10000.00 64.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3L7 2049-07-01 4 N/A 5000.00 512.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296MGU7 2033-09-01 5 N/A 65977.00 404.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MDKE2 2027-05-01 4 N/A 20000.00 10.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJEV8 2036-08-01 6.5 N/A 10000.00 77.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128FRY46 2027-09-01 7 N/A 145000.00 69.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KQB96 2037-04-01 5.5 N/A 33000.00 253.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HBB9 2030-03-01 8 N/A 10000.00 3.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GZ66 2029-05-01 7 N/A 5000.00 1.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31281BRQ5 2037-05-01 4.5 N/A 120313.00 91.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GXH4 2028-11-01 6 N/A 65000.00 26.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HFT6 2030-10-01 7 N/A 6000.00 2.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HKY9 2031-08-01 7 N/A 40000.00 37.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KEC68 2036-06-01 6 N/A 50000.00 623.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KNDN0 2037-04-01 7.5 N/A 80000.00 393.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296QCQ1 2033-11-01 5.5 N/A 15000.00 69.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296P5J7 2033-11-01 5 N/A 45000.00 394.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3J2 2049-07-01 3.5 N/A 27000.00 2421.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6NJ3 2037-01-01 5.5 N/A 10000.00 126.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GUKM5 2042-06-01 3.5 N/A 1000.00 76.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128K8TQ9 2035-11-01 5 N/A 10000.00 43.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJU32 2044-08-01 4 N/A 2000.00 139.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ6J4 2049-04-01 4 N/A 8000.00 588.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9XS6 2043-12-01 5.5 N/A 2000.00 125.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9XG2 2043-12-01 4 N/A 3000.00 288.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6XE3 2038-10-01 6 N/A 10000.00 184.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJLD0 2039-02-01 5 N/A 18334.00 202.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HJK1 2031-04-01 6 N/A 119000.00 115.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J82U3 2043-04-01 3.5 N/A 20000.00 1762.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GYM2 2029-02-01 6 N/A 25000.00 17.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292SCG3 2045-02-01 4 N/A 28000.00 1240.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312946JT4 2041-03-01 4 N/A 2077.00 99.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J7ZJ4 2043-03-01 3.5 N/A 2167.00 341.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HSN6 2032-05-01 7.5 N/A 64000.00 218.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307GEL9 2029-02-01 3.5 N/A 11000.00 464.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXMR8 2036-04-01 6 N/A 15000.00 97.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMRU9 2029-01-01 3.5 N/A 5000.00 211.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJFJ4 2036-12-01 6 N/A 5000.00 39.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307NNU4 2030-07-01 3.5 N/A 3000.00 188.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PXX35 2027-02-01 3.5 N/A 16000.00 43.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPUC0 2052-08-01 4.5 N/A 6800.00 4839.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HBL8 2028-07-01 6 N/A 25000.00 7.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KL7C5 2051-06-01 3 N/A 1000.00 700.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYK0 2046-06-01 4.5 N/A 3000.00 223.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292G2R6 2029-06-01 6 N/A 70000.00 62.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3K9 2049-07-01 4.5 N/A 1000.00 106.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292K2L0 2040-06-01 5 N/A 25000.00 693.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KWHY2 2037-09-01 5.5 N/A 100000.00 176.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEAT3 2048-11-01 4.5 N/A 1000.00 127.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9D25 2039-09-01 5 N/A 3000.00 74.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJX70 2046-04-01 3 N/A 3000.00 388.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GUG9 2027-12-01 6 N/A 4000.00 0.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31322Y4L2 2045-09-01 3.5 N/A 53000.00 3846.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HRH9 2032-08-01 6 N/A 99990.00 203.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXE97 2035-12-01 5 N/A 5000.00 34.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945SX7 2041-02-01 4.5 N/A 17000.00 271.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287YPC2 2032-09-01 7.5 N/A 497000.00 2789.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HQN7 2032-05-01 6 N/A 20000.00 45.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYT1 2046-09-01 3 N/A 3000.00 464.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PXTU0 2027-01-01 3.5 N/A 1000.00 3.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288LBS9 2029-08-01 6.5 N/A 370000.00 237.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HN43 2031-09-01 7 N/A 2750.00 1.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HXB5 2033-06-01 5 N/A 14667.00 79.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJWQ9 2045-07-01 3.5 N/A 3000.00 304.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HMU5 2031-12-01 6.5 N/A 5000.00 4.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMYG2 2033-10-01 3.5 N/A 4000.00 295.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312938JX2 2039-12-01 4.5 N/A 5333.00 114.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31339SX42 2049-10-01 4 N/A 4000.00 597.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KE5E9 2036-09-01 6 N/A 100000.00 335.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJWC0 2045-05-01 4 N/A 6000.00 470.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XYDZ7 2048-04-01 4 N/A 8693.00 1463.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPQF8 2052-07-01 3.5 N/A 4000.00 3066.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXE22 2035-10-01 4.5 N/A 8000.00 50.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADWF1 2048-12-01 4.5 N/A 18256.00 1265.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31293LN67 2029-03-01 6 N/A 25000.00 7.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJGP9 2037-06-01 6 N/A 18342.00 104.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7C35 2026-09-01 6.5 N/A 25000.00 16.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9U62 2033-07-01 3.5 N/A 14000.00 1102.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MC6N0 2026-10-01 3.5 N/A 16168.00 38.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31297VY69 2035-11-01 5 N/A 12000.00 46.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6RH3 2038-09-01 5.5 N/A 9000.00 59.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ3H1 2048-02-01 3 N/A 2000.00 277.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945ZK7 2041-02-01 4.5 N/A 1096.00 30.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GSTW9 2042-04-01 3.5 N/A 1006.00 85.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ4R8 2048-08-01 4 N/A 1000.00 73.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6V2 2050-08-01 3 N/A 1000.00 291.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJAD2 2034-07-01 6 N/A 10000.00 76.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HRF4 2032-03-01 5.5 N/A 52000.00 86.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXRW2 2036-07-01 5 N/A 1950.00 15.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31298YZJ3 2031-11-01 6 N/A 45000.00 15.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GUKL7 2042-06-01 3.5 N/A 1000.00 76.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJXC9 2045-10-01 4.5 N/A 2000.00 274.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31294MF97 2026-05-01 3.5 N/A 4000.00 1.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5T3 2049-01-01 4 N/A 4750.00 305.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M4C84 2036-12-01 6 N/A 88000.00 703.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.5 N/A 1000.00 678.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335AGJ1 2044-12-01 4.5 N/A 1000.00 77.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31298ACN1 2030-05-01 6.5 N/A 155000.00 300.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MAFA2 2045-03-01 3.5 N/A 27000.00 3411.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV5E1 2050-02-01 3.5 N/A 1000.00 144.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEEZ5 2049-05-01 4 N/A 7000.00 578.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PYYP3 2027-04-01 2.5 N/A 5000.00 49.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HRA5 2032-04-01 7 N/A 32000.00 31.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HAJ3 2030-01-01 7 N/A 3000.00 1.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M87G3 2041-11-01 4.5 N/A 2000.00 130.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945ZL5 2041-02-01 4.5 N/A 14000.00 473.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMPZ0 2027-07-01 2.5 N/A 1000.00 14.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMSR5 2029-10-01 3 N/A 3000.00 147.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HNX8 2032-01-01 7 N/A 12000.00 14.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ2Z2 2047-12-01 3 N/A 3000.00 444.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296JTA4 2033-06-01 5.5 N/A 10000.00 28.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31297NLQ7 2035-01-01 5 N/A 10000.00 60.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HK94 2031-09-01 6.5 N/A 425000.00 261.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7FG6 2038-12-01 5.5 N/A 33000.00 217.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283GXX0 2027-03-01 8 N/A 285000.00 6.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329QYE5 2049-05-01 4.5 N/A 1000.00 109.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVV9 2045-02-01 3.5 N/A 1000.00 88.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31298FUS9 2029-02-01 5 N/A 13000.00 86.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJWW6 2045-08-01 4 N/A 4500.00 385.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6A8 2050-05-01 4.5 N/A 3000.00 661.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292G2K1 2029-06-01 7 N/A 5000.00 2.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYE4 2046-05-01 4.5 N/A 3000.00 328.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HS88 2033-01-01 5.5 N/A 12500.00 43.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HL93 2031-11-01 6.5 N/A 75000.00 61.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287YKA1 2032-09-01 6.5 N/A 44000.00 85.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132Y1HC5 2048-07-01 4.5 N/A 5750.00 467.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31294NX20 2028-03-01 2.5 N/A 13000.00 456.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3W34 2050-10-01 2 N/A 23000.00 10793.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296MC49 2033-08-01 5 N/A 4400.00 53.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5CZ1 2037-10-01 6 N/A 40000.00 137.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7EL3 2027-05-01 5 N/A 10000.00 14.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31298SLV4 2030-01-01 7 N/A 28750.00 49.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288GY97 2033-02-01 5.5 N/A 10000.00 99.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QLR9 2050-05-01 5.574 N/A 50000.00 10900.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9VH7 2033-09-01 3.5 N/A 4000.00 311.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312946C79 2041-02-01 4 N/A 4071.00 193.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HXL3 2033-06-01 6 N/A 48000.00 233.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7EB5 2027-05-01 5.5 N/A 65000.00 81.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5SH4 2038-01-01 6.5 N/A 22000.00 175.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KV7K5 2037-09-01 6 N/A 70000.00 184.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVH0 2044-11-01 3.5 N/A 4314.00 322.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HNB6 2032-01-01 6 N/A 25000.00 40.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJX47 2046-03-01 3.5 N/A 4000.00 419.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3129353D9 2039-09-01 5.5 N/A 3000.00 80.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GFMW4 2041-07-01 4.5 N/A 2000.00 90.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312935L56 2039-09-01 4.5 N/A 60000.00 2038.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMY49 2034-04-01 3.5 N/A 1000.00 77.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWAU8 2034-06-01 3.5 N/A 3000.00 347.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWAG8 2050-11-01 2.5 N/A 6000.00 2596.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3T0 2049-09-01 3 N/A 1000.00 133.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWMH4 2035-04-01 3.5 N/A 2000.00 569.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJW71 2045-09-01 4 N/A 6500.00 528.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HVQ4 2033-03-01 5 N/A 10000.00 53.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292G5D4 2029-08-01 7 N/A 5000.00 1.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287RFP9 2032-04-01 7 N/A 36000.00 143.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132Y23P9 2048-10-01 4 N/A 6000.00 423.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV4R3 2049-12-01 4 N/A 3000.00 437.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296NA23 2033-10-01 5.5 N/A 5000.00 82.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HUQ5 2033-02-01 6 N/A 15000.00 68.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ4X5 2048-09-01 4.5 N/A 1000.00 82.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335ATA6 2042-02-01 5 N/A 20000.00 2210.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307YPC8 2034-03-01 3.5 N/A 3000.00 264.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288FB37 2033-02-01 5 N/A 25000.00 124.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128CUKH8 2026-08-01 5 N/A 56000.00 6.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31293ADY1 2028-09-01 7.5 N/A 49000.00 24.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9P48 2040-08-01 5.5 N/A 3000.00 131.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV4H5 2049-11-01 3 N/A 1000.00 160.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M4ZX4 2037-08-01 6 N/A 13040.00 44.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128JLKD0 2033-11-01 6.266 N/A 85000.00 563.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ2T6 2047-09-01 4 N/A 1000.00 120.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJJB7 2038-03-01 6 N/A 15000.00 121.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HGC2 2030-11-01 7 N/A 55000.00 33.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWAN3 2050-12-01 2 N/A 2540.00 1371.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307AVU3 2028-02-01 3 N/A 3000.00 68.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HUP7 2033-02-01 5.5 N/A 20000.00 89.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJU81 2044-09-01 4 N/A 3500.00 228.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HPA7 2031-10-01 7 N/A 3000.00 1.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329QWF4 2049-05-01 4 N/A 6000.00 487.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HJU9 2031-05-01 7 N/A 60000.00 24.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287LR53 2031-12-01 5.5 N/A 34000.00 50.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HJE5 2031-04-01 7 N/A 7000.00 3.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31294BRL1 2029-12-01 7 N/A 5000.00 1.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6UT3 2036-01-01 5.5 N/A 19000.00 171.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335GN27 2026-05-01 8 N/A 6000.00 0.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HHX6 2030-11-01 8.5 N/A 20000.00 12.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288EWB9 2033-01-01 6 N/A 60000.00 117.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y7MD6 2048-11-01 4.5 N/A 3000.00 106.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945AM0 2041-01-01 4 N/A 2000.00 105.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5D8 2048-10-01 4.5 N/A 3000.00 271.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMX24 2033-07-01 3.5 N/A 4000.00 315.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJY0 2053-10-01 4 N/A 1000.00 829.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HC78 2028-08-01 8.5 N/A 215000.00 35.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292J5V8 2036-11-01 6.5 N/A 3000.00 29.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MDR70 2028-07-01 3 N/A 1000.00 31.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVN7 2044-12-01 3.5 N/A 1000.00 81.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJX62 2046-03-01 4.5 N/A 6000.00 532.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVR8 2045-01-01 3.5 N/A 13000.00 1105.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KYWY1 2042-05-01 3 N/A 3000.00 2076.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYC8 2046-05-01 3.5 N/A 27874.00 2889.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GRW8 2027-01-01 6.5 N/A 35000.00 5.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HDJ0 2030-06-01 8 N/A 5000.00 1.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292K6A0 2040-12-01 4 N/A 4000.00 86.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335BW77 2041-06-01 5.5 N/A 3000.00 759.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMWC3 2032-04-01 3.5 N/A 1000.00 92.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296NXG7 2033-10-01 6 N/A 30000.00 142.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292LEQ4 2042-02-01 3.5 N/A 4000.00 180.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMXT5 2033-05-01 3.5 N/A 1000.00 89.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y7TD9 2048-11-01 4 N/A 5000.00 442.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288HEK2 2033-04-01 5.5 N/A 8000.00 15.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYY0 2046-10-01 3 N/A 1000.00 157.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJXA3 2045-10-01 4 N/A 6000.00 502.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31334XJS9 2049-07-01 4 N/A 3000.00 279.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31298WMD4 2031-10-01 6 N/A 80000.00 145.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LDA38 2038-07-01 6 N/A 80667.00 503.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283GUL9 2026-08-01 6 N/A 50000.00 1.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WH5N1 2046-11-01 3 N/A 1000.00 185.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M66H6 2039-01-01 5.5 N/A 5000.00 31.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y9PE7 2034-02-01 3.5 N/A 1000.00 77.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5Q9 2048-12-01 5 N/A 2666.00 202.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M8CW2 2038-09-01 6.5 N/A 61000.00 788.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GTP1 2027-09-01 6.5 N/A 15000.00 3.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6K6 2050-07-01 3 N/A 1000.00 272.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307EV27 2028-10-01 3.5 N/A 3000.00 189.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HN84 2031-09-01 7 N/A 5000.00 2.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GLDQ4 2041-12-01 3.5 N/A 1000.00 121.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMSK0 2029-08-01 3.5 N/A 1000.00 43.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMU35 2031-05-01 3 N/A 2000.00 177.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M4Q71 2037-04-01 5.5 N/A 28000.00 162.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC84 2052-02-01 3 N/A 2000.00 1304.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXTY6 2036-09-01 6.5 N/A 19000.00 102.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6T65 2038-09-01 4.5 N/A 35822.00 335.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQJ98 2052-05-01 3.5 N/A 18000.00 13394.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312938SY0 2040-01-01 4 N/A 1129.00 41.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132L8QH3 2047-04-01 4.5 N/A 2000.00 211.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292G5W2 2029-09-01 7.5 N/A 15000.00 8.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31298SUS1 2031-01-01 6.5 N/A 25000.00 36.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMTP8 2030-06-01 3 N/A 4000.00 301.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HAA2 2029-12-01 8 N/A 270000.00 106.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVS6 2045-01-01 4 N/A 17000.00 1303.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9T31 2032-09-01 3.5 N/A 2000.00 233.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWGH0 2053-02-01 5.5 N/A 1000.00 723.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HS89 2032-08-01 6.5 N/A 57000.00 56.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QK33 2049-06-01 6.301 N/A 80000.00 13345.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMS38 2030-01-01 3 N/A 1011.00 60.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXBW9 2035-08-01 4.5 N/A 13770.00 127.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6X8 2050-08-01 4 N/A 1000.00 206.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287MUA6 2032-01-01 6 N/A 75000.00 35.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV5D3 2050-02-01 3 N/A 8000.00 1464.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312933AP9 2039-05-01 4 N/A 18000.00 164.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QK58 2046-05-01 6.284 N/A 50000.00 14164.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HJ70 2031-06-01 6 N/A 36668.00 28.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5Z37 2038-03-01 6 N/A 31000.00 253.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZ98 2048-09-01 4 N/A 7750.00 552.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9T94 2048-09-01 4 N/A 1000.00 76.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MPGS8 2027-11-01 2.5 N/A 1000.00 27.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417TXW3 2039-12-01 5 N/A 1000.00 30.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AF69 2037-08-01 5.5 N/A 2000.00 37.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JZP2 2031-03-01 6 N/A 109000.00 141.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417UW84 2040-02-01 4.5 N/A 10000.00 235.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WEJ59 2045-04-01 3.5 N/A 9500.00 1811.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN6Y3 2052-05-01 3 N/A 1000.00 731.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381C5S2 2028-11-01 7.5 N/A 26000.00 2.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407CHH3 2035-08-01 5 N/A 2000.00 17.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ3F8 2052-08-01 3.5 N/A 2000.00 1551.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2V3 2041-07-01 2 N/A 10000.00 5820.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WARA7 2043-12-01 4.5 N/A 2000.00 58.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WK4P7 2047-06-01 3.5 N/A 7750.00 800.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YNH59 2045-05-01 4 N/A 7000.00 192.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9GM7 2048-02-01 3.5 N/A 2000.00 264.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C2X1 2033-10-01 3.5 N/A 4000.00 272.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBNR7 2051-01-01 3.5 N/A 2500.00 834.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C7E8 2049-02-01 4 N/A 17500.00 990.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402XDE3 2033-09-01 5.5 N/A 10000.00 20.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371J5A8 2031-06-01 6.5 N/A 75000.00 42.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7M89 2050-05-01 3.5 N/A 3000.00 641.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385W2D0 2033-03-01 6 N/A 12093.00 27.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VPK2 2028-12-01 6 N/A 89500.00 50.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411JLH7 2037-02-01 5 N/A 8032.00 58.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380BBN9 2028-07-01 6 N/A 190000.00 62.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HLJY3 2048-08-01 4.5 N/A 6000.00 327.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407HTA4 2036-02-01 6 N/A 30000.00 210.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31379J2Y1 2028-04-01 7 N/A 6000.00 3.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JKW7 2032-07-01 7 N/A 2250000.00 5490.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410ATY2 2036-05-01 6 N/A 16000.00 27.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371J7A6 2031-07-01 6.5 N/A 5000.00 3.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376KNN2 2035-06-01 5.5 N/A 6000.00 46.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9L86 2050-08-01 4 N/A 2000.00 480.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LJP5 2033-12-01 6 N/A 20000.00 125.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KXM1 2038-10-01 6.5 N/A 120000.00 826.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BRU3 2027-04-01 3 N/A 3000.00 25.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404UZF0 2034-06-01 5.5 N/A 3454.00 43.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417ESX0 2043-01-01 3 N/A 15000.00 2303.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E5YJ1 2027-01-01 3 N/A 1000.00 8.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388W7A8 2031-12-01 6.5 N/A 36740.00 312.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371FKX9 2026-07-01 7.5 N/A 12000.00 0.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NWX9 2038-06-01 5.5 N/A 6000.00 53.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5V2 2034-01-01 3.5 N/A 2000.00 141.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XD95 2033-04-01 6 N/A 48000.00 114.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DTM4 2035-10-01 2 N/A 2000.00 750.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390NTS1 2032-07-01 7 N/A 50000.00 73.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416XZB9 2041-03-01 5 N/A 10000.00 168.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X14D5 2028-08-01 2.5 N/A 9000.00 343.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JJK1 2030-05-01 8 N/A 63000.00 29.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GHK5 2036-07-01 6.5 N/A 49943.00 133.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410SCE5 2036-10-01 6.5 N/A 40000.00 689.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KDN8 2031-09-01 7.5 N/A 14000.00 7.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KMG6 2036-12-01 5 N/A 3000.00 35.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417TP51 2039-12-01 5 N/A 1000.00 35.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386CS52 2030-12-01 7 N/A 60000.00 44.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WA5S2 2029-02-01 3.5 N/A 2000.00 58.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JM70 2032-05-01 7 N/A 48000.00 68.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414NHM9 2039-02-01 4.5 N/A 2000.00 20.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEYJ5 2050-09-01 2 N/A 1900.00 977.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JJF6 2032-07-01 6.5 N/A 26058.00 30.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y5DV5 2027-06-01 3.5 N/A 15000.00 105.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400HE25 2032-12-01 6 N/A 12333.00 38.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391PE93 2032-12-01 6 N/A 25000.00 126.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AYW96 2026-11-01 3.5 N/A 2000.00 10.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGLH5 2046-02-01 4.5 N/A 3000.00 253.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407MZ40 2035-08-01 5.5 N/A 1219.00 4.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CS39 2048-01-01 3 N/A 1000.00 159.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390CVL7 2032-05-01 6 N/A 20715.00 27.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419ANJ2 2039-12-01 5.5 N/A 13000.00 158.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRA3 2037-12-01 6.5 N/A 45054.00 282.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DCX8 2049-06-01 3 N/A 4000.00 391.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EGCB8 2041-04-01 4.5 N/A 37000.00 1719.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DML3 2050-03-01 4 N/A 3000.00 446.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410K5J9 2038-10-01 6.5 N/A 9000.00 94.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415AZJ3 2038-09-01 6 N/A 3000.00 32.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KHA2 2031-10-01 8 N/A 170000.00 87.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VUP5 2030-05-01 8 N/A 16831.00 6.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HNM6 2029-05-01 6 N/A 15000.00 10.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YTEL4 2045-03-01 3.5 N/A 7000.00 805.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419ADK0 2038-02-01 5.5 N/A 4000.00 68.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414C6Y9 2038-04-01 5 N/A 7650.00 71.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417F2Y3 2028-04-01 3 N/A 4000.00 125.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413B5R8 2037-08-01 6 N/A 78000.00 352.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386GBW2 2031-01-01 7.5 N/A 15000.00 6.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YJJ7 2029-12-01 4.5 N/A 30000.00 365.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5 N/A 1000.00 776.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KMK4 2032-03-01 6 N/A 28000.00 47.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391LH73 2033-01-01 6 N/A 72000.00 1010.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DHL9 2049-11-01 3 N/A 1000.00 154.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QVT5 2034-12-01 6.5 N/A 10000.00 87.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400BWY8 2033-02-01 5.5 N/A 5535.00 7.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402TWC5 2033-09-01 5.5 N/A 3667.00 31.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386ACZ7 2030-09-01 8 N/A 6250.00 30.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 2550.00 196.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BT55 2045-08-01 4 N/A 6000.00 639.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411EYE1 2037-01-01 5 N/A 2000.00 48.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TVN6 2029-07-01 6 N/A 10000.00 3.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MFTC1 2042-11-01 3.5 N/A 10000.00 959.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3C6 2048-10-01 3.5 N/A 4500.00 381.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415XBA8 2038-10-01 6 N/A 89000.00 131.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380ARU8 2028-06-01 6.5 N/A 1000.00 0.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403AJT3 2033-10-01 5.5 N/A 10000.00 92.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409UGA7 2036-02-01 6.5 N/A 9000.00 166.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388BJW3 2031-08-01 7.5 N/A 25000.00 112.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413MPN1 2037-08-01 6.5 N/A 2000.00 15.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418WPW4 2040-08-01 5 N/A 2000.00 50.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.5 N/A 4000.00 2862.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AXR37 2041-11-01 4.5 N/A 1000.00 67.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416RRB1 2039-06-01 4.5 N/A 14000.00 158.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HNG4 2038-09-01 6 N/A 135000.00 747.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB92 2049-05-01 3.5 N/A 2000.00 147.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388KDA7 2031-10-01 6.5 N/A 52000.00 107.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402BEH3 2033-06-01 5.5 N/A 16667.00 40.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410DV49 2036-08-01 6.5 N/A 21000.00 43.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XAS6 2033-05-01 6 N/A 135000.00 356.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389TS52 2032-07-01 6 N/A 125000.00 85.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GN71 2028-04-01 7 N/A 6000.00 0.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GQ22 2037-08-01 6.5 N/A 58000.00 447.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BNN4 2037-10-01 6.5 N/A 3000.00 47.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416YJD1 2040-07-01 4.5 N/A 12000.00 820.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384WLM0 2031-05-01 6 N/A 251000.00 158.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400CEY6 2033-02-01 5.5 N/A 15000.00 41.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410TAH8 2036-08-01 6.5 N/A 20000.00 117.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XLZG0 2044-09-01 4 N/A 1000.00 71.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECZ1 2042-04-01 2.5 N/A 3000.00 1955.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384V2V3 2030-09-01 8.5 N/A 149557.00 49.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LRR2 2034-05-01 6.5 N/A 7000.00 87.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CPE8 2047-09-01 3.5 N/A 5000.00 615.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9SN2 2048-11-01 3 N/A 2750.00 476.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBJS8 2049-07-01 3.5 N/A 3000.00 292.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374CQC3 2044-09-01 5.5 N/A 18000.00 1642.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400QUA9 2033-04-01 6.548 N/A 300000.00 4055.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412XNQ3 2037-06-01 6 N/A 1000.00 7.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPN91 2045-02-01 4 N/A 4000.00 287.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409WT43 2036-04-01 5.5 N/A 370000.00 2257.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BHX7 2044-09-01 3.5 N/A 1000.00 100.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y9SW9 2045-03-01 3.5 N/A 11000.00 956.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCSC8 2029-09-01 2.5 N/A 4000.00 216.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410Q6L0 2036-11-01 6.5 N/A 6000.00 32.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384WKP4 2031-05-01 6 N/A 30000.00 17.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CHG2 2047-03-01 4 N/A 1000.00 94.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XEC7 2033-06-01 5.5 N/A 6000.00 24.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KLV1 2032-02-01 7 N/A 10000.00 13.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410SEX1 2036-06-01 6.5 N/A 7000.00 45.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415M2W4 2038-07-01 5.5 N/A 7000.00 66.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B6H4 2046-07-01 3.5 N/A 6150.00 747.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.5 N/A 8000.00 802.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPP73 2044-08-01 4 N/A 5000.00 592.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EVJC2 2046-02-01 3.5 N/A 1000.00 113.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401G3N2 2033-06-01 4.5 N/A 25000.00 1271.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HKW7 2029-03-01 6.5 N/A 175000.00 308.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371FH39 2026-05-01 6.5 N/A 44500.00 0.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WAAK3 2043-11-01 4.5 N/A 1000.00 69.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CUB8 2048-01-01 4 N/A 4000.00 479.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418TJF5 2040-05-01 5 N/A 2000.00 78.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376J2G3 2032-05-01 6.5 N/A 11273.00 0.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MQ3X9 2027-12-01 2.5 N/A 1000.00 29.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31383B3T2 2029-05-01 6 N/A 15000.00 19.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410FSJ5 2036-12-01 6 N/A 23000.00 106.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFLC8 2045-09-01 3.5 N/A 1001.00 95.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EGVB7 2036-03-01 5 N/A 3000.00 70.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AHH66 2041-06-01 4.5 N/A 1000.00 39.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QTR2 2034-11-01 6 N/A 35445.00 234.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402BFL3 2033-07-01 5.5 N/A 5000.00 22.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401CPL1 2033-05-01 5.5 N/A 42667.00 94.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387VP52 2031-09-01 6.5 N/A 21000.00 15.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W1SQ1 2043-02-01 3 N/A 1000.00 255.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388LC81 2031-11-01 6.5 N/A 25000.00 22.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WAYY7 2044-02-01 4.5 N/A 5000.00 323.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412XES9 2037-06-01 6 N/A 11000.00 117.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NP66 2038-01-01 6.5 N/A 15000.00 49.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YRCW6 2030-06-01 3.5 N/A 2000.00 108.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X1SA5 2028-12-01 3 N/A 1000.00 32.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412YFP2 2036-09-01 5.5 N/A 1000.00 16.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETFN1 2031-03-01 3.5 N/A 45000.00 4480.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDD9 2052-05-01 3 N/A 2000.00 1435.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407PU22 2035-10-01 5 N/A 9000.00 67.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XGS20 2044-02-01 3.5 N/A 1000.00 130.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGMZ4 2046-02-01 4 N/A 4750.00 448.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384WLF5 2031-05-01 6.5 N/A 247000.00 113.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413KYS4 2037-11-01 5.5 N/A 1000.00 3.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MLBY9 2042-12-01 4 N/A 2000.00 208.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KZA2 2033-02-01 5.5 N/A 11000.00 35.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GVB9 2036-12-01 5 N/A 16000.00 135.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391RNA6 2032-12-01 6.5 N/A 24000.00 84.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HLU0 2029-04-01 6.5 N/A 2500.00 1.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A97C2 2041-06-01 4.5 N/A 7000.00 386.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413FJR4 2037-07-01 6.5 N/A 2000.00 13.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YTCG7 2045-06-01 4 N/A 4000.00 738.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413YRR4 2037-11-01 6 N/A 3334.00 11.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382YAY4 2029-04-01 6 N/A 5000.00 3.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKU5 2050-01-01 3.5 N/A 4000.00 546.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JJC3 2032-07-01 6.5 N/A 217319.00 290.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KR37 2032-08-01 6.5 N/A 18000.00 28.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390LTH9 2032-08-01 6.5 N/A 46000.00 73.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385AT72 2030-06-01 9 N/A 10000.00 19.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZ80 2048-09-01 3.5 N/A 7750.00 730.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412APN8 2038-05-01 6.5 N/A 55000.00 688.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BQA7 2045-04-01 3 N/A 41000.00 2179.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBJL3 2049-07-01 3.5 N/A 6100.00 704.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402X4D5 2033-10-01 5.5 N/A 6000.00 38.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KDL2 2031-10-01 6.5 N/A 30000.00 22.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELFL2 2028-02-01 3.5 N/A 8000.00 38.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GSRX2 2047-10-01 3.5 N/A 2000.00 298.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JF86 2032-06-01 6.5 N/A 23676.00 22.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4 N/A 1000.00 768.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JRN0 2032-11-01 6 N/A 127040.00 257.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411RDS4 2037-04-01 5.5 N/A 14000.00 241.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380HQ42 2028-10-01 6 N/A 30137.00 1.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DLV2 2050-02-01 3.5 N/A 2000.00 275.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CVZ4 2048-04-01 3 N/A 4000.00 589.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BSK3 2035-07-01 3.5 N/A 7500.00 962.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCG75 2034-11-01 3.5 N/A 13000.00 2646.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BG34 2044-08-01 4 N/A 1118.00 111.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CKH6 2047-05-01 4 N/A 2000.00 196.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE63 2052-07-01 4.5 N/A 3000.00 2259.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MG2Y0 2027-11-01 3 N/A 1000.00 16.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414LYJ1 2038-03-01 5.5 N/A 23000.00 174.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W3QL0 2043-02-01 3 N/A 1000.00 208.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W5ZF8 2028-03-01 3 N/A 1000.00 15.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402LN24 2033-09-01 5.5 N/A 10000.00 96.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LFX2 2033-11-01 5 N/A 24000.00 232.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AFC7 2027-05-01 3 N/A 4000.00 34.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409JDG2 2036-05-01 6 N/A 10000.00 99.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407UEQ6 2035-12-01 5.5 N/A 7000.00 55.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416SWP2 2039-06-01 5 N/A 3000.00 137.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KWH0 2032-12-01 5.5 N/A 30734.00 86.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AVQC2 2041-10-01 4 N/A 1667.00 68.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A7FZ6 2041-02-01 4.5 N/A 23500.00 730.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXN9 2048-06-01 4 N/A 3000.00 249.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416YXR4 2041-08-01 4 N/A 9000.00 400.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413TBC5 2037-04-01 6.5 N/A 90000.00 1475.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MLB1 2035-12-01 5.5 N/A 42047.00 360.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MQCT8 2043-01-01 3.5 N/A 20000.00 825.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KKK6 2032-01-01 6 N/A 22000.00 31.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382G3W5 2029-02-01 6 N/A 15000.00 8.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.5 N/A 1000.00 649.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CDR3 2042-07-01 3.5 N/A 1188.00 96.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138NY2R5 2043-02-01 3.5 N/A 1000.00 169.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409WGV7 2036-08-01 6 N/A 18667.00 130.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413JYR9 2037-10-01 6 N/A 10000.00 62.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ABBZ1 2041-04-01 4.5 N/A 3072.00 117.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410WTB4 2037-07-01 6 N/A 15000.00 147.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKYW9 2043-01-01 4 N/A 3333.00 340.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371K6D8 2033-05-01 6 N/A 20363.00 78.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KAN4 2037-10-01 6.5 N/A 76000.00 392.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WW2F5 2043-06-01 4 N/A 1000.00 94.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DES7 2049-08-01 3 N/A 5000.00 546.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AWT1 2028-07-01 3 N/A 3000.00 96.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4 N/A 10000.00 743.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406ARN4 2034-11-01 5 N/A 3000.00 9.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HJS3 2026-08-01 7 N/A 300000.00 1.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408C4D5 2035-12-01 5.5 N/A 13000.00 151.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385E6C8 2030-06-01 8 N/A 50000.00 105.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4 N/A 2000.00 1552.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPEQ3 2039-10-01 6 N/A 1000.00 101.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JQQS5 2049-07-01 4 N/A 4000.00 633.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DL34 2050-02-01 4.5 N/A 2000.00 256.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VPW6 2029-11-01 6.5 N/A 58668.00 41.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DEV0 2049-08-01 4.5 N/A 5000.00 476.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418XXX1 2040-08-01 5 N/A 8000.00 94.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CUA0 2048-02-01 3.5 N/A 2000.00 255.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MN2P4 2042-12-01 3.5 N/A 1667.00 244.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAR3 2049-03-01 4 N/A 1000.00 67.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YZV2 2041-05-01 4.5 N/A 6032.00 160.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406ARX2 2034-11-01 5 N/A 10000.00 25.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411S2T2 2037-03-01 5 N/A 2000.00 34.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5FE4 2030-11-01 3.5 N/A 1000.00 49.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407Y7E3 2035-11-01 6 N/A 38000.00 233.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382YH35 2029-04-01 6.5 N/A 10000.00 6.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MWJ2 2036-07-01 6 N/A 5000.00 20.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPAH7 2045-02-01 4.5 N/A 2000.00 126.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374CM78 2038-10-01 6.5 N/A 59000.00 380.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CYK2 2034-04-01 5 N/A 20835.00 158.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HVE5 2029-07-01 8 N/A 61678.00 29.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371H4K1 2029-12-01 8 N/A 16000.00 6.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404BQG0 2034-02-01 6.5 N/A 40000.00 239.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389SU28 2032-02-01 6 N/A 50000.00 72.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y1YY5 2044-09-01 4 N/A 1000.00 57.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381B2J7 2028-12-01 6.5 N/A 30000.00 11.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ANDY6 2041-08-01 4 N/A 3000.00 123.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A74R6 2041-03-01 4.5 N/A 4000.00 122.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EN7G8 2044-11-01 4.5 N/A 3000.00 244.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WN3Y3 2043-04-01 3.5 N/A 5000.00 570.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HNN9 2039-09-01 5 N/A 3000.00 49.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4F84 2049-05-01 4 N/A 2000.00 325.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385H3Q3 2032-01-01 5.5 N/A 40000.00 77.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XJCE5 2029-01-01 3.5 N/A 25000.00 460.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGN6 2049-10-01 4 N/A 3000.00 413.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DUV2 2050-10-01 4.5 N/A 1000.00 258.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387EXR3 2031-06-01 6.5 N/A 11000.00 24.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388K5X6 2031-10-01 6.5 N/A 15000.00 9.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 3000.00 2314.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411SLJ3 2037-02-01 6.5 N/A 36435.00 309.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9V93 2050-06-01 3.5 N/A 1000.00 321.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BST6 2039-01-01 6.5 N/A 19000.00 159.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LTV1 2034-09-01 6 N/A 10000.00 55.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENYB9 2029-12-01 4 N/A 2000.00 26.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DNJ7 2050-04-01 3.5 N/A 1000.00 160.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407JG63 2036-11-01 5.5 N/A 25070.00 208.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417Y7H4 2031-11-01 3.5 N/A 4000.00 118.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJ4P0 2039-06-01 5 N/A 2000.00 68.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHGK2 2026-09-01 4.5 N/A 60000.00 35.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BMS4 2038-10-01 6 N/A 54667.00 657.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJ6S2 2042-11-01 3.5 N/A 1000.00 81.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380XCL4 2028-12-01 6 N/A 65000.00 127.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A9MW1 2041-03-01 4 N/A 3000.00 380.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410WND6 2037-06-01 5.5 N/A 10000.00 41.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EXEX7 2046-09-01 3 N/A 2000.00 354.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBJQ2 2049-07-01 4 N/A 2000.00 228.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412DLV8 2037-02-01 5.5 N/A 200000.00 540.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CJE5 2047-04-01 4 N/A 10000.00 958.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 3874.00 1953.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371H4J4 2029-11-01 7.5 N/A 19000.00 7.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386F6B6 2031-02-01 6 N/A 367336.00 81.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410WKW7 2037-05-01 5.5 N/A 69000.00 523.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411GBD3 2037-03-01 5.5 N/A 2000.00 30.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KT92 2032-09-01 5.5 N/A 23000.00 53.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JK49 2032-07-01 7 N/A 500000.00 545.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LKY4 2034-02-01 5.5 N/A 10000.00 73.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQB1 2050-06-01 3.5 N/A 1000.00 218.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BKL1 2038-11-01 5 N/A 1031.00 7.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414USX7 2038-03-01 5 N/A 1000.00 7.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400M3R1 2033-02-01 6 N/A 40000.00 317.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413UHB8 2037-11-01 6.5 N/A 3000.00 25.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374CNV4 2037-08-01 5.5 N/A 61500.00 1961.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MDS3 2035-08-01 5 N/A 9000.00 54.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VQJ4 2030-02-01 6.5 N/A 5000.00 3.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411UKQ3 2037-04-01 5.5 N/A 10000.00 18.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQTZ5 2044-06-01 4.5 N/A 1000.00 108.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB27 2029-05-01 3.5 N/A 3000.00 163.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381B2H1 2028-12-01 6 N/A 32732.00 22.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413TBB7 2037-09-01 6 N/A 3000.00 20.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411DS75 2037-02-01 5.5 N/A 14500.00 65.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386HMR9 2031-01-01 7.5 N/A 25000.00 3.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KTC5 2032-09-01 6 N/A 50000.00 92.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386FRR8 2030-12-01 6 N/A 8000.00 40.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411AMA0 2036-11-01 6 N/A 25000.00 77.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MEAF7 2042-10-01 3.5 N/A 1000.00 116.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AD96 2042-03-01 3.5 N/A 1000.00 76.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390W4A7 2032-08-01 6.5 N/A 182000.00 263.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WRK0 2040-08-01 4.5 N/A 5000.00 113.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419GCH5 2040-10-01 4.5 N/A 5000.00 174.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409A3T4 2036-03-01 6 N/A 3000.00 23.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXP4 2048-06-01 4.5 N/A 1000.00 92.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQAG7 2045-08-01 4 N/A 11000.00 1012.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413UZ44 2037-11-01 6.5 N/A 22779.00 198.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XJBE6 2044-01-01 4.5 N/A 2000.00 81.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391PNB8 2032-09-01 6.5 N/A 31000.00 34.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MCE5 2035-06-01 5 N/A 6577.00 51.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QVG3 2034-12-01 6 N/A 33710.00 232.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JPV4 2032-09-01 6.5 N/A 100000.00 115.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415BPS2 2038-04-01 5 N/A 9000.00 24.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PGG2 2036-10-01 6 N/A 29000.00 212.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406V4B9 2035-06-01 5.5 N/A 13000.00 70.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404US27 2034-06-01 6 N/A 5000.00 56.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408F6B0 2036-01-01 5 N/A 12984.00 69.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CUL6 2028-02-01 3 N/A 4000.00 172.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376PNV3 2026-10-01 7.5 N/A 7333.00 0.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381DX26 2029-01-01 6.5 N/A 45000.00 37.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XY7E8 2044-07-01 4.5 N/A 3000.00 326.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374T2L2 2029-04-01 6.5 N/A 28752.00 9.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DC67 2049-07-01 3.5 N/A 4000.00 358.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.5 N/A 13000.00 7591.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KEZ3 2038-05-01 5.5 N/A 12000.00 86.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KVF5 2032-11-01 5.5 N/A 20000.00 56.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380FQ38 2028-08-01 6 N/A 60688.00 189.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W1KQ9 2028-02-01 2.5 N/A 2000.00 36.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YYXB4 2045-11-01 4 N/A 13250.00 499.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404YAH5 2034-05-01 5 N/A 15000.00 249.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DMJ8 2050-03-01 3 N/A 5500.00 1004.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFE7 2034-09-01 2.5 N/A 2200.00 262.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W2Z73 2043-02-01 3 N/A 1000.00 137.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418U4W1 2040-07-01 5 N/A 4000.00 96.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CT95 2048-01-01 3 N/A 1500.00 233.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TP60 2029-04-01 7.5 N/A 72000.00 11.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418RGS4 2040-04-01 4.5 N/A 4000.00 81.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390MHU1 2032-08-01 6.5 N/A 50000.00 69.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4W51 2049-08-01 3.5 N/A 1000.00 132.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412V4G0 2037-07-01 5.5 N/A 7000.00 39.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2 N/A 5000.00 2431.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FPA90 2047-05-01 4.5 N/A 4000.00 557.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416M4U5 2039-03-01 5 N/A 1000.00 4.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390PX36 2032-05-01 6.5 N/A 7000.00 6.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410CXA5 2036-07-01 6.5 N/A 49000.00 331.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390LFF8 2032-07-01 6.5 N/A 19000.00 75.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LDF3 2033-08-01 6 N/A 10000.00 46.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390ABQ2 2032-06-01 6.5 N/A 53000.00 559.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380HSG3 2028-11-01 6 N/A 14667.00 2.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7CA5 2049-03-01 4 N/A 10500.00 1581.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371M6M4 2037-01-01 5.5 N/A 78000.00 188.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EN7B9 2042-02-01 5.5 N/A 2000.00 191.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHSF5 2052-04-01 2.5 N/A 5000.00 3362.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376KKS4 2035-02-01 5.5 N/A 32000.00 336.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405XC27 2034-11-01 5.5 N/A 24791.00 134.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409TRZ3 2036-04-01 5.5 N/A 18000.00 159.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404NHE9 2034-06-01 5 N/A 15000.00 83.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAL6 2034-03-01 3.5 N/A 4000.00 284.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412TZG1 2038-11-01 5 N/A 3108.00 11.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFX84 2045-11-01 3.5 N/A 1000.00 86.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B3S3 2046-05-01 3 N/A 6000.00 767.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4QV1 2049-08-01 3.5 N/A 8000.00 730.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LCD9 2033-09-01 5 N/A 7334.00 54.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410F5C5 2035-11-01 5 N/A 29000.00 325.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GAE3 2036-12-01 5 N/A 3000.00 26.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DP79 2034-11-01 5.5 N/A 92458.00 648.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385HQ54 2031-07-01 7.5 N/A 45000.00 33.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417ASD2 2041-12-01 4 N/A 14999.00 603.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417AX38 2042-01-01 3.5 N/A 2000.00 117.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VV58 2030-02-01 7 N/A 11000.00 5.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJFS2 2046-11-01 3 N/A 1000.00 167.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CLG7 2047-06-01 3.5 N/A 26500.00 2784.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E1R25 2027-02-01 3 N/A 3000.00 19.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407FET3 2035-10-01 5 N/A 5000.00 40.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CMX9 2047-07-01 4.5 N/A 1000.00 93.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A2JL4 2040-12-01 4.5 N/A 8667.00 431.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408GEZ6 2035-12-01 5.5 N/A 15000.00 60.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HVG0 2029-08-01 6.5 N/A 5000.00 3.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TRX9 2029-05-01 6 N/A 44000.00 27.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ6M0 2052-09-01 4.5 N/A 29000.00 21893.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HHK7 2029-02-01 6.5 N/A 199231.00 306.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6BM2 2034-02-01 3 N/A 4000.00 663.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QYE5 2033-06-01 6.5 N/A 10000.00 55.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416NYW6 2039-03-01 4.5 N/A 3000.00 116.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCKF9 2029-08-01 3.5 N/A 9000.00 399.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXA7 2033-05-01 4 N/A 3000.00 230.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415XER8 2038-10-01 6 N/A 29500.00 33.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 313614D22 2027-06-01 4.514 N/A 350000.00 47.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BFP7 2027-03-01 3 N/A 1000.00 8.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389MCQ8 2032-02-01 6.5 N/A 60000.00 6.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EENK1 2042-04-01 3.5 N/A 1000.00 74.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DLQ3 2040-02-01 3 N/A 6000.00 1086.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERJD3 2031-08-01 3.5 N/A 1000.00 85.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AP50 2039-10-01 6.5 N/A 34000.00 504.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31379DB99 2028-09-01 6.5 N/A 7000.00 17.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XTWN1 2044-08-01 4 N/A 1004.00 194.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDC1 2052-05-01 2.5 N/A 16000.00 11157.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389L2Y4 2032-04-01 6.5 N/A 14001.00 90.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140E0YN9 2026-04-01 3.5 N/A 4000.00 0.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETAP1 2042-02-01 5.5 N/A 5000.00 653.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LCN0 2039-09-01 6 N/A 1000.00 15.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CQA5 2047-10-01 3.5 N/A 4750.00 562.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GMS6 2028-03-01 7 N/A 15000.00 4.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E0RJ0 2041-12-01 4 N/A 2000.00 80.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414GEN5 2038-01-01 6.5 N/A 3000.00 47.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GN63 2028-04-01 6.5 N/A 5000.00 0.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418WPP9 2040-08-01 4.5 N/A 4500.00 109.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FS5L3 2032-02-01 3.5 N/A 1000.00 89.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412Q6K0 2040-02-01 4.5 N/A 5000.00 116.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407YRU5 2035-10-01 4.5 N/A 10000.00 64.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404MTC2 2034-06-01 8 N/A 47000.00 995.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VQL9 2030-02-01 7 N/A 90333.00 46.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WA7E1 2044-02-01 4.5 N/A 1000.00 36.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389EFY6 2031-12-01 6 N/A 83000.00 504.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EF47 2052-06-01 5 N/A 20000.00 13361.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410WW87 2037-11-01 5.5 N/A 4500.00 30.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419B7B5 2040-10-01 4 N/A 1000.00 30.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y6ND2 2044-12-01 4 N/A 9000.00 1120.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403V3D9 2034-02-01 5.5 N/A 6000.00 7.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401X6C6 2033-06-01 5 N/A 10000.00 23.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403MNM7 2033-12-01 6 N/A 37000.00 237.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409CV85 2036-05-01 5 N/A 19000.00 71.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407H3T1 2036-06-01 6 N/A 20000.00 81.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRM7 2037-11-01 7.5 N/A 25000.00 104.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412YDH2 2037-05-01 5.5 N/A 15000.00 16.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DEU2 2049-08-01 4 N/A 2000.00 211.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZG2 2048-08-01 3.5 N/A 4000.00 378.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410YT61 2036-10-01 6.5 N/A 7000.00 14.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5FG9 2047-02-01 4 N/A 10500.00 1360.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EAET0 2027-03-01 3.5 N/A 4000.00 51.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2L5 2051-07-01 2 N/A 14000.00 8572.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391A6S3 2032-10-01 6 N/A 28000.00 10.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9GM6 2043-08-01 3 N/A 1000.00 213.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LQRE6 2027-09-01 3 N/A 1000.00 10.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371H4H8 2029-12-01 7 N/A 14000.00 6.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411VHU6 2037-06-01 6.5 N/A 8000.00 292.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402XXW1 2033-09-01 5.5 N/A 5000.00 8.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KUB5 2032-10-01 6 N/A 72000.00 133.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DLV9 2036-06-01 6 N/A 8000.00 67.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XC3U4 2043-11-01 4.5 N/A 2500.00 435.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XPZJ5 2044-03-01 4.5 N/A 1000.00 28.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X93K9 2049-09-01 4 N/A 1000.00 229.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJLZ4 2052-10-01 4.5 N/A 10900.00 8180.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407FXD7 2035-08-01 5.5 N/A 5000.00 125.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408DUG7 2035-12-01 6 N/A 14000.00 117.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405AU68 2034-06-01 5 N/A 10000.00 44.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415AU82 2038-06-01 6 N/A 14500.00 219.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TVD8 2029-07-01 6 N/A 156000.00 95.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AWBD4 2026-11-01 3 N/A 1000.00 5.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387WTT4 2031-08-01 6.5 N/A 13000.00 3.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412DLU0 2037-02-01 5.5 N/A 1000.00 3.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHZ21 2041-12-01 4 N/A 3000.00 169.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414C2W7 2038-04-01 5.5 N/A 39000.00 298.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374F4J5 2026-12-01 8 N/A 6000.00 0.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HR59 2029-05-01 7 N/A 14000.00 39.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415QA71 2038-06-01 5.5 N/A 1000.00 1.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X3E32 2043-08-01 4 N/A 1000.00 60.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YGJ29 2045-06-01 3.5 N/A 2000.00 156.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XTAS4 2044-06-01 4 N/A 4500.00 576.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB43 2034-05-01 3.5 N/A 1000.00 86.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JQ80 2030-10-01 7 N/A 15000.00 2.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XQWD9 2029-03-01 3.5 N/A 4500.00 126.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K3AY8 2050-01-01 4 N/A 7000.00 1339.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385WZT9 2033-01-01 6.5 N/A 42000.00 45.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407MZX6 2035-08-01 5 N/A 2000.00 26.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407RST2 2035-09-01 5 N/A 16000.00 62.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5Z3 2049-01-01 4 N/A 3000.00 198.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391AAB5 2032-12-01 5.5 N/A 51000.00 108.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGDL5 2045-12-01 4 N/A 12500.00 1057.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4Y91 2049-09-01 3.5 N/A 2000.00 315.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RFV6 2035-06-01 5 N/A 51000.00 456.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415LCN5 2038-05-01 5 N/A 1000.00 11.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HNV1 2040-05-01 4.5 N/A 6000.00 160.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQ3K6 2031-02-01 3.5 N/A 1000.00 88.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGB32 2052-03-01 3 N/A 7000.00 4787.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407H4F0 2036-07-01 7 N/A 30000.00 570.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418APD4 2027-12-01 3 N/A 8000.00 187.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQ47 2035-07-01 2 N/A 3800.00 1196.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HT40 2029-07-01 7.5 N/A 16000.00 24.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412MDX3 2037-12-01 6 N/A 42000.00 31.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401CV26 2033-05-01 5.5 N/A 15188.00 43.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400B6H4 2033-02-01 5 N/A 15000.00 61.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AMUJ2 2041-07-01 4.5 N/A 22500.00 672.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHDT6 2037-01-01 5.5 N/A 4000.00 116.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQA93 2045-08-01 3.5 N/A 35000.00 5915.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QYS4 2034-12-01 6.5 N/A 29000.00 188.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400DYE6 2033-04-01 5.5 N/A 25000.00 125.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413TJE3 2037-11-01 6.5 N/A 25000.00 194.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.5 N/A 6500.00 556.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE55 2052-07-01 4 N/A 1000.00 757.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WLC84 2047-04-01 4.5 N/A 3000.00 382.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBQ43 2049-08-01 3.5 N/A 1000.00 138.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412LJ84 2037-04-01 5.5 N/A 15000.00 89.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JK80 2032-08-01 6.5 N/A 148325.00 153.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TW21 2029-07-01 6.5 N/A 35000.00 25.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MD2D3 2027-10-01 3 N/A 1000.00 27.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416VBD5 2039-04-01 4.5 N/A 40000.00 825.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413B2Q3 2037-10-01 6.5 N/A 5000.00 80.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPL0 2050-05-01 4 N/A 1000.00 195.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371J3B8 2031-04-01 6.5 N/A 5000.00 2.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371K6B2 2033-06-01 5 N/A 10000.00 59.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGG65 2046-01-01 3.5 N/A 4000.00 468.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417JNJ5 2039-07-01 5 N/A 8000.00 93.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETQJ8 2044-08-01 4.5 N/A 7100.00 800.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386TQM0 2031-05-01 6 N/A 34440.00 24.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407JDK5 2036-10-01 6.5 N/A 29000.00 110.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDT35 2044-12-01 4 N/A 3000.00 276.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387CTD3 2031-04-01 6 N/A 17023.00 37.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A46Y6 2041-01-01 4 N/A 40000.00 2185.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371PBA7 2038-12-01 5.5 N/A 23000.00 87.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4F8 2048-11-01 4 N/A 22000.00 1716.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKRL1 2047-04-01 4.5 N/A 4500.00 422.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374GSR9 2027-10-01 7 N/A 73296.00 10.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDT27 2044-12-01 4 N/A 5000.00 596.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJLY2 2038-09-01 6.5 N/A 1000.00 42.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJU22 2047-01-01 4.5 N/A 4000.00 407.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERZL7 2027-01-01 4.5 N/A 2000.00 0.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385H2P6 2028-11-01 8 N/A 120000.00 61.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HBFK9 2048-05-01 4 N/A 8000.00 804.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHLU4 2046-07-01 3 N/A 1000.00 114.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKX75 2032-05-01 3.5 N/A 1000.00 112.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384KBA3 2030-04-01 8.5 N/A 100048.00 116.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407YRW1 2035-10-01 5 N/A 7080.00 43.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5MF3 2037-04-01 2.5 N/A 1000.00 184.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPS70 2029-02-01 4 N/A 5000.00 5.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405V2P1 2034-11-01 5.5 N/A 10000.00 94.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387VPV5 2031-08-01 6.5 N/A 18000.00 26.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418V4T6 2040-08-01 4 N/A 3000.00 91.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AVWX9 2026-10-01 3.5 N/A 4000.00 13.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NBC8 2037-02-01 5 N/A 1000.00 7.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A8RD0 2041-03-01 4 N/A 4030.00 219.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CWU4 2048-05-01 4.5 N/A 2000.00 180.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BMK9 2029-12-01 3.5 N/A 4000.00 292.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LN81 2029-06-01 4 N/A 12000.00 456.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414PZM4 2038-03-01 6 N/A 16907.00 80.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405SBM5 2035-04-01 6 N/A 1468.00 22.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HWP9 2029-07-01 7 N/A 12000.00 8.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJEW4 2042-01-01 4 N/A 12000.00 1316.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PTH6 2036-09-01 6 N/A 8000.00 37.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380LG28 2029-02-01 6.5 N/A 14000.00 22.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416M5Z3 2039-04-01 4.5 N/A 4412.00 30.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X7DH3 2043-08-01 4 N/A 1667.00 287.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NTR6 2038-04-01 5 N/A 5098.00 25.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9AN0 2028-07-01 3.5 N/A 9000.00 230.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CCY0 2039-04-01 5 N/A 1000.00 26.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AM2K0 2041-09-01 4 N/A 60000.00 2219.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385Y2D6 2040-06-01 5.372 N/A 150000.00 315.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WAAH0 2028-11-01 3.5 N/A 50500.00 1550.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CRD8 2047-11-01 4 N/A 1000.00 116.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M46Z0 2027-08-01 3 N/A 1000.00 22.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412PE23 2039-04-01 4.5 N/A 1000.00 56.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPVE4 2052-07-01 4.5 N/A 5200.00 4065.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400DNR9 2032-12-01 5.5 N/A 80333.00 693.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CM84 2047-07-01 3 N/A 1000.00 167.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QYV7 2035-02-01 5.5 N/A 3000.00 22.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFS80 2045-10-01 4 N/A 6000.00 571.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31378UV41 2028-11-01 6 N/A 4420.00 4.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JER5 2029-04-01 7.5 N/A 185000.00 22.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KCG4 2031-06-01 6.5 N/A 175000.00 156.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YHRS1 2045-02-01 3 N/A 1003.00 205.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410MRV4 2036-06-01 6 N/A 42000.00 109.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CCH5 2046-10-01 3 N/A 3000.00 491.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LTMH8 2042-06-01 4 N/A 3000.00 238.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y3ND9 2029-11-01 3.5 N/A 3000.00 234.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GKN5 2036-08-01 5 N/A 5000.00 17.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSG8 2050-08-01 4.5 N/A 1000.00 156.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ANC84 2041-08-01 4.5 N/A 2000.00 58.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DY30 2036-05-01 2 N/A 4000.00 1994.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B6G6 2046-07-01 3 N/A 1000.00 149.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ER6D7 2032-02-01 3 N/A 7000.00 821.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A2BE8 2040-12-01 3.5 N/A 2312.00 135.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q7H59 2032-08-01 3.5 N/A 2750.00 265.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AM70 2027-11-01 3 N/A 4000.00 84.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LJS9 2034-01-01 5.5 N/A 22422.00 154.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402BV27 2033-08-01 5 N/A 5000.00 63.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQBZ7 2052-09-01 4.5 N/A 9600.00 7649.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390FC72 2032-05-01 6.5 N/A 27000.00 113.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382KWU8 2029-06-01 7 N/A 23000.00 11.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QTT8 2033-08-01 5.5 N/A 8000.00 89.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AEG9 2027-04-01 3.5 N/A 5000.00 46.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7WL5 2033-01-01 3.5 N/A 1000.00 142.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376KTH9 2035-09-01 6 N/A 31000.00 227.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KZB0 2032-12-01 6 N/A 14000.00 54.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385HQQ8 2031-06-01 6 N/A 6000.00 3.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETEL6 2030-08-01 3.5 N/A 7000.00 406.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413RUD6 2037-11-01 5.5 N/A 15000.00 19.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410FVW2 2037-02-01 5.5 N/A 30762.00 191.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385W2S7 2033-03-01 6 N/A 65000.00 147.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410VJJ0 2036-10-01 6.5 N/A 291870.00 1190.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DGY9 2036-05-01 5 N/A 6253.00 54.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7WM7 2049-12-01 3.5 N/A 4000.00 598.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YUFX4 2030-08-01 3.5 N/A 4000.00 394.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382FYX1 2029-01-01 6 N/A 12334.00 3.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DDB3 2034-07-01 5.5 N/A 1112.00 9.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JUG7 2031-01-01 7 N/A 10000.00 4.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412X2W3 2037-07-01 5.5 N/A 13000.00 54.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAQ5 2049-03-01 3.5 N/A 4000.00 297.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAY55 2051-01-01 4 N/A 1000.00 295.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140E7F70 2045-11-01 4 N/A 16000.00 879.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LDX4 2033-09-01 4.5 N/A 2000.00 22.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XBD8 2033-05-01 6 N/A 24000.00 54.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416XQU7 2041-02-01 4 N/A 1334.00 104.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HNYG1 2048-08-01 4 N/A 3000.00 198.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E8KU5 2027-03-01 3 N/A 3000.00 28.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BNK0 2035-11-01 4.5 N/A 2000.00 25.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414QXE2 2038-04-01 5 N/A 10000.00 182.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GW90 2037-12-01 6.5 N/A 6000.00 39.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CCM6 2039-05-01 4.5 N/A 6000.00 215.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AHXV3 2041-06-01 4.5 N/A 4000.00 246.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387DG60 2031-05-01 6.5 N/A 15000.00 5.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XMK66 2044-03-01 4.5 N/A 6000.00 76.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403NJH1 2033-12-01 5.5 N/A 15000.00 95.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M0XQ8 2042-08-01 4.5 N/A 3249.00 387.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VLH3 2029-11-01 6.5 N/A 68000.00 20.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAM4 2034-03-01 4 N/A 4666.00 321.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JBF0 2030-01-01 8 N/A 7000.00 5.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PBM4 2036-08-01 6.5 N/A 42000.00 308.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFPJ4 2052-01-01 2.5 N/A 5000.00 3130.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407KJN0 2035-09-01 5 N/A 20000.00 152.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391RJ94 2033-01-01 6 N/A 15000.00 143.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKT8 2050-01-01 3 N/A 1000.00 175.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XF85 2033-07-01 5.5 N/A 15000.00 67.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418UEE0 2040-06-01 4.5 N/A 4000.00 82.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDXK7 2051-08-01 4 N/A 2000.00 886.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C6A7 2049-01-01 4.5 N/A 1000.00 62.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGG1 2034-10-01 3 N/A 3000.00 364.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGDN1 2046-01-01 3.5 N/A 1000.00 108.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CWA8 2033-04-01 3.5 N/A 1000.00 99.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DWU9 2036-11-01 5.5 N/A 2000.00 13.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHUW0 2046-08-01 3 N/A 1000.00 151.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MRLL3 2043-01-01 3.5 N/A 1000.00 92.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AVA3 2043-07-01 3.5 N/A 8000.00 1329.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DWH8 2036-10-01 6.5 N/A 66000.00 367.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400KP67 2033-04-01 5.5 N/A 6000.00 22.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387TAW4 2031-10-01 6.5 N/A 1000.00 4.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CS47 2048-01-01 3.5 N/A 1100.00 151.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387HVY3 2031-05-01 6.5 N/A 5000.00 5.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390YE87 2032-09-01 6 N/A 1000.00 2.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DT82 2036-09-01 6.5 N/A 1000.00 6.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKSG1 2032-03-01 3.5 N/A 3000.00 355.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407H6G6 2036-07-01 6 N/A 8000.00 5.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TL23 2029-01-01 8 N/A 136000.00 28.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412MKQ0 2038-03-01 6.5 N/A 83000.00 910.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETJ56 2045-10-01 4.5 N/A 12500.00 1595.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LFE7 2041-07-01 5.5 N/A 31000.00 444.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPFA0 2052-05-01 3.5 N/A 1200.00 833.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416YTL2 2026-07-01 3.5 N/A 7000.00 10.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JXX7 2031-03-01 6 N/A 10000.00 10.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QTS0 2034-11-01 6 N/A 5641.00 27.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411VN47 2036-12-01 6 N/A 85000.00 3808.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410K7M0 2039-10-01 6.5 N/A 23000.00 326.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400EA83 2034-01-01 5.5 N/A 1600.00 10.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DN81 2035-05-01 3 N/A 1000.00 206.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AW4W0 2026-11-01 3 N/A 39000.00 148.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JPV0 2030-08-01 7.5 N/A 100000.00 24.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENQ69 2042-01-01 4.5 N/A 1000.00 68.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CU67 2034-03-01 5 N/A 11000.00 93.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RDF3 2035-04-01 6 N/A 26460.00 188.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412NJQ0 2038-10-01 6 N/A 3000.00 9.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KLS8 2032-03-01 5.5 N/A 50000.00 123.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374GWA1 2027-12-01 7 N/A 68000.00 8.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GZ86 2028-09-01 6.5 N/A 1362641.00 596.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415M6J9 2038-06-01 5.5 N/A 91000.00 231.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400CX82 2033-01-01 6 N/A 11233.00 28.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETK96 2046-05-01 4.5 N/A 3000.00 251.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRK1 2037-10-01 6.5 N/A 42000.00 276.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W14A2 2028-02-01 2.5 N/A 1000.00 34.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KVG3 2032-11-01 6 N/A 75000.00 177.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C6L3 2049-01-01 3.5 N/A 2750.00 278.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411HN71 2037-02-01 5 N/A 1000.00 5.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406VC20 2035-04-01 5.5 N/A 15000.00 247.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GGX8 2036-06-01 5 N/A 6003.00 33.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404RAB3 2030-04-01 8.5 N/A 105000.00 316.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412LZC7 2037-10-01 6.5 N/A 76500.00 766.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406B6P0 2034-11-01 5.5 N/A 30000.00 220.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ECTY9 2027-03-01 2.5 N/A 1000.00 8.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XBWZ3 2043-12-01 4.5 N/A 2311.00 118.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VLG5 2029-11-01 6 N/A 15000.00 12.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXW9 2033-06-01 3.5 N/A 2000.00 166.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388K2H4 2031-11-01 6.5 N/A 40600.00 62.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EN3Q0 2028-06-01 3.5 N/A 12000.00 67.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFR8 2049-09-01 3.5 N/A 5000.00 564.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EGSR6 2038-02-01 5 N/A 99000.00 2045.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KML2 2032-04-01 6.5 N/A 56558.00 85.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QASP6 2049-03-01 4.5 N/A 5000.00 487.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPF3 2050-05-01 3.5 N/A 1000.00 209.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416QS97 2039-05-01 5 N/A 2000.00 61.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410AAE6 2036-07-01 6.5 N/A 10000.00 52.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CS54 2048-01-01 4 N/A 8750.00 1102.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DVZ9 2036-11-01 6.5 N/A 84000.00 458.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413DKD8 2037-08-01 6.5 N/A 66032.00 277.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZC1 2033-08-01 3.5 N/A 3000.00 206.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D4Y5 2051-10-01 2.5 N/A 7000.00 4310.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CKK9 2032-05-01 3 N/A 10000.00 1042.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HKX5 2029-03-01 7 N/A 60000.00 37.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDMD0 2044-12-01 4 N/A 18000.00 1183.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KXY2 2033-01-01 6 N/A 20000.00 65.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380M6R2 2028-09-01 6.5 N/A 51000.00 62.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PPG2 2036-08-01 6 N/A 44205.00 389.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386MZE3 2030-10-01 7.5 N/A 120000.00 334.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGN34 2036-02-01 3.5 N/A 19000.00 1872.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CXH0 2034-01-01 6.5 N/A 2500.00 12.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJE38 2027-01-01 4.5 N/A 1994.00 0.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412SZA6 2038-03-01 5 N/A 8000.00 42.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LHD4 2034-01-01 5.5 N/A 8000.00 55.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387W2T3 2031-11-01 6.5 N/A 25000.00 39.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9H89 2048-07-01 4.5 N/A 3000.00 258.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E0RS0 2041-12-01 4.5 N/A 3000.00 122.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410WAC2 2036-10-01 6.5 N/A 30000.00 463.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CW26 2033-05-01 3.5 N/A 3500.00 285.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419ADV6 2035-12-01 5.5 N/A 12000.00 249.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XLPA4 2029-03-01 3.5 N/A 1000.00 34.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389VKJ5 2032-05-01 6 N/A 73000.00 149.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HE46 2029-02-01 6.5 N/A 2933.00 1.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410SNL7 2036-07-01 6.5 N/A 2000.00 14.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KNN0 2038-07-01 6 N/A 24000.00 149.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138NX6H5 2043-02-01 3 N/A 1000.00 313.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412LWS5 2037-09-01 6.5 N/A 2000.00 26.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TPZ6 2029-04-01 7.5 N/A 43000.00 8.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CND2 2047-08-01 3.5 N/A 3100.00 345.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405BFZ9 2034-06-01 5.5 N/A 37000.00 237.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E8QD7 2027-02-01 3 N/A 1000.00 14.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CPL0 2033-11-01 5 N/A 46000.00 374.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CU85 2048-03-01 4 N/A 5000.00 578.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BM96 2037-08-01 5.5 N/A 15000.00 243.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F8DG9 2046-03-01 3.5 N/A 1000.00 78.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B3T1 2046-05-01 3.5 N/A 1000.00 126.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERPF1 2031-03-01 4 N/A 15000.00 253.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388ED45 2031-09-01 7 N/A 25000.00 128.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384WKW9 2031-05-01 6 N/A 40000.00 19.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417FNL8 2028-02-01 2.5 N/A 2000.00 55.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X7B44 2043-10-01 3.5 N/A 1000.00 178.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KMM0 2032-03-01 7 N/A 18000.00 34.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHN24 2039-05-01 6.5 N/A 74000.00 1122.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414R5B7 2038-03-01 6.5 N/A 32000.00 347.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AU7D3 2041-10-01 4 N/A 9000.00 350.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F9WA9 2047-01-01 3.5 N/A 2750.00 472.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403C6L0 2036-02-01 5 N/A 28220.00 259.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MPEK7 2027-11-01 2.5 N/A 1000.00 19.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETDV5 2026-06-01 5 N/A 25000.00 0.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411CM40 2036-11-01 5 N/A 30000.00 140.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3E2 2048-10-01 4.5 N/A 6000.00 486.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EMYK1 2044-04-01 4.5 N/A 6000.00 365.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371M6N2 2037-01-01 6 N/A 107000.00 287.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQ6T4 2031-02-01 3.5 N/A 8500.00 58.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371G2S8 2028-10-01 6.5 N/A 25000.00 10.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JPKG9 2049-05-01 4 N/A 5000.00 681.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388UC99 2031-12-01 6.5 N/A 18000.00 31.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382SE64 2029-03-01 6 N/A 15000.00 13.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNNW8 2052-03-01 2.5 N/A 2000.00 1302.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C7A6 2034-02-01 3.5 N/A 1000.00 64.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9EC5 2050-11-01 4 N/A 1000.00 303.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFVY4 2052-02-01 3 N/A 1000.00 666.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9N97 2043-09-01 4 N/A 3334.00 369.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4M3 2048-11-01 5 N/A 1000.00 81.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BN53 2036-07-01 5.5 N/A 6000.00 87.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414DM60 2038-05-01 5 N/A 2000.00 19.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376KB21 2033-11-01 5.5 N/A 20000.00 123.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DY48 2036-05-01 2.5 N/A 1000.00 455.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391K5X1 2032-05-01 6.5 N/A 18000.00 10.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MFGY7 2042-11-01 3.5 N/A 1000.00 228.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E1DH7 2042-01-01 4.5 N/A 2000.00 188.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KJE5 2038-06-01 5.5 N/A 1000.00 7.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402NWF1 2033-06-01 6 N/A 44707.00 152.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CQB3 2047-10-01 4 N/A 8000.00 950.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HKP7 2029-06-01 6 N/A 10000.00 5.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KP70 2032-06-01 6.5 N/A 12000.00 17.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHAY8 2038-05-01 5 N/A 2000.00 54.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DP48 2035-06-01 2 N/A 3150.00 974.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391SH29 2033-01-01 6 N/A 134000.00 120.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CR89 2047-12-01 3.5 N/A 11000.00 1407.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384SE21 2030-02-01 7.5 N/A 30000.00 7.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KLT6 2032-03-01 6 N/A 35399.00 76.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411YER0 2037-05-01 5 N/A 33208.00 334.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CW42 2028-05-01 3.5 N/A 5000.00 213.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419JLS5 2040-10-01 4.5 N/A 1667.00 47.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405AW66 2034-06-01 6 N/A 21000.00 86.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7TP0 2032-11-01 3.5 N/A 3000.00 695.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388WTU0 2031-12-01 7 N/A 51667.00 66.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CLH5 2047-06-01 4 N/A 7000.00 717.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403BX65 2033-09-01 5.5 N/A 10000.00 91.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413AJF1 2037-07-01 6 N/A 8000.00 65.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MK2P0 2027-11-01 2.5 N/A 2000.00 40.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DPX1 2036-08-01 6.5 N/A 32000.00 160.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBF8 2049-04-01 3.5 N/A 2000.00 150.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419ARP4 2039-10-01 6.5 N/A 3000.00 34.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371K4L2 2033-04-01 6 N/A 15000.00 73.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GMR8 2028-03-01 6.5 N/A 7000.00 1.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AWYU1 2026-11-01 3.5 N/A 14000.00 30.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y4RR2 2044-09-01 4 N/A 11000.00 556.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2 N/A 1000.00 673.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410F2R5 2037-04-01 5.5 N/A 30000.00 157.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M7CD5 2042-10-01 3.5 N/A 2500.00 316.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414TL33 2038-07-01 5.5 N/A 5000.00 12.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DJ68 2034-06-01 4.5 N/A 7000.00 80.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CR97 2047-12-01 4 N/A 3750.00 469.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418RP70 2040-04-01 5 N/A 2000.00 62.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406MJA5 2035-05-01 6 N/A 4991.00 10.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408DQK3 2035-12-01 5.5 N/A 1000.00 8.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410G5V1 2038-04-01 5 N/A 3000.00 24.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EGFA7 2041-05-01 4.5 N/A 3000.00 113.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LYPN1 2027-06-01 3 N/A 4000.00 53.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DJZ3 2036-06-01 5 N/A 38000.00 346.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CV27 2048-04-01 3.5 N/A 4000.00 509.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBA9 2034-04-01 3.5 N/A 1000.00 70.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AT4A5 2042-05-01 3.5 N/A 1000.00 55.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BLK0 2044-11-01 4.5 N/A 1000.00 64.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411XXL4 2037-05-01 5.5 N/A 18000.00 82.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JXB5 2031-03-01 8 N/A 100000.00 67.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PXT5 2036-09-01 6.5 N/A 8000.00 57.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NR72 2048-02-01 6.5 N/A 25000.00 301.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411X2D6 2037-05-01 5.5 N/A 6000.00 62.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JVC26 2049-07-01 3.5 N/A 3000.00 382.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412WG67 2037-06-01 6 N/A 15000.00 222.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AX44 2040-12-01 4.5 N/A 6000.00 252.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406MX92 2034-12-01 5.5 N/A 7000.00 84.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415TFV7 2038-08-01 6 N/A 22000.00 187.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374F5G0 2026-12-01 8.5 N/A 100000.00 1.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411CPR6 2036-11-01 5 N/A 10000.00 153.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EH7L0 2039-10-01 6.5 N/A 26000.00 688.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DBY4 2036-03-01 5 N/A 20079.00 187.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417ECK5 2042-12-01 3 N/A 1000.00 177.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403NF69 2033-11-01 6.5 N/A 87004.00 356.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387C4P3 2031-05-01 6.5 N/A 15000.00 129.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y3YF2 2029-10-01 3 N/A 1000.00 51.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EM6F3 2044-05-01 4.5 N/A 6780.00 265.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390CPD2 2032-05-01 6.5 N/A 2800.00 28.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387UDK4 2030-07-01 6 N/A 130416.00 870.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412QDL0 2039-08-01 4.5 N/A 15000.00 672.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRW4 2050-08-01 2 N/A 5000.00 2297.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407KQ93 2035-09-01 5 N/A 6059.00 75.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419ERZ4 2040-09-01 4.5 N/A 21500.00 948.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W1SW8 2043-02-01 3 N/A 1000.00 211.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AFC24 2041-05-01 4.5 N/A 2000.00 68.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PUG6 2036-09-01 6.5 N/A 8000.00 26.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412BFU1 2036-12-01 6 N/A 35000.00 105.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418A6G8 2044-01-01 4.5 N/A 4000.00 375.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405G3E8 2034-03-01 5.5 N/A 20000.00 130.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415LJ57 2038-05-01 5.5 N/A 9000.00 52.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381BUB3 2028-12-01 6 N/A 90100.00 41.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390KRR1 2032-06-01 7.5 N/A 1074.00 2.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XTEN1 2029-05-01 3.5 N/A 2000.00 71.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBJE1 2051-03-01 4 N/A 3000.00 979.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HAS7 2028-09-01 7 N/A 201290.00 136.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410V7B0 2037-02-01 5 N/A 3000.00 11.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418VWV0 2040-06-01 5 N/A 5000.00 131.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.5 N/A 1000.00 751.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419A4L8 2041-01-01 4.5 N/A 4882.00 163.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389SFD1 2032-03-01 6.5 N/A 50000.00 199.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6 N/A 79830.00 475.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391FZF8 2032-11-01 6 N/A 19062.00 115.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EMK3 2038-01-01 3.5 N/A 2000.00 1265.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCQG1 2044-08-01 4 N/A 3220.00 189.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CCH7 2039-04-01 4.5 N/A 19500.00 249.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HHU5 2029-03-01 7 N/A 25201.00 22.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412XEB6 2037-06-01 5 N/A 8000.00 45.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391MJD6 2032-12-01 6.5 N/A 39000.00 69.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BDN3 2044-04-01 4.5 N/A 4000.00 361.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KLU3 2032-03-01 6.5 N/A 70000.00 102.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WQMQ2 2043-04-01 3.5 N/A 1334.00 115.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XHR1 2033-07-01 6 N/A 1815.00 5.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AYL6 2043-09-01 4.5 N/A 1000.00 112.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412V4C9 2037-06-01 6.5 N/A 14000.00 25.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JK64 2032-08-01 6.5 N/A 255000.00 342.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DC83 2049-07-01 4.5 N/A 1500.00 155.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6NQ0 2030-08-01 3.5 N/A 6002.00 7.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403Q2R0 2034-01-01 5.5 N/A 34000.00 184.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BZD1 2046-02-01 4 N/A 3000.00 320.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410G2U6 2033-07-01 5 N/A 50000.00 312.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFKJ4 2045-08-01 3.5 N/A 12000.00 1059.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386DTN0 2030-12-01 7.5 N/A 50000.00 7.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391N6V8 2032-12-01 6 N/A 55455.00 70.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BUK1 2032-05-01 3.5 N/A 1000.00 47.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GPJS8 2047-05-01 4.5 N/A 4000.00 769.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419HC42 2041-02-01 4 N/A 3000.00 282.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HUV8 2029-07-01 7 N/A 10000.00 14.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WMH2 2040-07-01 5 N/A 6000.00 91.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CG65 2047-03-01 3 N/A 1000.00 221.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FFXM8 2046-09-01 3.5 N/A 4500.00 567.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138L6D47 2029-02-01 4.17 N/A 20000.00 17285.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LPP8 2034-05-01 5 N/A 19686.00 185.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KUA7 2032-10-01 5.5 N/A 35000.00 101.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LQSX3 2027-06-01 3 N/A 3000.00 33.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409CVQ5 2036-05-01 5.5 N/A 16000.00 27.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BTA6 2039-01-01 5 N/A 7000.00 58.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EEQX0 2027-03-01 3.5 N/A 1000.00 9.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GRS1 2028-05-01 6.5 N/A 20000.00 5.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LJF7 2033-11-01 7 N/A 90500.00 543.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412XRS5 2037-05-01 5 N/A 8000.00 282.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XDSQ4 2028-12-01 3.5 N/A 3000.00 100.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402J4A2 2033-08-01 5 N/A 15018.00 61.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CU77 2048-03-01 3.5 N/A 7750.00 1009.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HKZ5 2031-04-01 6.5 N/A 24000.00 14.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371G5D8 2028-08-01 6 N/A 36700.00 16.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GGU8 2028-01-01 8 N/A 37000.00 12.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417DPX5 2042-10-01 3 N/A 6000.00 1022.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382RNY5 2029-03-01 6.5 N/A 25000.00 2.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EAA49 2042-03-01 3.5 N/A 2015.00 173.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KSC6 2032-07-01 5.5 N/A 54000.00 453.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EN4H9 2044-08-01 4.5 N/A 1000.00 95.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KN31 2032-05-01 6 N/A 52000.00 124.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384WJ43 2029-09-01 6 N/A 15000.00 6.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417Y3L9 2041-06-01 4 N/A 1000.00 28.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VY89 2030-08-01 8.5 N/A 124391.00 22.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382RNZ2 2029-03-01 6.5 N/A 2896.00 0.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DF70 2034-08-01 6 N/A 64611.00 442.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DFG9 2036-04-01 6.616 N/A 20000.00 271.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384WHN3 2031-04-01 6 N/A 71626.00 60.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DSN0 2036-09-01 6.5 N/A 5000.00 31.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JACX4 2049-02-01 3.5 N/A 1000.00 85.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RJV2 2035-07-01 5 N/A 7000.00 64.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVC3 2050-12-01 2.5 N/A 1434.00 651.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387NM95 2031-09-01 6.5 N/A 7000.00 5.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XTJ6 2033-03-01 6.5 N/A 50000.00 193.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HDU9 2028-11-01 6 N/A 127001.00 51.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402REJ4 2035-05-01 6 N/A 2750.00 20.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8VV6 2050-09-01 3.5 N/A 1000.00 233.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MTC1 2026-05-01 6 N/A 45000.00 4.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382U4U7 2029-04-01 6 N/A 237670.00 70.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DGM6 2034-08-01 6 N/A 6672.00 41.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.5 N/A 24500.00 2938.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400FBV8 2032-09-01 6.5 N/A 55000.00 111.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CJV9 2038-11-01 6 N/A 58000.00 561.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418PS71 2040-03-01 4.5 N/A 11500.00 325.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ADVN2 2041-05-01 4.5 N/A 6500.00 404.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HVH8 2029-09-01 7 N/A 25000.00 9.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417AT25 2032-01-01 3.5 N/A 13000.00 649.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y4KW8 2044-10-01 4 N/A 8000.00 681.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JKKX3 2048-11-01 4 N/A 1000.00 106.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LGK50 2032-05-01 3.56 N/A 17000.00 16609.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31378YHU1 2028-01-01 6.5 N/A 100000.00 4.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3 N/A 1000.00 186.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412LKH2 2037-05-01 5.5 N/A 26000.00 170.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 17750.00 1314.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409XGH6 2036-05-01 6.5 N/A 57000.00 314.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XXGE0 2027-01-01 3.5 N/A 8000.00 20.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4X43 2049-02-01 4 N/A 16600.00 1408.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407FGD6 2035-07-01 5 N/A 2000.00 11.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376LFL3 2026-10-01 7 N/A 17000.00 5.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TVZ9 2029-07-01 7.5 N/A 92000.00 29.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4X9 2048-12-01 4.5 N/A 2000.00 144.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRE4 2050-07-01 4 N/A 1000.00 240.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LYPB7 2027-06-01 3 N/A 4000.00 66.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DJR4 2049-12-01 3 N/A 6000.00 1014.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413AJM6 2037-07-01 6.5 N/A 100000.00 354.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388CFL9 2031-08-01 6 N/A 3667.00 3.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XV4Q0 2044-06-01 4 N/A 2192.00 88.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F2U9 2027-01-20 4 N/A 124000.00 633.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWV7 2038-10-20 6 N/A 930000.00 528.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DH95 2030-08-20 7 N/A 152547.00 107.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C4A8 2028-07-20 7.5 N/A 400000.00 87.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208WDV2 2028-06-15 7 N/A 174705.00 39.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206PVT4 2026-05-15 7.5 N/A 146000.00 3.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SLR6 2046-09-20 3 N/A 6000.00 752.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BQ68 2029-09-15 6 N/A 1000.00 1.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5E5 2039-05-20 4 N/A 36000.00 1330.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3H2 2034-01-20 5.5 N/A 61000.00 691.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERR2 2038-03-20 4.5 N/A 44000.00 789.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WPE2 2036-10-20 2.5 N/A 164387.00 80640.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMY2 2037-04-20 5.5 N/A 35000.00 308.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KE53 2035-07-20 6 N/A 30000.00 479.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXU0 2033-05-20 6 N/A 80000.00 414.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQN2 2037-12-20 6.5 N/A 26000.00 301.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A4U8 2029-02-15 6.5 N/A 37216.00 8.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A9X89 2032-10-20 6.5 N/A 35667.00 374.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVD2 2027-04-20 7 N/A 462427.00 59.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CY98 2028-01-20 7.5 N/A 1155000.00 247.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297DPH4 2039-05-15 5 N/A 25000.00 156.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210TQ25 2029-04-15 6 N/A 95000.00 60.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZA0 2039-01-20 6 N/A 51000.00 132.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QXZ3 2033-07-15 5 N/A 244000.00 1407.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208QYV2 2029-02-15 6 N/A 40000.00 87.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CWC3 2027-06-20 7 N/A 371500.00 95.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBX6 2034-12-20 6.5 N/A 45250.00 481.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292GBR5 2036-10-15 6 N/A 50000.00 777.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296RDQ7 2038-11-15 6 N/A 8000.00 281.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ESB3 2032-01-15 6 N/A 30000.00 20.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKL2 2036-09-20 6 N/A 90914.00 727.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208PX52 2028-11-15 6.5 N/A 60000.00 203.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D7G0 2034-08-20 5 N/A 224605.00 2449.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201CKC7 2031-12-15 6.5 N/A 50000.00 107.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUC5 2027-02-20 8 N/A 60000.00 6.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EYF0 2038-12-20 6 N/A 1697740.00 3024.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPD5 2037-08-20 7.5 N/A 55000.00 140.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AVAG7 2042-05-15 3.5 N/A 15000.00 4193.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209JMS7 2029-06-15 6.5 N/A 80000.00 48.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3W9 2034-02-20 5 N/A 185500.00 1967.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTR4 2027-01-20 7.5 N/A 382750.00 19.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MTF0 2033-08-15 5 N/A 26000.00 239.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMX4 2037-04-20 5 N/A 102256.00 585.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AXH8 2027-11-15 6.5 N/A 70000.00 4.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEH8 2035-07-20 5.5 N/A 115000.00 1672.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BBT4 2028-12-15 7 N/A 37000.00 11.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209YY28 2031-06-15 6.5 N/A 110000.00 618.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201ATP3 2032-02-15 6 N/A 50000.00 109.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291K5U7 2034-07-15 5.5 N/A 25000.00 80.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AZP5 2029-01-15 6.5 N/A 94000.00 167.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AWK2 2027-10-15 6.5 N/A 360000.00 52.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGE5 2030-03-20 8 N/A 50171.00 25.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FEE2 2040-02-20 5.5 N/A 28333.00 708.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201UCG7 2032-11-15 6 N/A 47000.00 71.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EAJ8 2034-09-20 5 N/A 140000.00 1798.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208YET2 2029-03-15 6 N/A 25000.00 52.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200SSM3 2031-10-15 6.25 N/A 151000.00 24.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C7A5 2028-12-20 6.5 N/A 1222071.00 1026.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212PQG0 2031-06-15 7 N/A 75000.00 122.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UBD1 2031-10-15 6.5 N/A 30000.00 46.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36203ALV6 2029-12-15 8 N/A 30000.00 0.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DV40 2033-01-20 6.5 N/A 65000.00 273.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210FRY4 2029-01-15 6 N/A 133000.00 201.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RVE6 2045-12-20 5 N/A 27000.00 2567.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BC89 2028-12-15 7 N/A 110000.00 53.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAB7 2029-01-20 7 N/A 128000.00 104.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295SXN1 2038-05-15 5.5 N/A 55000.00 1158.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNB8 2052-11-20 3 N/A 287321.00 186746.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213TB36 2032-04-15 6 N/A 45507.00 165.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201JFD6 2032-04-15 7 N/A 125000.00 291.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201HSL8 2032-04-15 6 N/A 35121.00 98.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DUJ8 2032-09-20 6 N/A 169500.00 634.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BLZ9 2029-06-15 6 N/A 25000.00 39.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E3D9 2039-03-20 4 N/A 18000.00 726.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLE9 2031-01-20 6.5 N/A 88051.00 99.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FYH3 2041-10-20 3.5 N/A 14000.00 289.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUW1 2027-03-20 8 N/A 117157.00 11.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVN6 2038-08-20 5.5 N/A 14000.00 158.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BLF3 2030-12-15 6.5 N/A 110000.00 133.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KXQ8 2029-11-15 7.5 N/A 53000.00 74.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291Y2D8 2035-07-15 5.5 N/A 25524.00 174.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYZ8 2033-08-20 5 N/A 236250.00 2746.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617U8S24 2050-11-20 2.5 N/A 1013474.00 314458.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292J4R7 2036-01-15 6 N/A 75293.00 2255.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206JLU6 2026-07-15 7.5 N/A 25000.00 1.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KHS9 2032-12-15 6 N/A 34000.00 109.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291PBY1 2034-10-15 6 N/A 33983.00 436.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292FJB4 2035-10-15 6 N/A 30000.00 846.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200WMU2 2034-04-15 5 N/A 25226.00 152.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTC5 2032-06-20 5 N/A 35000.00 366.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296FSH7 2038-10-15 6.5 N/A 25000.00 134.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201Q4T7 2032-09-15 6.5 N/A 25000.00 399.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EP86 2037-11-20 5 N/A 49000.00 183.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQP7 2037-12-20 7 N/A 38000.00 482.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201GRK3 2033-04-15 5.25 N/A 50882.00 2178.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208T6H8 2028-07-15 6.5 N/A 55000.00 23.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213DGB8 2031-11-15 6.5 N/A 315310.00 559.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296P2W0 2038-09-15 6 N/A 25050.00 441.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200N3B5 2034-09-15 6 N/A 34029.00 369.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUW7 2038-07-20 7 N/A 110000.00 1029.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211PHU0 2030-01-15 8 N/A 35098.00 549.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213F7B3 2031-11-15 6.5 N/A 25000.00 11.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CT94 2027-02-20 7 N/A 453451.00 59.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291LGN9 2035-03-15 5 N/A 35091.00 197.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213NBD7 2031-07-15 6.5 N/A 304214.00 652.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292CFL3 2035-10-15 5.5 N/A 30000.00 202.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BCN6 2028-12-15 7.5 N/A 150000.00 26.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EB99 2035-01-20 5 N/A 197950.00 3014.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201APF9 2032-01-15 6 N/A 82145.00 398.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWC9 2038-09-20 5 N/A 106750.00 1342.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RWU3 2033-08-15 5 N/A 41158.00 67.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWT2 2038-10-20 5 N/A 89000.00 1390.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297ARW5 2039-04-20 5.5 N/A 15000.00 1421.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213JK87 2032-02-15 6.5 N/A 80000.00 35.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207END2 2033-12-15 6 N/A 85000.00 54.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWA3 2038-09-20 7 N/A 656412.00 240.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FLH7 2040-10-20 4.5 N/A 90000.00 2233.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209JL58 2029-05-15 6.5 N/A 25000.00 30.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201YTT3 2033-09-15 5 N/A 45000.00 676.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200FR59 2033-05-15 5.25 N/A 70000.00 2808.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BLL0 2030-12-15 7 N/A 400000.00 452.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6H9 2034-06-20 7 N/A 25000.00 71.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTF8 2032-06-20 6.5 N/A 57000.00 145.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RDC3 2032-06-15 6.5 N/A 84000.00 90.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202X4V6 2033-07-15 5.5 N/A 50000.00 656.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FX68 2041-10-20 4 N/A 18000.00 212.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296SDZ5 2038-10-15 7 N/A 71250.00 2178.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CR39 2026-10-20 8.5 N/A 25000.00 1.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TG90 2047-09-20 6 N/A 1000.00 115.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBA3 2039-09-20 5 N/A 1000.00 8.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBK6 2029-04-20 7 N/A 102954.00 86.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KP51 2037-12-15 6 N/A 30000.00 207.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211N2X5 2029-08-15 7 N/A 275000.00 273.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200DHV8 2032-11-15 6 N/A 112000.00 654.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208UJF5 2028-02-15 7.5 N/A 75000.00 395.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXV6 2038-11-20 6.5 N/A 54277.00 731.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERV3 2038-03-20 6.5 N/A 61022.00 772.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225ARA0 2026-12-15 7 N/A 305595.00 0.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5S8 2028-10-20 6 N/A 744000.00 521.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DV32 2033-01-20 6 N/A 68000.00 389.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297EE68 2039-03-15 5.5 N/A 45070.00 904.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V4F9 2028-03-15 6.5 N/A 80000.00 30.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211AD78 2029-06-15 7 N/A 25012.00 98.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C7L1 2029-01-20 6 N/A 845448.00 928.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207SET6 2027-04-15 7.25 N/A 25000.00 13.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292LFB5 2036-06-15 6.5 N/A 50000.00 313.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201U5N0 2033-07-15 5.5 N/A 84826.00 421.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYG2 2027-11-20 7.5 N/A 80000.00 24.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CX40 2027-10-20 8 N/A 125000.00 29.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201CLM4 2032-01-15 6 N/A 110682.00 567.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2AN2 2042-01-15 4.5 N/A 29000.00 761.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EYE3 2038-12-20 5.5 N/A 404000.00 259.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYJ4 2033-07-20 4.5 N/A 74500.00 598.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291XAH2 2035-04-15 5 N/A 48000.00 1015.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ETA7 2038-05-20 6 N/A 50000.00 648.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EAN9 2034-09-20 7 N/A 160000.00 753.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201QUV3 2032-05-15 7 N/A 25000.00 94.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296DET1 2038-08-15 6.5 N/A 25000.00 192.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKZ1 2036-10-20 7 N/A 25000.00 247.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGE0 2040-05-20 5 N/A 13667.00 453.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBX8 2029-05-20 6.5 N/A 652000.00 588.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MW63 2027-11-20 2.5 N/A 10000.00 431.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296FK51 2038-08-15 6.5 N/A 10000.00 381.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RG48 2032-07-15 6.5 N/A 50000.00 70.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENW5 2037-07-20 5.5 N/A 46796.00 448.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297DKU0 2039-04-15 4.5 N/A 30000.00 189.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYR8 2027-12-20 6 N/A 55000.00 92.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDJ4 2035-04-15 5 N/A 22500.00 323.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ETZ2 2038-06-20 5 N/A 15031.00 202.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CSK0 2026-11-20 7.5 N/A 330500.00 29.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVE0 2027-04-20 7.5 N/A 625000.00 67.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYD9 2027-11-20 6.5 N/A 305000.00 112.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201BNC6 2032-06-15 6.5 N/A 90000.00 263.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200JUT5 2033-03-15 5.5 N/A 107500.00 517.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CVF4 2035-08-15 5.5 N/A 35375.00 271.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EP29 2037-10-20 7 N/A 171000.00 1622.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZJ1 2039-01-20 6.5 N/A 167000.00 2219.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F4B9 2038-10-20 6.5 N/A 14000.00 319.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDQ9 2035-05-20 5.5 N/A 30000.00 401.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRY1 2026-10-20 7.5 N/A 160000.00 4.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UE22 2031-12-15 6 N/A 80000.00 278.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NDH8 2043-05-20 3 N/A 29000.00 1565.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBD0 2034-11-20 5 N/A 167250.00 1912.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F3L8 2042-02-20 4 N/A 75000.00 789.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ESE0 2038-04-20 7 N/A 12000.00 55.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201C4S0 2032-02-15 6 N/A 30000.00 50.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DHK0 2030-06-20 7.5 N/A 222000.00 107.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDE6 2035-04-20 5 N/A 207000.00 2589.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQ44 2038-01-20 7 N/A 79000.00 520.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RSJ2 2032-02-15 6.5 N/A 25000.00 164.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292DXR8 2036-12-15 5 N/A 100643.00 259.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MVP5 2033-09-15 5 N/A 25843.00 194.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213WKL9 2033-10-15 5 N/A 31000.00 748.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVP1 2038-08-20 6 N/A 92291.00 785.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJ91 2036-08-20 5 N/A 44000.00 870.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CU61 2032-05-20 5.625 N/A 500050.00 1002.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJG5 2036-06-20 5 N/A 191630.00 2263.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179R4H9 2046-03-20 5 N/A 26600.00 2276.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213EPM2 2031-12-15 5.5 N/A 29036.00 48.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C7K3 2029-01-20 5.5 N/A 188666.00 357.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJQ5 2030-09-20 7 N/A 258000.00 294.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36182NCD3 2044-09-15 4 N/A 16000.00 1447.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYM7 2033-07-20 6 N/A 34319.00 277.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNK3 2031-06-20 6 N/A 436750.00 923.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUT4 2038-07-20 5.5 N/A 102000.00 1191.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295FHX5 2037-05-15 6 N/A 60000.00 505.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KNZ9 2029-04-15 7 N/A 25614.00 19.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FRK4 2041-03-20 4 N/A 133000.00 1461.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRJ2 2032-01-20 7 N/A 35000.00 63.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290THL6 2035-01-15 5.5 N/A 25000.00 163.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DDB4 2029-08-20 7.5 N/A 1010000.00 869.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BDM4 2029-04-15 6 N/A 210500.00 203.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A9SM4 2039-09-15 4 N/A 12000.00 947.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NRN3 2034-04-15 5 N/A 43000.00 438.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMT5 2031-04-20 7.5 N/A 50000.00 70.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RW32 2031-11-15 6.5 N/A 50000.00 142.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296FMX8 2038-09-15 5.5 N/A 25000.00 55.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295YTJ2 2038-03-15 4.5 N/A 50000.00 125.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ES83 2038-05-20 5 N/A 116650.00 1472.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210ART6 2028-10-15 6.5 N/A 99000.00 69.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207VL46 2027-12-15 7 N/A 25046.00 23.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296CWD8 2038-06-15 5.5 N/A 50000.00 187.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209KYN2 2028-05-15 6.75 N/A 203000.00 97.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BFU7 2029-08-15 7.5 N/A 42000.00 11.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296BJ52 2038-04-15 5.5 N/A 50000.00 462.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AVG2 2027-08-15 6.5 N/A 110000.00 2.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213WP34 2031-11-15 6.5 N/A 50000.00 253.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JVY1 2029-05-15 7 N/A 37118.00 230.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQB2 2026-07-20 8.5 N/A 66666.00 2.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202X3E5 2033-07-15 4.5 N/A 41000.00 990.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202XZD2 2033-06-15 5.5 N/A 25027.00 68.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UW63 2032-01-15 6 N/A 60335.00 73.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZK8 2039-01-20 7 N/A 80000.00 1299.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F3K0 2042-02-20 3.5 N/A 43000.00 1267.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KHD2 2032-12-15 5.5 N/A 50000.00 76.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200QQL1 2032-04-15 6 N/A 30343.00 79.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EC56 2035-03-20 6 N/A 28000.00 409.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQ28 2038-01-20 6 N/A 25000.00 232.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EG29 2036-02-20 5 N/A 20000.00 255.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBZ3 2029-05-20 7.5 N/A 25000.00 7.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A7K0 2028-11-15 7 N/A 400000.00 302.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213WJW7 2033-04-15 5 N/A 25000.00 572.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VNQ9 2050-06-20 2.5 N/A 15000.00 3337.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291RW57 2035-02-15 5 N/A 66006.00 1020.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211DU81 2029-07-15 7.5 N/A 25000.00 35.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KF96 2030-03-15 8.5 N/A 25307.00 14.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CNV1 2026-04-20 7.5 N/A 227546.00 2.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209PQC4 2028-11-15 6 N/A 80000.00 487.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KKB3 2036-05-15 6.5 N/A 192501.00 1701.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EF38 2035-11-20 5.5 N/A 67242.00 967.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290YF86 2033-10-15 6 N/A 25000.00 29.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZZ7 2033-10-20 6 N/A 110732.00 1006.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201NFT2 2032-06-15 6.5 N/A 25000.00 63.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213C5L0 2031-09-15 7 N/A 40000.00 63.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A2E9 2028-04-15 7 N/A 97000.00 28.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUU1 2038-07-20 6 N/A 25000.00 281.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206YD24 2033-11-15 6 N/A 35000.00 188.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290XHR4 2033-08-15 5.5 N/A 150330.00 1458.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FHN9 2040-07-20 4.5 N/A 5000.00 48.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5X3 2039-06-20 5 N/A 60000.00 1054.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294V6H8 2036-12-15 6 N/A 26000.00 238.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EH44 2036-05-20 5.5 N/A 45626.00 484.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206JRF3 2032-10-15 6 N/A 25000.00 79.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SHP5 2037-01-15 5.5 N/A 14000.00 407.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FFT8 2040-04-20 4.5 N/A 10000.00 341.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202VXC0 2034-05-15 5 N/A 35000.00 106.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208WBE2 2028-05-15 6.5 N/A 125000.00 62.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3X9 2028-07-20 6 N/A 371162.00 210.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWE5 2038-09-20 6 N/A 32000.00 273.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213HNP0 2031-06-15 6.5 N/A 89000.00 277.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BBJ6 2028-12-15 6 N/A 100000.00 119.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209FL80 2029-04-15 7 N/A 144063.00 93.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4K2 2039-04-20 6 N/A 259500.00 3226.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FAN6 2039-08-20 5 N/A 157353.00 2442.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A93A7 2033-11-20 6.5 N/A 119000.00 3907.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CP64 2026-07-20 6.5 N/A 151998.00 12.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXN4 2038-11-20 6 N/A 261000.00 368.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200CS89 2033-03-15 5.5 N/A 25000.00 201.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAP6 2029-02-20 6.5 N/A 154000.00 131.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ECN7 2035-02-20 5 N/A 114000.00 1713.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213WJ72 2033-07-15 5.5 N/A 68000.00 490.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FHX4 2032-12-15 5.5 N/A 94073.00 710.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209EXS6 2028-11-15 6 N/A 116000.00 48.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKJ9 2030-11-20 6.5 N/A 30000.00 17.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178AU96 2042-05-15 4 N/A 20803.00 1474.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201FVZ7 2032-05-15 7 N/A 25026.00 121.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201JBM0 2032-04-15 6 N/A 25034.00 191.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296GQQ7 2038-06-15 5.5 N/A 25000.00 213.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEK0 2029-05-15 6.5 N/A 200000.00 159.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36205RXS1 2029-06-15 7 N/A 50000.00 97.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXS3 2038-11-20 5 N/A 50000.00 569.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSB8 2032-03-20 6 N/A 679680.00 2091.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FKJ4 2040-09-20 5 N/A 27000.00 215.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294YPG3 2037-02-15 6 N/A 50054.00 783.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMC2 2031-03-20 7.5 N/A 145000.00 97.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SF55 2033-08-15 5 N/A 55000.00 911.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291FSL3 2030-11-20 4.5 N/A 39667.00 7554.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E2D0 2039-02-20 6.5 N/A 50000.00 743.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEG0 2035-07-20 5 N/A 164192.00 2182.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELB3 2036-11-20 7 N/A 82500.00 1411.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201HRV7 2032-10-15 5.5 N/A 27002.00 472.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBL9 2039-09-20 6 N/A 50000.00 1424.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FCQ7 2039-11-20 5.5 N/A 20000.00 743.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MEV8 2042-06-20 3.5 N/A 23000.00 675.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENX3 2037-07-20 6 N/A 25000.00 251.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291QK94 2034-11-15 6 N/A 206000.00 1691.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CP80 2026-07-20 7 N/A 377500.00 11.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36219CTR5 2027-11-20 7 N/A 49000.00 201.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213GTE1 2031-10-15 7.5 N/A 70000.00 815.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FL61 2040-11-20 4 N/A 30000.00 687.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291YE78 2036-03-15 6 N/A 25000.00 398.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201FXL6 2031-12-15 6 N/A 55805.00 313.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SPC5 2037-02-15 5.5 N/A 25000.00 82.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7G8 2039-07-20 4.5 N/A 2000.00 65.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213GU41 2031-12-15 7 N/A 199000.00 324.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208TFM7 2031-09-15 6.5 N/A 50000.00 181.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAE1 2029-01-20 8 N/A 85000.00 185.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KXP7 2033-06-15 5.5 N/A 240000.00 659.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMC0 2037-02-20 6.5 N/A 27500.00 369.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2E0 2033-11-20 5.5 N/A 285469.00 3156.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXE6 2033-04-20 6.5 N/A 150000.00 730.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C4Q3 2028-08-20 7 N/A 863332.00 485.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210PQ23 2031-06-15 6.5 N/A 40000.00 418.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206USS9 2026-04-15 7.5 N/A 90000.00 2.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BCK2 2028-08-15 8 N/A 17000.00 6.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296XJ88 2039-01-15 5 N/A 7000.00 82.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201XN87 2033-08-15 5 N/A 68374.00 730.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BG77 2029-12-15 7 N/A 190369.00 171.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CFB1 2031-07-15 6.5 N/A 30000.00 30.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BE61 2029-06-15 5.5 N/A 45359.00 39.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KMQ7 2033-02-15 6 N/A 84000.00 361.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BM21 2028-12-15 7 N/A 345000.00 261.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200ECQ2 2033-05-15 5.5 N/A 25000.00 332.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210ESD2 2029-07-15 7.5 N/A 25487.00 39.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291PAA4 2033-09-15 5 N/A 110000.00 1498.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209AFF2 2028-10-15 6 N/A 302500.00 320.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KBP1 2033-11-15 5.5 N/A 52500.00 697.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KRV2 2036-05-15 5 N/A 14168.00 400.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V3X1 2028-03-15 7 N/A 125000.00 97.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPZ6 2037-10-20 6.5 N/A 126000.00 1318.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5L9 2039-04-20 7 N/A 35000.00 393.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209S4V0 2028-10-15 6.5 N/A 25000.00 24.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ETV1 2038-06-20 6 N/A 230000.00 490.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KYM4 2038-12-15 6 N/A 60000.00 1344.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211HKA8 2029-09-15 7.5 N/A 77000.00 15.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXB2 2033-04-20 5 N/A 187368.00 1625.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201EJR2 2031-12-15 6 N/A 61000.00 210.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBH3 2029-04-20 6 N/A 328691.00 395.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DUV1 2032-10-20 6 N/A 346000.00 1299.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BKL1 2030-07-15 7.5 N/A 645609.00 95.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UCG3 2031-11-15 6.5 N/A 35373.00 89.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208JDC3 2027-11-15 8 N/A 45000.00 141.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207EM76 2033-12-15 5.5 N/A 42000.00 197.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BRA8 2031-12-15 7 N/A 205000.00 227.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTT8 2032-07-20 7 N/A 25000.00 34.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213P4Y4 2031-06-15 7 N/A 60000.00 305.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EE96 2035-09-20 5.5 N/A 259167.00 4621.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EYM5 2038-12-20 6 N/A 86083.00 1028.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KTZ1 2038-07-15 6 N/A 30000.00 190.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200WDM0 2032-02-15 6 N/A 25000.00 97.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UY79 2033-05-15 5 N/A 25000.00 347.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DU74 2032-11-20 5.5 N/A 329645.00 1493.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MQX3 2032-10-15 6 N/A 100000.00 306.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MLG6 2033-05-15 5 N/A 25000.00 266.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210KL37 2029-04-15 6.5 N/A 35000.00 49.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200WJE2 2034-04-15 5 N/A 50000.00 331.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BGW2 2029-11-15 7 N/A 365000.00 354.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFH9 2030-01-20 8 N/A 215000.00 97.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPP7 2031-09-15 6 N/A 50000.00 76.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209UBR6 2029-09-15 7 N/A 145000.00 240.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MQY2 2033-07-15 5.5 N/A 50350.00 293.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NNE4 2043-09-20 5.5 N/A 10000.00 495.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGN3 2036-01-20 5 N/A 253394.00 3508.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DPS4 2031-09-20 6.5 N/A 391985.00 497.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JHW1 2031-03-15 6 N/A 25002.00 104.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213JLM5 2032-03-15 6.5 N/A 120000.00 73.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291WHA2 2035-04-15 5.5 N/A 139000.00 5611.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EH51 2036-05-20 6 N/A 159000.00 1883.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NH27 2043-07-20 3 N/A 32000.00 2267.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201CN34 2032-03-15 6.5 N/A 100000.00 337.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206SYK4 2026-07-15 8 N/A 25000.00 28.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210ASL2 2028-10-15 7 N/A 25000.00 14.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRE5 2026-09-20 8 N/A 348364.00 9.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290XLA6 2033-08-15 5 N/A 35000.00 83.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VL32 2050-05-20 3 N/A 10000.00 1706.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYT4 2027-12-20 7 N/A 147500.00 39.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELW7 2037-01-20 6 N/A 90000.00 936.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DPT2 2031-09-20 7 N/A 1275000.00 1884.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2F7 2033-11-20 6 N/A 83000.00 697.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SK42 2033-10-15 5 N/A 170000.00 3003.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KFF2 2028-11-15 6.5 N/A 42651.00 37.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SEM5 2046-06-20 5.5 N/A 6650.00 686.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MNC0 2042-09-20 3.5 N/A 33000.00 1143.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQA0 2037-11-20 6 N/A 80000.00 812.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELL1 2036-12-20 6 N/A 50000.00 569.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MBP7 2033-02-15 5.5 N/A 100000.00 507.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200FBL1 2037-07-15 6.5 N/A 50000.00 245.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208VXY6 2028-01-15 7 N/A 29499.00 5.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKN8 2036-09-20 7 N/A 208000.00 1640.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZ63 2028-03-20 7.5 N/A 27000.00 6.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DD73 2029-10-20 8 N/A 60136.00 22.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FP91 2039-06-20 4.5 N/A 50000.00 541.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FC53 2039-12-20 4.5 N/A 85000.00 944.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QBL4 2038-10-20 6 N/A 15000.00 1120.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295M6H7 2038-01-15 5 N/A 25000.00 25.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWW5 2038-10-20 6.5 N/A 1762667.00 542.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213EWU6 2032-03-15 6 N/A 145020.00 293.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213QZ51 2031-08-15 7 N/A 105000.00 172.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292ERU6 2035-07-15 4.5 N/A 60874.00 1035.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AXN5 2027-12-15 6.5 N/A 135000.00 4.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AQJM6 2040-03-15 4.5 N/A 4000.00 296.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211JLG0 2029-07-15 6.5 N/A 25000.00 57.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EE88 2035-09-20 5 N/A 181542.00 2471.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRW5 2026-10-20 7 N/A 335000.00 61.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TJY2 2047-10-20 4 N/A 6000.00 646.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211SFB8 2035-06-15 5.5 N/A 36000.00 759.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290TQQ5 2036-04-15 6.5 N/A 30000.00 127.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3J8 2034-01-20 6 N/A 142500.00 1612.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EYN3 2038-12-20 6.5 N/A 138675.00 2014.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQZ7 2031-12-20 6 N/A 543500.00 1520.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DD40 2029-10-20 6.5 N/A 50000.00 21.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BRW0 2032-02-15 7.5 N/A 234353.00 264.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A5V8 2028-09-15 6 N/A 34000.00 38.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MJW3 2032-07-15 7 N/A 49000.00 226.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPA1 2037-08-20 6 N/A 45000.00 455.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A1YG7 2039-06-15 4.5 N/A 70333.00 1094.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213EPT7 2031-12-15 6 N/A 56000.00 49.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200QLU6 2032-03-15 6 N/A 116000.00 744.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212TVM3 2030-11-15 7.5 N/A 1232000.00 1312.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLC3 2030-01-20 5.5 N/A 25000.00 289.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FQW6 2033-04-15 6 N/A 30000.00 144.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FXA9 2041-09-20 4.5 N/A 20000.00 94.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKX6 2036-10-20 6 N/A 101000.00 901.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200EB59 2033-05-15 5.5 N/A 40000.00 239.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209BEL8 2029-02-15 6 N/A 30000.00 18.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FE93 2040-03-20 6 N/A 2000.00 43.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CY72 2028-01-20 6.5 N/A 402491.00 201.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MND8 2042-09-20 4 N/A 25000.00 788.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KF45 2035-10-15 5.5 N/A 112450.00 1766.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200W6S5 2032-01-15 6 N/A 25146.00 316.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BMZ8 2031-04-15 6.5 N/A 302000.00 392.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FB70 2039-10-20 6.5 N/A 25891.00 405.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KUS5 2036-02-15 5.5 N/A 52728.00 997.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296TQU0 2038-10-15 6.5 N/A 45000.00 273.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5V1 2028-10-20 7.5 N/A 50000.00 2.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201GA70 2032-11-15 6 N/A 75000.00 484.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A6P0 2027-12-15 8 N/A 700000.00 88.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209XHW3 2028-10-15 6.25 N/A 25000.00 95.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQX4 2026-08-20 8 N/A 489020.00 13.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201NLX6 2032-12-15 6 N/A 27997.00 66.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NTR2 2034-06-15 4.5 N/A 45000.00 807.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DS51 2032-05-20 7 N/A 92000.00 147.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202SD88 2033-03-15 5.5 N/A 55980.00 38.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WPF9 2032-04-20 3 N/A 107906.00 40401.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295NJB4 2035-11-15 5 N/A 25000.00 168.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213URH5 2031-10-15 6 N/A 117000.00 205.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295PZ70 2038-03-15 5 N/A 60000.00 313.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BND6 2031-05-15 6.5 N/A 109000.00 145.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179N2N7 2043-12-20 5.5 N/A 2000.00 108.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KHK7 2036-01-15 6 N/A 47000.00 811.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NNF1 2034-07-20 6 N/A 35000.00 1904.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NCS5 2028-05-20 2.5 N/A 20000.00 629.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5K1 2039-05-20 6.5 N/A 50000.00 997.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206GWC0 2026-06-20 7.5 N/A 30000.00 17.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A4L1 2028-07-15 6.5 N/A 7500.00 4.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213RRY5 2031-08-15 7 N/A 75000.00 82.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D4P3 2034-03-20 5.5 N/A 33000.00 413.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELM9 2036-12-20 6.5 N/A 37500.00 492.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPM4 2031-09-15 7 N/A 115000.00 137.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAR2 2029-02-20 7 N/A 249432.00 129.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295SC87 2037-12-15 6 N/A 25000.00 28.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209UNS1 2028-08-15 6.5 N/A 25000.00 17.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2V9 2052-04-20 3 N/A 1000.00 664.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWF2 2038-09-20 6.5 N/A 50000.00 505.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVF3 2038-08-20 5 N/A 73000.00 439.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207LBP2 2030-08-15 9 N/A 260000.00 241.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BED6 2029-04-15 6.5 N/A 529000.00 404.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201M4J8 2032-08-15 6.5 N/A 36962.00 23.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208MYQ2 2027-10-15 7 N/A 57000.00 29.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VJR2 2035-04-20 3 N/A 158632.00 29363.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200M5F6 2033-12-15 6 N/A 31000.00 875.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3N1 2028-06-20 7.5 N/A 305000.00 47.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F4A1 2042-02-20 5.5 N/A 10000.00 407.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209GY27 2028-09-15 7.5 N/A 48540.00 236.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQM6 2031-11-20 6 N/A 397000.00 1121.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295WCY1 2038-07-15 6 N/A 25028.00 1737.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202UCP6 2033-09-15 5 N/A 54000.00 275.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296Q7B9 2034-07-20 6.5 N/A 90000.00 1753.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200Q3R3 2032-02-15 6.5 N/A 106000.00 98.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DV24 2033-01-20 5.5 N/A 188000.00 1190.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CPT4 2026-06-20 8 N/A 116667.00 2.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPV4 2031-10-15 6 N/A 38000.00 113.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290NZ88 2033-05-15 5.5 N/A 58000.00 338.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210NYA1 2029-02-15 6 N/A 50125.00 158.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLU3 2031-02-20 6.5 N/A 301750.00 183.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SYK1 2034-05-15 5 N/A 25000.00 547.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291NPR6 2034-08-15 5.5 N/A 55000.00 611.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291Q5U4 2036-03-15 6 N/A 110000.00 2245.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201QV75 2032-09-15 6.5 N/A 25000.00 149.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200T7E2 2032-01-15 6 N/A 25000.00 174.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CW82 2027-08-20 7 N/A 238000.00 87.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NA56 2032-03-15 7 N/A 60000.00 34.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292GT54 2036-01-15 5 N/A 5000.00 223.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290R5V1 2033-10-15 5.5 N/A 142831.00 1658.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AJD2 2032-12-15 5.5 N/A 36916.00 205.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202VXE6 2034-05-15 5 N/A 25000.00 558.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DDP3 2029-09-20 7.5 N/A 227000.00 196.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AYZ7 2028-03-15 7.5 N/A 75000.00 9.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202XGQ4 2036-09-15 6 N/A 45000.00 405.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212C6X4 2030-11-15 9 N/A 77000.00 142.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213VMK1 2031-10-15 6.5 N/A 75150.00 169.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EF46 2035-11-20 6 N/A 25000.00 459.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AF2J5 2040-01-15 4.5 N/A 55000.00 568.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QBW4 2034-01-15 5.5 N/A 77520.00 991.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPX1 2037-10-20 5.5 N/A 23333.00 132.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206JMM3 2026-09-15 7.5 N/A 25000.00 2.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJR3 2030-09-20 7.5 N/A 346000.00 167.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDP6 2053-08-20 7.5 N/A 25000.00 5611.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QD40 2038-04-20 5.5 N/A 2000.00 113.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291FU48 2034-03-15 6 N/A 50000.00 99.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NN29 2035-05-15 5 N/A 25000.00 220.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DEL1 2029-11-20 7.5 N/A 322500.00 171.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FRP3 2041-03-20 3.5 N/A 10000.00 1666.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200DJF1 2033-06-15 5 N/A 29000.00 301.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VVR8 2050-09-20 3.5 N/A 600394.00 132778.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQY0 2031-12-20 5.5 N/A 249214.00 1050.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VRW2 2031-08-20 6.5 N/A 14500.00 3077.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201V3E0 2032-09-15 6 N/A 214000.00 547.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201FBX4 2033-08-15 5.5 N/A 60000.00 568.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210F7C4 2029-07-15 7 N/A 330000.00 201.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213WBW5 2031-10-15 6.5 N/A 163000.00 407.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4J5 2039-04-20 5.5 N/A 1000.00 19.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296AWF7 2038-04-15 5 N/A 11000.00 155.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208HLF1 2027-07-15 8 N/A 116118.00 28.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSQ5 2032-04-20 6 N/A 246566.00 643.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211N3V8 2029-09-15 7.5 N/A 25000.00 14.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNY3 2031-07-20 6.5 N/A 493000.00 689.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2H47 2041-03-15 6 N/A 5000.00 314.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36205K6N7 2027-02-15 7 N/A 25020.00 3.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWH8 2038-09-20 7.5 N/A 60000.00 1496.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRC9 2026-09-20 7 N/A 323730.00 10.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A5V5 2029-02-15 6 N/A 74265.00 11.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKA8 2030-10-20 8.5 N/A 200000.00 60.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBF5 2034-11-20 6 N/A 106300.00 1635.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295QPG9 2038-09-15 6.5 N/A 41084.00 172.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BSC3 2032-03-15 8 N/A 25000.00 24.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMM8 2037-03-20 5 N/A 58750.00 552.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208MZ24 2027-12-15 7 N/A 325400.00 81.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMZ9 2037-04-20 6 N/A 51500.00 493.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213YQC9 2032-04-15 6.5 N/A 35000.00 132.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FLJ3 2040-10-20 5 N/A 39000.00 186.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMD8 2037-02-20 7 N/A 105000.00 892.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213EW36 2032-03-15 6.5 N/A 56000.00 118.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CSJ6 2031-06-20 5.625 N/A 1000000.00 1330.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RLF7 2031-12-15 6 N/A 25000.00 84.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617U8RR0 2050-10-20 3 N/A 1167444.00 181683.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SZU4 2037-05-15 5.5 N/A 100000.00 305.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NXW6 2034-12-15 5 N/A 45000.00 251.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BBA5 2028-12-15 7 N/A 60000.00 36.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUV9 2038-07-20 6.5 N/A 40000.00 402.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BRH3 2032-01-20 6.5 N/A 30000.00 46.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290VQ31 2033-08-15 5.5 N/A 51053.00 370.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E2C2 2039-02-20 6 N/A 75000.00 1222.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MED0 2032-04-15 6.5 N/A 75000.00 174.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207GBC2 2026-08-15 8 N/A 45000.00 20.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CS95 2026-12-20 8 N/A 49000.00 0.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2K8 2028-04-20 7 N/A 45000.00 26.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRV5 2032-02-20 6 N/A 977319.00 2996.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZN6 2028-02-20 7.5 N/A 427610.00 62.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ABP59 2039-11-15 4 N/A 9506.00 730.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209XEC0 2028-09-15 6.5 N/A 26000.00 22.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUV3 2027-03-20 7.5 N/A 326666.00 50.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211EKS6 2029-11-15 7.5 N/A 500000.00 107.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXR7 2033-05-20 4.5 N/A 236508.00 2735.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208VUH6 2027-11-15 7 N/A 25265.00 3.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36205F7K3 2033-01-15 6 N/A 108000.00 313.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZH5 2039-01-20 6 N/A 67000.00 789.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209VQL1 2029-02-15 6.5 N/A 82000.00 97.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209PBT3 2028-07-15 7 N/A 50000.00 119.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B5J3 2034-05-20 6 N/A 25000.00 232.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DX63 2033-06-20 4.5 N/A 493500.00 3798.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200JAL4 2033-03-15 5.5 N/A 50000.00 344.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZH7 2033-09-20 6 N/A 160108.00 1639.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290WF56 2033-08-15 5 N/A 280342.00 2950.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200M7J6 2033-12-15 5 N/A 85990.00 634.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210U2H5 2029-04-15 6 N/A 50000.00 143.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294ULJ9 2036-09-15 7.5 N/A 48000.00 483.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPY9 2037-10-20 6 N/A 50000.00 433.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKD0 2036-08-20 7 N/A 200000.00 2434.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDV7 2032-03-15 6.5 N/A 11000.00 66.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291XPT0 2035-05-15 5.5 N/A 115000.00 647.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211ESS8 2029-06-15 6.5 N/A 60000.00 181.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C4R1 2028-08-20 7.5 N/A 157400.00 45.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRX1 2032-02-20 7 N/A 25000.00 47.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D7K1 2034-08-20 6 N/A 105000.00 1050.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DS44 2032-05-20 6.5 N/A 93077.00 195.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MK25 2042-07-20 4 N/A 45629.00 1417.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW39 2038-10-20 5.5 N/A 63333.00 675.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291QWD2 2034-12-15 5 N/A 30000.00 2019.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRD7 2026-09-20 7.5 N/A 450000.00 22.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201TFF9 2032-12-15 5.5 N/A 30000.00 77.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201HVS9 2032-04-15 6 N/A 30000.00 584.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202WLL1 2033-05-15 5.5 N/A 25000.00 159.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FDW3 2040-01-20 4.5 N/A 10000.00 368.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQN4 2031-11-20 6.5 N/A 37500.00 66.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEF2 2035-07-20 4.5 N/A 32000.00 518.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201JJP5 2032-06-15 6.5 N/A 91043.00 293.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FFS0 2040-04-20 4 N/A 8500.00 393.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292AXB9 2035-10-15 5.5 N/A 185000.00 1012.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5H8 2039-05-20 5.5 N/A 11000.00 264.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6M0 2028-11-20 7.5 N/A 125000.00 19.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6Y4 2028-12-20 6 N/A 762000.00 894.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FRE8 2041-01-20 4.5 N/A 35000.00 403.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUT8 2027-03-20 7 N/A 182000.00 35.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NMP3 2034-06-15 5 N/A 52000.00 660.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211LUW0 2029-12-15 7.5 N/A 25000.00 95.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211CXU1 2029-05-15 6.5 N/A 200000.00 358.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FML4 2033-02-15 5 N/A 165322.00 929.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NJF6 2038-10-20 6 N/A 1000.00 46.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213VSJ8 2032-01-15 6 N/A 25000.00 163.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4F3 2039-04-20 4 N/A 36000.00 1109.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C7C1 2028-12-20 7.5 N/A 50000.00 19.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201VBH4 2033-10-15 5 N/A 107000.00 1157.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FL95 2040-11-20 3.5 N/A 12500.00 692.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206PGP9 2027-12-15 7 N/A 25000.00 16.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPY8 2031-09-15 8 N/A 40000.00 39.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDR7 2035-05-20 6 N/A 33900.00 495.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SQ26 2046-11-20 5.5 N/A 9000.00 1223.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2X0 2028-05-20 6.5 N/A 555000.00 272.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQT3 2026-08-20 7 N/A 378100.00 18.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206VLT2 2026-04-15 6.5 N/A 200000.00 18.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213DG36 2031-08-15 6 N/A 55000.00 155.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLG4 2031-01-20 7.5 N/A 525605.00 406.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201M5L2 2032-09-15 6 N/A 50000.00 134.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FM45 2040-12-20 4 N/A 213729.00 3458.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBJ9 2029-04-20 6.5 N/A 1836000.00 1478.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMR7 2037-03-20 7 N/A 26000.00 232.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209N2T8 2029-03-15 6 N/A 84000.00 317.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ARFP1 2040-03-15 3.5 N/A 10000.00 2134.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209NEQ1 2028-06-15 6.5 N/A 225000.00 335.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BP69 2031-10-15 6 N/A 437168.00 1126.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291YHE0 2036-06-15 6 N/A 50000.00 394.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294TLB9 2036-10-15 6 N/A 25000.00 215.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211TPF6 2029-11-20 8 N/A 120000.00 1942.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5C1 2034-04-20 5 N/A 218918.00 2369.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FG26 2040-06-20 6 N/A 25000.00 541.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGS9 2040-06-20 4.5 N/A 225000.00 7611.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KCL0 2035-01-15 6 N/A 14000.00 154.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AEK58 2040-02-20 4 N/A 42000.00 5742.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D4N8 2034-03-20 5 N/A 76000.00 880.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3X7 2034-02-20 5.25 N/A 97000.00 3465.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BGN2 2028-12-15 6 N/A 15000.00 15.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EC49 2035-03-20 5.5 N/A 35000.00 528.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202X4N4 2033-07-15 5.5 N/A 125000.00 244.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213LLB4 2031-07-15 7 N/A 127232.00 177.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ET25 2038-06-20 5.5 N/A 90500.00 1100.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQY8 2038-01-20 5 N/A 18750.00 194.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211CTJ1 2029-06-15 7 N/A 45000.00 143.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DVM0 2032-12-20 5.5 N/A 390150.00 2373.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQC8 2031-10-20 7 N/A 40000.00 69.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207RZL2 2027-02-15 7.25 N/A 25000.00 6.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BY93 2033-07-15 5.5 N/A 32000.00 222.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DT76 2032-08-20 6.5 N/A 209884.00 508.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6E6 2034-06-20 5.5 N/A 127000.00 1714.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FCM6 2039-11-20 4 N/A 10000.00 427.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FUD6 2026-06-20 4 N/A 100000.00 72.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ECR8 2035-02-20 6.5 N/A 50000.00 521.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FTF3 2026-05-20 4 N/A 375000.00 188.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XF43 2052-07-20 4.5 N/A 252000.00 229342.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMN6 2037-03-20 5.5 N/A 40680.00 390.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208QTM8 2028-12-15 6 N/A 77220.00 53.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201A4M7 2032-05-15 6.75 N/A 50000.00 268.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKC2 2036-08-20 6.5 N/A 92000.00 810.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291L4M4 2034-06-15 5.5 N/A 25000.00 746.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BJV1 2028-12-15 7 N/A 45000.00 38.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292EM64 2039-01-15 5.5 N/A 30000.00 417.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E2A6 2039-02-20 5 N/A 96081.00 1387.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FPC4 2041-01-20 4.5 N/A 25000.00 563.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211GZN6 2029-07-15 7 N/A 46666.00 36.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CS53 2026-12-20 7 N/A 170000.00 8.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLX7 2031-02-20 8 N/A 50012.00 38.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206VLJ4 2026-04-15 6 N/A 130000.00 14.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KRN0 2038-03-15 4.5 N/A 31500.00 671.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201YRC2 2033-11-15 6 N/A 25000.00 267.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296QY60 2039-05-15 3.5 N/A 11000.00 550.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EHS1 2036-04-20 5.5 N/A 68924.00 757.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209XSM3 2028-10-15 6 N/A 37000.00 74.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW70 2038-10-20 7 N/A 11000.00 129.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSC6 2032-03-20 6.5 N/A 363050.00 616.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A2TX4 2039-05-15 4.5 N/A 25000.00 169.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EAK5 2034-09-20 5.5 N/A 65000.00 721.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292CPU2 2035-07-15 6 N/A 28571.00 507.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209JMM0 2029-05-15 7 N/A 50000.00 110.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NA57 2043-04-20 4 N/A 50000.00 2043.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VJQ4 2035-04-20 2.5 N/A 1162.00 224.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QWJ6 2038-11-20 5.5 N/A 10000.00 584.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKY6 2030-12-20 7.5 N/A 590000.00 320.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DA50 2029-03-20 6 N/A 295000.00 301.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AXV7 2027-12-20 7 N/A 15000.00 3.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202SA73 2033-01-15 5.5 N/A 262000.00 599.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201F5L7 2032-10-15 6.5 N/A 163000.00 313.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENK1 2037-06-20 5 N/A 32183.00 416.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NA31 2032-03-15 6 N/A 25000.00 122.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212M7M5 2032-01-15 6.5 N/A 48334.00 83.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BB20 2029-03-15 6.5 N/A 29000.00 11.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5U3 2028-10-20 7 N/A 773319.00 550.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BGD4 2028-12-15 6.5 N/A 452189.00 357.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DPD7 2031-08-20 6.5 N/A 1188429.00 1434.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BAK4 2028-11-15 8 N/A 32531.00 15.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RBM0 2045-04-20 3.5 N/A 5000.00 111.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJ85 2030-10-20 7.5 N/A 25000.00 13.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYL9 2033-07-20 5.5 N/A 176500.00 1663.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QJN6 2033-07-15 5 N/A 60000.00 569.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212MJE0 2030-10-15 8 N/A 183500.00 41.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208WDX8 2028-06-15 6.5 N/A 155000.00 39.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206MYR2 2026-04-15 7.5 N/A 25000.00 3.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200YPL5 2032-02-15 7 N/A 55324.00 1535.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MGX2 2042-07-20 3.5 N/A 28000.00 1178.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295NBD8 2038-02-15 6 N/A 30000.00 340.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKL4 2030-11-20 7.5 N/A 40294.00 17.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FEV4 2040-03-20 4 N/A 25000.00 779.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210B4J1 2039-04-15 4.5 N/A 25250.00 323.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5Q0 2034-05-20 5 N/A 92000.00 1342.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NTE8 2043-11-20 4 N/A 65361.00 3619.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DUK5 2032-09-20 6.5 N/A 75103.00 220.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V4H5 2028-03-15 6 N/A 40000.00 62.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210LXD0 2028-12-15 6 N/A 70000.00 78.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BFR4 2029-08-15 7 N/A 110000.00 57.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KQT7 2033-04-15 5.5 N/A 30000.00 267.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B3M8 2033-04-15 6.5 N/A 9770.00 51.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CWQ9 2035-09-15 4.5 N/A 94759.00 1404.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A3A6 2028-05-15 6.5 N/A 70000.00 32.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AE39 2032-11-15 5.5 N/A 143000.00 417.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGQ6 2036-01-20 5.5 N/A 75000.00 897.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211YQX5 2030-02-15 7.75 N/A 60000.00 115.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200N4H1 2034-10-15 6 N/A 43196.00 348.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EV89 2038-09-20 6 N/A 1646232.00 645.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207E7F5 2027-10-15 7 N/A 50811.00 24.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ED63 2035-06-20 6 N/A 126050.00 1888.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYY1 2033-08-20 4.5 N/A 146590.00 2392.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTS0 2032-07-20 6.5 N/A 106523.00 295.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRE3 2032-01-20 5.5 N/A 125000.00 518.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A3K4 2028-05-15 6.5 N/A 48312.00 20.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.5 N/A 11000.00 5554.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201GAA3 2032-11-15 6 N/A 80702.00 405.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2Z5 2028-05-20 7.5 N/A 175000.00 73.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QJT9 2044-07-20 4 N/A 185000.00 11468.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FJM9 2040-08-20 5 N/A 175000.00 911.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5V7 2039-06-20 4 N/A 85000.00 3364.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGE3 2035-12-20 6 N/A 22000.00 358.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGT7 2040-06-20 5 N/A 127000.00 566.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVH9 2038-08-20 6 N/A 261000.00 365.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FM59 2033-02-15 5.5 N/A 145006.00 1585.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BAH1 2028-11-15 7.5 N/A 69500.00 47.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210HKS0 2029-02-15 6.5 N/A 45000.00 92.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201VVX7 2033-09-15 4.5 N/A 171363.00 4574.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209FYN3 2029-07-15 6.5 N/A 54000.00 182.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2E99 2042-02-15 5 N/A 50000.00 3605.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DWV9 2033-03-20 5.5 N/A 59000.00 366.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NJ69 2034-04-15 5 N/A 51584.00 348.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6D6 2039-06-20 4.5 N/A 12500.00 339.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAA9 2029-01-20 6.5 N/A 750064.00 708.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMA6 2031-03-20 6.5 N/A 573178.00 504.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SM81 2033-11-15 5 N/A 47000.00 358.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201LU44 2032-07-15 7 N/A 25000.00 50.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XF35 2052-06-20 4.5 N/A 341484.00 218470.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296PZN4 2038-09-15 6.5 N/A 25000.00 140.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201LUR3 2032-12-15 5.5 N/A 33878.00 151.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5P2 2034-05-20 4.5 N/A 49000.00 720.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEU9 2035-08-20 5 N/A 387187.00 5740.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200TQM3 2033-08-15 5 N/A 35000.00 1662.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VNR7 2050-06-20 3 N/A 10000.00 1535.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3Z4 2028-07-20 7 N/A 289630.00 129.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DG62 2030-05-20 7.5 N/A 275055.00 132.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNZ0 2031-07-20 7 N/A 77667.00 145.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291F5P9 2034-06-15 5 N/A 70091.00 938.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292HR96 2035-10-15 5 N/A 37365.00 151.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SKR1 2033-10-15 5.5 N/A 200440.00 2713.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FAG8 2032-08-15 6.5 N/A 405000.00 336.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290STH4 2034-02-15 5.5 N/A 70000.00 545.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210EJD2 2032-02-15 7 N/A 123273.00 3430.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211CVB5 2029-10-15 7 N/A 29000.00 234.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJX8 2036-07-20 5.5 N/A 42000.00 470.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200A4E6 2035-08-15 6 N/A 50000.00 626.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEL8 2029-05-15 6.5 N/A 25000.00 22.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296UST8 2039-03-15 4.5 N/A 11000.00 611.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FXT8 2032-08-20 6.5 N/A 30000.00 718.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KQJ0 2038-01-20 4.5 N/A 75000.00 1796.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5F2 2039-05-20 4.5 N/A 30000.00 752.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FLU8 2038-12-20 7 N/A 10000.00 134.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DN31 2031-07-20 8 N/A 214000.00 173.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296DAV0 2038-07-15 5.5 N/A 66057.00 556.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJ93 2030-10-20 8 N/A 33120.00 15.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FD29 2040-01-20 6.5 N/A 50000.00 812.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6Z7 2039-07-20 4.5 N/A 15000.00 18.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPP8 2037-09-20 7 N/A 92000.00 971.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209VM50 2028-12-15 6 N/A 180000.00 79.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NZP6 2029-02-20 3 N/A 11000.00 280.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202WJL4 2033-04-15 6 N/A 41000.00 145.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201LUC6 2032-05-15 6.5 N/A 105333.00 245.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292NEM8 2036-07-15 6 N/A 25000.00 353.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ER92 2038-04-20 4.5 N/A 44670.00 1050.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DWU1 2033-03-20 5 N/A 345464.00 2637.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CR21 2026-10-20 8 N/A 408000.00 32.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXC0 2033-04-20 5.5 N/A 60834.00 424.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AVD8 2032-12-15 5.5 N/A 53000.00 338.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERW1 2038-03-20 7 N/A 41000.00 1100.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208YF38 2028-07-15 6.5 N/A 130218.00 7.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200SUK4 2031-11-15 6 N/A 25000.00 75.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBM2 2029-04-20 8 N/A 30000.00 14.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BHJ0 2030-01-15 6.5 N/A 50000.00 56.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KVV6 2033-05-15 5.5 N/A 25000.00 147.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPB9 2037-08-20 6.5 N/A 25000.00 261.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209W6M9 2028-09-15 6.5 N/A 85000.00 31.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FE28 2040-03-20 5 N/A 56500.00 217.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DPR6 2031-09-20 6 N/A 268267.00 480.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KEK0 2035-06-15 6 N/A 109000.00 1395.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSS1 2032-04-20 7 N/A 290000.00 448.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SF71 2033-08-15 5 N/A 30000.00 310.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGQ8 2030-04-20 7 N/A 170526.00 31.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EA25 2034-10-20 6 N/A 105000.00 1517.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291GY34 2034-05-15 5.5 N/A 60110.00 1920.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCC3 2029-06-20 6.5 N/A 293417.00 273.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FF92 2040-05-20 5 N/A 61431.00 739.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5J4 2039-05-20 6 N/A 25000.00 423.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C7B3 2028-12-20 7 N/A 159725.00 37.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AVJ5 2033-01-15 5.5 N/A 25000.00 229.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLW9 2031-02-20 7.5 N/A 160431.00 86.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BD54 2029-02-15 7.5 N/A 50000.00 11.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292LBW3 2036-03-15 5.5 N/A 68750.00 396.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5D9 2034-04-20 5.5 N/A 205000.00 2566.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Q6T3 2038-11-20 5.5 N/A 12000.00 785.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MC73 2037-03-20 6.5 N/A 12684.00 584.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BGJ8 2029-05-15 7 N/A 97000.00 53.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SF22 2033-08-15 4.5 N/A 25035.00 463.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MC35 2033-03-15 6 N/A 100000.00 163.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209T2C2 2028-08-15 6.5 N/A 182000.00 216.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BM88 2026-12-15 7.5 N/A 25000.00 0.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208LXN2 2028-04-15 6.5 N/A 35000.00 33.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEQ7 2029-05-15 6 N/A 64000.00 120.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210XUE5 2029-03-15 6.25 N/A 125000.00 94.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTE1 2032-06-20 6 N/A 369366.00 1108.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291GYB6 2034-05-15 5.5 N/A 75000.00 2493.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211B2P8 2031-05-15 6.5 N/A 51000.00 77.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206YDU2 2033-11-15 5.5 N/A 101500.00 915.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNM9 2031-06-20 7 N/A 80000.00 113.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BDT2 2029-04-15 6 N/A 161250.00 274.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BWL8 2033-01-15 6 N/A 9000.00 25.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210TPX8 2029-04-15 6 N/A 45000.00 340.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFF3 2030-01-20 7 N/A 397459.00 153.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210HLK6 2029-05-15 6.5 N/A 50284.00 56.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FLG9 2040-10-20 4 N/A 30000.00 556.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FZE9 2038-12-20 6.5 N/A 27333.00 1099.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201TLS4 2033-03-15 6 N/A 75000.00 409.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LUR5 2040-12-15 6 N/A 100000.00 2480.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AR2J9 2039-01-20 6.5 N/A 45000.00 852.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209YLA4 2031-06-15 6 N/A 43500.00 91.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRW3 2032-02-20 6.5 N/A 214315.00 385.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5R8 2034-05-20 5.5 N/A 88316.00 1180.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEX3 2035-08-20 6.5 N/A 28729.00 531.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EG45 2036-02-20 5.5 N/A 19692.00 241.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212MCY3 2031-07-15 6.5 N/A 25000.00 190.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPZ5 2031-10-15 6.5 N/A 413000.00 467.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208YL23 2028-09-15 7.5 N/A 50000.00 29.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290Y6E3 2034-02-15 6 N/A 40000.00 475.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEW5 2035-08-20 6 N/A 78000.00 1460.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BQN8 2029-04-15 6 N/A 25639.00 811.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201JFC8 2032-05-15 6 N/A 40552.00 226.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BZZ4 2033-06-15 6.5 N/A 150001.00 594.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QJD8 2033-06-15 5.5 N/A 75000.00 534.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ET33 2038-06-20 6 N/A 20000.00 230.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLV1 2031-02-20 7 N/A 138000.00 109.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ECM9 2035-02-20 4.5 N/A 50000.00 394.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294VRC6 2037-11-15 6 N/A 25000.00 239.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6F5 2028-11-20 5.5 N/A 65000.00 166.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZ30 2028-03-20 6 N/A 65000.00 36.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209T6S3 2028-10-15 7 N/A 25000.00 39.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BTN8 2028-11-20 7.5 N/A 75000.00 23.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206RJR8 2027-05-15 7 N/A 115000.00 28.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SGQ4 2040-06-20 5.5 N/A 22000.00 1320.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EFM6 2035-10-20 5 N/A 207750.00 2791.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292AXR4 2035-05-15 5 N/A 41000.00 1040.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210CLN1 2029-04-15 6 N/A 119282.00 247.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BUC0 2032-08-15 6 N/A 50000.00 180.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCB5 2029-06-20 6 N/A 343500.00 637.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212DGX1 2031-04-15 6.5 N/A 30000.00 95.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGD7 2030-03-20 7.5 N/A 205000.00 77.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLT6 2031-02-20 6 N/A 423466.00 326.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291QYB4 2036-06-15 6 N/A 25321.00 128.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179M2G4 2043-02-20 3 N/A 13000.00 820.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DDC2 2029-08-20 8 N/A 25000.00 2.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201C4Q4 2032-02-15 6 N/A 204000.00 582.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJH3 2036-06-20 5.5 N/A 182800.00 1800.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KAU4 2028-08-15 7 N/A 60000.00 20.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MQK1 2032-10-15 6 N/A 30000.00 93.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292G6H3 2035-11-15 5.5 N/A 17000.00 1400.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERC5 2038-02-20 5 N/A 179688.00 2186.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290YUN6 2033-10-15 6 N/A 32000.00 92.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A7F42 2039-08-15 5 N/A 25000.00 524.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6F3 2034-06-20 6 N/A 147600.00 1795.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213GAH4 2032-01-15 6.5 N/A 35000.00 144.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2J1 2028-04-20 6.5 N/A 235500.00 102.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SRT6 2037-07-15 5.5 N/A 100268.00 241.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWU9 2038-10-20 5.5 N/A 360000.00 458.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DA76 2029-03-20 7 N/A 312252.00 246.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NMQ8 2028-09-20 4 N/A 40000.00 1180.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V6R1 2028-04-15 7 N/A 50000.00 16.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202TR40 2036-08-15 5.5 N/A 4667.00 19.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBL4 2029-04-20 7.5 N/A 127045.00 42.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQV8 2026-08-20 7.5 N/A 716136.00 8.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DUH2 2032-09-20 5.5 N/A 422000.00 1454.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBG0 2039-09-20 4 N/A 10000.00 498.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYW7 2027-12-20 8 N/A 115000.00 31.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ANDM9 2040-07-15 4.5 N/A 42621.00 1069.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210TDH6 2029-03-15 6.5 N/A 30097.00 9.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NBQ3 2034-01-15 6 N/A 75625.00 881.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210NXJ3 2029-01-15 6 N/A 40000.00 183.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RU84 2033-08-15 5 N/A 55000.00 811.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXA6 2027-08-20 7.5 N/A 175000.00 22.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZG9 2033-09-20 5.5 N/A 120328.00 1341.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296KSD5 2038-07-15 5 N/A 60000.00 247.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FEZ5 2040-03-20 4.5 N/A 75000.00 1170.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208EAR4 2031-04-15 6.5 N/A 227500.00 172.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FB21 2039-10-20 4 N/A 69250.00 2788.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPC6 2031-07-15 7 N/A 207901.00 199.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FFR9 2032-11-15 5.5 N/A 61565.00 1310.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294RW47 2037-09-15 6 N/A 25000.00 303.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291FXN3 2034-04-15 5 N/A 55003.00 293.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6G9 2039-06-20 6 N/A 20000.00 401.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296RAZ0 2038-10-15 7 N/A 50000.00 1151.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201LH98 2034-10-15 6 N/A 62500.00 997.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BET1 2029-06-15 6 N/A 76000.00 76.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFZ9 2030-02-20 8 N/A 43092.00 28.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6L2 2028-11-20 7 N/A 290000.00 214.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176UZT5 2042-08-15 4 N/A 28000.00 2306.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Q2Y6 2045-02-20 3.5 N/A 20000.00 535.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295YXZ1 2038-04-15 5 N/A 14000.00 142.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DE23 2029-12-20 7.5 N/A 593000.00 309.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200Q2R4 2032-02-15 6 N/A 43000.00 187.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMS7 2031-04-20 7 N/A 36000.00 36.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291ECX7 2034-01-15 6 N/A 25000.00 1035.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296R2B2 2038-09-15 6 N/A 25028.00 1786.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MM58 2032-09-15 6.5 N/A 25839.00 7.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DWD9 2033-02-20 4.5 N/A 63000.00 721.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292NHD5 2036-03-15 5 N/A 12632.00 353.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EHF9 2036-03-20 5.5 N/A 35000.00 419.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211D3K4 2029-08-15 7 N/A 30000.00 6.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208DL86 2027-07-15 7 N/A 55000.00 91.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208LXP7 2028-04-15 7 N/A 60000.00 67.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CWU3 2027-07-20 8 N/A 127500.00 14.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211HKG5 2029-09-15 7 N/A 134000.00 796.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVT7 2027-05-20 6.5 N/A 125000.00 34.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213Y6A5 2031-12-15 6 N/A 45000.00 155.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201YS80 2034-04-15 6 N/A 60000.00 481.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A55R6 2039-06-15 4.5 N/A 35141.00 679.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208VZG3 2028-02-15 7 N/A 63853.00 28.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FJJ3 2032-12-15 5 N/A 40044.00 680.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KKB2 2033-01-15 5.5 N/A 25000.00 196.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDP1 2035-05-20 5 N/A 26000.00 342.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JCH9 2028-12-15 6 N/A 100000.00 77.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FJT4 2040-08-20 6 N/A 8765.00 213.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JXA1 2029-06-15 6.5 N/A 85000.00 118.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208TZY9 2028-02-15 6.5 N/A 38000.00 9.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPK9 2037-09-20 5 N/A 13000.00 200.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FPP2 2033-03-15 6.5 N/A 84901.00 1886.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AWR7 2027-10-15 6.5 N/A 354300.00 12.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2H5 2028-04-20 6 N/A 335538.00 279.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFX4 2030-02-20 7 N/A 152706.00 97.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCU3 2029-07-20 7 N/A 1212334.00 654.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200SBJ8 2032-01-15 6.5 N/A 38000.00 160.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211SEC7 2035-05-15 5.5 N/A 43000.00 355.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EP94 2037-11-20 5.5 N/A 122000.00 1048.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4L0 2039-04-20 6.5 N/A 229166.00 4950.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DA84 2029-03-20 7.5 N/A 80331.00 47.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NRD5 2034-04-15 5 N/A 26996.00 349.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213QXN4 2031-06-15 6.5 N/A 165825.00 281.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZF1 2033-09-20 5 N/A 217500.00 2674.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AZF7 2029-01-15 6 N/A 110000.00 90.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EC31 2035-03-20 5 N/A 208300.00 3261.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292F2K2 2035-08-15 5.5 N/A 60006.00 461.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BHF8 2030-01-15 7 N/A 10000.00 8.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EV97 2038-09-20 6.5 N/A 164000.00 438.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ADL5 2033-02-15 5.5 N/A 25000.00 83.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JB49 2028-12-15 6 N/A 30000.00 142.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210HWT5 2028-11-15 6 N/A 34000.00 193.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EV71 2038-09-20 5.5 N/A 130050.00 194.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QYG0 2045-01-20 3.5 N/A 30000.00 706.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202WJN0 2033-04-15 5.5 N/A 100000.00 660.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291AQ69 2033-09-15 5 N/A 25982.00 484.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENC9 2037-05-20 6.5 N/A 20000.00 289.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208QTB2 2028-12-15 6 N/A 25000.00 15.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DX89 2033-06-20 5.5 N/A 116300.00 907.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211D2R0 2029-08-15 7 N/A 25000.00 13.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212W2M8 2033-02-15 5.5 N/A 68000.00 190.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQA4 2026-07-20 8 N/A 1037942.00 11.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJU6 2030-09-20 9 N/A 307000.00 81.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RZ39 2032-10-15 6.5 N/A 263382.00 7062.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296QPK9 2039-01-15 5 N/A 65000.00 487.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DG70 2030-05-20 8 N/A 192332.00 71.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290XJR2 2033-08-15 4.5 N/A 25281.00 770.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MEQ2 2033-03-15 5 N/A 40000.00 304.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BDX3 2028-09-15 7.5 N/A 25000.00 6.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292DXC1 2037-12-15 5 N/A 35249.00 252.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTR2 2032-07-20 6 N/A 576600.00 1675.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A4S3 2029-02-15 6 N/A 77500.00 105.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BVH8 2032-09-15 6.5 N/A 25000.00 50.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJV2 2036-07-20 5 N/A 35000.00 311.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209N2G6 2029-02-15 6 N/A 132812.00 159.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NAP2 2032-02-15 7 N/A 37000.00 44.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292MYH9 2036-05-15 6 N/A 25000.00 268.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKB4 2036-08-20 6 N/A 51000.00 383.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292DTP7 2036-08-15 6.5 N/A 75000.00 504.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BME5 2031-03-15 6 N/A 31000.00 39.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D7H8 2034-08-20 5.5 N/A 69000.00 753.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D4A6 2034-02-20 6 N/A 25000.00 275.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290NAN2 2033-07-15 5 N/A 35000.00 186.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FFN1 2040-04-20 4.5 N/A 7500.00 123.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225APD6 2026-08-15 7.5 N/A 102771.00 2.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B2V9 2033-12-15 6 N/A 355829.00 3151.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEY1 2035-08-20 7 N/A 25000.00 221.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LH25 2040-05-15 5 N/A 15000.00 262.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200Q2U7 2032-02-15 7.5 N/A 34500.00 119.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A2H2 2028-04-15 6.5 N/A 37000.00 23.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BC71 2029-03-15 6 N/A 525000.00 472.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A1YT9 2039-06-15 6 N/A 52729.00 5003.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RLX8 2031-12-15 6 N/A 346500.00 1049.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202TP91 2036-06-15 6 N/A 40576.00 434.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210DJW2 2029-04-15 7 N/A 28000.00 24.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RAA0 2032-05-15 6 N/A 45306.00 127.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQK8 2037-12-20 5 N/A 56000.00 474.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211C4C3 2029-08-15 7 N/A 75000.00 19.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200XKC2 2031-12-15 6 N/A 60000.00 80.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291SQC7 2034-11-15 5.5 N/A 61000.00 261.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RVD8 2045-12-20 4.5 N/A 9666.00 746.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209VPK4 2029-01-15 6 N/A 150000.00 380.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209QC86 2028-06-15 6.75 N/A 175000.00 83.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208FHU7 2027-09-15 7.5 N/A 30000.00 16.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DU82 2032-11-20 6 N/A 72000.00 271.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FAD5 2032-08-15 6.5 N/A 75000.00 119.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCD1 2029-06-20 7 N/A 246987.00 213.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNX5 2031-07-20 6 N/A 122500.00 210.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207F5Y3 2026-08-15 7.25 N/A 30000.00 43.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2Y8 2028-05-20 7 N/A 476819.00 189.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213QXP9 2031-06-15 6.5 N/A 42993.00 163.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FKL9 2040-09-20 3.5 N/A 73500.00 9766.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291WWU1 2035-03-15 5 N/A 50000.00 4938.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DM65 2031-05-20 7 N/A 25000.00 34.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FZ33 2041-12-20 3.5 N/A 15000.00 462.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RZN5 2032-03-15 7 N/A 132893.00 2048.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209CTR7 2028-04-15 7 N/A 370000.00 118.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CWS8 2027-07-20 7.5 N/A 810960.00 189.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZ93 2039-02-20 4.5 N/A 30000.00 630.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213VV39 2032-01-15 6 N/A 37500.00 98.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207DNP7 2026-12-15 7 N/A 25000.00 4.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AUT2 2028-11-15 6 N/A 131690.00 40.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6V8 2034-07-20 6 N/A 162000.00 1461.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FUU8 2041-06-20 4.5 N/A 85000.00 790.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200QJC9 2032-03-15 6.5 N/A 31000.00 48.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213RWB9 2034-01-15 4.5 N/A 46431.00 893.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210FVQ6 2029-03-15 7 N/A 50000.00 49.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KSU3 2038-04-15 6 N/A 26890.00 172.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Q6U0 2035-12-20 6 N/A 15000.00 1071.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211QXE6 2029-12-15 7.5 N/A 75000.00 54.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ED48 2035-06-20 5 N/A 61667.00 803.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KLU2 2029-03-15 6.5 N/A 560000.00 129.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292LBX1 2036-03-15 6 N/A 90746.00 759.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FL53 2040-10-20 3.5 N/A 25000.00 641.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201Q6N8 2032-09-15 6 N/A 200000.00 256.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201YHU3 2033-11-15 6 N/A 86000.00 309.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200DTC7 2033-06-15 5.5 N/A 25862.00 546.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELK3 2036-12-20 5.5 N/A 30000.00 252.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209Q4A0 2029-10-15 8.5 N/A 25000.00 34.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CYY0 2035-11-15 5 N/A 10000.00 139.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201KK47 2032-05-15 7 N/A 100000.00 303.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UZ45 2033-10-15 5 N/A 31000.00 776.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7A1 2039-07-20 5 N/A 1045000.00 2713.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201JEV7 2032-04-15 6.5 N/A 25000.00 168.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KLF3 2036-11-15 6 N/A 15000.00 194.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213AAC8 2032-02-15 6.5 N/A 105000.00 809.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWG0 2038-09-20 7 N/A 25000.00 244.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MYH0 2033-10-15 5 N/A 50000.00 528.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTQ4 2032-07-20 5.5 N/A 119000.00 848.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200B2E6 2032-10-15 6 N/A 27000.00 37.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200B5G8 2032-12-15 6 N/A 28275.00 60.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCS8 2029-07-20 6.5 N/A 45000.00 36.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294YPC2 2037-02-15 6 N/A 50000.00 329.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209JKD2 2028-12-15 6.5 N/A 25000.00 92.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BP28 2031-10-15 6 N/A 11000.00 27.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJL4 2036-06-20 7 N/A 52000.00 752.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSA0 2032-03-20 5.5 N/A 103000.00 241.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KYT9 2038-12-15 7 N/A 26250.00 506.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XN28 2052-11-20 4.5 N/A 303042.00 165344.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201EM31 2032-02-15 5.5 N/A 218842.00 788.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291AVB2 2033-10-15 5 N/A 45000.00 204.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291X5S4 2035-06-15 5.5 N/A 50000.00 440.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UT93 2049-06-20 3.5 N/A 35000.00 815.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DU66 2032-11-20 5 N/A 199667.00 1391.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGC9 2030-03-20 7 N/A 85000.00 184.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DT68 2032-08-20 6 N/A 674673.00 1986.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A6CS4 2039-07-15 4 N/A 10000.00 393.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295NGZ4 2038-04-15 5.5 N/A 6000.00 21.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RVF3 2045-12-20 5.5 N/A 20000.00 1851.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AY79 2028-03-15 6.5 N/A 225000.00 113.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202END7 2037-05-20 7 N/A 25000.00 157.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200QW67 2032-01-15 6 N/A 772579.00 1657.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E3K3 2039-03-20 7 N/A 10000.00 385.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2M4 2028-04-20 7.5 N/A 114500.00 55.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FDY9 2040-01-20 5.5 N/A 10000.00 347.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207AZZ8 2028-03-15 6.5 N/A 25000.00 94.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BG51 2029-12-15 7 N/A 20000.00 23.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DY21 2033-08-20 5.5 N/A 221000.00 2468.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXM6 2038-11-20 5.5 N/A 242000.00 310.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E2E8 2039-02-20 7 N/A 163000.00 4481.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXN8 2027-09-20 7.5 N/A 25000.00 4.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJ26 2036-07-20 7 N/A 44000.00 571.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXU8 2038-11-20 6 N/A 26000.00 273.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200FB98 2037-08-15 6 N/A 170000.00 398.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZX2 2033-10-20 5 N/A 642460.00 7604.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRG8 2032-01-20 6 N/A 564853.00 1426.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201XCH9 2033-05-15 5.5 N/A 50000.00 430.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RQ51 2045-10-20 5 N/A 20000.00 1523.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ES75 2038-05-20 4.5 N/A 15000.00 290.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A2B5 2028-04-15 6 N/A 442668.00 359.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTT0 2027-01-20 8 N/A 175000.00 6.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQA2 2031-10-20 6 N/A 819666.00 1836.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SDJ3 2036-09-15 6.5 N/A 30000.00 149.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSR3 2032-04-20 6.5 N/A 319000.00 556.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201C6C3 2032-03-15 6 N/A 25000.00 152.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DUU3 2032-10-20 5.5 N/A 428789.00 2040.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DT50 2032-08-20 5.5 N/A 185030.00 1209.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZY0 2033-10-20 5.5 N/A 123406.00 1375.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZK2 2028-02-20 6 N/A 42711.00 26.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291ASW0 2033-10-15 6 N/A 40000.00 340.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NAN7 2032-02-15 6.5 N/A 51054.00 133.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ULW8 2034-03-15 5.5 N/A 77000.00 546.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CWD1 2027-06-20 7.5 N/A 100000.00 11.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKK6 2030-11-20 7 N/A 399500.00 232.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FKQ8 2040-09-20 5.5 N/A 24000.00 775.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295HR93 2037-08-15 6.5 N/A 41339.00 141.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296NYZ3 2038-08-15 6 N/A 155000.00 374.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209A2T6 2031-04-15 6.5 N/A 160000.00 433.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A3F5 2027-12-15 7.5 N/A 95000.00 20.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CSP9 2026-11-20 8.5 N/A 47000.00 3.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ESA5 2032-01-15 6 N/A 153745.00 472.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DEK3 2029-11-20 7 N/A 337000.00 173.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SB59 2028-08-15 5.5 N/A 114500.00 937.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AZG5 2029-01-15 6 N/A 129000.00 187.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMQ9 2037-03-20 6.5 N/A 25000.00 393.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXL2 2027-09-20 7 N/A 1130643.00 210.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQ20 2031-12-20 6.5 N/A 81000.00 147.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EM97 2037-05-20 5 N/A 73500.00 887.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AVR7 2033-02-15 5.5 N/A 75000.00 207.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BY85 2033-03-15 6 N/A 106500.00 604.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXW4 2038-11-20 7 N/A 151000.00 2568.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202WRQ4 2033-04-20 5.5 N/A 187000.00 304.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210RHD5 2032-01-15 6 N/A 30041.00 42.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CPA5 2026-05-20 7 N/A 388976.00 2.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ECA5 2035-01-20 5.5 N/A 50000.00 761.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200BB63 2032-12-15 6.5 N/A 25000.00 284.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MXW5 2043-01-20 3.5 N/A 15000.00 484.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EF20 2035-11-20 5 N/A 106426.00 1726.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212SUR5 2031-02-15 7 N/A 200000.00 125.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208X3B5 2028-12-15 6.75 N/A 25000.00 85.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292HSZ7 2035-11-15 6 N/A 61836.00 654.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UV56 2031-07-15 6 N/A 130433.00 299.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211EP51 2029-12-15 8 N/A 64486.00 576.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QTS0 2044-11-20 3.5 N/A 7000.00 179.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XJK3 2052-10-20 4.5 N/A 163532.00 51747.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2V2 2033-12-20 5.5 N/A 164834.00 1900.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CJ50 2031-08-15 7 N/A 250000.00 258.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENA3 2037-05-20 5.5 N/A 155207.00 1637.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KMP9 2033-02-15 5.5 N/A 80102.00 371.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225ART9 2027-01-15 7.5 N/A 29195.00 1.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212UKJ9 2031-03-15 6.5 N/A 117226.00 217.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200X4G1 2032-04-15 6 N/A 54618.00 66.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BW38 2033-02-15 6 N/A 60651.00 227.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209FPB9 2029-05-15 7 N/A 629000.00 336.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FHP4 2040-07-20 5 N/A 125000.00 1904.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208MZD0 2027-11-15 7 N/A 95000.00 20.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209BZB7 2028-07-15 6.5 N/A 25000.00 27.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKK4 2036-09-20 5.5 N/A 13000.00 100.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KMY0 2033-02-15 5 N/A 35000.00 102.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVR7 2038-08-20 7 N/A 16250.00 105.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DDN8 2029-09-20 7 N/A 582500.00 425.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZE2 2039-01-20 4.5 N/A 89833.00 1272.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBX3 2039-10-20 5 N/A 298000.00 1511.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207RSS5 2029-05-20 6.5 N/A 92000.00 1119.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209FDS5 2029-02-15 7 N/A 117500.00 149.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209G2D8 2028-08-15 6.5 N/A 42000.00 19.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SHX2 2033-09-15 5 N/A 55000.00 176.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EFQ7 2035-10-20 6 N/A 97000.00 1748.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NX94 2044-01-20 5.5 N/A 5000.00 252.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FAM8 2039-08-20 4.5 N/A 183000.00 2281.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6D8 2034-06-20 5 N/A 672500.00 9353.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213EDZ6 2031-12-15 6 N/A 201000.00 323.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WPC6 2036-10-20 1.5 N/A 101715.00 52479.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201SSL4 2033-03-15 6 N/A 270000.00 1786.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211RRB7 2035-03-15 5 N/A 26854.00 289.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQZ5 2038-01-20 5.5 N/A 82000.00 805.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DVX6 2032-12-20 4.5 N/A 125000.00 2855.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212N4C8 2031-07-15 6.5 N/A 25000.00 292.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNL1 2031-06-20 6.5 N/A 486464.00 582.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QV40 2044-12-20 3.5 N/A 10000.00 222.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XJP2 2052-09-20 4 N/A 338700.00 230049.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CN82 2026-05-20 6.5 N/A 164000.00 1.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EH69 2036-05-20 6.5 N/A 90000.00 1374.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MCK6 2032-03-15 6 N/A 25000.00 82.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210X3J4 2029-08-15 7 N/A 65040.00 159.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ASRY7 2026-08-15 4 N/A 360000.00 608.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RYE7 2033-08-15 4.5 N/A 25000.00 274.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FAS5 2039-07-20 3.5 N/A 10000.00 451.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ARBM2 2035-04-20 6 N/A 35000.00 617.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212SFU5 2031-01-15 8 N/A 204232.00 565.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295KGC1 2038-02-15 5 N/A 76000.00 1099.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KRH2 2033-04-15 5.5 N/A 34000.00 103.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AUN8 2027-06-15 7 N/A 56000.00 1.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3F6 2034-01-20 4.5 N/A 25000.00 185.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BUG1 2032-08-15 6 N/A 140000.00 558.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ASVB2 2041-09-15 4 N/A 305165.00 10221.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ET41 2038-06-20 6.5 N/A 48694.00 681.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FY34 2041-11-20 4 N/A 50000.00 814.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BHY4 2029-01-15 6 N/A 130000.00 311.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDQ8 2034-10-15 7 N/A 43431.00 424.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPM5 2037-09-20 6 N/A 50000.00 442.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AQQ6 2026-11-15 7 N/A 170000.00 0.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201XXL7 2033-06-15 5.5 N/A 35000.00 862.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290S6S5 2034-08-15 6 N/A 127500.00 2861.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MCY4 2042-05-20 3 N/A 15000.00 1204.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208DUK9 2028-06-15 7 N/A 36000.00 18.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FQT3 2033-04-15 5.5 N/A 25000.00 68.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ED60 2031-12-15 6 N/A 25000.00 209.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAM3 2029-02-20 5.5 N/A 45000.00 30.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EHT9 2036-04-20 6 N/A 10000.00 126.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B6Z6 2033-08-15 7.5 N/A 23000.00 172.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MVM2 2033-09-15 4.5 N/A 55860.00 719.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BAP3 2028-11-15 6 N/A 604500.00 644.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NSL6 2034-05-15 5 N/A 37525.00 540.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296SD44 2038-11-15 6.5 N/A 9616.00 298.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQB8 2037-11-20 6.5 N/A 15000.00 135.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208QQ74 2028-07-15 6.5 N/A 29000.00 19.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7L7 2039-07-20 6.5 N/A 68000.00 2805.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201TP35 2033-03-15 5.5 N/A 60000.00 627.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206W7M1 2026-09-15 7.5 N/A 80000.00 6.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209HQE8 2030-03-15 8 N/A 93179.00 280.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RQ97 2033-07-15 5 N/A 35000.00 118.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXT3 2033-05-20 5.5 N/A 185000.00 1424.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294N6F0 2036-10-15 6 N/A 55000.00 516.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMA4 2037-02-20 5.5 N/A 19166.00 202.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WF94 2036-06-20 2.5 N/A 542024.00 240351.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGR6 2030-04-20 7.5 N/A 25000.00 10.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW62 2038-10-20 6.5 N/A 105000.00 1160.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EFS3 2035-10-20 7 N/A 50000.00 2843.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206PSW1 2026-03-15 7 N/A 25320.00 0.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2D2 2033-11-20 5 N/A 245000.00 3104.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QGY5 2033-07-15 5.25 N/A 50000.00 2129.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYS6 2027-12-20 6.5 N/A 80664.00 21.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AN89 2026-08-15 7.5 N/A 40000.00 0.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RYA4 2031-12-15 6.5 N/A 96000.00 114.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVF7 2027-04-20 8 N/A 297000.00 28.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXS5 2033-05-20 5 N/A 525840.00 4429.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MRS4 2033-07-15 5 N/A 25000.00 246.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNK8 2052-12-20 7 N/A 10000.00 2557.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FPF7 2041-01-20 4 N/A 26000.00 1292.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210EPD5 2029-01-15 6 N/A 100000.00 82.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KW61 2038-11-15 6 N/A 25000.00 219.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQM4 2037-12-20 6 N/A 25000.00 256.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5D1 2028-09-20 6.5 N/A 278113.00 155.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295YU50 2038-03-15 4.5 N/A 26195.00 192.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FPB6 2041-01-20 4 N/A 25000.00 342.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RRF2 2033-07-15 5.5 N/A 53000.00 333.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208CY92 2027-06-15 7.5 N/A 40000.00 14.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJZ3 2036-07-20 6.5 N/A 90000.00 1013.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NQD3 2028-10-20 4 N/A 150000.00 2561.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297GRL6 2026-09-15 4 N/A 50000.00 398.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RE90 2033-10-15 5 N/A 50000.00 543.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200D2U6 2032-12-15 6 N/A 60000.00 240.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FP67 2041-02-20 4 N/A 25000.00 1269.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DHL8 2030-06-20 8 N/A 79000.00 49.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201CLT9 2032-01-15 6 N/A 47000.00 140.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMB4 2031-03-20 7 N/A 405000.00 405.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CE97 2031-07-15 6 N/A 26720.00 59.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBF2 2039-07-20 3.5 N/A 25000.00 633.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AST5 2028-10-15 6.5 N/A 51476.00 32.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201A2B3 2032-11-15 5.5 N/A 57000.00 136.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209VQC1 2029-02-15 6.5 N/A 125000.00 251.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DC90 2029-08-20 7 N/A 615020.00 496.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201DVW9 2033-09-15 5 N/A 105000.00 2029.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5Z8 2039-06-20 6 N/A 160000.00 1022.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296SYQ2 2039-01-15 7 N/A 50000.00 934.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZ51 2039-02-20 6 N/A 572000.00 1811.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SB22 2036-08-15 5.5 N/A 26402.00 162.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KQZ4 2038-02-15 5.5 N/A 60289.00 631.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213DCX4 2031-10-15 6.5 N/A 33000.00 51.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4G1 2039-04-20 4.5 N/A 16000.00 347.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210WL80 2029-07-15 7 N/A 34753.00 49.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DVY4 2033-01-20 5 N/A 207484.00 1945.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5C3 2028-09-20 6 N/A 157000.00 184.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V4C6 2028-03-15 7 N/A 180000.00 45.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201GL86 2033-05-15 6 N/A 251881.00 4335.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBH8 2039-09-20 4.5 N/A 5000.00 170.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291GU46 2034-03-15 5 N/A 96000.00 649.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292L7E8 2036-06-15 6.5 N/A 29000.00 205.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213JJ89 2032-01-15 6.5 N/A 81464.00 251.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208T2Q2 2028-03-15 6.5 N/A 158547.00 80.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QDP3 2044-05-20 3.5 N/A 10000.00 153.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AJC4 2032-12-15 5 N/A 29521.00 525.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290WKM3 2033-09-15 5 N/A 26025.00 111.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DA43 2029-03-20 5.5 N/A 27000.00 62.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213SZB4 2031-09-15 6.5 N/A 100100.00 122.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RLU1 2045-07-20 6 N/A 7000.00 558.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295NBV8 2038-02-15 5.5 N/A 30000.00 226.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BUH6 2029-03-15 6.5 N/A 50000.00 124.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294V4Y3 2036-12-15 5.5 N/A 50111.00 200.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CAK2 2026-11-20 5.125 N/A 503419.00 73.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296JME2 2039-05-15 5 N/A 80093.00 1485.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C4P5 2028-08-20 6.5 N/A 205488.00 113.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ETD1 2038-05-20 7 N/A 10000.00 108.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FPM2 2038-12-20 6 N/A 10000.00 163.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYH0 2027-11-20 8 N/A 35000.00 8.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213F5K5 2031-12-15 7 N/A 52500.00 376.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPL7 2037-09-20 5.5 N/A 54000.00 418.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPH5 2031-07-15 7 N/A 24140.00 23.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296KSE3 2038-07-15 6.5 N/A 26884.00 198.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210XXV4 2029-06-15 7 N/A 40064.00 81.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BHZ4 2029-07-15 6 N/A 11448.00 15.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUB7 2027-02-20 7.5 N/A 680000.00 42.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296CDQ0 2038-06-15 5.5 N/A 12500.00 80.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208CEQ6 2028-07-15 7 N/A 40000.00 85.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEA2 2029-05-15 6.5 N/A 49000.00 36.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWX3 2038-10-20 7 N/A 98000.00 404.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW54 2038-10-20 6 N/A 1000.00 9.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEV7 2035-08-20 5.5 N/A 50000.00 744.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290TQ77 2036-05-15 6 N/A 125000.00 519.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CNT6 2026-04-20 7 N/A 384950.00 1.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291GYC4 2034-05-15 5 N/A 50000.00 414.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2LD2 2026-08-15 4.5 N/A 400000.00 6.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290WLA8 2033-09-15 5 N/A 45000.00 405.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTQ6 2027-01-20 7 N/A 619000.00 96.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KL71 2037-04-15 5.5 N/A 83807.00 1147.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JZK7 2029-08-15 7 N/A 32000.00 27.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SDM6 2031-03-20 3.5 N/A 6000.00 570.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200Q3U6 2035-09-15 4.5 N/A 45000.00 424.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BVX3 2032-12-15 6.5 N/A 695268.00 1505.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296RZ34 2038-09-15 6 N/A 32000.00 191.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5U9 2039-06-20 5 N/A 10000.00 523.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6T3 2034-07-20 5 N/A 81000.00 1149.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FEG7 2040-02-20 4 N/A 19000.00 809.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ECC1 2035-01-20 6.5 N/A 40000.00 550.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CPC1 2026-05-20 8 N/A 300000.00 10.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EHR3 2036-04-20 5 N/A 180282.00 2221.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DHX2 2030-07-20 8 N/A 25000.00 12.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212XTZ8 2031-10-15 6.5 N/A 201554.00 269.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201V5Y4 2032-09-15 7 N/A 63454.00 90.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LP42 2040-10-15 4 N/A 15000.00 673.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A2S5 2029-02-15 6.5 N/A 165000.00 192.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294PY56 2036-06-15 6 N/A 25000.00 446.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZ48 2028-03-20 6.5 N/A 463000.00 218.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AR69 2027-02-15 6.5 N/A 155000.00 1.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296QLH0 2039-03-15 3.5 N/A 20000.00 1174.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209FE96 2029-02-15 7 N/A 70000.00 27.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292DN65 2035-09-15 5.5 N/A 50170.00 947.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3L5 2028-06-20 6.5 N/A 412156.00 211.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UZJ4 2049-09-20 3.5 N/A 132000.00 5779.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2W0 2033-12-20 6 N/A 134210.00 1280.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179N5Y0 2044-02-20 5 N/A 40000.00 2027.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DPE5 2031-08-20 7 N/A 108000.00 189.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EFP9 2035-10-20 5.5 N/A 247085.00 4156.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BKX5 2029-09-15 6.5 N/A 337400.00 289.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296B5C2 2038-05-20 5.5 N/A 34000.00 275.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FAT3 2039-08-20 4 N/A 34500.00 1597.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SDX6 2033-11-20 6 N/A 45000.00 660.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EYG8 2038-12-20 6.5 N/A 763000.00 399.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LWR3 2041-06-20 6 N/A 33000.00 1076.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZ44 2039-02-20 5.5 N/A 90000.00 449.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213U3Y4 2037-08-15 6.5 N/A 32085.00 693.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVQ9 2038-08-20 6.5 N/A 19200.00 242.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201XWF1 2033-03-15 5.5 N/A 33000.00 270.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617X6HC5 2051-11-20 2.5 N/A 1038539.00 130880.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296Y6E7 2038-12-15 7 N/A 210000.00 2036.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CPS6 2026-06-20 7.5 N/A 465336.00 10.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGW0 2040-06-20 4.5 N/A 8667.00 307.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295RRC4 2038-12-15 6.5 N/A 229297.00 2158.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NPT2 2034-08-15 5 N/A 50070.00 614.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D7L9 2034-08-20 6.5 N/A 78000.00 876.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ED30 2035-06-20 4.5 N/A 90000.00 2205.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NDW5 2043-04-20 6 N/A 15000.00 623.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DHV6 2030-07-20 7 N/A 225000.00 81.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210KXC4 2029-08-15 7.5 N/A 40650.00 45.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DHW4 2030-07-20 7.5 N/A 385000.00 50.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A1N46 2039-09-15 5 N/A 25000.00 871.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDZ8 2035-05-15 5.5 N/A 20000.00 216.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CP98 2026-07-20 7.5 N/A 1452397.00 22.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AZL7 2028-03-15 6.5 N/A 25000.00 11.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DPC9 2031-08-20 6 N/A 85000.00 195.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ETU3 2038-06-20 5.5 N/A 141000.00 75.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJ77 2030-10-20 7 N/A 331787.00 225.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FAL0 2039-08-20 4 N/A 137500.00 1681.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMP1 2037-03-20 6 N/A 43000.00 393.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210FHC3 2028-11-15 6.5 N/A 25000.00 19.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SD20 2036-10-15 6 N/A 67919.00 353.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209Q3Y9 2029-10-15 8.5 N/A 37498.00 17.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UH29 2031-06-15 6.5 N/A 100000.00 127.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294RB57 2037-06-15 6 N/A 51000.00 178.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209PNM5 2028-10-15 6 N/A 420000.00 479.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200N4G3 2034-10-15 5.5 N/A 35003.00 332.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EAL3 2034-09-20 6 N/A 119000.00 1277.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RGR7 2032-07-15 6 N/A 25000.00 47.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207MTV8 2028-03-15 7 N/A 25000.00 14.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MAN3 2033-02-15 5.5 N/A 74000.00 143.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206UGJ2 2026-10-15 7.5 N/A 70000.00 56.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KUU2 2029-08-15 7.5 N/A 27000.00 12.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3M3 2028-06-20 7 N/A 368000.00 140.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6J3 2038-11-20 7 N/A 50000.00 4408.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295UF55 2038-01-15 6.5 N/A 25000.00 49.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201PYE9 2032-05-15 6 N/A 25188.00 581.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DD65 2029-10-20 7.5 N/A 367187.00 157.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6U0 2034-07-20 5.5 N/A 105000.00 1197.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295KKX0 2038-05-15 5 N/A 27457.00 265.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DVL2 2032-12-20 5 N/A 203904.00 1218.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FMW3 2040-10-20 3 N/A 70000.00 6842.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NAM9 2032-02-15 6 N/A 120127.00 590.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201VAK8 2033-09-15 5 N/A 50000.00 585.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KKT4 2036-07-15 6.5 N/A 59768.00 423.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290NZ70 2033-05-15 5.5 N/A 70000.00 1216.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BUB2 2032-03-15 7.5 N/A 120000.00 179.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292LEX8 2036-06-15 6 N/A 37000.00 547.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVZ3 2027-05-20 7.5 N/A 162500.00 19.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NLX7 2034-06-15 5.5 N/A 90000.00 1424.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290VM27 2037-01-15 5 N/A 14000.00 173.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KML9 2037-06-15 6 N/A 65000.00 443.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPN3 2037-09-20 6.5 N/A 30000.00 300.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CY64 2028-01-20 6 N/A 165619.00 65.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210T5E2 2029-02-15 7 N/A 32000.00 56.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KRB8 2029-06-15 7 N/A 150000.00 199.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201XWQ7 2033-04-15 5.5 N/A 25000.00 395.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBE8 2034-11-20 5.5 N/A 82500.00 1108.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZF9 2039-01-20 5 N/A 30000.00 349.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KL22 2037-04-15 6 N/A 65000.00 754.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295R2B3 2038-05-15 5.5 N/A 50084.00 1961.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292ESD3 2035-07-15 4.5 N/A 83395.00 3562.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EF53 2035-11-20 6.5 N/A 25000.00 449.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EET2 2035-08-20 4.5 N/A 50000.00 452.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MZB1 2032-04-15 6.5 N/A 145261.00 442.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UWX4 2031-12-15 6 N/A 100000.00 730.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3Y7 2028-07-20 6.5 N/A 676835.00 368.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNA0 2052-03-20 2.5 N/A 188124.00 123416.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DL90 2031-03-20 6 N/A 723377.00 992.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKA6 2036-08-20 5.5 N/A 125305.00 804.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EAY5 2034-10-20 5 N/A 280041.00 2900.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BNS3 2031-06-20 6 N/A 30000.00 54.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBW0 2029-05-20 6 N/A 389152.00 391.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A7F1 2028-11-15 6.5 N/A 1220000.00 317.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200QPY4 2032-04-15 7.5 N/A 100000.00 1532.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CSM6 2026-11-20 8 N/A 160000.00 3.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DUW9 2032-10-20 6.5 N/A 25449.00 67.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DY54 2033-08-20 6.5 N/A 110000.00 1345.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKX8 2030-12-20 7 N/A 75000.00 53.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AU47 2028-11-15 6 N/A 114000.00 76.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291X4L0 2035-05-15 5.5 N/A 100000.00 1287.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292NEC0 2036-07-15 6 N/A 25000.00 285.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DM57 2031-05-20 6.5 N/A 301553.00 474.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXQ1 2027-09-20 8.5 N/A 34000.00 2.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLF6 2031-01-20 7 N/A 986000.00 827.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210XBM8 2029-06-15 7 N/A 75000.00 250.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7F0 2039-07-20 4 N/A 69000.00 2637.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WKW7 2036-08-20 3 N/A 144707.00 59847.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210QX49 2029-07-15 7.5 N/A 123334.00 45.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DWE7 2033-02-20 5 N/A 456090.00 3143.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RZX3 2032-08-15 6.5 N/A 103377.00 1840.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NVC9 2043-08-20 3 N/A 18000.00 1081.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200XKD0 2031-12-15 6.5 N/A 50153.00 94.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EAZ2 2034-10-20 5.5 N/A 79000.00 1001.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KQE1 2038-01-15 6 N/A 40000.00 431.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209GLH8 2028-03-15 6 N/A 25000.00 472.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUL1 2038-07-20 5.5 N/A 10000.00 28.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36204MD48 2026-05-15 7 N/A 31200.00 3.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYV9 2027-12-20 7.5 N/A 690000.00 217.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ESH0 2032-01-15 6 N/A 25000.00 80.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3G4 2034-01-20 5 N/A 198000.00 1835.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296QPP8 2039-01-15 5.5 N/A 80327.00 643.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RQ69 2045-10-20 5.5 N/A 9800.00 703.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A4T1 2029-02-15 6 N/A 154000.00 221.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ES91 2038-05-20 5.5 N/A 210000.00 2471.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E3J6 2039-03-20 6.5 N/A 145000.00 3416.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210ATY3 2035-01-15 6 N/A 25000.00 565.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NQT1 2034-09-15 5.5 N/A 25000.00 90.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGC7 2035-12-20 5 N/A 20000.00 303.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208YYR4 2029-03-15 7 N/A 150000.00 162.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296N2W5 2038-08-15 5.5 N/A 5000.00 110.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296UK66 2038-12-15 7 N/A 10000.00 66.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202SWP9 2033-08-15 5 N/A 45000.00 467.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AXS4 2027-12-15 6.5 N/A 400000.00 148.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RVG1 2039-09-20 6 N/A 10000.00 999.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210XY43 2029-07-15 7 N/A 36300.00 22.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200B5X1 2032-12-15 5.5 N/A 85000.00 292.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6G3 2028-11-20 6 N/A 1042308.00 1008.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CPP2 2026-06-20 6.5 N/A 35000.00 0.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BAM0 2028-11-15 6.5 N/A 125000.00 80.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VR69 2050-08-20 2.5 N/A 15000.00 4723.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208YEE5 2029-03-15 6.5 N/A 145000.00 137.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EK81 2036-11-20 5.5 N/A 18000.00 183.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210YAA3 2029-06-15 7 N/A 45000.00 470.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYA3 2033-06-20 6.5 N/A 25667.00 90.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211NZZ4 2030-01-15 6 N/A 200000.00 18690.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AQK51 2035-05-15 3.5 N/A 32500.00 679.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CPQ0 2026-06-20 7 N/A 205931.00 4.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERS0 2038-03-20 5 N/A 20000.00 237.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209EX49 2028-11-15 7 N/A 40000.00 33.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A4A5 2028-06-15 7.5 N/A 75000.00 35.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QMA6 2037-12-20 6 N/A 10000.00 602.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAN1 2029-02-20 6 N/A 185248.00 199.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208LQ42 2028-06-15 7 N/A 100000.00 66.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6X6 2028-12-20 5.5 N/A 25000.00 19.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WNF1 2051-09-20 3 N/A 1000.00 562.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QW27 2033-07-15 5 N/A 302500.00 2010.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B3G1 2033-12-15 7 N/A 25000.00 62.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BB31 2029-01-15 6 N/A 125000.00 158.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KMD7 2037-05-20 5 N/A 25000.00 219.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYK1 2033-07-20 5 N/A 461460.00 5138.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ESB6 2038-04-20 5.5 N/A 33334.00 406.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210CVN0 2029-05-15 6 N/A 52000.00 253.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201J5U9 2032-12-15 6 N/A 201000.00 189.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211BVH4 2030-02-15 8 N/A 36265.00 8.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTM5 2027-01-20 6.5 N/A 40000.00 7.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206WY90 2026-08-15 8 N/A 225000.00 6.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KTE7 2033-04-15 5.5 N/A 27000.00 314.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BG93 2029-12-15 7 N/A 30000.00 37.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXK4 2027-09-20 6.5 N/A 100000.00 26.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294R6X2 2036-10-15 6.5 N/A 25000.00 185.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3K7 2028-06-20 6 N/A 84936.00 78.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213TFS7 2032-11-15 6 N/A 139972.00 423.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DEZ0 2029-12-20 7 N/A 36000.00 21.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELY3 2037-01-20 7 N/A 75000.00 849.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KEA2 2035-06-15 6 N/A 25000.00 384.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208WDE0 2028-06-15 6.5 N/A 100000.00 56.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELU1 2037-01-20 5 N/A 15000.00 108.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295MK99 2037-10-15 6 N/A 55000.00 988.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201J2R9 2032-02-15 7.5 N/A 75000.00 1512.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NK72 2043-08-20 3.5 N/A 15000.00 332.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213Y4J8 2031-09-15 6.5 N/A 35000.00 326.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNW7 2031-07-20 5.5 N/A 52168.00 344.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EFA2 2035-09-20 6 N/A 80200.00 1590.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BJB5 2030-04-15 8 N/A 16750.00 7.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294UAR3 2036-10-15 6 N/A 50000.00 805.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7K9 2039-07-20 6 N/A 5000.00 146.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DA68 2029-03-20 6.5 N/A 730684.00 577.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERF8 2038-02-20 6.5 N/A 25000.00 273.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5E9 2028-09-20 7 N/A 251459.00 163.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RXS6 2031-12-15 6 N/A 60000.00 186.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291K5B9 2034-06-15 5 N/A 25000.00 416.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KRA7 2033-04-15 5.5 N/A 25000.00 472.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212HFP0 2032-05-15 6.5 N/A 35000.00 54.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210PWH3 2029-03-15 6 N/A 50000.00 21.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294QA27 2036-08-15 6 N/A 122000.00 1993.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CT60 2027-02-20 6.5 N/A 55000.00 8.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EL80 2037-02-20 4.5 N/A 13988.00 544.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ET97 2032-02-15 5.5 N/A 100896.00 366.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179ME48 2042-06-20 4 N/A 55000.00 3072.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212M6E4 2031-11-15 6 N/A 100000.00 101.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NEV9 2034-02-15 5 N/A 81129.00 1397.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210DJN2 2029-03-15 7 N/A 85000.00 217.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXB4 2027-08-20 8 N/A 565000.00 133.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEV6 2029-06-15 6.5 N/A 3866.00 4.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RQZ9 2033-07-15 4.5 N/A 25035.00 661.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291RZB1 2035-03-15 5 N/A 25000.00 470.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ESE7 2032-01-15 6 N/A 50060.00 177.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGS4 2030-04-20 8 N/A 50032.00 29.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617W94M2 2051-09-20 3 N/A 2085982.00 243037.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206GWM8 2026-07-20 7.5 N/A 25000.00 25.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C4N0 2028-08-20 6 N/A 438000.00 408.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209STH4 2028-07-15 7 N/A 129000.00 72.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERU5 2038-03-20 6 N/A 15000.00 163.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SWX1 2047-02-20 3.5 N/A 5000.00 606.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMR9 2031-04-20 6.5 N/A 219000.00 204.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201ECV0 2034-05-15 5 N/A 29000.00 162.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRU7 2032-02-20 5.5 N/A 265301.00 1191.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.5 N/A 232613.00 127052.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KBZ0 2034-08-15 6 N/A 98468.00 1090.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5F6 2028-09-20 7.5 N/A 25000.00 9.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208VVQ5 2027-12-15 8 N/A 100000.00 7.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295HYA2 2037-06-15 5 N/A 61541.00 372.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200JPA2 2032-12-15 5.5 N/A 26000.00 335.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295PUC4 2032-08-20 7 N/A 27000.00 688.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NRE3 2034-04-15 5.5 N/A 25000.00 187.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KAT5 2033-09-15 7.5 N/A 25000.00 347.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EHE2 2036-03-20 5 N/A 5000.00 63.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGT2 2030-04-20 8.5 N/A 25107.00 3.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DD57 2029-10-20 7 N/A 444000.00 269.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KFE2 2034-05-15 5 N/A 125150.00 1309.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6C8 2039-06-20 4 N/A 34000.00 1386.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6J7 2028-11-20 6.5 N/A 632708.00 430.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295KAQ6 2037-12-15 6 N/A 40000.00 199.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SYJ4 2034-05-15 5 N/A 243629.00 4396.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AY53 2028-03-15 7 N/A 35000.00 10.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AN94 2028-09-15 6.5 N/A 250000.00 70.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201EQ45 2032-02-15 6 N/A 50060.00 51.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KT34 2029-08-15 7 N/A 260500.00 275.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210YYB5 2029-03-15 6 N/A 39000.00 14.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210EHV4 2031-08-15 7.5 N/A 261160.00 3475.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UKX7 2031-07-15 6 N/A 25000.00 168.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A5L7 2029-02-15 6.5 N/A 140000.00 24.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213D5P9 2032-04-15 6.5 N/A 25000.00 31.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPN2 2031-09-15 6 N/A 305000.00 641.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FA97 2039-09-20 4.5 N/A 63000.00 878.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AUB1 2028-11-15 6 N/A 130460.00 136.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVX8 2027-05-20 7 N/A 533490.00 147.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXY4 2027-10-20 6.5 N/A 25408.00 2.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTA1 2026-12-20 8.5 N/A 170000.00 16.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202X5C7 2033-07-15 5.5 N/A 50000.00 319.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UPE6 2049-03-20 6 N/A 18000.00 1892.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJA0 2030-08-20 7.5 N/A 115000.00 57.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKW8 2036-10-20 5.5 N/A 29043.00 248.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A2J8 2028-04-15 7 N/A 373826.00 129.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENP0 2037-06-20 6 N/A 50000.00 522.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212YGV9 2031-04-15 6.5 N/A 25000.00 80.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295AGV1 2037-12-15 6 N/A 30000.00 181.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBY6 2029-05-20 7 N/A 434500.00 385.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200M3J0 2033-11-15 5 N/A 42000.00 704.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RX81 2033-08-15 5 N/A 37034.00 512.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200K2B2 2033-01-15 6.5 N/A 72000.00 456.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGD5 2035-12-20 5.5 N/A 54554.00 770.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZL0 2028-02-20 6.5 N/A 217525.00 92.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MYU1 2033-10-15 6 N/A 431250.00 1280.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BSF6 2032-02-15 7.5 N/A 109696.00 126.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZM8 2028-02-20 7 N/A 566000.00 203.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291QZN7 2035-03-15 5.5 N/A 25413.00 184.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ER81 2032-01-15 6 N/A 95000.00 203.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DC74 2029-08-20 6 N/A 175000.00 253.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQB0 2031-10-20 6.5 N/A 281566.00 398.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213GPS4 2031-12-15 6.5 N/A 25114.00 607.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXP9 2038-11-20 6.5 N/A 1142000.00 2832.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F2Q8 2041-12-20 6 N/A 30000.00 820.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CXM7 2035-10-15 4.5 N/A 32057.00 211.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BC55 2028-12-15 8 N/A 30000.00 4.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENN5 2037-06-20 5.5 N/A 25000.00 287.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213TVH3 2031-07-15 6.5 N/A 60000.00 184.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXZ1 2027-10-20 7 N/A 121500.00 43.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FUR5 2040-11-20 4 N/A 38000.00 423.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BSB5 2032-03-15 5.5 N/A 25724.00 89.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEG9 2029-05-15 6.5 N/A 25000.00 18.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FJL1 2040-08-20 4.5 N/A 32000.00 233.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RX80 2031-12-15 6.5 N/A 177000.00 263.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DS36 2032-05-20 6 N/A 935522.00 2403.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBU2 2034-12-20 5 N/A 159000.00 2253.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGR4 2036-01-20 6 N/A 25000.00 325.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKZ3 2030-12-20 8 N/A 40000.00 27.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296NWR3 2038-08-15 5.5 N/A 25000.00 146.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQQ9 2026-08-20 6.5 N/A 298000.00 19.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FLA9 2033-01-15 6 N/A 35407.00 210.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MHU0 2033-04-15 6 N/A 95000.00 320.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CS61 2026-12-20 7.5 N/A 176850.00 10.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUF4 2038-07-20 5.5 N/A 217000.00 1621.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKV0 2036-10-20 5 N/A 10000.00 67.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BXE3 2033-03-15 6.5 N/A 25000.00 47.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296QHR3 2039-02-15 4.5 N/A 35000.00 946.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTD3 2032-06-20 5.5 N/A 57500.00 306.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFH6 2051-05-20 3 N/A 1000.00 483.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MRD6 2032-11-15 6.5 N/A 266667.00 2950.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290UD78 2037-07-15 6 N/A 50000.00 333.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KK31 2036-09-15 5 N/A 81874.00 1572.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201QY98 2032-07-15 6.5 N/A 28500.00 110.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LUK0 2040-12-20 6 N/A 149000.00 3129.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EN96 2037-08-20 5.5 N/A 116999.00 1195.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BWZ7 2033-02-15 6 N/A 122000.00 642.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36205XC36 2033-09-15 5.5 N/A 48334.00 242.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5T6 2028-10-20 6.5 N/A 1032787.00 676.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCR0 2029-07-20 6 N/A 100000.00 104.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RLS6 2045-08-20 5 N/A 25000.00 2039.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BEB7 2029-04-15 6 N/A 85000.00 137.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206Y6G1 2026-07-15 7 N/A 50000.00 17.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MFP2 2032-05-15 6 N/A 29000.00 100.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NY62 2034-08-15 5.5 N/A 57715.00 1805.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CY80 2028-01-20 7 N/A 1123999.00 387.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AC6V1 2039-10-15 5 N/A 40000.00 1738.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFG1 2030-01-20 7.5 N/A 645661.00 330.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FWS8 2033-07-15 5 N/A 64000.00 632.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209BHT8 2029-02-15 6.5 N/A 785000.00 216.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209AUP3 2028-03-15 7 N/A 40000.00 39.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200WCA7 2032-01-15 6.5 N/A 25000.00 60.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQC6 2037-11-20 7 N/A 73000.00 745.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295UD65 2037-12-15 5.5 N/A 25000.00 456.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELV9 2037-01-20 5.5 N/A 132336.00 1357.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DX71 2033-06-20 5 N/A 182080.00 1717.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212EDJ3 2030-06-15 8 N/A 25000.00 84.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CPB3 2026-05-20 7.5 N/A 717665.00 9.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FWD4 2041-08-20 3.5 N/A 25000.00 1259.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ACB8 2032-01-15 6 N/A 160000.00 273.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291XBP3 2035-05-15 5 N/A 33000.00 591.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210SFH6 2029-10-15 6 N/A 67545.00 5211.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210GY24 2029-01-15 6 N/A 25000.00 68.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELA5 2036-11-20 6.5 N/A 25000.00 283.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296FYP2 2038-06-15 6 N/A 12500.00 397.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200K3U9 2035-10-15 5 N/A 400000.00 4772.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291GXS0 2034-03-15 5.5 N/A 83000.00 720.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291S6N5 2034-11-15 5 N/A 98000.00 2088.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMM3 2053-11-20 6.5 N/A 15000.00 5835.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPC7 2037-08-20 7 N/A 40000.00 373.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290UQW9 2040-05-15 4.5 N/A 75000.00 701.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291ADH9 2033-09-15 4.5 N/A 26179.00 294.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200N5V9 2034-11-15 5 N/A 30000.00 1109.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SQK0 2033-12-15 6 N/A 50000.00 658.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYF4 2027-11-20 7 N/A 90115.00 32.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERB7 2038-02-20 4.5 N/A 20000.00 150.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMB2 2037-02-20 6 N/A 133479.00 1697.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKB6 2030-10-20 9 N/A 85000.00 64.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208TYT1 2028-01-15 7 N/A 75000.00 112.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DM40 2031-05-20 6 N/A 215456.00 311.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AN55 2026-08-15 7.5 N/A 25736.00 1.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211C2U5 2029-07-15 7 N/A 65000.00 25.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NFQ9 2034-03-15 5 N/A 25000.00 459.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMQ1 2031-04-20 6 N/A 403538.00 530.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617Q8CM2 2050-08-20 2.5 N/A 1135446.00 196397.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292CFR0 2035-10-15 5 N/A 113000.00 2102.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201YFY7 2033-08-20 5 N/A 115000.00 2076.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NRJ2 2034-04-15 5 N/A 75101.00 705.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KT49 2033-05-15 5 N/A 115100.00 1406.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BTK4 2028-05-15 7 N/A 100000.00 0.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRH6 2032-01-20 6.5 N/A 120000.00 243.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617UVVH6 2051-03-20 2.5 N/A 1328721.00 241269.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FDA1 2039-12-20 4 N/A 18750.00 947.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200XKG3 2032-02-15 6 N/A 35000.00 52.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290TUN7 2036-08-15 6.5 N/A 40051.00 169.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209T6M6 2028-10-15 6 N/A 82667.00 64.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210ASU2 2028-10-15 6.5 N/A 32000.00 15.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BBD9 2028-12-15 7.5 N/A 1919000.00 363.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FEG4 2032-10-15 6.5 N/A 25000.00 280.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AUL2 2027-06-15 7 N/A 100000.00 3.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2U4 2033-12-20 5 N/A 273051.00 2979.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KMQ8 2037-06-15 6 N/A 49000.00 535.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZW4 2033-10-20 4.5 N/A 25000.00 325.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296UN30 2034-04-15 6 N/A 35000.00 1765.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213DGZ5 2031-08-15 7 N/A 241000.00 649.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ED55 2035-06-20 5.5 N/A 46000.00 655.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFY2 2030-02-20 7.5 N/A 160718.00 93.60 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 6000000.00 6060695.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.721876599 N/A 30494800.00 30578614.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 16000000.00 13374938.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 N/A 42000000.00 42223753.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 26157100.00 26484226.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 51000000.00 80249663.16 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-04 2026-03-04 2026-03-04 N N N 0.0367 200000000.00 200000000.00 0.0006 N N Y N UBS SECURITIES LLC (REPO) UBS SECURITIES LLC (REPO) 3.67 N/A T6FIZBDPKLYJKFCRVK44 0UBS18OE7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7CZ7 2038-09-01 5 N/A 6000.00 48.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXAY6 2035-05-01 6 N/A 5861.00 45.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312936NA1 2039-10-01 4.5 N/A 5000.00 110.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307GEL9 2029-02-01 3.5 N/A 1000.00 42.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6T65 2038-09-01 4.5 N/A 5678.00 53.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJAD2 2034-07-01 6 N/A 10000.00 76.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31281BRQ5 2037-05-01 4.5 N/A 44687.00 34.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9D25 2039-09-01 5 N/A 4000.00 99.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PYJD7 2027-03-01 3 N/A 28000.00 190.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31306XQY2 2027-09-01 3 N/A 1000.00 12.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31297DL97 2034-08-01 6 N/A 12000.00 38.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AW4W0 2026-11-01 3 N/A 3000.00 11.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NBC8 2037-02-01 5 N/A 26000.00 182.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JQQS5 2049-07-01 4 N/A 1000.00 158.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DJZ3 2036-06-01 5 N/A 6000.00 54.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MP22 2039-10-01 6 N/A 21500.00 372.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416RZB2 2037-01-01 4.5 N/A 2897.00 30.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCKF9 2029-08-01 3.5 N/A 3000.00 133.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHN24 2039-05-01 6.5 N/A 2000.00 30.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CU67 2034-03-01 5 N/A 21000.00 177.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CVQ2 2034-03-01 5.5 N/A 13000.00 90.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391LAN5 2032-11-01 6 N/A 51000.00 45.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402J5R4 2033-08-01 5 N/A 10008.00 49.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CCH7 2039-04-01 4.5 N/A 16500.00 210.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DP79 2034-11-01 5.5 N/A 31542.00 221.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417F2Y3 2028-04-01 3 N/A 2000.00 62.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407KQ93 2035-09-01 5 N/A 3941.00 49.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410VJJ0 2036-10-01 6.5 N/A 11630.00 47.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LQSX3 2027-06-01 3 N/A 3000.00 33.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6 N/A 5000.00 29.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415BPS2 2038-04-01 5 N/A 1000.00 2.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KAN4 2037-10-01 6.5 N/A 5000.00 25.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AWYU1 2026-11-01 3.5 N/A 5000.00 11.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XJBE6 2044-01-01 4.5 N/A 3000.00 122.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6NQ0 2030-08-01 3.5 N/A 1998.00 2.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQM6 2031-11-20 6 N/A 35000.00 98.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJZ3 2036-07-20 6.5 N/A 50000.00 562.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297EE68 2039-03-15 5.5 N/A 24930.00 500.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW62 2038-10-20 6.5 N/A 25000.00 276.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292AXB9 2035-10-15 5.5 N/A 50000.00 273.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D7K1 2034-08-20 6 N/A 35000.00 350.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291FSL3 2030-11-20 4.5 N/A 20000.00 3808.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DC90 2029-08-20 7 N/A 75000.00 60.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCS8 2029-07-20 6.5 N/A 35000.00 28.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6F3 2034-06-20 6 N/A 40293.00 490.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DVL2 2032-12-20 5 N/A 25002.00 149.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKJ9 2030-11-20 6.5 N/A 50000.00 29.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292J3L1 2036-01-15 7 N/A 25000.00 191.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVP1 2038-08-20 6 N/A 43000.00 366.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290WF56 2033-08-15 5 N/A 50065.00 526.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BLL0 2030-12-15 7 N/A 40000.00 45.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292J3S6 2036-01-15 5.5 N/A 25360.00 194.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213JLM5 2032-03-15 6.5 N/A 625000.00 382.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VJQ4 2035-04-20 2.5 N/A 125397.00 24279.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ESE7 2032-01-15 6 N/A 40048.00 141.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSA0 2032-03-20 5.5 N/A 35428.00 83.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EF38 2035-11-20 5.5 N/A 74000.00 1064.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQN4 2031-11-20 6.5 N/A 40000.00 70.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAP6 2029-02-20 6.5 N/A 100000.00 85.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KUY2 2038-09-15 5.5 N/A 15000.00 162.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E3J6 2039-03-20 6.5 N/A 27500.00 647.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7K9 2039-07-20 6 N/A 10000.00 293.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQB0 2031-10-20 6.5 N/A 25000.00 35.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E2E8 2039-02-20 7 N/A 10000.00 274.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FFR9 2032-11-15 5.5 N/A 25652.00 546.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KCL0 2035-01-15 6 N/A 12500.00 138.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 10000.00 10055.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A93A7 2033-11-20 6.5 N/A 75000.00 2462.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296GQQ7 2038-06-15 5.5 N/A 75000.00 639.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KBB3 2034-09-15 6 N/A 50000.00 500.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UPC8 2031-09-15 6.5 N/A 29750.00 39.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLU3 2031-02-20 6.5 N/A 25000.00 15.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A4D6 2035-02-15 5 N/A 30117.00 306.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EA25 2034-10-20 6 N/A 100000.00 1445.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211JLG0 2029-07-15 6.5 N/A 35000.00 81.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213TD83 2032-08-15 6 N/A 62494.00 417.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200XKD0 2031-12-15 6.5 N/A 25066.00 47.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CSM6 2026-11-20 8 N/A 25000.00 0.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213LL65 2030-12-15 7.5 N/A 35000.00 310.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQQ9 2026-08-20 6.5 N/A 75000.00 4.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CP64 2026-07-20 6.5 N/A 142002.00 11.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291R3A8 2035-04-15 5 N/A 48651.00 1847.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJ26 2036-07-20 7 N/A 17500.00 227.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36203ALV6 2029-12-15 8 N/A 25000.00 0.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6G3 2028-11-20 6 N/A 25000.00 24.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209FG29 2029-03-15 6.5 N/A 25000.00 72.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZ48 2028-03-20 6.5 N/A 185000.00 87.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B5Z7 2034-07-20 5.5 N/A 71000.00 898.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KMS4 2037-06-15 6 N/A 45000.00 459.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QW27 2033-07-15 5 N/A 25000.00 166.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V4C6 2028-03-15 7 N/A 30000.00 7.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVH9 2038-08-20 6 N/A 11250.00 15.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZE2 2039-01-20 4.5 N/A 16667.00 236.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200M3J0 2033-11-15 5 N/A 37500.00 628.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ETU3 2038-06-20 5.5 N/A 85000.00 45.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGR4 2036-01-20 6 N/A 15000.00 195.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERV3 2038-03-20 6.5 N/A 27000.00 341.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZZ7 2033-10-20 6 N/A 67189.00 610.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFG1 2030-01-20 7.5 N/A 25000.00 12.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMM8 2037-03-20 5 N/A 35000.00 329.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BHZ4 2029-07-15 6 N/A 10000.00 13.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGT7 2040-06-20 5 N/A 34000.00 151.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPX1 2037-10-20 5.5 N/A 11667.00 66.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213R4E4 2034-08-15 5 N/A 40049.00 2029.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CT94 2027-02-20 7 N/A 107500.00 14.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201EM31 2032-02-15 5.5 N/A 25581.00 92.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGN3 2036-01-20 5 N/A 73334.00 1015.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2H5 2028-04-20 6 N/A 50000.00 41.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DT68 2032-08-20 6 N/A 125000.00 367.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KKB3 2036-05-15 6.5 N/A 8637.00 76.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206WY90 2026-08-15 8 N/A 25000.00 0.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAN1 2029-02-20 6 N/A 30000.00 32.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKB4 2036-08-20 6 N/A 10000.00 75.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5S8 2028-10-20 6 N/A 60000.00 42.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295PSE3 2037-09-15 6.5 N/A 17500.00 91.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296DKZ0 2038-10-15 5 N/A 25000.00 496.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213EPN0 2031-12-15 5.5 N/A 31384.00 23.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FEJ1 2040-02-20 5 N/A 11250.00 379.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5K1 2039-05-20 6.5 N/A 10000.00 199.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AGU52 2040-01-15 5 N/A 20000.00 462.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQA4 2026-07-20 8 N/A 25000.00 0.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4L0 2039-04-20 6.5 N/A 66666.00 1439.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206JJ62 2026-04-15 7.5 N/A 25360.00 0.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CPB3 2026-05-20 7.5 N/A 1050001.00 13.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZF1 2033-09-20 5 N/A 30000.00 368.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EHT9 2036-04-20 6 N/A 20000.00 253.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPP7 2031-09-15 6 N/A 25000.00 38.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRC9 2026-09-20 7 N/A 25000.00 0.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBD0 2034-11-20 5 N/A 45000.00 514.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBW5 2039-10-20 4.5 N/A 60000.00 622.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKW8 2036-10-20 5.5 N/A 208314.00 1778.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CY80 2028-01-20 7 N/A 2000000.00 689.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERU5 2038-03-20 6 N/A 25000.00 272.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CV26 2027-05-20 8 N/A 108000.00 12.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SQK0 2033-12-15 6 N/A 25000.00 329.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJ85 2030-10-20 7.5 N/A 42350.00 22.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDE6 2035-04-20 5 N/A 25111.00 314.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNK3 2031-06-20 6 N/A 25000.00 52.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FEZ5 2040-03-20 4.5 N/A 25000.00 390.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUV9 2038-07-20 6.5 N/A 25000.00 251.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCU3 2029-07-20 7 N/A 95000.00 51.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5E7 2034-04-20 6 N/A 70000.00 784.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAA9 2029-01-20 6.5 N/A 30428.00 28.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3Y7 2028-07-20 6.5 N/A 50001.00 27.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E2A6 2039-02-20 5 N/A 8667.00 125.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QJN6 2033-07-15 5 N/A 35000.00 332.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EE88 2035-09-20 5 N/A 25083.00 341.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EV89 2038-09-20 6 N/A 60000.00 23.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DDB4 2029-08-20 7.5 N/A 125000.00 107.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBX8 2029-05-20 6.5 N/A 40000.00 36.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BG66 2029-05-15 7 N/A 37500.00 28.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210LQY2 2029-04-15 6 N/A 31500.00 279.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211PHU0 2030-01-15 8 N/A 30084.00 471.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KT49 2033-05-15 5 N/A 26500.00 323.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW39 2038-10-20 5.5 N/A 31667.00 337.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292J2S7 2036-01-15 5.5 N/A 25000.00 455.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292LFA7 2036-06-15 6 N/A 40000.00 248.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDP1 2035-05-20 5 N/A 25000.00 329.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6J7 2028-11-20 6.5 N/A 100000.00 68.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SGQ4 2040-06-20 5.5 N/A 15000.00 900.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207DY42 2026-06-15 8 N/A 25000.00 9.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ET97 2032-02-15 5.5 N/A 25224.00 91.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211BGC2 2029-05-15 6.5 N/A 26518.00 42.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5T6 2028-10-20 6.5 N/A 50000.00 32.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRV5 2032-02-20 6 N/A 76742.00 235.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKL4 2030-11-20 7.5 N/A 35000.00 15.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ES83 2038-05-20 5 N/A 25000.00 315.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DHV6 2030-07-20 7 N/A 55000.00 19.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211EQN1 2029-12-15 7.5 N/A 50000.00 46.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CNR0 2026-04-20 6.5 N/A 130000.00 0.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292FSZ1 2035-08-15 5 N/A 50005.00 319.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRU7 2032-02-20 5.5 N/A 50746.00 227.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A2B5 2028-04-15 6 N/A 20000.00 16.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELY3 2037-01-20 7 N/A 100000.00 1132.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A2V1 2028-04-15 6.5 N/A 70000.00 57.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BTN8 2028-11-20 7.5 N/A 100000.00 30.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209G2D8 2028-08-15 6.5 N/A 500000.00 235.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVX8 2027-05-20 7 N/A 35000.00 9.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MYU1 2033-10-15 6 N/A 57500.00 170.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200WQP9 2034-09-15 5.5 N/A 28000.00 275.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MRD6 2032-11-15 6.5 N/A 133333.00 1475.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A1YT9 2039-06-15 6 N/A 82271.00 7807.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AJC4 2032-12-15 5 N/A 25479.00 453.72 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.75 N/A 56000000.00 56814272.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 5000000.00 4550977.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.721876599 N/A 14505200.00 14545067.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 45000000.00 45455283.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 30194400.00 31091692.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 42000000.00 42587430.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 11000000.00 8862311.35 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 200000000.00 200000000.00 0.0006 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-07-09 2026-07-09 2026-07-09 N N N 0.0389 481819734.28 481819734.28 0.0014 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TG2 254900HROIFWPRGM1V77 US912797TG20 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-07 2026-04-07 2026-04-07 N N N 0.0363 2517331963.13 2517331963.13 0.0075 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797RV1 254900HROIFWPRGM1V77 US912797RV15 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-05 2026-03-05 2026-03-05 N N N 0.0388 4647086065.76 4647086065.76 0.0138 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-06-11 2026-06-11 2026-06-11 N N N 0.0392 3590436626.70 3590436626.70 0.0106 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797SL2 254900HROIFWPRGM1V77 US912797SL24 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-09 2026-04-09 2026-04-09 N N N 0.0371 1356094729.13 1356094729.13 0.0040 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-07-02 2026-07-02 2026-07-02 N N N 0.0354 433688833.13 433688833.13 0.0013 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797SY4 254900HROIFWPRGM1V77 US912797SY45 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-10 2026-03-10 2026-03-10 N N N 0.0354 2930336449.09 2930336449.09 0.0087 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 2.25 9128286L9 254900HROIFWPRGM1V77 US9128286L99 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-31 2026-03-31 2026-03-31 N N N 0.0418 399523744.00 399523744.00 0.0012 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 3.625 91282CHB0 254900HROIFWPRGM1V77 US91282CHB00 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-05-15 2026-05-15 2026-05-15 N N N 0.0421 469902695.90 469902695.90 0.0014 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797ST5 254900HROIFWPRGM1V77 US912797ST59 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-03 2026-03-03 2026-03-03 N N N 0.0394 719927863.20 719927863.20 0.0021 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797QD2 254900HROIFWPRGM1V77 US912797QD26 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-16 2026-04-16 2026-04-16 N N N 0.0383 8552801078.25 8552801078.25 0.0253 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-05-14 2026-05-14 2026-05-14 N N N 0.0383 2959795514.82 2959795514.82 0.0088 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.375 91282CJP7 254900HROIFWPRGM1V77 US91282CJP77 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-12-15 2026-12-15 2026-12-15 N N N 0.0358 150938671.50 150938671.50 0.0005 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.625 912828R36 254900HROIFWPRGM1V77 US912828R366 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-05-15 2026-05-15 2026-05-15 N N N 0.0413 921112104.75 921112104.75 0.0027 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TE7 254900HROIFWPRGM1V77 US912797TE71 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-06-25 2026-06-25 2026-06-25 N N N 0.0353 3806970707.73 3806970707.73 0.0113 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.75 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-08-31 2026-08-31 2026-08-31 N N N 0.0383 374620625.00 374620625.00 0.0011 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.625 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0358 620184740.60 620184740.60 0.0018 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.875 91282CKK6 254900HROIFWPRGM1V77 US91282CKK61 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-30 2026-04-30 2026-04-30 N N N 0.0410 720520408.05 720520408.05 0.0021 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 3.7728755999999999 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-04-30 2026-04-30 N N N 0.0382 2906755670.85 2906755670.85 0.0086 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 3.7818755999999998 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-07-31 2027-07-31 N N N 0.0386 7626356026.74 7626356026.74 0.0226 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.5 91282CBQ3 254900HROIFWPRGM1V77 US91282CBQ33 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-02-28 2026-02-28 2026-02-28 N N N 0.0426 500000000.00 500000000.00 0.0015 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TL1 254900HROIFWPRGM1V77 US912797TL15 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-05-05 2026-05-05 2026-05-05 N N N 0.0356 2036953800.00 2036953800.00 0.0060 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.125 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-10-31 2026-10-31 2026-10-31 N N N 0.0374 656014303.23 656014303.23 0.0019 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0361 1518296424.00 1518296424.00 0.0045 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-08-06 2026-08-06 2026-08-06 N N N 0.0445 4277314778.16 4277314778.16 0.0127 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-08-27 2026-08-27 2026-08-27 N N N 0.0359 3340876992.00 3340876992.00 0.0099 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TP2 254900HROIFWPRGM1V77 US912797TP29 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-07-23 2026-07-23 2026-07-23 N N N 0.0356 5793548673.12 5793548673.12 0.0172 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.375 912828YD6 254900HROIFWPRGM1V77 US912828YD60 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-08-31 2026-08-31 2026-08-31 N N N 0.0385 395553124.00 395553124.00 0.0012 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TJ6 254900HROIFWPRGM1V77 US912797TJ68 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-21 2026-04-21 2026-04-21 N N N 0.0356 5316136571.46 5316136571.46 0.0158 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.625 91282CKB6 254900HROIFWPRGM1V77 US91282CKB62 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-02-28 2026-02-28 2026-02-28 N N N 0.0432 745000000.00 745000000.00 0.0022 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TD9 254900HROIFWPRGM1V77 US912797TD98 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-06-18 2026-06-18 2026-06-18 N N N 0.0356 6431888439.50 6431888439.50 0.0191 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.25 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0360 206162733.35 206162733.35 0.0006 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797SV0 254900HROIFWPRGM1V77 US912797SV06 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-05-21 2026-05-21 2026-05-21 N N N 0.0374 3091670719.84 3091670719.84 0.0092 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-12-24 2026-12-24 2026-12-24 N N N 0.0348 1548784973.57 1548784973.57 0.0046 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-09-03 2026-09-03 2026-09-03 N N N 0.0373 1304418115.42 1304418115.42 0.0039 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 3.75 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-08-31 2026-08-31 2026-08-31 N N N 0.0388 2558939272.02 2558939272.02 0.0076 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.125 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0358 2748800156.25 2748800156.25 0.0081 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.875 9128287B0 254900HROIFWPRGM1V77 US9128287B09 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-06-30 2026-06-30 2026-06-30 N N N 0.0417 198827344.00 198827344.00 0.0006 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797SZ1 254900HROIFWPRGM1V77 US912797SZ10 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-17 2026-03-17 2026-03-17 N N N 0.0376 3166709480.97 3166709480.97 0.0094 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TB3 254900HROIFWPRGM1V77 US912797TB33 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-31 2026-03-31 2026-03-31 N N N 0.0375 4775996435.00 4775996435.00 0.0141 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797SD0 254900HROIFWPRGM1V77 US912797SD08 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-02 2026-04-02 2026-04-02 N N N 0.0372 3829159735.04 3829159735.04 0.0113 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TR8 254900HROIFWPRGM1V77 US912797TR84 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-05-12 2026-05-12 2026-05-12 N N N 0.0358 49646430.00 49646430.00 0.0002 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2027-02-18 2027-02-18 2027-02-18 N N N 0.0346 3189345900.32 3189345900.32 0.0095 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TN7 254900HROIFWPRGM1V77 US912797TN70 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-07-16 2026-07-16 2026-07-16 N N N 0.0354 573225336.88 573225336.88 0.0017 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 1.875 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0359 442754298.00 442754298.00 0.0013 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-08-13 2026-08-13 2026-08-13 N N N 0.0357 10511748946.08 10511748946.08 0.0311 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TQ0 254900HROIFWPRGM1V77 US912797TQ02 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-07-30 2026-07-30 2026-07-30 N N N 0.0358 1576466672.00 1576466672.00 0.0047 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 3.8048760000000001 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2026-07-31 2026-07-31 N N N 0.0389 5578905992.53 5578905992.53 0.0165 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797SC2 254900HROIFWPRGM1V77 US912797SC25 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-26 2026-03-26 2026-03-26 N N N 0.0371 2341816702.50 2341816702.50 0.0069 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 3.8128788 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-02 2027-10-31 2027-10-31 N N N 0.0384 1602602080.00 1602602080.00 0.0047 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TA5 254900HROIFWPRGM1V77 US912797TA59 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-03-24 2026-03-24 2026-03-24 N N N 0.0376 4537945781.88 4537945781.88 0.0134 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797SM0 254900HROIFWPRGM1V77 US912797SM07 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-04-23 2026-04-23 2026-04-23 N N N 0.0368 1480738306.06 1480738306.06 0.0044 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-08-20 2026-08-20 2026-08-20 N N N 0.0356 3082187922.02 3082187922.02 0.0091 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797TT4 254900HROIFWPRGM1V77 US912797TT41 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2026-05-26 2026-05-26 2026-05-26 N N N 0.0359 545367042.00 545367042.00 0.0016 N Y Y N WELLS FARGO BANK N.A. (REPO) WELLS FARGO BANK N.A. (REPO) 3.67 N/A N/A 0WFC02N17 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 549300M8ZYFG0OCMTT87 38384JMS0 2054-02-20 4.86154 N/A 20000000.00 10760183.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385K6C9 2056-01-20 4.66154 N/A 41078809.00 41149197.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378TAF7 2041-07-20 2.5 N/A 1375000.00 67010.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.71154 N/A 30597000.00 26013288.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385E2Z6 2055-04-20 4.91154 N/A 7000000.00 4956491.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NTY1 2054-05-20 5.75 N/A 82000000.00 84413733.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HNG8 2055-10-20 4.66154 N/A 22951957.00 22873916.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HW87 2054-01-20 5.5 N/A 50000000.00 50955061.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NGZ2 2054-04-20 4.76154 N/A 50000000.00 28762876.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YCJ8 2054-10-20 5 N/A 20000000.00 20140482.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385H5D5 2041-01-20 4.5 N/A 4708853.00 4452855.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YEC1 2054-10-20 5 N/A 25000000.00 25001002.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375GXZ9 2042-08-16 4.02413 N/A 506000.00 15711.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QEG2 2055-08-20 4.74154 N/A 31667000.00 31398521.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379CRT5 2040-01-16 2.25 N/A 325000.00 12119.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382QNF3 2051-05-20 1.5 N/A 8000.00 3173.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YM73 2054-10-20 4.66154 N/A 128491602.00 89803234.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MFC6 2054-04-20 4.86154 N/A 50000000.00 28819712.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NZG6 2055-07-20 4.76154 N/A 100000000.00 88271627.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PPN7 2055-07-20 4.81154 N/A 50000000.00 48083685.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385GT33 2055-06-20 4.86154 N/A 50000000.00 47152183.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385L5R5 2056-02-20 5.5 N/A 15502000.00 15482718.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NHQ1 2054-04-20 4.81154 N/A 100000000.00 57377983.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383DSD1 2051-11-20 3 N/A 200000000.00 119372506.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PFL2 2055-07-20 4.81154 N/A 193561000.00 190828763.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JLZ4 2055-11-20 4.66154 N/A 100000000.00 98595569.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X4P6 2053-05-20 4.71154 N/A 100000000.00 36637708.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KNR8 2054-03-20 5.5 N/A 3147835.00 3216376.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YW23 2054-11-20 4.91154 N/A 50000000.00 31112974.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384B2Z3 2053-07-20 4.71154 N/A 25000000.00 13774907.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385L5Y0 2056-02-20 4.5 N/A 91000000.00 90527437.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EDZ4 2055-03-20 4.73154 N/A 100000000.00 87297494.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380ARW9 2046-09-20 4.18172 N/A 30000000.00 6500847.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383LAK6 2043-08-20 5 N/A 8100000.00 3738298.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BAY8 2055-09-20 4.73154 N/A 100000000.00 99251836.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385K2B5 2055-11-20 4.71154 N/A 36084286.00 35599090.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38377GT58 2040-07-20 5 N/A 16600000.00 3051929.71 Agency Collateralized Mortgage Obligation Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 1500000000.00 1500000000.00 0.0044 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 3.67 N/A N/A OQB008W86 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 B1V7KEBTPIMZEU4LTD58 3140BYS47 2055-12-01 5.5 N/A 2177855.00 2234448.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXD82 2056-07-01 3.5 N/A 127063369.00 38331593.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKZ47 2055-08-01 4.5 N/A 2945722.00 2904640.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AXC39 2055-06-01 5 N/A 2788888.00 2776765.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSDJ3 2055-10-01 6 N/A 1383488.00 1442718.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMDP2 2055-09-01 5.5 N/A 12881009.00 12804528.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4B30 2055-11-01 5 N/A 30312824.00 30655048.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMYG5 2050-07-01 3 N/A 75000.00 57102.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPVD6 2052-07-01 4.5 N/A 1710000.00 1381313.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XANR9 2048-11-01 4 N/A 500000.00 196980.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LV2H1 2051-08-01 2.5 N/A 354537.00 216371.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWQG6 2055-12-01 5.5 N/A 2036292.00 2088790.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E2GH2 2042-01-01 4 N/A 2350000.00 121257.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DC83 2049-07-01 4.5 N/A 152698.00 15871.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCCL8 2049-08-01 4 N/A 497195.00 78552.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LQZ56 2042-04-01 4 N/A 362764.00 26386.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTU98 2054-01-01 6.5 N/A 66708608.00 54682110.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELKX0 2027-05-01 4 N/A 10448481.00 18973.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7Z43 2055-12-01 4.5 N/A 28576567.00 28050406.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GYGZ6 2048-01-01 3.5 N/A 218000.00 33274.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETQN9 2041-05-01 3 N/A 190000.00 25531.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YRT65 2042-06-01 3 N/A 70000.00 13291.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4RG3 2049-08-01 5 N/A 3000.00 662.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KE5T1 2050-06-01 3 N/A 100000.00 50129.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2TY7 2052-02-01 3 N/A 37059669.00 31993228.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMAS5 2053-07-01 6 N/A 96414879.00 67946871.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1D67 2051-05-01 2.5 N/A 42000.00 34133.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQQM2 2052-11-01 5.5 N/A 1120000.00 909006.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QL6W1 2051-10-01 2.5 N/A 75000.00 48724.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7L30 2055-10-01 6 N/A 94313096.00 91821430.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QG6G7 2051-02-01 3 N/A 19000000.00 10565196.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CR71 2047-12-01 3 N/A 43000.00 7489.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHWE3 2052-07-01 4 N/A 685000.00 484017.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVRH5 2055-11-01 4.5 N/A 1553167.00 1533935.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EV56 2053-09-01 4 N/A 5000.00 4185.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CV74 2034-03-01 5 N/A 165000.00 1336.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FSE8 2040-12-01 5 N/A 94000.00 91911.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4GA9 2055-07-01 6 N/A 30890932.00 32072536.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYGY4 2055-12-01 5.5 N/A 4361372.00 4456194.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAEK0 2049-01-01 5 N/A 300000.00 50463.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSPR6 2053-07-01 5 N/A 102000.00 86439.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGC35 2055-08-01 6 N/A 5518650.00 5412488.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QDBD5 2050-03-01 3 N/A 750000.00 182283.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B3LK6 2055-03-01 5.5 N/A 584848.00 575952.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EX21 2033-09-01 3 N/A 1555245.00 846720.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCGL6 2051-03-01 4 N/A 43461.00 15786.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MRBA4 2052-07-01 4.5 N/A 2295000.00 1402810.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EB74 2052-03-01 1.5 N/A 780067.00 495312.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPJJ7 2052-06-01 4.5 N/A 921000.00 662409.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417F2P2 2043-04-01 3 N/A 364700.00 68718.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B1C46 2055-02-01 5 N/A 25206.00 25035.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCWX2 2051-09-01 2.5 N/A 1400000.00 1022983.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N4E60 2053-02-01 5.5 N/A 8421000.00 6573155.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409UAW5 2036-02-01 6.5 N/A 5200000.00 3316.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FNHT4 2046-12-01 4 N/A 3709071.00 897539.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7T73 2055-11-01 6.5 N/A 26711000.00 27513153.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUMZ6 2054-05-01 5 N/A 25697193.00 22630331.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQXF9 2053-11-01 6 N/A 8387161.00 6807425.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6XP5 2055-04-01 6.5 N/A 660805.00 684872.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNV5 2040-08-01 6.5 N/A 4601200.00 3565076.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4BP3 2056-01-01 6 N/A 1659076.00 1744372.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQUT6 2055-09-01 5.5 N/A 3036685.00 2889886.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTTG4 2054-01-01 6.5 N/A 1993099.00 1441228.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413DBH9 2037-07-01 6 N/A 1010000.00 17544.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRJH3 2055-09-01 5.5 N/A 3061045.00 2996256.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4VN6 2041-02-01 4.5 N/A 1434285.00 1441956.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EWJ5 2038-09-01 5 N/A 27000.00 16253.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FP76 2040-08-01 6.5 N/A 1734277.00 1405840.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7FC8 2035-08-01 3 N/A 39000.00 9394.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQXQ5 2054-07-01 6.5 N/A 1690635.00 1137936.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHHK0 2055-07-01 4.5 N/A 1782500.00 1673921.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LWWJ2 2052-07-01 3.5 N/A 6000.00 4628.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJCE1 2052-01-01 2 N/A 40000.00 26228.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9UP8 2051-02-01 2.5 N/A 5264000.00 2926566.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFM9 2039-09-01 3 N/A 1500000.00 206963.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3EP0 2052-08-01 3 N/A 179942.00 158226.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8LQ7 2040-12-01 5 N/A 480835.00 490014.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKGH5 2051-04-01 3 N/A 275000.00 171287.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTYR8 2056-02-01 5 N/A 4791376.00 4861972.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4JC4 2056-02-01 6 N/A 1691049.00 1763761.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKVL3 2040-08-01 5.5 N/A 1160606.00 779054.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKJ0 2035-01-01 2.5 N/A 50000.00 8665.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8FF5 2048-04-01 4 N/A 84144.00 16846.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFT4 2049-09-01 4.5 N/A 245000.00 26360.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVD1 2050-12-01 3 N/A 20000.00 7572.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWKJ6 2040-12-01 5 N/A 1133180.00 1143240.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBG46 2051-06-01 2.5 N/A 705000.00 391584.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGM48 2037-04-01 3 N/A 315718.00 159344.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNPZ5 2055-09-01 6 N/A 1238706.00 1186665.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GW4M2 2047-10-01 4.5 N/A 201000.00 52320.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKNL0 2053-02-01 6 N/A 5320000.00 3600424.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1RC1 2056-01-01 5 N/A 6065726.00 6120534.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAXL1 2041-04-01 2 N/A 513000.00 299186.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ASSD5 2041-09-01 4.5 N/A 20902.00 771.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4W1 2048-12-01 4 N/A 1550000.00 118217.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTDW6 2053-10-01 4 N/A 8000.00 7040.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLHX9 2053-05-01 6.5 N/A 210000.00 119144.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HJJG7 2048-08-01 5 N/A 1595000.00 259763.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U56G6 2056-01-01 5 N/A 2189024.00 2214200.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QC6R2 2050-03-01 4.5 N/A 40000.00 12672.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DNJ7 2050-04-01 3.5 N/A 38000.00 6087.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FFD4 2044-12-01 5.5 N/A 1223518.00 963967.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FMBT2 2031-11-01 2 N/A 42249.00 6050.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ABCW7 2041-04-01 4.5 N/A 1900000.00 180548.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLTR9 2048-11-01 3.5 N/A 170000.00 127548.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSVV0 2053-08-01 6 N/A 16013000.00 12019851.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLPD4 2053-05-01 2.5 N/A 240600.00 176459.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKH37 2027-03-01 5 N/A 971822.00 573.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJH48 2037-04-01 2.5 N/A 103000.00 61651.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLH92 2037-06-01 2.5 N/A 1434442.00 962921.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NSP1 2028-03-01 6 N/A 1030000.00 4878.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQVJ3 2050-08-01 3.5 N/A 17658000.00 14773711.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMQ90 2051-11-01 3.5 N/A 7430737.00 5400070.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4BD8 2054-06-01 6 N/A 9579444.00 9750152.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMRX4 2051-12-01 3 N/A 1250000.00 811004.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTVM8 2054-01-01 7 N/A 26378000.00 20193963.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MR2U4 2042-12-01 3.5 N/A 1253505.00 147959.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CGD0 2047-02-01 3 N/A 288000.00 60481.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0VA3 2040-07-01 5.5 N/A 9447498.00 7886233.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HM42 2037-05-01 5.5 N/A 425000.00 2382.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FFR3 2039-11-01 3.5 N/A 15114574.00 12774216.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLJX7 2053-05-01 6 N/A 17744000.00 10390628.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CFG4 2037-01-01 3 N/A 176000.00 30656.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FUT57 2047-08-01 3.5 N/A 2400000.00 401688.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BTA6 2039-01-01 5 N/A 11765000.00 97620.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4N7 2054-04-01 6 N/A 23000.00 15736.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8DP7 2048-01-01 4 N/A 21875000.00 4420753.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YV95 2041-01-01 4 N/A 75000.00 4098.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHT36 2039-02-01 7 N/A 300000.00 5951.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6BH2 2040-02-01 5 N/A 3009674.00 2640944.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CG65 2047-03-01 3 N/A 29000.00 6413.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUUT1 2054-06-01 5.5 N/A 1250000.00 1008393.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H7PP6 2048-06-01 4.5 N/A 200000.00 48620.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411LYA3 2037-04-01 6.5 N/A 1630000.00 9253.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YDTD1 2027-03-01 2 N/A 1787580.00 12974.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JNW55 2049-05-01 4 N/A 65892.00 5037.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8AV8 2056-01-01 4.5 N/A 11016259.00 10906791.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2A9 2031-06-01 2 N/A 1000000.00 340684.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9RP2 2050-08-01 5 N/A 101112.00 33688.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DHM7 2049-11-01 3.5 N/A 13006000.00 1606639.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ABYR4 2041-04-01 4.5 N/A 272000.00 13265.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5GN8 2055-02-01 5 N/A 154734737.00 156017969.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X55N9 2048-11-01 3.5 N/A 60000000.00 19354354.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN6U1 2052-05-01 3 N/A 15000.00 10604.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6F66 2056-02-01 5 N/A 1015891.00 1032547.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLG22 2055-08-01 6.5 N/A 15874981.00 15989755.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELC50 2043-01-01 4 N/A 385000.00 64884.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELAF0 2043-05-01 3.5 N/A 900000.00 165673.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BELN6 2055-07-01 6 N/A 1456586.00 1342627.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPBW8 2053-11-01 5 N/A 203000.00 173745.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4YY6 2048-11-01 4 N/A 210000.00 20492.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W12M4 2052-02-01 4 N/A 10891881.00 10176313.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JV6C1 2049-07-01 4.5 N/A 733000.00 103377.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGYM5 2037-04-01 3 N/A 272627.00 166373.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAA8 2041-12-01 1.5 N/A 356639.00 221234.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U02L0 2056-01-01 5 N/A 3569588.00 3609553.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4CX3 2054-12-01 5.5 N/A 21591371.00 21484331.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASHF8 2055-08-01 5.5 N/A 1305017.00 1081353.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBZA1 2036-07-01 2 N/A 56947.00 32017.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGHV8 2055-10-01 6 N/A 1240745.00 1287825.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCXQ4 2050-01-01 4.5 N/A 110000.00 14576.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9N43 2051-01-01 3 N/A 3200000.00 1825078.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNRP1 2053-06-01 4 N/A 280488.00 246075.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMZK3 2052-01-01 3 N/A 33355500.00 22956051.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4GH4 2055-09-01 6 N/A 1007959.00 1040076.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DYY2 2051-05-01 2.5 N/A 41000.00 22784.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EBAP0 2042-03-01 3.5 N/A 21297780.00 2335269.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DUD2 2035-11-01 2 N/A 2450000.00 993981.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHPA9 2052-07-01 4 N/A 25000.00 17940.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B14D5 2055-03-01 6 N/A 1682834.00 1660748.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JMZY1 2049-02-01 4 N/A 5642560.00 431581.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KDQ86 2050-06-01 2.5 N/A 36000.00 15317.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRRZ0 2054-10-01 5.5 N/A 219000.00 187502.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9NP2 2046-12-01 3.5 N/A 1634000.00 439492.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDEK8 2048-06-01 4 N/A 3000.00 1474.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B4WK2 2055-03-01 6 N/A 9116093.00 8153426.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVSV3 2055-11-01 6 N/A 1538686.00 1584956.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0G93 2055-03-01 5.5 N/A 19059.00 19026.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLV39 2051-09-01 3 N/A 33000.00 25453.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATE77 2054-10-01 5 N/A 1001275.00 995494.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSBT3 2055-10-01 6 N/A 1652184.00 1551003.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6N33 2054-09-01 5.5 N/A 25466376.00 24457954.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLLN0 2040-10-01 5 N/A 1001674.00 992872.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LT5N4 2042-06-01 4 N/A 64577.00 11330.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTPQ2 2056-01-01 6 N/A 4501625.00 4661005.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNGE6 2052-02-01 3 N/A 825303.00 612292.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4EH6 2040-01-01 6 N/A 46355225.00 45199240.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BULZ3 2055-12-01 5 N/A 2391253.00 2405420.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9X59 2051-02-01 2 N/A 11000.00 6183.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QV3W2 2055-01-01 6 N/A 6322243.00 5939536.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS2S9 2053-09-01 4.5 N/A 30522267.00 26756601.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1VS9 2037-07-01 3 N/A 140000.00 112200.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EVC1 2038-08-01 5 N/A 78000.00 46575.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHBG1 2051-12-01 3 N/A 2488000.00 1587646.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKP74 2047-04-01 3 N/A 1724000.00 446990.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9UW7 2055-09-01 7.5 N/A 811414.00 612639.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPJ24 2052-06-01 5 N/A 700000.00 467560.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRNL3 2053-03-01 5 N/A 365741.00 334347.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B85Y3 2055-05-01 6 N/A 2339271.00 1807118.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YAZ0 2029-04-01 5 N/A 460332.00 1302.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BY4T8 2040-12-01 4.5 N/A 815314.00 813191.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNY57 2054-02-01 6 N/A 4092000.00 3123902.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4TN6 2028-09-01 2.5 N/A 118000.00 8683.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L8ZM5 2051-04-01 2 N/A 11000.00 6469.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EGDR2 2041-03-01 4.5 N/A 525320.00 28789.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418TD79 2040-06-01 5 N/A 680000.00 34055.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0ZJ7 2040-02-01 5 N/A 58914.00 46195.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6KL3 2055-04-01 7 N/A 37186995.00 32448072.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPNQ8 2039-01-01 6 N/A 304780.00 225970.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKMH4 2055-08-01 6 N/A 5552900.00 3850234.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVGU8 2055-11-01 5.5 N/A 1093510.00 1113955.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CQH0 2032-10-01 3 N/A 40421.00 4349.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0N84 2055-01-01 6 N/A 115000.00 105834.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BM4Y3 2055-09-01 6 N/A 1063937.00 1060315.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJFL7 2046-11-01 2.5 N/A 331538.00 88156.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D7E6 2051-12-01 2 N/A 14049935.00 9044834.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3ZN2 2049-07-01 2.5 N/A 7106149.00 6190889.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9XT5 2048-10-01 4.5 N/A 9452000.00 736641.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BL5Z1 2040-08-01 6.5 N/A 693008.00 702510.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HECV2 2048-02-01 5 N/A 6000.00 917.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FFJP7 2031-10-01 3 N/A 506567.00 74934.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H7XT9 2048-02-01 4 N/A 1047551.00 162335.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4LE5 2055-03-01 6.5 N/A 61104408.00 62892401.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3BE8 2037-06-01 2.5 N/A 60294024.00 53138815.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AF5T9 2039-07-01 5 N/A 1079606.00 730136.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9CV1 2042-09-01 3.5 N/A 158593.00 47419.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKZP8 2050-01-01 3.5 N/A 59000.00 39228.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DMJ8 2050-03-01 3 N/A 16000.00 2922.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6LS7 2045-04-01 6 N/A 2527337.00 2561355.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BLL8 2029-11-01 3.5 N/A 135000.00 8626.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPQ67 2052-07-01 3.5 N/A 9902479.00 6841117.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NEY7 2027-06-01 5.5 N/A 1785000.00 2418.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKQE3 2036-10-01 2 N/A 2250000.00 1484699.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKWS9 2056-01-01 7.5 N/A 1141600.00 1220139.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L1VP7 2051-03-01 2 N/A 25000.00 13350.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X52G7 2035-02-01 2.5 N/A 147000.00 23670.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W04G7 2055-02-01 6 N/A 16871637.00 15381893.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X3AJ7 2049-08-01 3.5 N/A 329490.00 47530.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHN65 2039-05-01 6 N/A 5255000.00 159569.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6KE9 2055-04-01 6.5 N/A 34274301.00 27195010.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405ESE6 2034-06-01 5.5 N/A 3929620.00 14660.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWKQ0 2055-12-01 5 N/A 7325855.00 7216576.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BW6E3 2055-11-01 5 N/A 1449337.00 1445572.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371PC81 2029-03-01 5 N/A 334671.00 991.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9MS1 2044-11-01 4 N/A 132000.00 53790.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCZX9 2051-10-01 2 N/A 80000.00 50417.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D4V1 2051-09-01 4 N/A 16000.00 7392.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409VNM1 2036-03-01 6 N/A 550000.00 989.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQZT2 2054-09-01 6 N/A 332000.00 274536.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES50 2053-06-01 5.5 N/A 5000.00 3768.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQT0 2038-03-01 4 N/A 133931.00 84525.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4KJ4 2029-09-01 6 N/A 4524541.00 137305.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JN3U2 2049-03-01 4 N/A 31265925.00 5111186.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPWK1 2052-05-01 2.5 N/A 100000.00 75606.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MF4U4 2052-07-01 4 N/A 2763128.00 2099142.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410K3J1 2039-02-01 6 N/A 2080000.00 31777.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EUT5 2038-07-01 5 N/A 5000.00 2854.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKNE4 2051-05-01 2.5 N/A 120000.00 67879.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLDC7 2051-07-01 3 N/A 633000.00 435248.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZ29 2054-01-01 7.5 N/A 1614380.00 482149.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E7D6 2054-06-01 7 N/A 3000.00 1356.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENVZ9 2044-10-01 4 N/A 170000.00 25142.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CJQ9 2042-07-01 3.5 N/A 13000.00 1650.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W32D0 2053-07-01 4 N/A 56280234.00 53979770.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6FK6 2055-03-01 6.5 N/A 1122683.00 941326.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4BA4 2055-03-01 5 N/A 46105647.00 45171358.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FPE1 2055-09-01 4.5 N/A 55715728.00 53854924.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJG44 2046-11-01 3 N/A 396489.00 98494.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K3KS0 2050-01-01 3 N/A 34000.00 11457.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FAU1 2054-07-01 4.5 N/A 1682002.00 1531433.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLWV4 2051-09-01 3 N/A 4515000.00 2872635.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KCH54 2050-05-01 3 N/A 7062791.00 2698308.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7KD9 2055-10-01 4.5 N/A 130122618.00 127040186.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2G21 2055-06-01 6 N/A 7390109.00 7248249.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKA67 2052-11-01 5.5 N/A 2000.00 1222.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CFU3 2047-01-01 3.5 N/A 250400.00 77936.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AXH75 2039-12-01 5 N/A 2386441.00 1964687.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLTY4 2053-06-01 6 N/A 29946950.00 20859975.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LVQG7 2036-09-01 2 N/A 13331593.00 7275677.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFPJ4 2052-01-01 2.5 N/A 110000.00 68865.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419DL74 2040-09-01 4.5 N/A 134294.00 3650.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MA4S0 2052-04-01 3.5 N/A 44212244.00 30655450.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMZU7 2055-09-01 6 N/A 1409190.00 1483843.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LYML8 2042-10-01 3 N/A 34000.00 2478.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQ86 2053-04-01 5 N/A 22359992.00 17755772.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NM2E6 2053-06-01 6 N/A 749524.00 448922.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQMW4 2030-03-01 3 N/A 1182726.00 616229.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QYV7 2035-02-01 5.5 N/A 19515000.00 143580.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUB1 2041-02-01 4.5 N/A 29522414.00 29355486.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XF4Y4 2052-01-01 3.5 N/A 8000.00 5245.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FHY6 2055-03-01 5.5 N/A 692379.00 603309.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HDVG6 2050-01-01 3 N/A 160000.00 32756.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WEKG3 2045-04-01 3.5 N/A 19100000.00 3031109.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQ2G1 2052-06-01 3 N/A 409000.00 335264.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419JZT8 2040-12-01 4 N/A 144990.00 5274.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FU47 2041-02-01 4 N/A 63204161.00 62754709.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQEZ0 2055-09-01 6.5 N/A 1327406.00 549281.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4YD5 2056-02-01 5 N/A 3844500.00 3875044.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNVM1 2052-04-01 4 N/A 150000.00 102694.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CVE1 2033-03-01 3 N/A 592000.00 64250.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QK5J3 2051-06-01 3 N/A 1029000.00 622434.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQE0 2055-10-01 5 N/A 20000.00 19795.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WAHU4 2043-11-01 4.5 N/A 31667762.00 2057623.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8K89 2049-05-01 5.5 N/A 320000.00 73510.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSTD9 2055-11-01 4.5 N/A 6627090.00 6542694.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9JZ5 2048-06-01 4 N/A 282338.00 77325.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZ94 2039-02-01 5.5 N/A 31000.00 16409.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6RE7 2055-03-01 6 N/A 1064276.00 1101910.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCVQ6 2050-02-01 3 N/A 495000.00 170118.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EXEK5 2046-09-01 4.5 N/A 24000.00 6604.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y72B3 2055-12-01 4.5 N/A 27676673.00 27312419.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4B7 2033-11-01 3.5 N/A 16000.00 1074.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRER2 2052-01-01 2.5 N/A 52000.00 39467.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPP9 2053-02-01 7 N/A 25000.00 10483.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUUM6 2054-06-01 5.5 N/A 42000.00 35129.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DV66 2051-01-01 1.5 N/A 228000.00 129890.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJST5 2055-08-01 5.5 N/A 4514173.00 4582671.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FHK6 2040-02-01 6.5 N/A 106803.00 41319.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMV6 2040-07-01 5 N/A 67978909.00 58147603.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W1SQ1 2043-02-01 3 N/A 33000.00 8415.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYN75 2055-12-01 5.5 N/A 905986.00 922662.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WBDM4 2043-07-01 3 N/A 296000.00 123106.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTB3 2056-01-01 5.5 N/A 277000.00 279278.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BLD8 2037-08-01 5.5 N/A 9322135.00 125433.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4W69 2046-05-01 4.5 N/A 39000.00 10725.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMP59 2052-10-01 4 N/A 535000.00 427812.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUCH3 2055-11-01 4.5 N/A 1002171.00 991876.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNNV0 2052-03-01 2.5 N/A 20000.00 13265.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNHE5 2052-02-01 2.5 N/A 597340.00 422227.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQDE8 2055-09-01 5.5 N/A 1773425.00 1817971.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRPE7 2038-01-01 2.5 N/A 35345.00 27320.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389A7H0 2032-01-01 7 N/A 469330.00 1233.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBPG7 2049-08-01 3.5 N/A 1540000.00 293306.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0TY3 2056-01-01 5.5 N/A 2044405.00 2098842.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7XS2 2040-10-01 6 N/A 435043.00 302771.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MHCY7 2042-11-01 3 N/A 72671.00 6485.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2CC3 2055-06-01 5.5 N/A 165000.00 151192.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U36W6 2056-01-01 4.5 N/A 1698176.00 1680801.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4EM4 2039-04-01 3.5 N/A 25000.00 4487.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KST56 2036-12-01 1.5 N/A 11018180.00 6388516.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMTM8 2053-10-01 6.5 N/A 1265000.00 751262.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNZ56 2053-10-01 3 N/A 6485307.00 5189788.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BDTZ3 2055-06-01 6 N/A 3052695.00 3180842.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CJK1 2027-04-01 2.5 N/A 1175000.00 27881.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMR97 2051-12-01 2 N/A 921778.00 530238.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XA3P5 2049-08-01 3.5 N/A 734000.00 286798.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A4GE9 2041-01-01 4 N/A 19600000.00 2372271.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X94X0 2049-04-01 3.5 N/A 909000.00 415444.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QB4V7 2049-10-01 4.5 N/A 6000.00 796.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2SR3 2055-04-01 5.5 N/A 91113.00 89483.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6JE1 2055-04-01 6 N/A 327000.00 315805.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 9000.00 4538.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBRG7 2051-06-01 3 N/A 512000.00 286922.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNRW0 2055-09-01 5 N/A 3913109.00 3933012.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJ3Z9 2054-07-01 5 N/A 9107706.00 8346589.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5AC8 2051-10-01 3.5 N/A 37226000.00 35334506.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CTH7 2028-01-01 3.5 N/A 200000.00 6417.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQMP3 2055-09-01 6 N/A 2046459.00 2093126.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVMD9 2055-11-01 6 N/A 1301558.00 1339999.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LWT5 2048-06-01 4 N/A 570000.00 74961.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEYV8 2050-09-01 2 N/A 100000.00 52313.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQFB6 2052-09-01 3.5 N/A 78000.00 59424.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XF6R7 2052-03-01 2.5 N/A 114000.00 73817.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5W96 2047-07-01 3.5 N/A 5000000.00 1202024.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DTG7 2030-10-01 2.5 N/A 16487796.00 4010137.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MP5Y3 2037-05-01 3 N/A 65102.00 34888.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HP4C8 2048-09-01 5 N/A 1767897.00 173092.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QAQH6 2034-02-01 4 N/A 10000.00 1403.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6GY5 2040-03-01 6.5 N/A 1136724.00 952391.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AAL33 2041-04-01 5.5 N/A 9105947.00 315087.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCXG4 2047-02-01 3 N/A 3231055.00 2973722.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W45Q6 2053-06-01 6 N/A 49860215.00 49625787.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417B6F9 2042-06-01 3.5 N/A 60000.00 7463.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLG28 2052-01-01 2 N/A 5000.00 3289.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.5 N/A 864348.00 618476.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9VM2 2048-10-01 4.5 N/A 9967680.00 609422.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUB39 2054-03-01 6 N/A 3635558.00 3057396.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EMNW7 2044-02-01 4.5 N/A 4680000.00 556790.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.5 N/A 10000.00 1199.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9E70 2055-04-01 5.5 N/A 4601276.00 3120936.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414BKS8 2038-01-01 6 N/A 2578697.00 9727.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0VB1 2040-07-01 5.5 N/A 2127841.00 2050272.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQ96 2050-07-01 3 N/A 2000.00 566.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQAV3 2055-10-01 5.5 N/A 5098525.00 4826671.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTS6 2045-12-01 4 N/A 263100.00 256996.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8BF2 2056-01-01 5 N/A 115595675.00 116378312.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W02N4 2055-02-01 6.5 N/A 42330759.00 38261800.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1BG7 2055-03-01 6 N/A 5533876.00 5184557.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3 N/A 6000.00 2285.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCV58 2040-05-01 6.5 N/A 1199555.00 980820.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M4UG1 2036-10-01 2.5 N/A 263674.00 168030.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSCQ2 2038-05-01 5 N/A 2615394.00 1608406.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSN3 2035-09-01 2.5 N/A 8000.00 2555.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNTM4 2052-04-01 3.5 N/A 34919410.00 24076490.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLDW7 2055-11-01 6 N/A 2723861.00 2402710.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B4HM5 2055-03-01 6 N/A 1251683.00 1288798.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPD89 2038-11-01 3 N/A 1000.00 724.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELP3 2037-12-01 4 N/A 225157.00 125193.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3BS7 2039-07-01 5.5 N/A 10660418.00 9754426.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7PN2 2040-10-01 6 N/A 8400092.00 8332940.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XN4Q4 2054-01-01 5 N/A 815000.00 698461.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JGZQ1 2048-10-01 5 N/A 455000.00 12438.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMHM1 2052-11-01 4 N/A 36000.00 29779.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNP44 2055-09-01 6.5 N/A 1098739.00 792279.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RAB5 2035-04-01 5 N/A 270000.00 2507.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTS26 2054-01-01 6 N/A 326998.00 201588.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2T35 2052-09-01 4.5 N/A 22057078.00 20935945.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL6Z6 2052-05-01 2.5 N/A 12000.00 9061.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDL1 2042-05-01 2 N/A 3033646.00 2016005.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412QPT0 2037-09-01 6 N/A 27777728.00 111812.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUZ58 2054-07-01 6 N/A 2071000.00 1574360.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H2XK9 2048-01-01 4 N/A 268246.00 100609.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q7TA5 2047-10-01 4 N/A 109247138.00 22776023.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9WT6 2048-10-01 4 N/A 1955000.00 345254.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFF4 2049-09-01 2.5 N/A 21000.00 3474.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AXB30 2055-05-01 7.5 N/A 3531184.00 3538918.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHG66 2051-02-01 2 N/A 3900000.00 2250209.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEN61 2055-07-01 5.5 N/A 1429621.00 1305552.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U33B5 2056-02-01 5 N/A 4073188.00 4107809.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FDK0 2044-09-01 6.5 N/A 237500.00 81107.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHC25 2055-08-01 6 N/A 30567759.00 28013844.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FGY7 2055-02-01 5.5 N/A 321980.00 275508.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHVX7 2054-08-01 5.5 N/A 10000.00 8373.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7YH6 2050-08-01 3 N/A 100000.00 50625.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUGH9 2055-12-01 4.5 N/A 9100788.00 8964251.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8ZU4 2050-12-01 2 N/A 2000000.00 1070376.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DY30 2036-05-01 2 N/A 2180000.00 1086794.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DLQ3 2040-02-01 3 N/A 4000.00 724.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W25Z0 2055-08-01 6.5 N/A 27750000.00 26977221.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AM7A7 2041-11-01 4 N/A 6350000.00 402566.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0UY1 2055-12-01 5 N/A 1530900.00 1536511.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FED5 2054-11-01 5.5 N/A 127000.00 108426.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLXA5 2040-09-01 5 N/A 1073602.00 1074534.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQV93 2052-11-01 5.5 N/A 4000.00 3260.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJR9 2055-04-01 4.5 N/A 4426733.00 4193955.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQVQ5 2052-11-01 4.5 N/A 2975900.00 2309936.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJS53 2050-08-01 3.5 N/A 90000.00 61720.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LW5G8 2053-01-01 5.5 N/A 7981175.00 6954917.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E2G4 2054-02-01 7 N/A 23000.00 8337.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QDQZ0 2050-01-01 6 N/A 444000.00 34377.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKN32 2055-06-01 5.5 N/A 4774729.00 4179613.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAP77 2048-04-01 4.5 N/A 14242859.00 3745373.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTEP2 2055-02-25 6.5 N/A 143758957.00 136908052.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DYD8 2051-04-01 3 N/A 84000.00 38717.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRAX7 2055-12-01 5.5 N/A 6155780.00 6241611.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCTF9 2040-05-01 6 N/A 2467970.00 2167044.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLKC3 2056-01-01 4.5 N/A 2732804.00 2724938.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MJ7G4 2052-04-01 3.5 N/A 3778479.00 2306620.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGLS6 2051-12-01 3.5 N/A 1000000.00 644875.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CU77 2048-03-01 3.5 N/A 1452000.00 189045.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CDG6 2031-11-01 2 N/A 151131.00 22715.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XM5A0 2052-04-01 3 N/A 100000.00 75290.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JBEC6 2050-06-01 2.5 N/A 1000000.00 255527.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCNW9 2044-08-01 4 N/A 3600000.00 382375.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E6U9 2039-04-01 3.5 N/A 654656.00 446235.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XBXV1 2043-12-01 4 N/A 30000.00 3685.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNWF7 2042-04-01 2.5 N/A 1873000.00 1405361.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QANA4 2049-02-01 4 N/A 16165324.00 1189168.06 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-03 2026-03-03 2026-03-03 N N N 0.0367 2500000000.00 2500000000.00 0.0074 N N Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 3.67 N/A N/A OQB008W94 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 B1V7KEBTPIMZEU4LTD58 3140MESG2 2045-03-01 6 N/A 1027151.00 934880.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YUM7 2030-12-01 4 N/A 1200000.00 26227.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFAR6 2055-07-01 6.5 N/A 4103359.00 3677252.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FVL8 2036-02-01 3.5 N/A 140000.00 136997.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F7VX4 2046-10-01 3 N/A 404000.00 67910.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRSA2 2053-03-01 6 N/A 6460000.00 4554478.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EFA3 2042-07-01 3 N/A 357235.00 250486.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XA2H4 2049-07-01 4 N/A 12000.00 4086.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5B69 2044-11-01 5 N/A 29000.00 8439.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J6GR2 2048-09-01 4 N/A 3646852.00 317942.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5PS9 2041-02-01 4 N/A 1355714.00 1346391.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNS47 2053-11-01 5.5 N/A 51518143.00 41965417.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D7K2 2036-12-01 2 N/A 1658543.00 930651.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MWJ2 2036-07-01 6 N/A 2474060.00 9895.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBM21 2049-08-01 4 N/A 493000.00 103259.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3 N/A 51000.00 35370.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNDK1 2055-10-01 6 N/A 1296500.00 1237598.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CET7 2031-12-01 2 N/A 131987.00 19746.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMK0 2055-07-01 6 N/A 1004791.00 888757.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBLM0 2051-05-01 3 N/A 140000.00 66041.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNA1 2040-07-01 6.5 N/A 3986822.00 3379467.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HBH68 2048-06-01 4 N/A 949443.00 93112.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0VW5 2055-08-01 4.5 N/A 3005001.00 2916937.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEYR7 2050-09-01 2 N/A 140000.00 67601.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NJ63 2027-09-01 6 N/A 3136193.00 5293.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EXEX7 2046-09-01 3 N/A 39000.00 6912.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ76 2052-10-01 5 N/A 509000.00 370401.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2YP3 2055-03-01 6.5 N/A 8959683.00 7569922.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BA5L6 2040-11-01 4.5 N/A 150338.00 147605.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2XY2 2052-06-01 3 N/A 29373491.00 25678096.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ME7D2 2055-07-01 6.5 N/A 31864944.00 27438116.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPWD5 2037-07-01 3.5 N/A 22000.00 13340.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQK6 2040-10-01 3.5 N/A 4031629.00 3708272.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPEZ8 2052-08-01 3.5 N/A 3230000.00 2601782.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JTB0 2030-11-01 7.5 N/A 15000000.00 5559.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QDWS9 2050-06-01 3.5 N/A 132123250.00 60763021.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9VB2 2040-09-01 5 N/A 2177700.00 2193919.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2M57 2040-06-01 5.5 N/A 193120.00 169130.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QT5K1 2054-02-01 7.5 N/A 9889366.00 6792617.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5GJ7 2050-03-01 5 N/A 9186624.00 9422179.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNN36 2052-05-01 3 N/A 15000.00 10657.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGPS2 2052-03-01 3.5 N/A 807091.00 519604.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DXJ6 2051-03-01 1.5 N/A 268177.00 155757.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9KH5 2048-07-01 4.5 N/A 3467333.00 797006.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAKG2 2048-06-01 4 N/A 4400000.00 576195.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417CSN6 2042-08-01 3 N/A 1530000.00 395470.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3SR3 2056-01-01 6 N/A 1584802.00 1650051.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2T68 2048-11-01 4.5 N/A 16673597.00 16024082.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRT1 2050-08-01 3 N/A 79000.00 23158.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDD9 2052-05-01 3 N/A 3164000.00 2271042.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFP2 2039-09-01 4 N/A 7000.00 959.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4Z4 2038-12-01 4.5 N/A 5200000.00 485543.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHRM6 2054-08-01 5.5 N/A 28136000.00 25398223.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMPT7 2053-10-01 6 N/A 5000.00 3822.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AWNM1 2042-01-01 4 N/A 450000.00 36089.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9ZP3 2036-02-01 2 N/A 732000.00 314161.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJTF0 2052-11-01 5 N/A 330000.00 207861.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCY59 2050-02-01 3.5 N/A 5813205.00 2216916.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFGE5 2052-01-01 2.5 N/A 1938607.00 1347664.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1YL1 2055-03-01 5 N/A 27445.00 25749.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHMQ7 2052-07-01 4.5 N/A 15304558.00 11787440.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FDC8 2054-10-01 6 N/A 1160000.00 856459.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DY22 2036-05-01 1.5 N/A 700000.00 358706.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGJ38 2040-12-01 5 N/A 99990.00 73190.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M5NV3 2053-06-01 4.5 N/A 23146110.00 19720599.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCXD9 2055-06-01 6 N/A 2314811.00 2141456.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPSU2 2052-07-01 4.5 N/A 101371384.00 79861910.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8XT3 2055-05-01 5.5 N/A 1393800.00 1417687.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVUE8 2055-11-01 5.5 N/A 6574097.00 6755101.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1MU4 2046-02-01 4.5 N/A 5000.00 4563.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KRRC5 2050-11-01 2.5 N/A 200000.00 110355.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMG9 2055-07-01 4.5 N/A 73174.00 70088.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLH88 2055-08-01 4.5 N/A 1898221.00 1787178.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GT6B1 2047-08-01 4 N/A 18585496.00 2395921.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6VY8 2040-04-01 6 N/A 1554057.00 1347127.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7SD1 2055-11-01 4.5 N/A 11286851.00 11169598.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QV4W1 2055-01-01 6.5 N/A 46831401.00 40628418.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNUS9 2052-04-01 2.5 N/A 10000.00 6188.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WD4M0 2045-02-01 4.5 N/A 500000.00 95087.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X65P2 2050-07-01 3 N/A 754000.00 377319.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6WA5 2035-05-01 3.5 N/A 6605724.00 720780.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN7M8 2052-05-01 3.5 N/A 12000.00 8843.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385H7B2 2032-03-01 7.5 N/A 1600000.00 793.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EMR9 2043-01-01 3 N/A 40391.00 6780.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGH7 2052-08-01 3.5 N/A 131000.00 100082.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KQQU8 2035-10-01 2 N/A 500000.00 218037.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBJC3 2049-07-01 3.5 N/A 729000.00 148394.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERPS3 2046-10-01 3 N/A 7024.00 1752.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A6MP8 2053-12-01 7.5 N/A 777803.00 347992.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTAH8 2055-10-01 5.5 N/A 9121747.00 9033211.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNZP6 2055-09-01 5.5 N/A 3393238.00 3277211.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJUJ5 2047-01-01 3.5 N/A 4000.00 905.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8A48 2056-01-01 5 N/A 30316260.00 30708905.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H4Q72 2047-11-01 4.5 N/A 76000.00 16669.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQSV5 2054-09-01 5 N/A 738279.00 633520.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D3G5 2051-08-01 2 N/A 2829745.00 1741543.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KMK4 2032-03-01 6 N/A 1015000.00 1732.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2TX9 2052-07-01 4 N/A 45887413.00 42498655.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6YE5 2050-05-01 3.5 N/A 11445000.00 4373357.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFAH4 2050-08-01 3 N/A 5835274.00 3620881.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHTR3 2041-10-01 4 N/A 24183500.00 2043962.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJ7F9 2042-08-01 4 N/A 175000.00 12994.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNK72 2055-09-01 6 N/A 7707803.00 7684402.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W45M5 2053-07-01 4 N/A 19415055.00 18882260.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QAMG2 2049-02-01 4.5 N/A 150161950.00 27487923.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGAD1 2043-07-01 3.5 N/A 453272.00 271186.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HDKZ6 2049-02-01 4 N/A 38046663.00 4071500.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN3F7 2052-05-01 3.5 N/A 33261404.00 23133921.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FH26 2055-03-01 6.5 N/A 35390498.00 23334039.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7MQ8 2055-10-01 6.5 N/A 26412000.00 27199081.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GCS0 2035-12-01 5.5 N/A 17200000.00 208887.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4K71 2055-11-01 6.5 N/A 32287811.00 33540108.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJYZ5 2032-08-01 3.5 N/A 1922756.00 122532.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLB74 2055-09-01 4.5 N/A 8507038.00 8405220.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQHA2 2055-10-01 5 N/A 1601177.00 1611897.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLGM4 2053-05-01 4.5 N/A 160000.00 120250.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKGG7 2051-04-01 3 N/A 245546.00 146185.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D7D8 2051-12-01 1.5 N/A 40000.00 25421.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQGY7 2054-07-01 6.5 N/A 28429617.00 21697789.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFGB1 2052-01-01 2.5 N/A 35000.00 22950.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417DEE9 2042-10-01 4 N/A 275000.00 41760.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5PZ0 2048-12-01 3 N/A 25000.00 6098.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MRSE8 2037-05-01 2.5 N/A 125339.00 85669.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EG5M2 2040-10-01 6 N/A 695000.00 12726.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DNC2 2035-04-01 3.5 N/A 9784386.00 1330423.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYKN3 2056-01-01 4.5 N/A 1655600.00 1641043.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WLG5 2040-07-01 4.5 N/A 4380412.00 92651.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EWWT8 2046-02-01 4 N/A 10979000.00 2743929.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6Q45 2040-05-01 5.5 N/A 12989275.00 10128429.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAY6 2032-01-01 1.5 N/A 1032764.00 444150.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERMV9 2046-10-01 3 N/A 714186.00 183282.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FS5L3 2032-02-01 3.5 N/A 9000.00 806.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ERW2 2053-04-01 3.5 N/A 1061458.00 892210.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VUP5 2030-05-01 8 N/A 4774874.00 1787.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYRR7 2055-12-01 6 N/A 3373488.00 3514521.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EUP3 2053-07-01 4 N/A 77000.00 63665.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7P60 2035-08-01 2 N/A 235000.00 78774.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1LZ6 2056-01-01 4.5 N/A 845973.00 838132.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XB2Y5 2049-06-01 3.5 N/A 1650000.00 739158.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FE94 2039-12-01 5.5 N/A 3000.00 2110.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M16N3 2042-07-01 3.5 N/A 2457810.00 442583.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUEN9 2039-11-01 5 N/A 800011.00 759744.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BX6G6 2055-11-01 4.5 N/A 2165962.00 2143581.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLRK4 2051-08-01 2.5 N/A 572456.00 350156.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2RX1 2045-05-01 6.5 N/A 6102339.00 4875859.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U35S6 2041-01-01 4.5 N/A 4480220.00 4462956.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NU45 2028-05-01 5 N/A 27924676.00 62661.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X3EU2 2043-08-01 3.5 N/A 15000.00 1643.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHCF2 2052-04-01 3.5 N/A 9229421.00 6030164.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FVHU3 2047-03-01 4.5 N/A 200000.00 39440.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XA4E9 2047-07-01 3.5 N/A 1587000.00 711654.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL3Y2 2052-05-01 2 N/A 25000.00 17709.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHC54 2050-01-01 4 N/A 566303.00 364757.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EBD1 2037-02-01 1.5 N/A 1261703.00 754296.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3L49 2054-09-01 6 N/A 30848847.00 30525178.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B5B63 2055-04-01 7 N/A 1990021.00 2129961.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZU9 2051-06-01 1.5 N/A 93243.00 56425.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BXB7 2035-11-01 3.5 N/A 20000.00 2074.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNCD2 2052-01-01 2 N/A 675000.00 455307.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKYL3 2041-09-01 4.5 N/A 953000.00 56957.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXGK6 2055-12-01 4.5 N/A 1738751.00 1721374.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QC2C9 2035-02-01 2.5 N/A 24770000.00 6886559.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EYP9 2053-12-01 6.5 N/A 7670000.00 3583658.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DDJ5 2035-12-01 5.5 N/A 100000.00 942.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNBD5 2037-04-01 2.5 N/A 258111.00 175989.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X3EQ1 2043-08-01 3.5 N/A 21000.00 2881.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4GZ6 2056-02-01 5 N/A 327272.00 329632.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MFCH4 2040-06-01 5 N/A 1606061.00 1604572.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1XF7 2056-01-01 6.5 N/A 2335956.00 2465528.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418P3U7 2037-03-01 5.5 N/A 51262037.00 290866.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTDS7 2040-10-25 5.5 N/A 15388227.00 12160151.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAGX0 2039-01-01 4 N/A 4000.00 674.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A0QW2 2053-09-01 5.5 N/A 1881514.00 1598247.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4Y91 2049-09-01 3.5 N/A 27000.00 4258.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386CKK7 2030-11-01 7.5 N/A 5746056.00 4562.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2T92 2055-07-01 6 N/A 43092000.00 39009350.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DXG2 2036-03-01 1.5 N/A 10000000.00 4868598.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405AYZ0 2034-07-01 6.5 N/A 1122252.00 37787.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EVUX3 2046-08-01 4 N/A 36000.00 7466.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9S48 2036-02-01 2 N/A 200000.00 100076.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EUM0 2038-07-01 5.5 N/A 108000.00 63792.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHBF7 2040-07-01 5 N/A 1541952.00 1486202.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417A4Q9 2042-02-01 3.5 N/A 17067379.00 2393464.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCG77 2049-10-01 5 N/A 27646.00 9081.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416KHV3 2039-02-01 5 N/A 250000.00 3676.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6ND2 2056-02-01 5 N/A 1109274.00 1126932.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HGRC3 2048-03-01 4 N/A 7955011.00 2217982.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415SVQ2 2029-03-01 7.5 N/A 1653612.00 9288.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPP27 2052-07-01 5 N/A 6252000.00 5237006.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELS87 2043-09-01 6 N/A 800000.00 59016.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2T27 2052-06-01 4 N/A 30432031.00 28096413.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNB21 2052-04-01 2.5 N/A 88022.00 63454.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE30 2052-07-01 3 N/A 9792913.00 7260386.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLF84 2036-07-01 2.5 N/A 225714.00 113103.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8SJ3 2048-01-01 4 N/A 235000.00 47078.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416SVH1 2039-06-01 4 N/A 135000.00 12936.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9JR2 2033-07-01 3 N/A 422274.00 79495.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKUA8 2055-08-01 5.5 N/A 2661625.00 2409079.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXV1 2033-06-01 3 N/A 1959000.00 223334.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETWG7 2046-06-01 3.5 N/A 79870940.00 15867172.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LFZ7 2033-11-01 6 N/A 98998.00 724.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YVUC1 2045-06-01 3.5 N/A 466669.00 25150.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387RAD0 2031-08-01 8 N/A 1127192.00 13830.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUE90 2054-11-01 6 N/A 945581.00 765733.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGGA1 2052-04-01 3.5 N/A 249000.00 171637.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJMV7 2046-12-01 3 N/A 286000.00 74865.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPKM8 2052-06-01 3.5 N/A 137000.00 100603.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ3F8 2052-08-01 3.5 N/A 45000.00 34899.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NEDU6 2053-04-01 5 N/A 30090.00 23122.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKJH2 2036-04-01 2 N/A 1684621.00 930391.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MSRU1 2052-12-01 5.5 N/A 15488062.00 13636261.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GW4L4 2047-10-01 4.5 N/A 137000.00 60811.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUHV1 2054-04-01 6 N/A 63162356.00 51166256.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XB6D7 2051-07-01 3 N/A 9209391.00 4367278.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q94T7 2048-11-01 4.5 N/A 1500883.00 378944.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNGH9 2052-02-01 3 N/A 74000.00 44064.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7TD0 2055-11-01 5.5 N/A 168191109.00 172927002.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCJA7 2050-10-01 5 N/A 1423128.00 498829.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHPY2 2031-07-01 2.5 N/A 55000.00 5608.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7TU3 2050-08-01 3 N/A 450000.00 195944.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPDF1 2037-05-01 2.5 N/A 477719.00 299631.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NMK8 2027-11-01 6 N/A 645388.00 1497.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0XD4 2056-02-01 5 N/A 3036492.00 3063562.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELV0 2052-12-01 4 N/A 19000.00 15556.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWWX2 2055-12-01 6 N/A 4013142.00 4169142.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L06D4 2051-02-01 2 N/A 300000.00 147864.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X53G0 2043-08-01 3.5 N/A 25000.00 3663.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0LQ8 2056-01-01 5 N/A 3722059.00 3792565.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408EBG6 2036-01-01 6 N/A 16000000.00 44062.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9PL3 2049-05-01 4 N/A 38539.00 9848.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ANF87 2054-09-01 6 N/A 11015112.00 8936805.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGAU1 2050-12-01 2 N/A 900000.00 475452.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4 N/A 27330906.00 2676560.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXLW0 2059-01-01 5 N/A 1200000.00 445931.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414KEZ9 2038-02-01 7 N/A 1148858.00 11382.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WAF93 2043-11-01 4 N/A 2287004.00 309641.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCAA1 2044-06-01 4 N/A 80000.00 8944.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKVH5 2047-05-01 4.5 N/A 95270.00 6203.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTH0 2041-01-01 5 N/A 462596.00 461774.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FCJ4 2054-09-01 6.5 N/A 114947.00 74518.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6UE9 2049-05-01 3.5 N/A 21995000.00 5828619.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EA67 2051-12-01 4 N/A 46000.00 19999.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4EG8 2040-01-01 6 N/A 38450945.00 38557151.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.5 N/A 152000.00 117101.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3W21 2052-12-01 5.5 N/A 64717663.00 65155123.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410EAG3 2036-08-01 6 N/A 10098935.00 42220.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3MB2 2036-11-01 2 N/A 40960158.00 36039031.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELJT1 2043-07-01 3.5 N/A 13000000.00 2123809.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTA5 2056-01-01 5 N/A 2214802.00 2212605.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403RFC7 2033-11-01 7 N/A 388461.00 6716.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GQT6 2043-05-01 3.5 N/A 8065.00 1445.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBBL3 2036-03-01 3 N/A 353836.00 129729.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KHE7 2038-03-01 6 N/A 621400.00 8957.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W32N8 2055-01-01 4.5 N/A 15822968.00 15576355.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQX59 2052-11-01 6 N/A 1000000.00 808697.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9WE9 2048-10-01 4.5 N/A 2982263.00 809674.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKQN5 2045-06-01 6.5 N/A 1049250.00 1070930.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTU23 2054-01-01 6.5 N/A 98197313.00 73575884.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4KY2 2052-03-01 2 N/A 55100000.00 45893416.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAL6 2034-03-01 3.5 N/A 8000.00 569.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MWRG3 2053-02-01 5.5 N/A 13855694.00 9768783.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCFE1 2048-10-01 4 N/A 12765846.00 3381202.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BAQ9 2034-03-01 4 N/A 2210000.00 200215.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M8VB2 2052-03-01 2 N/A 104946.00 49859.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAFJ2 2049-02-01 4.5 N/A 7496000.00 2371185.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KTF91 2036-03-01 1.5 N/A 79712.00 43167.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPFB0 2050-06-01 5 N/A 1100000.00 947688.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DTC6 2050-09-01 5 N/A 1761994.00 316835.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DR95 2035-08-01 1.5 N/A 485441.00 186189.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKQY7 2041-05-01 2.5 N/A 600000.00 363809.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFG41 2055-07-01 5.5 N/A 2906485.00 2903145.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5BY1 2056-02-01 5.5 N/A 1632750.00 1669467.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPPQ4 2052-06-01 4.5 N/A 70000.00 50013.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APJL9 2054-10-01 4.5 N/A 1241682.00 1209934.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WF4N3 2045-11-01 4 N/A 100151280.00 26408337.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8AH8 2047-12-01 3.5 N/A 30000.00 7572.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FPH4 2055-09-01 6 N/A 15000.00 13884.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKQK1 2040-07-01 6.5 N/A 82635.00 55886.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLK56 2052-05-01 3 N/A 671000.00 506455.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ER85 2053-05-01 5.5 N/A 75000.00 55652.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U7BW1 2056-03-01 5 N/A 3728474.00 3757724.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U14T9 2056-01-01 5 N/A 1764469.00 1801914.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJB31 2046-10-01 4.5 N/A 24000.00 3351.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWJF6 2055-11-01 4.5 N/A 1573440.00 1183593.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRU78 2054-07-01 6 N/A 39292.00 35424.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9Y82 2040-03-01 3 N/A 453000.00 154416.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWEP9 2055-12-01 4.5 N/A 2257514.00 2230550.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407XA92 2033-08-01 5 N/A 125000.00 2472.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EEY2 2032-05-01 3 N/A 1462454.00 625462.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5DV8 2047-04-01 3.5 N/A 229000.00 66850.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XEBB9 2051-11-01 3 N/A 10857338.00 7187093.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0WG9 2055-08-01 6 N/A 4754089.00 4758486.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LEH1 2026-08-01 4.5 N/A 1050000.00 1712.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMNB2 2055-09-01 4.5 N/A 745984.00 734445.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YXJ63 2045-07-01 3.5 N/A 44311.00 9760.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPE4 2053-02-01 6 N/A 31642568.00 18961348.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DCZ3 2049-06-01 4 N/A 857858.00 79829.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AFR85 2041-05-01 4.5 N/A 2450000.00 70011.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CNT7 2047-08-01 4.5 N/A 32079.00 3776.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0H73 2053-09-01 5 N/A 3000000.00 2581685.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7K93 2040-06-01 5.5 N/A 1254609.00 1185825.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N8U97 2053-01-01 5 N/A 286000.00 219788.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8XC4 2048-04-01 5 N/A 4338408.00 251776.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN6Q0 2052-05-01 3 N/A 2380000.00 1705995.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKCJ7 2053-02-01 5.5 N/A 100000.00 81550.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6F63 2049-01-01 3.5 N/A 1852578.00 354134.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWK56 2055-12-01 5 N/A 5341858.00 5370173.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K42E9 2034-12-01 3 N/A 583987.00 89545.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416QCZ6 2039-06-01 4.5 N/A 173000.00 5312.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCML9 2051-08-01 3 N/A 1807314.00 1131157.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NPQ60 2053-07-01 5.5 N/A 504888.00 342429.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJ99 2035-04-01 5 N/A 258850.00 204514.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMHB5 2053-08-01 5 N/A 9000.00 7417.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU26 2030-12-01 1.5 N/A 485000.00 134087.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCM78 2034-12-01 2.5 N/A 695000.00 176595.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLTG3 2052-06-01 3 N/A 4027008.00 3038501.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMPF5 2036-12-01 1.5 N/A 195000.00 101524.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPYN1 2052-07-01 3.5 N/A 2000.00 1568.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJDK6 2052-09-01 2.5 N/A 3000.00 2094.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDRV0 2051-11-01 2.5 N/A 625000.00 392055.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XN2M5 2053-03-01 5.5 N/A 3433452.00 2843045.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMMF4 2055-08-01 4.5 N/A 3618891.00 2971197.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKXE9 2041-01-01 5 N/A 5147170.00 5221361.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6K3 2041-11-01 1.5 N/A 1492000.00 899490.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LNDF1 2036-05-01 2 N/A 65000.00 26605.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4C62 2054-05-01 5.5 N/A 13252719.00 13297669.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NNY7 2027-12-01 6 N/A 1830000.00 4519.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FPPS2 2046-12-01 3.5 N/A 925000.00 181357.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9KR0 2043-08-01 3 N/A 1016814.00 171367.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NGZQ6 2053-05-01 6.5 N/A 1013721.00 513399.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MHFU2 2042-11-01 3 N/A 89044.00 15218.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTEE7 2055-02-25 6.5 N/A 30916110.00 24763684.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CCS3 2038-05-01 6 N/A 620452.00 2661.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7ZR9 2048-02-01 4 N/A 106334.00 17963.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLWR5 2053-07-01 5 N/A 3300000.00 2537034.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GUX2 2043-06-01 4 N/A 100000.00 16438.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWPT9 2055-11-01 4.5 N/A 1160823.00 1149430.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MRQZ3 2037-05-01 2.5 N/A 1258670.00 789958.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0AA3 2054-09-01 6 N/A 50000.00 43048.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZ52 2054-01-01 4 N/A 3000.00 2649.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTV59 2040-12-01 6 N/A 1382318.00 1419987.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJE74 2050-04-01 5.5 N/A 784000.00 506760.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCS82 2051-09-01 2.5 N/A 7046656.00 4314078.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BS3Y1 2055-11-01 4.5 N/A 1591665.00 1568508.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNPH9 2052-03-01 3.5 N/A 117742913.00 76995776.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5 N/A 115261865.00 93425205.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKT38 2040-10-01 5 N/A 766006.00 534584.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFCH6 2040-06-01 6 N/A 1568545.00 1298061.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0P41 2054-11-01 3.5 N/A 620000.00 543866.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W6BX3 2042-12-01 3 N/A 2597000.00 557858.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CBJ2 2026-09-01 2.5 N/A 130047350.00 1037350.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEZR6 2050-09-01 3 N/A 2518000.00 863803.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7G93 2040-09-01 6 N/A 4993442.00 4557537.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJ5Q7 2047-03-01 4 N/A 29500000.00 6578299.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FP68 2055-09-01 7.5 N/A 9809931.00 7836360.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CQD9 2037-10-01 3 N/A 237000.00 30592.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDE28 2050-07-01 5 N/A 111130.00 52842.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6BN9 2040-02-01 5 N/A 3624577.00 3153077.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVJU5 2055-11-01 4.5 N/A 1300606.00 1286238.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FSV0 2055-11-01 6 N/A 8773804.00 8923007.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XM7K6 2052-10-01 4 N/A 185000.00 138702.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NLUZ0 2053-07-01 6.5 N/A 2771500.00 459130.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WERN1 2045-05-01 3.5 N/A 40000.00 5433.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N2BN0 2052-09-01 4.5 N/A 2881496.00 2633935.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DUJ9 2050-11-01 3 N/A 8000.00 2740.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AHS64 2041-06-01 4.5 N/A 3014240.00 62226.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH2V8 2052-08-01 4.5 N/A 16000.00 12012.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3MF3 2039-08-01 6.5 N/A 10899268.00 10233539.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FHU4 2040-02-01 3.5 N/A 388144.00 334389.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJWM5 2040-08-01 6.5 N/A 1011330.00 847918.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTAE3 2037-07-01 2.5 N/A 86295.00 53841.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FFX0 2039-12-01 3.5 N/A 2328371.00 2030325.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGYP6 2051-02-01 2 N/A 650000.00 378114.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFE7 2034-09-01 2.5 N/A 74334.00 8872.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMK82 2055-08-01 6 N/A 45106916.00 39790466.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFPF7 2045-09-01 3.5 N/A 132607226.00 32550297.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MFS99 2042-11-01 3.5 N/A 145000.00 21704.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERTL4 2031-12-01 3 N/A 9000.00 924.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NLH6 2027-10-01 6 N/A 345000.00 627.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTDE6 2053-10-01 5.5 N/A 8919000.00 7768664.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGTE9 2052-04-01 4 N/A 155000.00 96760.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X0Y36 2043-07-01 3 N/A 52000.00 7934.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BDN3 2044-04-01 4.5 N/A 9000.00 813.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QDLU6 2050-05-01 3.5 N/A 71330751.00 32244565.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETQJ8 2044-08-01 4.5 N/A 11400.00 1285.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQ5G2 2055-11-01 5.5 N/A 2340940.00 2376684.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHG92 2052-05-01 4 N/A 200000.00 153264.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKZL7 2052-04-01 3.5 N/A 146800.00 106367.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CMX9 2047-07-01 4.5 N/A 6000.00 563.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9FR1 2036-01-01 3.5 N/A 45000.00 18439.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUWZ1 2055-12-01 4.5 N/A 153432.00 151737.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5E0 2038-12-01 4 N/A 203445.00 23161.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBJF8 2050-08-01 4 N/A 139762.00 43752.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N3AN9 2052-10-01 5 N/A 15754221.00 10067098.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHH59 2052-04-01 3.5 N/A 38000.00 28916.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DYX4 2051-05-01 2 N/A 1065279161.00 634076660.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7LX5 2035-07-01 3 N/A 1725000.00 530511.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CJ49 2039-06-01 6 N/A 12675000.00 127522.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7BS7 2035-07-01 2.5 N/A 300000.00 118373.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLPN2 2050-06-01 3.5 N/A 67000.00 50866.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVUA0 2039-08-01 6.5 N/A 1794390.00 1512493.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWST6 2055-12-01 5 N/A 11739720.00 11701585.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL6S2 2051-05-01 2 N/A 367000.00 248734.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNKS0 2052-02-01 3 N/A 235737.00 169008.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPSX6 2052-07-01 4.5 N/A 1400000.00 1103825.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7DM2 2040-03-01 6.5 N/A 1045560.00 950359.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUPE0 2054-05-01 5 N/A 17527451.00 15398250.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CVK7 2048-01-01 3.5 N/A 506591.00 135420.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXBD7 2055-11-01 5.5 N/A 1557050.00 1587993.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4LA3 2055-02-01 6.5 N/A 74222242.00 73831953.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KGP3 2037-03-01 6 N/A 7131090.00 56710.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYCG7 2041-02-01 4 N/A 2991987.00 2971599.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418SYU7 2030-05-01 4.5 N/A 280000.00 2155.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EBPM1 2042-03-01 3.5 N/A 53000000.00 7495385.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUXL2 2054-11-01 4.5 N/A 1691550.00 1525425.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEDP4 2050-07-01 2.5 N/A 18000.00 10685.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H6D71 2048-02-01 4.5 N/A 13000000.00 1852505.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6NK3 2048-11-01 4 N/A 146000.00 20731.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3ZT9 2053-10-01 3 N/A 20807372.00 18610078.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K0P69 2034-11-01 2.5 N/A 26000.00 7107.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FPV3 2045-08-01 6 N/A 12274174.00 11511124.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DEV0 2049-08-01 4.5 N/A 163138.00 15558.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FHX8 2055-03-01 5 N/A 4239307.00 3998114.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AMTE1 2054-07-01 7 N/A 100000.00 55707.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140YWN66 2039-01-01 6.5 N/A 1110915.00 464493.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ATLE4 2054-11-01 5 N/A 19219122.00 17592432.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4P86 2056-03-01 6.5 N/A 1155650.00 1217440.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHNG8 2052-06-01 4 N/A 600000.00 430398.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LUD57 2051-07-01 3 N/A 7500000.00 4048674.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MK3E0 2055-09-01 6 N/A 15234900.00 15226926.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFGZ2 2055-07-01 6 N/A 1050250.00 1095157.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FBQ9 2054-08-01 6.5 N/A 12706122.00 7679980.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KWH0 2032-12-01 5.5 N/A 16847000.00 47656.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3FB0 2052-04-01 1.5 N/A 2051997.00 1582168.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XB2N9 2051-07-01 2.5 N/A 50000.00 29774.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWWJ3 2055-12-01 6 N/A 1476286.00 1548432.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNK9 2055-08-01 6 N/A 2000.00 1803.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3BH1 2036-03-01 2.5 N/A 6530376.00 5831366.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUYV9 2054-12-01 6 N/A 245291.00 229184.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XF4X6 2052-01-01 3 N/A 85000.00 60295.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAFJ6 2049-06-01 4 N/A 1239407.00 339277.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FDN4 2039-10-01 5.5 N/A 2028000.00 1274812.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AFPH3 2054-06-01 6.5 N/A 216000.00 167271.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4LR6 2055-11-01 6.5 N/A 79793098.00 83522927.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXTP1 2056-01-01 5 N/A 3507250.00 3532209.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FL39 2040-06-01 5 N/A 65814966.00 55466063.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKD27 2055-07-01 7 N/A 1304750.00 1376734.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BN3F3 2055-09-01 6 N/A 6681771.00 6510312.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QYH8 2034-12-01 5 N/A 100000.00 951.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F5AD5 2046-11-01 3 N/A 14800000.00 2906769.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7R64 2047-11-01 4.5 N/A 1967808.00 255019.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQVZ2 2054-09-01 5 N/A 3892202.00 3836667.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCES9 2044-12-01 4.5 N/A 2257924.00 1951456.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2V32 2055-08-01 5.5 N/A 38087806.00 34961271.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ER2F6 2047-01-01 3 N/A 1500000.00 420118.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X6PV1 2043-10-01 3 N/A 100000.00 18326.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9A26 2043-07-01 3.5 N/A 886645.00 105005.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQT43 2055-09-01 5.5 N/A 4573445.00 4149475.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E2F6 2054-02-01 6.5 N/A 60000.00 27954.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LSKW5 2040-03-01 5 N/A 1198138.00 934842.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUMY9 2054-04-01 4.5 N/A 435657.00 341392.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H9AZ6 2048-10-01 4.5 N/A 11420645.00 2936961.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403C5F4 2034-02-01 6 N/A 78000.00 639.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNKY9 2053-12-01 6.5 N/A 527945.00 326550.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUNH5 2054-05-01 5.5 N/A 1000000.00 805883.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QDDN1 2050-04-01 3 N/A 175000.00 41636.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUG34 2054-04-01 5 N/A 15208568.00 13337293.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EGNK6 2041-06-01 4.5 N/A 27000.00 1468.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JVM33 2049-07-01 3 N/A 1655000.00 428483.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8J48 2048-02-01 3.5 N/A 1469000.00 339748.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M2SE3 2052-01-01 3 N/A 137000.00 88176.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMU28 2051-12-01 2.5 N/A 1598048.00 1118150.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERZF0 2029-02-01 3 N/A 21000000.00 1263901.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNS78 2052-04-01 3 N/A 761016.00 557127.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X44D5 2046-11-04 4.5 N/A 26000.00 6627.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E9A26 2042-03-01 4.5 N/A 19187139.00 1405011.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS4E8 2053-09-01 6 N/A 774606.00 569253.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XP3N7 2053-10-01 6 N/A 40000.00 32186.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412UQZ6 2039-06-01 4.5 N/A 2050000.00 78363.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMKW5 2053-06-01 5 N/A 2800000.00 2092315.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RCV9 2035-05-01 5 N/A 700000.00 6004.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNM37 2052-05-01 3 N/A 200000.00 127669.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X36W7 2043-07-01 3.5 N/A 5056118.00 504502.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7WN5 2050-09-01 2 N/A 100000.00 48092.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL3H9 2053-05-01 4.5 N/A 18515514.00 15612188.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MAZK3 2052-05-01 3.5 N/A 3000.00 2160.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QED58 2050-07-01 3 N/A 494000.00 131885.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8GM2 2056-02-01 5 N/A 61291252.00 62132735.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K9CR8 2050-03-01 3.5 N/A 3847553.00 2000765.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJFM5 2039-11-01 4.5 N/A 2702456.00 2521272.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3H5 2038-09-01 5 N/A 103000.00 10062.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVQK3 2054-11-01 4.5 N/A 18144372.00 16064060.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRCJ2 2052-06-01 3 N/A 4000.00 3307.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410SQE0 2036-07-01 6 N/A 4287012.00 4472.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1QX6 2056-01-01 5 N/A 15734690.00 15818756.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L4HK8 2051-03-01 2 N/A 20000.00 10935.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5JV6 2049-12-01 3 N/A 70000.00 24322.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQLZ6 2052-10-01 5.5 N/A 190546.00 152417.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3 N/A 630000.00 117653.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHSA1 2031-08-01 3 N/A 67000.00 6132.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6L66 2049-05-01 4 N/A 25471000.00 6590027.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7MU9 2055-10-01 6.5 N/A 39584581.00 38673491.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U7GF3 2056-03-01 6.5 N/A 1695900.00 1794742.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUGV2 2054-04-01 4.5 N/A 772866.00 726123.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NQPC6 2053-07-01 6.5 N/A 2194000.00 1462337.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A8YQ3 2041-03-01 5 N/A 550000.00 34332.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0T99 2055-04-01 6 N/A 7955604.00 7611957.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407H4E3 2036-07-01 7 N/A 230000.00 2141.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMPW0 2034-07-01 3.5 N/A 125000.00 73578.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEFP8 2055-07-01 5.5 N/A 71504.00 60520.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8VQ3 2044-01-01 3 N/A 11000.00 2919.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HJL25 2032-11-01 2.5 N/A 1092409.00 182950.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTWJ0 2055-09-01 7 N/A 9717987.00 9963084.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NV77 2028-06-01 5 N/A 844568.00 1679.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4GW0 2034-05-01 4 N/A 43000.00 7351.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGY45 2051-09-01 2.5 N/A 30000.00 21228.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQDH1 2055-10-01 6 N/A 6143287.00 6437255.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BA3V6 2055-05-01 6 N/A 13289766.00 11024573.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZX3 2051-06-01 3 N/A 246000.00 122230.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374CNV4 2037-08-01 5.5 N/A 33000.00 1052.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WXWP8 2043-07-01 4 N/A 300000.00 52603.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W5GH5 2043-06-01 3 N/A 100000.00 13818.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418RPY1 2040-04-01 4.5 N/A 195451.00 10986.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPR50 2051-05-01 3.5 N/A 3717645.00 2975887.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUZZ9 2039-11-01 3.5 N/A 109164.00 97911.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3RF8 2055-10-01 5.5 N/A 22482974.00 22651914.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSVF1 2051-12-01 2 N/A 583000.00 380696.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FFEY3 2046-09-01 4 N/A 235380.00 34339.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417G3Y0 2043-07-01 3 N/A 95470.00 17627.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHK97 2046-03-01 4 N/A 19255.00 12895.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXT2 2053-11-01 5 N/A 1129000.00 989447.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHBQ3 2040-07-01 5.5 N/A 1038334.00 780524.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQZZ8 2054-09-01 6 N/A 14901789.00 12619929.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQY88 2055-10-01 5.5 N/A 13754437.00 13055043.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412QH44 2029-08-01 5 N/A 246458.00 5166.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417VQW6 2040-01-01 4.5 N/A 345000.00 6559.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AT57 2033-06-01 2.5 N/A 1864000.00 214801.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKH60 2052-05-01 3 N/A 2000.00 1451.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUE65 2055-11-01 5 N/A 1563500.00 1580668.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6TR5 2056-02-01 6.5 N/A 1208323.00 1278168.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3BR9 2038-11-01 5.5 N/A 25183389.00 23243742.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MJRX9 2042-11-01 3.5 N/A 3025000.00 271759.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B5B89 2055-04-01 7.5 N/A 2808108.00 3036606.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DNQ1 2050-04-01 4.5 N/A 15000.00 1842.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409JFF2 2036-05-01 6 N/A 213715.00 1196.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BU7M8 2055-12-01 5.5 N/A 1073100.00 1111338.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AW2X6 2054-12-01 5.5 N/A 1138053.00 1146679.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFK42 2033-06-01 3 N/A 3000.00 1302.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416RRB1 2039-06-01 4.5 N/A 3310702.00 37495.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MRBR1 2042-12-01 3.5 N/A 5502400.00 780177.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FF93 2040-01-01 5.5 N/A 11000.00 7419.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNXF6 2042-08-01 3 N/A 500000.00 362316.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGN34 2036-02-01 3.5 N/A 15000.00 1478.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GW3B7 2047-09-01 4.5 N/A 163000.00 50186.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CLG7 2047-06-01 3.5 N/A 128000.00 13450.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMDZ4 2051-10-01 3 N/A 1193390.00 775712.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWPM4 2056-01-01 6 N/A 1048106.00 1099632.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7ZS0 2055-12-01 4.5 N/A 5162509.00 5120484.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJF73 2051-07-01 3.5 N/A 38000.00 25200.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QV6P4 2040-01-01 5 N/A 4597022.00 3614153.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJGY3 2052-09-01 4.5 N/A 180000.00 134404.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDND4 2051-11-01 2 N/A 40000.00 23726.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XF5X5 2036-04-01 2.5 N/A 1025000.00 422835.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U16N0 2056-01-01 6.5 N/A 1091655.00 1148730.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPA80 2052-05-01 4 N/A 455000.00 344104.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0SG3 2056-01-01 4.5 N/A 1268483.00 1260420.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AWQF9 2054-12-01 5 N/A 1756670.00 1750085.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9A62 2035-10-01 2 N/A 163000.00 55510.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0W61 2040-08-01 5.5 N/A 1292271.00 1064234.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCYM4 2051-09-01 3.5 N/A 162000.00 90192.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FECS1 2046-09-01 4 N/A 4312677.00 795799.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHWR9 2031-09-01 2 N/A 537973.00 68681.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPCS6 2053-03-01 5 N/A 280000.00 235323.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQBA9 2045-09-01 3.5 N/A 2098576.00 430578.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHDQ7 2044-01-01 3.5 N/A 100994.00 62553.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUXA6 2039-11-01 5 N/A 1180749.00 997851.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8RM9 2048-03-01 4.5 N/A 38648716.00 8630750.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M82X6 2051-12-01 2 N/A 100000.00 63347.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGQ44 2052-03-01 3 N/A 4491903.00 3155197.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKF26 2042-12-01 3 N/A 236296.00 31638.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JM4D1 2049-03-01 4.5 N/A 16815644.00 6002341.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FR74 2055-12-01 5 N/A 5000.00 4975.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQNF5 2045-10-01 3.5 N/A 35330.00 5942.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7KN7 2055-10-01 5 N/A 34613915.00 34703977.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLYA0 2053-07-01 6 N/A 28467894.00 20853788.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKDQ0 2053-01-01 5.5 N/A 125000.00 106980.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K5N86 2053-06-01 6 N/A 468285.00 388694.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRYB3 2053-04-01 6.5 N/A 9224918.00 5335433.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7MQ5 2047-07-01 5 N/A 5849000.00 1088621.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406BXM7 2035-01-01 5.5 N/A 100000.00 828.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FRK5 2045-11-01 4.5 N/A 285250.00 280620.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J92F7 2048-01-01 4 N/A 3414260.00 491681.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BMK9 2029-12-01 3.5 N/A 1987066.00 145374.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETY67 2042-10-01 4.5 N/A 58000.00 10359.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DV90 2051-01-01 3 N/A 200000.00 79226.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSSD0 2055-10-01 5.5 N/A 1882234.00 1860912.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GVRB3 2047-09-01 4 N/A 1283000.00 221659.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUK35 2055-11-01 5.5 N/A 1734824.00 1788984.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFN43 2055-08-01 5.5 N/A 2855655.00 2496366.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRLU1 2055-10-01 5.5 N/A 7571186.00 7542350.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4LD7 2055-04-01 6.5 N/A 27816970.00 28050853.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J84G5 2048-08-01 5.5 N/A 43500.00 4095.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTHP3 2040-11-01 5.5 N/A 1007158.00 888776.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJ6C7 2047-03-01 4 N/A 50000.00 3131.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJLZ4 2052-10-01 4.5 N/A 2943700.00 2209267.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BNK0 2035-11-01 4.5 N/A 125000.00 1592.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYHU1 2040-12-01 5 N/A 1123765.00 1119070.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLUA2 2036-08-01 2.5 N/A 26865.00 14042.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FN37 2035-08-01 4.5 N/A 358207.00 314966.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTSC4 2038-12-01 6.5 N/A 4084266.00 2361605.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MJ7D5 2042-11-01 3.5 N/A 1637151.00 284552.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1XV0 2051-10-01 2 N/A 52664115.00 41278300.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3BY4 2049-01-01 4.5 N/A 867000.00 834128.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAWV6 2029-09-01 3 N/A 1460000.00 69127.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRXP3 2053-04-01 6 N/A 3870000.00 2911059.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416AMR8 2038-11-01 5.5 N/A 158412.00 947.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXA7 2033-05-01 4 N/A 359440.00 27606.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQCY9 2052-08-01 3 N/A 7000000.00 4769606.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FNBD5 2047-10-01 4.5 N/A 204000.00 58911.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DDB5 2039-07-01 3 N/A 2500000.00 274307.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCDK1 2051-08-01 2.5 N/A 795000.00 459890.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVT38 2039-11-01 6 N/A 2717275.00 2064144.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLLQ3 2040-10-01 5 N/A 1105646.00 1092858.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MLN0 2038-07-01 5.5 N/A 2134956.00 24698.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLY1 2045-06-01 6 N/A 15068029.00 12248986.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7RX3 2055-06-01 6 N/A 1091642.00 1140827.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N4P35 2037-12-01 5 N/A 50000.00 24907.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ME5D4 2055-06-01 6 N/A 175000.00 170504.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECD0 2037-03-01 2 N/A 1599190.00 930050.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGLV9 2051-12-01 3.5 N/A 4700000.00 3097419.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPB0 2053-02-01 4.5 N/A 8472000.00 6853025.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVC3 2050-12-01 2.5 N/A 12000.00 5452.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FVA2 2046-02-01 5 N/A 27842063.00 28240931.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRJU4 2055-09-01 6 N/A 5097833.00 4600691.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BDJK7 2055-06-01 6.5 N/A 1478488.00 1521366.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJQE6 2052-08-01 4.5 N/A 30000.00 21579.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N6PP1 2052-12-01 5 N/A 36544.00 26719.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411E3K1 2037-01-01 6 N/A 2000000.00 5847.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DYN6 2036-04-01 2.5 N/A 534724.00 235192.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLR65 2051-08-01 3 N/A 5100651.00 3205874.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DXN7 2031-03-01 1.5 N/A 22250600.00 7240511.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412NBD7 2038-08-01 6 N/A 115000.00 3874.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLGZ7 2056-01-01 5 N/A 2017739.00 2051149.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LQVH0 2051-07-01 2.5 N/A 765048.00 462774.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A76V5 2041-04-01 5 N/A 2167000.00 172837.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LXUA1 2051-09-01 2.5 N/A 160000.00 84923.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4A23 2052-05-01 2.5 N/A 11728664.00 10107008.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLKQ8 2036-07-01 2 N/A 70000.00 29280.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EUB4 2043-04-01 7 N/A 1295273.00 621243.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0RB3 2054-09-01 5 N/A 2272205.00 2133909.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLKT4 2053-05-01 5.5 N/A 300000.00 222737.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTHZ1 2055-11-01 4.5 N/A 5288627.00 5234448.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBW63 2051-02-01 2.5 N/A 1000000.00 586305.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4X5 2039-03-01 3.5 N/A 639062.00 270884.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXF2 2053-10-01 4 N/A 1721000.00 1448352.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418WPP9 2040-08-01 4.5 N/A 914000.00 22169.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NQ3N6 2054-05-01 7.5 N/A 2193912.00 1027090.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4QV2 2054-11-01 6 N/A 33361125.00 33535651.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8GZ8 2040-04-01 5 N/A 5344353.00 4840430.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHLC9 2052-03-01 3 N/A 237000.00 161544.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRQ7 2040-08-01 2.5 N/A 1000000.00 365508.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MSUK9 2052-06-01 5 N/A 24505631.00 18676379.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418V2W1 2040-07-01 4.5 N/A 3927863.00 42844.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZ86 2039-02-01 5 N/A 5000.00 2958.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WEKJ7 2045-04-01 3.5 N/A 2130588.00 289693.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DHL9 2049-11-01 3 N/A 5213144.00 803668.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5EA3 2029-12-01 2.5 N/A 750000.00 45870.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAK92 2036-03-01 2 N/A 17000.00 7153.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHDC8 2042-05-01 2 N/A 2500000.00 1632657.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPZD2 2052-08-01 4.5 N/A 8032000.00 5970735.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JABJ6 2038-11-01 4.5 N/A 6000.00 876.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410SNV5 2036-07-01 6 N/A 7096854.00 12300.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUE5 2041-02-01 6 N/A 3367307.00 3470804.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9D30 2040-04-01 5 N/A 2340502.00 2114132.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUBN1 2055-11-01 4.5 N/A 1752250.00 1731402.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NQMF2 2054-07-01 5 N/A 1124928.00 1119004.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWM54 2055-12-01 4.5 N/A 9241068.00 9137993.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138NXBP1 2028-01-01 2.5 N/A 100000.00 2449.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCEA6 2040-05-01 6.5 N/A 779451.00 787098.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQUW0 2039-09-01 6 N/A 492195.00 288895.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407H3H7 2036-07-01 6 N/A 1496198.00 4099.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCPS1 2036-09-01 1.5 N/A 10000000.00 5220261.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1RW7 2056-01-01 4.5 N/A 3648477.00 3612118.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BVS3 2042-05-01 4 N/A 95509.00 2643.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EK7L3 2039-07-01 6 N/A 225000.00 15540.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QM5D2 2052-01-01 2.5 N/A 399760.00 260170.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPHT7 2052-06-01 3.5 N/A 3292000.00 2402366.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQH3 2055-10-01 6.5 N/A 4625435.00 4413105.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3EL9 2052-09-01 2.5 N/A 11039674.00 9428819.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6PH8 2038-03-01 2.5 N/A 1900000.00 457645.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGWS4 2052-05-01 3.5 N/A 500000.00 347120.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0S24 2055-12-01 6 N/A 16198715.00 16327192.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E3C2 2054-03-01 5 N/A 1517000.00 1329157.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHXV4 2050-04-01 5.5 N/A 354000.00 216781.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAZS0 2044-06-01 3.5 N/A 115726.00 34000.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWQX9 2055-12-01 5.5 N/A 1090890.00 1092849.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EKV1 2052-11-01 5.5 N/A 40000.00 29520.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3EF4 2056-01-01 5 N/A 3090370.00 3149797.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EP46 2053-03-01 6 N/A 31447923.00 18975486.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELB44 2043-06-01 3.5 N/A 62770000.00 9511746.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K3A93 2050-01-01 3.5 N/A 16041799.00 6800562.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9Y49 2033-10-01 4 N/A 19985847.00 2835369.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKVK5 2040-08-01 6 N/A 2083511.00 1704621.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUTZ9 2054-06-01 5 N/A 5655098.00 4734889.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBPQ5 2049-08-01 4 N/A 378323.00 42872.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6K67 2032-03-01 3.5 N/A 90000000.00 2412927.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRZ77 2055-10-01 5.5 N/A 2976580.00 3038034.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AVSU6 2054-12-01 6 N/A 144000.00 121713.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GLW4 2043-05-01 3 N/A 1423164.00 263388.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQXW2 2054-08-01 6 N/A 12021000.00 9424868.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NSV8 2028-03-01 5 N/A 3053636.00 5520.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MA2R4 2052-03-01 3 N/A 10000.00 6928.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4SQ0 2034-08-01 3.5 N/A 27712943.00 6075910.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BD7M6 2055-06-01 6 N/A 1760679.00 1836011.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKM31 2052-11-01 4.5 N/A 100000.00 79040.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJNG9 2054-07-01 5 N/A 300000.00 293865.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMLB0 2048-04-01 3 N/A 23377675.00 17584467.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8C79 2040-11-01 4.5 N/A 148683.00 148798.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6LR9 2045-03-01 5.5 N/A 1667179.00 1662944.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKKU3 2053-01-01 4.5 N/A 400000.00 348583.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH3E5 2052-03-01 2.5 N/A 125000.00 83420.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCGA0 2036-07-01 2 N/A 352000.00 164397.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HBH35 2048-06-01 4.5 N/A 55000.00 14489.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1NN9 2051-08-01 4 N/A 1837919.00 1670196.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JGQ40 2048-10-01 5 N/A 935000.00 246253.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQPP4 2037-10-01 2.5 N/A 3687821.00 2432020.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNKK9 2052-08-01 3.5 N/A 2000.00 1679.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K9J75 2050-02-01 3.5 N/A 2797415.00 809274.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQA8 2035-09-01 5.5 N/A 864695.00 746300.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FKN6 2055-05-01 5.5 N/A 6909198.00 6061017.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JHYV9 2048-11-01 4.5 N/A 70000.00 13891.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHW65 2042-01-01 4.5 N/A 751154.00 46366.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5BJ2 2050-02-01 3 N/A 73061138.00 68813412.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQA93 2045-08-01 3.5 N/A 5000.00 845.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3FL8 2055-08-01 6.5 N/A 14246075.00 13379587.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5ZP4 2056-02-01 5 N/A 17720874.00 17864627.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QDEN0 2050-04-01 3 N/A 170000.00 67566.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BM6G0 2055-10-01 5.5 N/A 9422533.00 9038173.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X57G2 2035-03-01 3 N/A 100000.00 26978.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4MR5 2052-09-01 4.5 N/A 5608743.00 5562056.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1JK0 2045-10-01 3.5 N/A 2628563.00 2308282.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQVS8 2054-09-01 5 N/A 2043105.00 1709353.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JQP49 2049-07-01 3.5 N/A 40000000.00 10469450.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CPN8 2037-09-01 3.5 N/A 1705000.00 202485.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRRT4 2044-10-01 5.5 N/A 5000.00 4290.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1FQ1 2040-03-01 5.5 N/A 77992905.00 55682796.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CG99 2037-03-01 3.5 N/A 136000.00 20231.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9EN9 2028-06-01 4 N/A 110000.00 6323.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ENB2 2052-11-01 3 N/A 22000.00 15835.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FU70 2041-02-01 5.5 N/A 495475.00 510701.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8QJ5 2045-03-01 4 N/A 4025562.00 971222.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7J25 2055-10-01 4.5 N/A 21549191.00 21313846.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NBZ79 2053-05-01 5 N/A 37210.00 35940.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQZB1 2054-09-01 5.5 N/A 9658000.00 8587896.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MPAV3 2037-04-01 3 N/A 34950.00 24375.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBYG9 2051-07-01 2.5 N/A 100000.00 59962.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.5 N/A 2003000.00 1855009.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCL76 2044-08-01 4 N/A 5200000.00 476836.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MQTX1 2042-12-01 3.5 N/A 370975.00 52804.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LS4U7 2052-02-01 2 N/A 1275400.00 652242.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDFG6 2051-10-01 3 N/A 120165.00 72259.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJT80 2040-07-01 6 N/A 1066722.00 1079844.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFY91 2045-11-01 4 N/A 2120000.00 304188.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MEC2 2039-08-01 6.5 N/A 396000.00 4191.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CVA9 2038-03-01 3 N/A 38000.00 4616.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTAR6 2056-02-01 4.5 N/A 11520907.00 11418981.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DDP4 2034-06-01 2.5 N/A 245000.00 25385.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL2H0 2053-07-01 5 N/A 250000.00 202545.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HBRA8 2048-03-01 4.5 N/A 67000.00 28271.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQV2 2035-10-01 4.5 N/A 12530550.00 11651622.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4M9 2054-04-01 5 N/A 21000.00 18232.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q83N3 2048-05-01 4.5 N/A 6888526.00 1396941.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9WZ4 2051-02-01 3 N/A 37000.00 19755.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BASD9 2055-08-01 4.5 N/A 1110555.00 1077049.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFUF6 2052-02-01 2.5 N/A 197297.00 133956.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMZX7 2052-09-01 3 N/A 38000.00 28975.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q7NC7 2047-09-01 4 N/A 561000.00 134980.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NLUL1 2053-07-01 5.5 N/A 23751174.00 19182613.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WLC84 2047-04-01 4.5 N/A 26825.00 3422.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDR32 2051-11-01 2.5 N/A 10621536.00 6597124.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BELQ9 2055-07-01 6 N/A 1579049.00 1623576.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410DUT5 2036-08-01 6 N/A 966929.00 6260.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H7QB6 2048-01-01 4 N/A 300000.00 70840.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGHR7 2055-11-01 4.5 N/A 2135460.00 2109615.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 126000.00 115902.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XR3F0 2054-11-01 5 N/A 593000.00 548465.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMZC3 2043-06-01 3.5 N/A 1943079.00 1604375.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQVB4 2055-09-01 6 N/A 3683563.00 3769710.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9BG4 2043-07-01 3 N/A 200000.00 29661.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSQ26 2055-09-01 6 N/A 1051628.00 1095810.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5Z3 2049-01-01 4 N/A 272412.00 18048.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CVY5 2034-02-01 5 N/A 170000.00 1400.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGTB3 2051-01-01 4 N/A 310166.00 110201.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJU2 2055-04-01 6 N/A 25000.00 19790.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHLQ3 2046-07-01 3 N/A 1656000.00 363779.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FFN2 2054-11-01 3.5 N/A 10000.00 8885.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7L94 2047-11-01 4.5 N/A 4689000.00 873617.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7HT9 2035-07-01 3.5 N/A 2257304.00 463222.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E3J7 2039-03-01 5.5 N/A 3000.00 1590.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMRM0 2047-05-01 3.5 N/A 725000.00 541804.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8CB0 2056-01-01 5.5 N/A 47936352.00 48597489.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2SV7 2055-03-01 5.5 N/A 2589690.00 2260869.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9Q46 2048-01-01 3.5 N/A 1555647.00 376978.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X2WP5 2043-08-01 3 N/A 1020116.00 140434.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CSD7 2037-12-01 3.5 N/A 2969000.00 413117.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HCCP9 2048-05-01 4 N/A 215000.00 44097.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HNV1 2040-05-01 4.5 N/A 29000.00 775.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLJ25 2053-04-01 4 N/A 6945723.00 5383328.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y62T6 2040-07-01 6 N/A 3614581.00 2250915.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4PJ9 2031-11-01 3 N/A 15000.00 706.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMFV3 2053-08-01 6 N/A 1100000.00 841802.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXW5 2053-11-01 6.5 N/A 4055761.00 2086247.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4LH8 2055-11-01 6.5 N/A 34962212.00 36599848.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJ65 2040-04-01 5.5 N/A 90158146.00 65591371.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CWA8 2033-04-01 3.5 N/A 94139841.00 9339883.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7KJ7 2050-08-01 2.5 N/A 188000.00 79335.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5XM6 2043-08-01 4 N/A 594128.00 102682.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FAX5 2054-07-01 6 N/A 306000.00 206860.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNQS4 2052-03-01 2.5 N/A 584643.00 400016.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGUL1 2048-11-01 3.5 N/A 67000.00 42746.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HDYG3 2035-02-01 3 N/A 1100000.00 241044.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416YT81 2041-07-01 4.5 N/A 25000.00 1495.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7XA2 2035-09-01 3 N/A 172000.00 45040.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXHA7 2040-12-01 5.5 N/A 1032096.00 1049032.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XJ3N5 2044-03-01 4 N/A 10000.00 1051.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MPHZ7 2052-06-01 4 N/A 1281902.00 912221.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLU9 2055-06-01 7 N/A 500000.00 373734.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X75V7 2050-05-01 4 N/A 277349.00 55448.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FC96 2054-10-01 4.5 N/A 117000.00 108415.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DX98 2036-04-01 2 N/A 3187285.00 1541432.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418A2X5 2033-12-01 4 N/A 767000.00 72475.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417FXR4 2028-03-01 2 N/A 215000.00 7367.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHXH5 2051-01-01 2.5 N/A 729000.00 465902.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBW22 2036-07-01 2 N/A 1432941.00 833155.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APN42 2054-08-01 6 N/A 400000.00 364023.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVLU6 2054-10-01 6 N/A 97690000.00 87502955.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGGS2 2051-09-01 2.5 N/A 425000.00 258354.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MAZY3 2052-05-01 4.5 N/A 10687745.00 7469246.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X0PD4 2033-07-01 3.5 N/A 15709428.00 1915293.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJNE9 2050-08-01 3 N/A 90000.00 57845.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXYN6 2063-03-01 2.5 N/A 13107320.00 9208204.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WQCD2 2028-05-01 2.5 N/A 1000000.00 33849.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUAR7 2054-03-01 4.5 N/A 21030140.00 17831180.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417ETZ4 2043-02-01 3 N/A 1592355.00 346434.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EEHB8 2042-06-01 3.5 N/A 534478.00 45335.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QT3K3 2054-02-01 6 N/A 395000.00 326711.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q7TU1 2047-10-01 5 N/A 94701.00 9036.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LJF7 2033-11-01 7 N/A 154348.00 926.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LTW2 2046-09-01 3.5 N/A 10000.00 1056.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDPA8 2045-07-01 3.5 N/A 7035000.00 3739869.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A94A5 2054-04-01 5.5 N/A 5888610.00 4922666.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M9VL8 2051-12-01 2 N/A 1278257.00 740167.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BV2A7 2055-11-01 5.5 N/A 1086725.00 1123460.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EYM6 2053-12-01 5.5 N/A 839500.00 675352.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5WF6 2050-02-01 3 N/A 260000.00 59050.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH2E6 2051-11-01 2 N/A 155000.00 101546.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUCK0 2054-03-01 6.5 N/A 44100000.00 36159033.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417Y3N5 2031-07-01 4 N/A 2940000.00 89121.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8D45 2056-02-01 4.5 N/A 43766555.00 43588383.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJSB0 2052-07-01 3.5 N/A 2000.00 1455.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQVF9 2052-11-01 5.5 N/A 600000.00 443954.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSM5 2035-09-01 2 N/A 9609810.00 3279342.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ME5Y8 2055-07-01 6 N/A 4675380.00 4345375.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QAXV7 2049-04-01 4.5 N/A 61466024.00 11930211.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DES7 2049-08-01 3 N/A 43000.00 4696.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XF93 2033-07-01 5.5 N/A 680000.00 2659.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGQE7 2046-02-01 3.5 N/A 47000.00 8879.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3LP2 2047-01-01 3.5 N/A 15937454.00 14767519.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHLG0 2052-06-01 3.5 N/A 77500.00 57678.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSPK1 2053-07-01 4.5 N/A 2000000.00 1727107.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4VQ9 2056-02-01 4.5 N/A 1686885.00 1674133.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFSF9 2048-08-01 3 N/A 4693667.00 2712146.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJZF3 2052-12-01 6 N/A 23106951.00 16264161.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BARD0 2040-06-01 5.5 N/A 1011106.00 988643.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HDPT5 2049-12-01 3.5 N/A 3200000.00 1183417.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BT6N0 2055-11-01 4.5 N/A 1254645.00 1240832.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVQN3 2055-11-01 6 N/A 2371027.00 2439499.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HMY6 2036-11-01 5.5 N/A 9180000.00 48910.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMRF3 2051-12-01 2.5 N/A 30000000.00 18063547.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MQX99 2043-01-01 3.5 N/A 220000.00 36915.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FWH6 2056-02-01 3 N/A 3765511.00 3407680.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D3R1 2041-08-01 2 N/A 1000.00 586.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHB89 2052-03-01 2.5 N/A 743687.00 472624.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LWRT0 2042-06-01 3.5 N/A 30164941.00 3583034.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XM2G0 2046-02-01 3.5 N/A 3000000.00 2298684.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAEC8 2034-01-01 3 N/A 1000000.00 79238.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4FG7 2055-11-01 6 N/A 27771490.00 28151232.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4MM5 2049-07-01 4.5 N/A 270000.00 41202.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9DY2 2040-04-01 5 N/A 2304228.00 2260079.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MMYT9 2052-08-01 4.5 N/A 24665737.00 19251035.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPHP5 2052-06-01 3.5 N/A 69667285.00 47829678.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MCPM0 2042-09-01 3 N/A 3956487.00 392169.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NSAX2 2053-08-01 6.5 N/A 100000.00 77547.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNRS9 2055-09-01 5.5 N/A 2689638.00 2752286.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EU81 2053-08-01 5 N/A 138250160.00 114115953.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3UC1 2038-03-01 2 N/A 1044660.00 930050.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6S77 2050-03-01 3 N/A 19395387.00 6079181.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MJXK0 2042-11-01 3 N/A 200000.00 34950.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BKY1 2034-12-01 3.5 N/A 1400000.00 123965.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AVUD1 2054-12-01 5.5 N/A 31000.00 27865.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EFH8 2037-07-01 3.5 N/A 2118652.00 1216788.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJS40 2055-08-01 7 N/A 4108087.00 4312678.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5CY7 2049-06-01 3.5 N/A 30000.00 3356.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GNHP1 2037-04-01 4 N/A 1914840.00 435922.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLKQ0 2038-05-01 4 N/A 115000.00 74245.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHP33 2036-03-01 2.5 N/A 450000.00 214604.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EKS8 2052-11-01 4 N/A 206000.00 164519.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AWDA4 2055-04-01 6 N/A 1091262.00 987677.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9UB9 2051-02-01 1.5 N/A 405024.00 248991.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHLU4 2046-07-01 3 N/A 12000.00 1370.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410FYE9 2036-05-01 5.5 N/A 3905614.00 36786.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLCE8 2055-11-01 4.5 N/A 2460273.00 2444217.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2R2 2036-07-01 2 N/A 1141754.00 582542.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFGB6 2045-08-01 3.5 N/A 130000.00 26953.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NMP27 2053-07-01 5 N/A 929467.00 897712.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LTFR0 2051-08-01 2.5 N/A 84000.00 51661.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKHN3 2053-01-01 4.5 N/A 200000.00 142912.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNF60 2055-10-01 5.5 N/A 2550681.00 2609536.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTL1 2046-01-01 4.5 N/A 10621021.00 10519868.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EL4U4 2043-02-01 3.5 N/A 59194740.00 10081196.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6F62 2040-03-01 6 N/A 1083242.00 357586.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSSU6 2053-07-01 4.5 N/A 9409739.00 8388993.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQNV9 2055-10-01 4.5 N/A 3834170.00 3774341.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AMF22 2054-07-01 6.5 N/A 432095.00 312490.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVYH1 2039-10-01 5 N/A 579554.00 385637.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFT55 2030-10-01 3 N/A 670000.00 52332.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJPE7 2052-09-01 5 N/A 3940289.00 2846715.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHPY5 2036-03-01 2 N/A 76815.00 39609.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XACJ9 2050-03-01 5 N/A 584078.00 137670.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414LQF8 2038-01-01 5 N/A 585000.00 3438.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4LY1 2055-12-01 5 N/A 27147856.00 27325151.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DTN2 2035-10-01 2.5 N/A 790637.00 244658.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L6YY4 2051-04-01 2.5 N/A 365000.00 196565.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AXHA8 2054-12-01 5.5 N/A 2725000.00 1969536.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0PL3 2040-02-01 5.5 N/A 108606980.00 75796209.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K9X53 2050-02-01 3 N/A 100000.00 34985.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHSR3 2055-09-01 5.5 N/A 30128.00 30991.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LNV0 2044-10-01 4.5 N/A 4033000.00 497916.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415TUM0 2038-09-01 6 N/A 8388609.00 24408.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNB60 2047-07-01 3.5 N/A 50000.00 38204.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417ECK5 2042-12-01 3 N/A 124640.00 22064.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVLG7 2054-10-01 5.5 N/A 2000000.00 1866271.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMFB1 2055-09-01 5 N/A 1087905.00 1093742.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1RV7 2040-04-01 5.5 N/A 53955.00 49489.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AZL4 2036-08-01 6.5 N/A 3678456.00 116278.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3KQ3 2041-01-01 4.5 N/A 1265375.00 1269859.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUZZ8 2055-11-01 6 N/A 1242000.00 1279606.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQG63 2039-09-01 4.5 N/A 1039508.00 957339.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KHXJ5 2050-07-01 3 N/A 13032340.00 4027856.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9DD8 2040-04-01 6 N/A 1906512.00 1407429.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YR6Y9 2030-07-01 3 N/A 10000.00 798.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M2BN5 2042-07-01 3.5 N/A 190000.00 19887.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQJ4 2050-06-01 4 N/A 178170.00 35935.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8C74 2055-06-01 5.5 N/A 2564555.00 2239039.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0M21 2055-01-01 7 N/A 3287779.00 3511764.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRNR2 2039-08-01 6 N/A 18416761.00 10874285.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EMS6 2053-01-01 5 N/A 81294499.00 63810425.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6JR3 2045-08-01 4 N/A 2470296.00 768956.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPKP3 2054-03-01 5.5 N/A 131558546.00 108206433.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3WX3 2052-11-01 5 N/A 55766955.00 55108159.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8AR8 2050-10-01 2 N/A 49702000.00 26664654.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5Z28 2047-08-01 4 N/A 305000.00 49029.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVC93 2039-08-01 3.5 N/A 2493858.00 2064056.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8U58 2040-05-01 5.5 N/A 1272620.00 1125944.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QWA5 2035-01-01 5.5 N/A 130000.00 1037.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6GG4 2040-03-01 5 N/A 1066377.00 1010885.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EU6W4 2046-05-01 3 N/A 77236.00 23888.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9VZ5 2051-02-01 2 N/A 2000.00 1183.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FK30 2040-05-01 6 N/A 2275684.00 1690291.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNPS1 2040-09-01 6 N/A 1957664.00 1995909.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHHV7 2040-01-01 3.5 N/A 2581683.00 2215998.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419ADJ3 2037-04-01 5.5 N/A 555000.00 10670.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BDFN5 2040-05-01 6.5 N/A 132058.00 117308.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QV6L3 2040-01-01 5 N/A 2070111.00 1391554.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N8TD0 2052-12-01 6 N/A 113416.00 99430.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMHZ2 2053-07-01 5.5 N/A 300000.00 247968.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AJP4 2042-08-01 4 N/A 880000.00 85571.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CDF8 2026-11-01 2.5 N/A 234967165.00 2943772.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371N7M1 2028-11-01 6 N/A 235000.00 762.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUPS9 2054-05-01 5.5 N/A 101805482.00 87714346.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H5GJ4 2038-01-01 3.5 N/A 2490896.00 696007.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BW5A2 2055-12-01 5.5 N/A 4808052.00 4934679.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DWQ1 2051-02-01 1.5 N/A 77845.00 44747.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EW55 2053-10-01 6.5 N/A 8170000.00 4219703.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKYE4 2053-04-01 5 N/A 100000.00 76704.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYF90 2055-12-01 4.5 N/A 1603157.00 1585493.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W33U1 2032-05-01 1.5 N/A 2635000.00 2355391.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QE4H2 2030-09-01 2 N/A 480000.00 117401.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X63P4 2050-06-01 2.5 N/A 300000.00 134905.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HFG94 2048-04-01 5 N/A 154953.00 12637.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NLTA7 2053-07-01 5.5 N/A 14130665.00 11086298.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BT71 2030-08-01 2.5 N/A 25000.00 1179.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MVLK2 2052-08-01 5 N/A 7636467.00 4615822.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPX69 2052-08-01 4.5 N/A 1223000.00 838029.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9TE3 2048-09-01 5 N/A 10000.00 1732.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BS4R5 2055-11-01 5 N/A 20530000.00 20521674.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ED72 2052-06-01 3.5 N/A 327500.00 241030.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3E70 2035-02-01 2.5 N/A 6000000.00 4471465.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BE7L6 2055-07-01 6.5 N/A 16003.00 14393.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBGG9 2051-06-01 2.5 N/A 25000.00 14600.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XBWY6 2043-12-01 4 N/A 35000.00 2887.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D4Y5 2051-10-01 2.5 N/A 1837785.00 1131756.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EN6M6 2044-03-01 5 N/A 680468.00 62580.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCXJ8 2059-01-01 3 N/A 2193560.00 1926200.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X77H6 2050-10-01 2 N/A 1000000.00 499874.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4XG6 2034-09-01 3.5 N/A 1055758.00 205428.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BF28 2042-03-01 3.5 N/A 630000.00 71966.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPM8 2040-05-01 3.5 N/A 50790.00 12504.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGFR0 2046-01-01 3.5 N/A 59672794.00 12433556.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F1RZ7 2046-05-01 3.5 N/A 10802518.00 2260772.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MWZ33 2053-02-01 5 N/A 1508580.00 763333.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4MH7 2055-04-01 6.5 N/A 12401928.00 12568805.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXVP8 2055-12-01 5.5 N/A 3787184.00 3866403.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q83U7 2048-05-01 4.5 N/A 175000.00 19963.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X83G0 2050-10-01 3.5 N/A 920000.00 263287.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q75V5 2047-12-01 3.5 N/A 9000.00 1285.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CVH4 2028-03-01 3 N/A 2395647.00 115389.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKSH9 2032-04-01 3.5 N/A 20000000.00 1676864.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409A3T4 2036-03-01 6 N/A 872684.00 6886.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AUPE1 2041-10-01 4.5 N/A 125000.00 11883.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FQ75 2055-11-01 4.5 N/A 67459304.00 66009940.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FPD3 2055-09-01 4 N/A 1000.00 955.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BG2F9 2055-09-01 6.5 N/A 1934531.00 2012136.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CRD8 2047-11-01 4 N/A 19082104.00 2225432.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETWD4 2046-06-01 4.5 N/A 52000.00 8125.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W45P8 2054-01-01 5.5 N/A 49694983.00 50140034.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKVA9 2055-12-01 5.5 N/A 40697858.00 39055428.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZN7 2048-08-01 5 N/A 1637000.00 143788.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LSLL8 2051-06-01 3 N/A 1033387.00 350508.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGH63 2055-11-01 4.5 N/A 1024591.00 1014715.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHDT6 2037-01-01 5.5 N/A 29000.00 843.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W92M1 2043-10-01 4 N/A 20000000.00 2984662.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRFX6 2052-11-01 5 N/A 700000.00 541729.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVMK7 2054-10-01 5 N/A 5607000.00 5243827.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AWRQ8 2041-11-01 4.5 N/A 11000.00 808.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4A64 2052-06-01 4 N/A 15002119.00 14531544.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A2CW7 2040-12-01 4 N/A 4475000.00 206753.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419LYR8 2040-12-01 4.5 N/A 20000000.00 1671845.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BYP5 2046-01-01 3.5 N/A 550038.00 97989.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRKR5 2054-10-01 6 N/A 1600000.00 1389126.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9XF5 2048-10-01 4.5 N/A 3560822.00 923530.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416XX96 2031-03-01 4.5 N/A 49380.00 1228.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CS39 2048-01-01 3 N/A 30152.00 4797.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AMZL8 2055-02-01 6 N/A 1074726.00 1111759.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPWJ4 2052-06-01 3 N/A 19000.00 14339.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404M2D9 2034-04-01 5.5 N/A 1015413.00 6393.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M7D81 2055-02-01 5.5 N/A 335335.00 252661.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXDD5 2055-12-01 5.5 N/A 1524898.00 1563191.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6ZB9 2055-07-01 6.5 N/A 45589715.00 46068893.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFS6 2049-09-01 4 N/A 272836.00 32604.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MBSN7 2042-10-01 3 N/A 700000.00 70956.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4DE3 2047-04-01 3 N/A 116427000.00 26219952.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0U63 2055-07-01 7.5 N/A 6662607.00 5639914.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRDG7 2054-02-01 5 N/A 620000.00 533753.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LQPV0 2042-08-01 4.5 N/A 87858.00 19890.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQLB1 2053-12-01 4 N/A 3437000.00 2852193.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8YX3 2055-05-01 6.5 N/A 1349950.00 1410613.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WRK0 2040-08-01 4.5 N/A 155000.00 3517.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUQV7 2055-11-01 6 N/A 3468996.00 3589699.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKT8 2050-01-01 3 N/A 6404000.00 1125411.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUCD2 2055-11-01 4.5 N/A 356352.00 352034.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQUE0 2054-09-01 6.5 N/A 1719677.00 1187768.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0VG0 2040-07-01 5 N/A 1382400.00 1379875.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHF56 2046-06-01 3.5 N/A 734142.00 55155.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FF28 2055-01-01 4.5 N/A 250713158.00 233232912.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8R88 2032-09-01 3.5 N/A 47024369.00 4364559.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MCAU4 2037-01-01 2.5 N/A 1501919.00 900312.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGA2 2037-08-01 2.5 N/A 746383.00 466295.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSM79 2036-10-01 2 N/A 930412.00 504987.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMU8 2040-07-01 4.5 N/A 960914.00 866999.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HMNY6 2048-09-01 4.5 N/A 2831479.00 795233.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMRM8 2051-12-01 2.5 N/A 866000.00 615956.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MHJQ3 2052-02-01 2.5 N/A 501647.00 297419.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N9SQ0 2052-12-01 6 N/A 4316737.00 2884791.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS7L9 2053-07-01 6 N/A 593278.00 452613.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1Y72 2054-12-01 5.5 N/A 161536.00 143931.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDDJ2 2051-10-01 2.5 N/A 201490.00 129199.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0XP5 2055-01-01 6 N/A 2130216.00 1699641.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFDH5 2055-07-01 5.5 N/A 19051000.00 18083932.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTZU0 2056-02-01 5.5 N/A 8789475.00 9043035.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZM5 2054-01-01 6 N/A 50005000.00 32442558.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFFE1 2045-08-01 3.5 N/A 73973833.00 13485385.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 564275.00 41783.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5VM2 2050-02-01 3 N/A 12364943.00 6038026.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XA5Z1 2050-09-01 4.5 N/A 23000.00 6904.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BJZ59 2055-09-01 5.5 N/A 5132984.00 5208194.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTZQ9 2056-02-01 5.5 N/A 6612384.00 6798087.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJGL1 2052-09-01 5 N/A 9949987.00 7583783.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLM60 2051-08-01 2.5 N/A 76587.00 45859.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPCL1 2054-02-01 5 N/A 40000.00 33844.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6D9 2051-11-01 3 N/A 1800000.00 1047313.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FPCF4 2047-06-01 4.5 N/A 20130740.00 3924984.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCV66 2040-05-01 6.5 N/A 627888.00 530686.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D3Y6 2051-09-01 2.5 N/A 1768012.00 1069449.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FSA6 2055-12-01 6.5 N/A 33808779.00 33990817.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BM3Q1 2055-10-01 5.5 N/A 3450000.00 3419803.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417A3T4 2042-02-01 3.5 N/A 4165144.00 590130.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3GL7 2054-05-01 5.5 N/A 2000.00 1938.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSNX5 2053-07-01 6.5 N/A 28926348.00 20529848.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MRBN6 2052-07-01 5 N/A 225000.00 136440.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0RZ0 2054-10-01 6 N/A 24606707.00 18421915.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QES60 2035-09-01 2 N/A 7900000.00 3243747.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CCJ1 2046-10-01 3.5 N/A 186000.00 30240.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QP2D8 2052-08-01 3.5 N/A 9000.00 6995.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGYB9 2048-05-01 4.5 N/A 1000.00 562.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHP96 2055-09-01 5 N/A 1075751.00 1041652.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7EX2 2055-09-01 6.5 N/A 5951727.00 6147175.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQL7 2053-03-01 4.5 N/A 3675047.00 3000739.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNL75 2052-03-01 2.5 N/A 1153000.00 804840.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQZW4 2055-10-01 5.5 N/A 2632339.00 2611805.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHYE1 2047-07-01 5 N/A 6730118.00 4080573.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AXK8 2040-12-01 4.5 N/A 500000.00 33078.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHSK4 2052-02-01 2.5 N/A 22500.00 15282.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ME2K1 2045-04-01 6 N/A 1074867.00 1090125.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FNHJ6 2046-12-01 4 N/A 14089571.00 2851862.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TFS3 2028-09-01 8 N/A 99804662.00 1128.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CU67 2034-03-01 5 N/A 110000.00 930.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAD2 2031-12-01 1.5 N/A 1000000.00 426397.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6GX7 2040-03-01 6.5 N/A 1365305.00 828976.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AXB67 2041-11-01 4 N/A 880000.00 106499.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQQL4 2051-05-01 4 N/A 24744455.00 20717361.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AMKK6 2054-07-01 6.5 N/A 1511643.00 1572871.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUQR7 2039-12-01 4 N/A 1204100.00 854909.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LS4Q6 2052-02-01 2 N/A 1301142.00 719924.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WTY8 2040-09-01 4.5 N/A 16000.00 889.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B6D93 2055-06-01 5 N/A 1275411.00 1180724.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHYA3 2055-07-01 6 N/A 10891639.00 10629896.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418U4Z4 2040-07-01 5.5 N/A 25000.00 1839.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRBX0 2053-01-01 5.5 N/A 150205.00 108894.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WUHY2 2043-06-01 4 N/A 100000.00 17580.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPCF2 2052-05-01 3 N/A 112464.00 89172.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKWL4 2056-01-01 6.5 N/A 2396790.00 2511706.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4YC7 2056-02-01 5 N/A 3708400.00 3737522.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374CK62 2035-06-01 7 N/A 174000.00 4756.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XC4G0 2050-09-01 4.5 N/A 229000.00 102879.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MP5T4 2052-05-01 4 N/A 1800000.00 1081541.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MSNG6 2052-10-01 5 N/A 158000.00 117801.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6W48 2055-07-01 6 N/A 2900000.00 2837857.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401CS95 2033-05-01 6 N/A 6611184.00 33208.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBBP2 2049-06-01 3.5 N/A 2950000.00 939570.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FPDC0 2047-06-01 4.5 N/A 26807652.00 7131384.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X86D4 2036-02-01 1.5 N/A 586987.00 271873.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YDV6 2029-07-01 4.5 N/A 4400000.00 34005.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ENL0 2053-01-01 6 N/A 4000.00 2382.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4GY7 2055-08-01 6 N/A 33874950.00 33744608.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQVP7 2052-11-01 4.5 N/A 155000.00 117009.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QK3P1 2051-06-01 1.5 N/A 250000.00 141630.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNE67 2053-11-01 6 N/A 3644.00 2965.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQY54 2055-10-01 5.5 N/A 2132883.00 2010987.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSDP9 2055-10-01 5.5 N/A 2738505.00 2802504.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BLV33 2040-08-01 6 N/A 1023817.00 947399.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EMY54 2042-09-01 4.5 N/A 106613.00 7236.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ43 2052-10-01 3.5 N/A 240000.00 186021.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWKM9 2040-12-01 5 N/A 1001598.00 1008243.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6J69 2045-08-01 4 N/A 18662570.00 5366848.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GYN7 2035-10-01 5 N/A 415000.00 4837.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AVRH0 2026-10-01 3 N/A 9769074.00 34918.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415Q4B9 2038-06-01 5 N/A 14850000.00 6569.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y73V8 2055-12-01 6 N/A 9953244.00 10438983.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8X99 2042-11-01 4 N/A 4900000.00 1174728.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BEET1 2055-07-01 5 N/A 2527155.00 2504377.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D6G2 2036-11-01 2 N/A 1777177.00 981847.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MYAG7 2052-08-01 5 N/A 10000.00 6392.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSAH0 2050-11-01 2 N/A 3500000.00 1874046.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUSE3 2055-11-01 6 N/A 2063961.00 2145473.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CND2 2047-08-01 3.5 N/A 3242000.00 361026.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB76 2039-05-01 4 N/A 2612021.00 366245.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414RPQ2 2038-04-01 5.5 N/A 2996343.00 49943.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DUC4 2035-11-01 1.5 N/A 225000.00 97426.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLR6 2055-06-01 5.5 N/A 1566887.00 1441958.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSXM4 2037-01-01 1.5 N/A 1281386.00 763897.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7WY7 2044-01-01 4.5 N/A 120000.00 27983.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5NS8 2050-01-01 4 N/A 76062.00 15074.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E2C3 2054-02-01 5 N/A 10932000.00 9642263.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412Q6J3 2040-02-01 4.5 N/A 25585000.00 550803.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGV79 2036-02-01 2.5 N/A 829000.00 397054.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2AU8 2055-02-01 5 N/A 2905881.00 2500092.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTQT5 2055-10-01 5.5 N/A 2556165.00 2616969.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLUD8 2050-03-01 5 N/A 123149.00 89218.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPT3 2050-05-01 5 N/A 7432393.00 997538.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGF3 2034-10-01 2.5 N/A 37000.00 5071.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5EV7 2045-02-01 4 N/A 230000.00 40720.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHQA6 2036-03-01 2.5 N/A 55379.00 30455.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECA6 2052-03-01 3 N/A 280579.00 186992.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNMH8 2040-09-01 6 N/A 1042774.00 1043447.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CP99 2047-10-01 3 N/A 26000.00 4096.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FG92 2045-02-01 5.5 N/A 3541067.00 2627279.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETJ56 2045-10-01 4.5 N/A 51464.00 6569.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FCYW2 2046-08-01 3.5 N/A 6973842.00 2063916.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETHB5 2046-03-01 4.5 N/A 13000.00 1653.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9QZ7 2041-07-01 6 N/A 430000.00 124490.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FLA57 2031-11-01 2 N/A 73000.00 9828.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVWA8 2054-12-01 5 N/A 31941157.00 28727364.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1B79 2051-01-01 5.5 N/A 3726437.00 3798962.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QL6V3 2051-10-01 2.5 N/A 55000.00 34557.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MFWM1 2052-06-01 3 N/A 187453.00 143142.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QETU6 2035-09-01 2 N/A 10000.00 3778.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5ZF6 2056-02-01 4.5 N/A 1008724.00 1000391.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.5 N/A 27749231.00 22922636.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6TA9 2045-07-01 5 N/A 155000.00 46566.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6AQ4 2050-03-01 3 N/A 737000.00 221818.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W32Q1 2055-11-01 4.5 N/A 11146625.00 11039667.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKW71 2051-10-01 2 N/A 135000.00 91676.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCXM1 2049-06-01 3.5 N/A 1080681.00 770260.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4J6 2039-04-01 5 N/A 707150.00 451514.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWZ68 2056-02-01 7 N/A 1552050.00 1640744.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ECKY8 2042-04-01 3.5 N/A 958737.00 87877.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417GEW2 2043-04-01 3.5 N/A 12706568.00 1183233.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BS5H6 2040-11-01 5.5 N/A 1061797.00 1075830.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1G41 2056-01-01 6.5 N/A 2746800.00 2891682.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8DL6 2048-01-01 4 N/A 12590624.00 3029961.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUGH3 2054-04-01 6.5 N/A 6076000.00 4840893.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DT93 2040-11-01 1.5 N/A 355000000.00 187846832.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6JS1 2044-12-01 4 N/A 4302934.00 1391735.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKFT7 2028-01-01 3.5 N/A 1165000.00 22821.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHQD0 2036-03-01 3 N/A 6420575.00 3096875.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.5 N/A 199000.00 151763.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQ3J2 2052-12-01 5.5 N/A 1800000.00 1419488.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3Z51 2049-08-01 3.5 N/A 18246465.00 17226968.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FCN5 2039-09-01 5.5 N/A 183000.00 108604.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHVT6 2054-08-01 6 N/A 1055162.00 641122.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMX90 2036-12-01 2.5 N/A 706000.00 409933.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8BA4 2050-09-01 3 N/A 1076000.00 366777.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPC80 2044-05-01 5.5 N/A 100000.00 78063.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXRZ1 2056-01-01 6 N/A 31202033.00 32335814.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELGF4 2028-06-01 2.5 N/A 1120000.00 34578.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFQ81 2040-07-01 6 N/A 1403337.00 1121511.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AJCC0 2054-07-01 6.5 N/A 129000.00 112954.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0AN5 2054-11-01 6 N/A 10598233.00 7949768.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ENP1 2037-11-01 2.5 N/A 28221.00 20172.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AXDR5 2040-06-01 5.5 N/A 2094710.00 2009128.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9NV1 2048-08-01 4.5 N/A 39300000.00 11739410.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMEZ5 2047-07-01 5 N/A 143000.00 105853.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ANM55 2039-08-01 6 N/A 1271973.00 834568.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DMP2 2034-09-01 4.5 N/A 393000.00 4490.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXBA3 2055-12-01 5.5 N/A 1015975.00 1046847.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MZM2 2026-10-01 6 N/A 2300000.00 942.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPYK7 2052-08-01 4.5 N/A 63076512.00 48861691.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNUZ5 2051-11-01 3 N/A 2300000.00 1813078.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K4TU4 2050-03-01 3 N/A 11000.00 1821.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E0RJ0 2041-12-01 4 N/A 3681325.00 149001.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXGB2 2041-04-01 4 N/A 290000.00 58107.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLGP9 2055-12-01 5 N/A 1855133.00 1897175.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U05K9 2056-01-01 5 N/A 1027982.00 1047146.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMZN7 2052-01-01 2.5 N/A 332000.00 218045.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNYW6 2037-05-01 3 N/A 45000.00 25880.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSKC4 2053-06-01 4 N/A 77551.00 67906.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DM82 2030-04-01 3 N/A 739499.00 100047.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNQV9 2054-01-01 6.5 N/A 2372000.00 1501904.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B5KE6 2055-03-01 6 N/A 1179759.00 1216478.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGHK8 2051-10-01 4 N/A 82117729.00 48083016.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418NZV5 2040-03-01 4.5 N/A 22025.00 1274.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRHK2 2053-02-01 4.5 N/A 1665000.00 1389678.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7FP9 2048-11-01 3.5 N/A 60000.00 14674.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJEV1 2052-08-01 4 N/A 60000.00 41308.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XXY59 2044-08-01 4 N/A 1207867.00 160121.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LQGG9 2052-01-01 2.5 N/A 122622.00 73532.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9YP4 2048-11-01 3 N/A 320000.00 128952.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419LZY2 2040-12-01 4 N/A 11814996.00 590948.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQLB6 2039-06-01 5 N/A 2991268.00 326984.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9PE9 2050-04-01 4 N/A 7691727.00 1363610.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MWM52 2053-04-01 3 N/A 23000.00 17359.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5PW0 2041-02-01 4.5 N/A 1335374.00 1344708.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2RL0 2055-02-01 6 N/A 1560516.00 1207204.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K4MJ6 2050-05-01 4 N/A 74851.00 12006.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AGX9 2029-12-01 5.5 N/A 127000.00 679.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0TX5 2055-12-01 5.5 N/A 1274450.00 1310021.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3UM9 2053-12-01 4.5 N/A 214940000.00 208368490.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AZY6 2039-02-01 7 N/A 1700000.00 33637.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCXQ2 2052-01-01 3.5 N/A 2330895.00 2158725.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5GC2 2052-06-01 3 N/A 10418584.00 9686883.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4T22 2049-08-01 5 N/A 229000.00 29565.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTZN6 2056-02-01 5.5 N/A 5083393.00 5228489.41 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-04 2026-03-04 2026-03-04 N N N 0.0367 7000000000.00 7000000000.00 0.0207 N N Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 3.66 N/A N/A OQB008WG8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EW9 2047-02-15 0 N/A 748000.00 275139.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0 N/A 3450000.00 945662.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CK7 2031-02-15 0 N/A 722000.00 604017.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0 N/A 319000.00 105716.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 N/A 665000.00 268469.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 N/A 3000.00 1625.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DU4 2041-11-15 0 N/A 587000.00 287594.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 1653000.00 780419.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 2540000.00 1528358.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 N/A 480000.00 150468.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0 N/A 715000.00 307929.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 260000.00 163001.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 765000.00 316391.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DX8 2042-05-15 0 N/A 2830000.00 1346129.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0 N/A 1750800.00 501460.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0 N/A 403000.00 126578.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 777000.00 417318.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 2490000.00 1033350.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 180000.00 142574.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 966000.00 351715.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 26823000.00 8835549.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 2912500.00 788632.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 N/A 451300.00 125222.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HN6 2055-08-15 0 N/A 15000.00 3711.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0 N/A 615000.00 235311.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 N/A 2661300.00 665269.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HS5 2056-02-15 0 N/A 141100000.00 34189376.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DQ3 2041-02-15 0 N/A 295000.00 151191.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GA5 2051-08-15 0 N/A 76000.00 22289.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 N/A 25002000.00 11217072.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0 N/A 240000.00 92999.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0 N/A 40708800.00 12230022.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 100000.00 42057.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 334000.00 178543.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 1611392100.00 1660893086.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 N/A 962000.00 437717.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 460000.00 195555.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0 N/A 94893200.00 32272323.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821PR0 2031-04-30 0 N/A 635000.00 526996.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 2372000.00 1311953.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 416000.00 148838.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FK4 2049-08-15 0 N/A 1251000.00 404823.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 16380000.00 6432131.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GK3 2052-08-15 0 N/A 5070000.00 1420431.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 2277900.00 599181.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FU2 2040-11-15 0 N/A 12000000.00 6198540.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 9394000.00 3410642.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 43932000.00 26055937.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 N/A 1861500.00 500477.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FW8 2041-02-15 0 N/A 175300.00 89259.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 3930224.50 2636209.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 37975700.00 15341271.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0 N/A 1391400.00 403547.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DN0 2040-08-15 0 N/A 898000.00 473049.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 18443600.00 4817523.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 13703000.00 6756401.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 N/A 394000.00 147073.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 37793700.00 34052501.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DV2 2042-02-15 0 N/A 846000.00 408155.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 N/A 75000.00 28335.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EE9 2043-11-15 0 N/A 770000.00 335919.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 730000.00 334542.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DY6 2042-08-15 0 N/A 562000.00 263321.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 96611.70 38010.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 24514000.00 11317942.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FZ1 2041-05-15 0 N/A 806500.00 405649.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128205Y9 2026-11-15 0 N/A 493000.00 480441.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0 N/A 50000.00 15787.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821KC8 2032-11-15 0 N/A 700000.00 543930.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 3746000.00 2805139.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 N/A 2884000.00 974261.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 603000.00 153377.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 135000.00 91061.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 N/A 12000.00 4185.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 16003000.00 6532920.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 15204000.00 14691381.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DT7 2041-08-15 0 N/A 75000.00 37338.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 21235400.00 6458428.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 362000.00 151731.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HH9 2055-02-15 0 N/A 1866000.00 470817.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HF3 2054-11-15 0 N/A 10848600.00 2763626.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0 N/A 440000.00 155585.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 7281000.00 2975890.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0 N/A 33598000.00 9512265.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 255000.00 184158.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DP5 2040-11-15 0 N/A 600000.00 311697.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0 N/A 21703000.00 5789145.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 N/A 5333000.00 4936144.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 N/A 2415000.00 1262252.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 36815979.52 14662847.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 N/A 18120000.00 6243046.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 N/A 2407000.00 1064779.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 9940000.00 8041658.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 54325503.08 53417017.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 N/A 18101453.85 13716087.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 42161208.37 23646914.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821LZ6 2026-03-31 0 N/A 49000.00 48833.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 N/A 56000.00 22271.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 170000.00 125766.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 N/A 566500.00 145862.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 744996.07 277896.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 26643000.00 19469239.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HQ9 2055-11-15 0 N/A 1704000.00 417220.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 N/A 45000.00 13421.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 N/A 813000.00 273104.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 N/A 473000.00 154873.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 16049000.00 8146087.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 200000.00 168560.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 3509999.99 1496509.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FY4 2051-05-15 0 N/A 269200.00 79855.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FL2 2049-11-15 0 N/A 22949600.00 7329000.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 17713000.00 16676789.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 68300.00 21067.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HM8 2045-05-15 0 N/A 496000.00 200258.51 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 2091763000.00 2091763000.00 0.0062 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 3.66 N/A N/A OQB008WH6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 N/A 2276920.94 1725300.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 6401178.67 5122159.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.75 N/A 54.05 54.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 395172.19 389694.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 3493394.55 937770.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 108.10 106.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 270.24 276.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 135.12 220.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 626416.69 201388.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 4023087.69 2011262.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 860714.91 298079.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 110230.96 83882.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBQ3 2026-02-28 0.5 N/A 38887.56 38975.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 3405.03 3380.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 5585593.87 5124005.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 3467046.13 3504392.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UQ9 2026-04-30 0 N/A 270.24 268.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 1174896.12 757271.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 N/A 21348.97 21670.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 1567.39 1588.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 4121162.44 1048246.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 9917.81 9991.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 27.02 24.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 805829.13 766185.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 100232.08 88548.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 1606847.99 484876.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 14661663.69 11107574.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 3894430.95 2676899.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 4197640.41 3918174.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 371039.74 300178.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 27.02 27.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 4000635.33 1300370.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 7782.92 7971.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 12370.38 8297.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VU9 2027-04-30 0 N/A 29996.66 28791.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 895575.89 585063.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 3540146.10 1488893.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 27.02 27.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 2405137.42 2561061.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 31356938.63 31801357.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 4999.44 4291.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 5067273.24 4270713.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 1277317.14 948844.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 N/A 1159330.28 330288.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 1556042.84 848419.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 320775.07 297159.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 5.53 2.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 2126627.92 2028814.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0 N/A 2418649.43 615510.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 1031344.55 1034558.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 6890853.84 4916493.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 18317715.79 17845519.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 432.38 435.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375 N/A 27.02 28.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 9728.65 9815.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 249972.15 159077.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 4174129.51 2511640.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 3010745.62 2934034.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.781876599 N/A 602851.75 605315.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 3146973.69 3161086.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 154847.61 85646.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 N/A 351582.45 110212.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 17808.83 18110.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 N/A 2273530.47 678107.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 3134.79 3227.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0 N/A 860390.62 292611.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 19289904.76 20183395.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 540.48 548.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 3513.12 3560.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 548398.36 568496.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 918.82 876.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 13241.77 7749.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 1997831.45 2048644.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 868822.11 746447.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 10589360.67 3709431.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 N/A 2301635.44 639645.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 45670.59 19471.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 11840032.13 6831402.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 94421.91 98396.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 757672.34 751248.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 35374.44 35669.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 270.24 273.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 135.12 129.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 589961.29 585058.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 N/A 3663645.85 1117910.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 54.05 54.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 51561.82 52105.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 4305304.09 4298392.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 972.86 982.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 428736.01 459337.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 N/A 6810.05 7642.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 767103.72 778447.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 54.05 55.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0 N/A 6180392.46 5923442.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 6485.76 2005.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 262754.51 268105.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286F2 2026-02-28 2.5 N/A 8080.18 8179.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 3323.95 3628.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 1174706.95 930387.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 1175004.22 330870.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 243.22 247.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 21781.36 18391.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 864.77 880.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHB0 2026-05-15 3.625 N/A 5176396.22 5229311.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 28753.55 29636.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 6212280.80 6604754.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 N/A 1479024.40 708636.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0 N/A 5466688.20 5423326.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 216.19 212.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 1526019.16 1515311.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 4056304.80 1915074.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 4493850.64 4393265.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 138335.94 142519.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 1038505.91 798229.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 N/A 5318335.27 4347435.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 4026.58 4263.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 973702.32 1000489.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 145686.47 106416.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 216.19 219.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 1066097.43 408222.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 N/A 11823277.24 3942637.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 54.05 32.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 1570906.05 651926.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 45346.30 46116.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 54.05 53.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 113771.11 38915.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 N/A 1236348.73 311904.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 1864.66 1772.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 2490533.31 940156.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGR6 2026-03-15 4.625 N/A 9620.55 9824.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 7569372.83 7677025.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0 N/A 934490.47 229271.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 306398.29 198979.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 1020100.29 572142.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834D96 2029-10-31 0 N/A 29996.66 26329.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 81.07 82.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 N/A 1949242.27 507415.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 2709157.60 1316181.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 27.02 25.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 27.02 26.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 25943.06 26323.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 48291.92 36995.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 N/A 172413.22 98171.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0 N/A 54.05 53.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 3188.83 2885.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 5753953.49 2230968.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 10729128.88 11130394.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834J58 2030-10-31 0 N/A 29996.66 25332.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 12238906.61 6480586.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 27.02 27.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 2319741.53 1193722.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 9814825.35 10078516.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 1386602.26 1145276.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 27.02 27.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 3230396.82 3359275.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 54.05 51.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 9503211.42 9917448.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 N/A 5675.04 5720.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 93070.71 94777.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 21051.71 21448.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 11136651.04 8821107.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125 N/A 194059.46 195937.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 27.02 26.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 N/A 323747.71 169213.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TJ6 2026-04-21 0 N/A 216.19 215.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 729.65 695.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 7566.72 6310.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 682626.64 580885.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.5 N/A 24916.14 24678.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 118635.43 42127.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 61047.25 68197.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 7015434.55 4880609.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 3242.88 2804.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 3400431.93 1251709.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 112365.86 111841.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TR8 2026-05-12 0 N/A 216.19 214.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WY0 2028-04-30 0 N/A 29996.66 27806.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286X3 2026-05-31 2.125 N/A 1786260.43 1788131.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 N/A 4067925.13 1459038.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 27.02 26.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834G85 2030-04-30 0 N/A 29996.66 25824.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 2188.95 2245.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 1911381.63 2018816.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 922059.43 416434.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.75 N/A 5161.59 5131.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 8212868.70 5007402.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 6728.98 6731.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 14743005.00 14496457.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 N/A 5648.02 5776.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 4542412.80 4616315.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 44886.89 29698.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 27.02 25.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 126445.37 132746.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 2394868.30 1066351.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 28077.95 28578.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 405.36 418.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 1586579.98 1402980.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 4665696.36 2018543.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 17025.13 14767.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 1774126.65 778829.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 38932959.37 28450065.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 113663.01 100697.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 73370960.11 77180611.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 9418939.65 8411141.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 54.05 55.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 336719.24 99206.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 9942054.41 10008587.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 6264950.61 5512286.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 108.10 108.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834D47 2052-08-15 0 N/A 3244773.60 892474.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 1970564.22 2039780.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 6198768.79 2885948.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 1892.74 706.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 8190141.51 7174555.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.827876599 N/A 458975.89 460747.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 973945.53 763161.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 54.05 51.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 229785.21 156016.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834H84 2053-08-15 0 N/A 3618245.50 950867.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 10964454.01 7918430.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 1710187.83 1779995.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 N/A 1922488.50 510097.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 15445846.58 14046931.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 756.67 460.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 1075312.62 1103208.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 5977006.55 2351551.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 2295149.68 1419547.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 324.29 309.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834ZG6 2055-11-15 0 N/A 559937.61 136459.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VD7 2026-10-31 0 N/A 29996.66 29274.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834K56 2054-02-15 0 N/A 4285468.45 1098871.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0 N/A 1419031.08 450286.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 504538.38 373257.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 1955295.65 2076139.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 540.48 559.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 189.17 190.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 4360324.98 3072934.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 1543395.60 1361837.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 6832941.37 5295625.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 2837.52 2965.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0 N/A 832069.45 205946.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 11539.25 12136.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 80504.54 82659.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 N/A 168900.10 49162.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 123445.71 91111.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 4329652.72 4517391.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 675.60 667.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 N/A 2146247.35 618084.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 4945.39 4962.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 N/A 706137.54 191659.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 26348.42 27121.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0 N/A 873145.96 217086.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 27.02 26.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 9701.62 9549.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 7253245.89 6889938.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 30276302.28 31400143.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834C48 2029-04-30 0 N/A 29996.66 26832.10 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 540480320.00 540480320.00 0.0016 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 3.67 N/A N/A OQB008WI4 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 549300M8ZYFG0OCMTT87 3622ADF60 2054-07-20 5.5 N/A 100000.00 85811.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BKJ6 2030-07-15 7.5 N/A 200000000.00 142681.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BNR5 2031-06-15 7 N/A 1875000.00 1904.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LQ41 2040-05-15 5 N/A 300000000.00 4361395.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LK21 2039-11-15 6 N/A 107884608.00 2543756.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A23A8 2047-11-15 4.5 N/A 118000.00 22846.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BVT2 2032-11-15 5.5 N/A 150000000.00 632728.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADBZ0 2052-03-20 2.5 N/A 4895000.00 3664257.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AED86 2054-12-20 6.5 N/A 26457182.00 26827669.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AED60 2054-11-20 6.5 N/A 38134514.00 38595569.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2CE0 2042-09-15 3 N/A 300000.00 35053.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACP20 2053-07-20 5.5 N/A 55000.00 42497.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD5D6 2039-08-20 6 N/A 59505513.00 48849299.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACCC2 2052-01-20 3.5 N/A 10883472.00 8575959.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABWK4 2052-03-20 3 N/A 1590000.00 1050393.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BYY8 2033-06-15 5.5 N/A 4900000.00 34234.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD5W4 2051-06-20 5 N/A 41540836.00 40602312.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAHC1 2049-09-20 2.5 N/A 1500000.00 265968.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241L6T8 2042-05-20 3.5 N/A 500000.00 35498.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2R38 2046-01-20 3.5 N/A 100000.00 9801.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2VT6 2046-03-15 3.5 N/A 9311883.00 2025206.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241K7B8 2039-06-15 5 N/A 200000000.00 3989901.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAYC2 2050-09-20 4 N/A 241000.00 99252.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD2Q0 2055-04-20 5.5 N/A 31016834.00 29883704.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACSR2 2053-09-20 6.5 N/A 5300000.00 3385356.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AANW0 2042-08-15 3.625 N/A 1400000.00 482886.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADBY3 2054-02-20 6 N/A 15000.00 11912.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD6B9 2045-11-20 3.5 N/A 72763053.00 67201200.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AA5F7 2051-01-20 2.5 N/A 500000.00 282051.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB5H1 2052-08-20 4.5 N/A 3100000.00 2339098.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC3L2 2052-10-15 4.5 N/A 6430913.00 4936483.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241L6V3 2041-07-20 4.5 N/A 531270.00 26422.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADY69 2050-03-15 4 N/A 54196123.00 49299212.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BHV3 2030-03-15 7.5 N/A 60607372.00 27743.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABJH6 2051-11-20 2.5 N/A 210000.00 126566.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BAP3 2028-11-15 6 N/A 570000.00 607.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAVN1 2050-12-20 2 N/A 740000.00 372138.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AXA3 2027-11-20 7 N/A 200000000.00 71579.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACEG1 2053-02-20 5.5 N/A 100000.00 71258.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BMU9 2031-04-15 7 N/A 35740890.00 35858.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2WA6 2046-07-15 3.5 N/A 5815000.00 1031467.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD6F0 2055-09-20 6.5 N/A 163773866.00 164483559.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPZ5 2031-10-15 6.5 N/A 965561.00 1091.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAH23 2049-10-20 3 N/A 3325000.00 1186552.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABCP5 2046-01-20 3.5 N/A 3000000.00 1391975.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LAU0 2039-07-15 5 N/A 400000000.00 7497707.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEC95 2041-08-15 5 N/A 42770934.00 43319503.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC4M9 2054-01-20 6 N/A 7700000.00 5802863.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2YV8 2046-06-15 4.5 N/A 33477577.00 8475353.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEE77 2044-12-20 3.5 N/A 44722607.00 42520670.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAVK7 2050-12-20 2 N/A 640000.00 325447.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB3F7 2037-12-20 2.5 N/A 500000.00 279614.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAP40 2049-04-20 3 N/A 7030686.00 1475456.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AVS6 2027-08-15 7 N/A 202000000.00 30216.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241K6R4 2039-06-15 5 N/A 400000000.00 9018792.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEBQ8 2055-10-20 5.5 N/A 52419019.00 51602905.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB2U5 2052-08-20 4.5 N/A 7000000.00 4974090.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LAV8 2039-01-15 5.5 N/A 66241894.00 1321050.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241L5H5 2027-02-15 3 N/A 6200000.00 42890.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AED94 2055-01-20 6 N/A 32105497.00 32539640.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEDB9 2051-12-20 4.5 N/A 95906735.00 94498922.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A3AD2 2048-02-20 3.5 N/A 2300000.00 612094.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LJX5 2040-04-15 6 N/A 68000000.00 1215327.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEBT2 2054-10-20 5.5 N/A 31947336.00 31923964.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD4H8 2042-01-15 4.5 N/A 42381903.00 40390748.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD4Y1 2051-10-15 4 N/A 60428735.00 55807598.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADNY0 2054-12-20 7 N/A 79000.00 20876.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KQD3 2038-01-15 5.5 N/A 400000000.00 4497177.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AARG1 2048-02-20 3.5 N/A 78433971.00 19836314.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BFU7 2029-08-15 7.5 N/A 101026318.00 28523.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJG2 2048-04-20 3.5 N/A 32406912.00 31731155.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADHV3 2053-09-20 3.5 N/A 5615000.00 4509751.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADF29 2054-07-20 5.5 N/A 1900000.00 1719284.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LLT1 2040-07-20 5.5 N/A 3334746.00 86499.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJR8 2050-11-20 2.5 N/A 106052027.00 101679985.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KLK2 2036-01-15 6 N/A 69323694.00 1818734.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KHV3 2032-12-15 6.5 N/A 300000.00 2669.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD2T4 2055-07-20 6.5 N/A 53071821.00 45701255.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AZM5 2028-03-20 7 N/A 250000000.00 75777.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A23E0 2047-06-15 4.5 N/A 1595000.00 429972.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEC53 2051-01-20 4 N/A 106187212.00 100958243.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEG67 2056-01-20 6.5 N/A 51074714.00 53763784.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABU91 2052-03-20 3.5 N/A 1200000.00 915162.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACNL0 2053-07-20 6 N/A 200000.00 166909.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACP46 2052-03-20 3 N/A 240000.00 165714.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJW7 2056-02-20 5 N/A 57358865.00 57920013.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC2B5 2053-05-20 5.5 N/A 2874162.00 2879912.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJT4 2049-03-20 4 N/A 59372809.00 58364295.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A3B41 2047-09-20 3.5 N/A 11030081.00 2865957.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BUF3 2032-08-15 6 N/A 7947082.00 35125.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACKB5 2053-05-20 5.5 N/A 100000.00 76030.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACLS7 2052-03-20 3 N/A 66696106.00 50709712.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAYB4 2050-09-20 3.5 N/A 779000.00 353373.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACZ60 2052-02-15 3.5 N/A 1776586.00 1496529.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2FE7 2039-09-15 5.5 N/A 4555035.00 558881.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABP55 2052-02-20 3 N/A 490000.00 316452.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD2P2 2049-01-20 3.5 N/A 353373680.00 318303666.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2T51 2045-10-15 4.5 N/A 194182.00 20234.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADY28 2046-09-20 3.5 N/A 64315399.00 57496278.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACA67 2052-06-20 4 N/A 1080000.00 802411.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241L7B6 2041-06-20 4.5 N/A 4533815.00 215616.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABUF7 2051-11-20 3 N/A 300000.00 183433.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AVQ0 2027-08-15 7 N/A 202000000.00 15498.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAYY4 2049-10-20 3.5 N/A 61702.00 23028.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABCL4 2051-08-20 2.5 N/A 362510.00 211403.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AECW4 2055-05-20 6 N/A 27804845.00 25829528.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEGX8 2054-11-20 6.5 N/A 54044006.00 54848989.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAZZ0 2051-03-20 2 N/A 40000.00 23752.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2BU5 2027-08-15 3 N/A 18025000.00 217789.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACA59 2052-06-20 4 N/A 2405000.00 1864953.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAGA6 2047-12-20 3.5 N/A 14825000.00 3727635.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AACT9 2048-08-20 3.5 N/A 700000.00 414496.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACCE8 2040-07-15 5 N/A 38000.00 27753.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BKB3 2030-06-15 7.5 N/A 40000000.00 29382.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACY46 2050-12-20 4.5 N/A 48428834.00 38198825.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LX84 2041-09-15 3.5 N/A 1710000.00 108453.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241K3U0 2039-02-20 5.5 N/A 1800000.00 21143.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD3Z9 2054-08-20 6.5 N/A 61046765.00 53940548.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACKL3 2052-08-20 4 N/A 15579636.00 11202808.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LWX0 2040-05-15 6 N/A 1330031.00 64615.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAVL5 2050-12-20 2 N/A 690000.00 347428.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACFY1 2052-03-20 3 N/A 200000.00 140854.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD3T3 2049-04-20 3 N/A 161377077.00 142437870.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB4U3 2052-09-20 4.5 N/A 100000.00 70952.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD4K1 2048-06-15 3.5 N/A 84804636.00 76616625.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB7G1 2052-10-20 5 N/A 500000.00 358454.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD4W5 2039-09-20 6 N/A 13312102.00 10152159.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225ASN1 2027-03-15 7 N/A 50553550.00 6756.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KK80 2036-08-15 6 N/A 180000.00 3230.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LAW6 2034-06-15 5.5 N/A 99771081.00 2996358.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LH33 2038-10-20 6 N/A 556709.00 4464.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAJP0 2047-01-15 4.5 N/A 13297902.00 3561422.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BFY9 2029-09-15 7.5 N/A 100000000.00 117411.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2UA8 2046-05-15 3 N/A 50000.00 23973.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD7M4 2054-11-20 6.5 N/A 25661007.00 23765761.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEGZ3 2056-01-20 6.5 N/A 74785393.00 77644577.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2MZ2 2043-04-20 3.5 N/A 30000.00 3438.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADFB9 2052-06-20 4 N/A 325000.00 285815.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LVU7 2026-06-15 3.5 N/A 30000000.00 11811.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEG75 2056-01-20 6.5 N/A 52541138.00 55391316.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEG26 2054-06-20 6.5 N/A 36534315.00 37905843.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJV9 2052-12-20 5.5 N/A 60868826.00 61863923.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADV70 2048-05-20 4 N/A 159309780.00 143090300.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACCK4 2053-01-20 5 N/A 200000.00 149513.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AA3D4 2051-03-20 2 N/A 1000000.00 558104.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJS6 2046-08-20 4 N/A 56255967.00 56417077.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACLF5 2051-03-20 2 N/A 1700000.00 1130748.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADTJ7 2052-10-20 4.5 N/A 43750113.00 38119966.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241K6X1 2039-06-15 5 N/A 360000000.00 5905451.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A23Q3 2047-11-20 3.5 N/A 275013.00 34088.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD4V7 2055-07-20 7 N/A 51798278.00 41327916.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAKF0 2048-02-20 3.5 N/A 900000.00 235182.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPH5 2031-07-15 7 N/A 1396587.00 1359.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADTH1 2054-10-20 6.5 N/A 51213761.00 43142116.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AT34 2027-05-15 7 N/A 258844170.00 21763.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD2N7 2047-01-20 3.5 N/A 152930284.00 138292790.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAHF4 2047-09-15 4.5 N/A 15936373.00 3575550.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LXD3 2041-06-15 5 N/A 826433.00 19930.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AU24 2027-07-15 7 N/A 421723448.00 31873.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2XL1 2045-09-15 3.5 N/A 220000.00 41678.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LF27 2039-12-15 5.5 N/A 84833000.00 1203332.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADY85 2052-01-20 3 N/A 37292964.00 31941684.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABYA4 2052-06-20 3.5 N/A 2400000.00 1689994.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B2X5 2033-12-15 6 N/A 100000000.00 741919.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AA5A8 2050-07-15 2.5 N/A 6174899.00 2614060.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AACC6 2049-02-20 4.5 N/A 54554643.00 9366076.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AA4S0 2051-04-20 2.5 N/A 80000.00 44117.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADMM7 2049-01-20 3.5 N/A 111793199.00 94627027.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BJD1 2030-04-15 7.5 N/A 200000000.00 114835.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LYM2 2041-04-15 5.5 N/A 99581801.00 2973172.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LRQ1 2040-12-20 4.5 N/A 172498015.00 6448214.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AADC5 2048-04-15 5 N/A 2284765.00 329546.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACSD3 2053-08-20 5.5 N/A 400000.00 317681.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD6C7 2052-01-20 5 N/A 72230776.00 69571799.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACKW9 2053-05-20 5 N/A 100000.00 77235.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KRH3 2037-12-15 6.5 N/A 1668824.00 13716.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEBR6 2055-10-20 5.5 N/A 63187884.00 63165758.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KNW4 2037-10-15 6 N/A 14278825.00 142727.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LGS9 2039-09-20 5.5 N/A 250000.00 5611.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD7L6 2047-04-20 2.5 N/A 26409740.00 22964140.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABV33 2052-04-20 3 N/A 1390000.00 739342.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAN26 2042-08-15 3.875 N/A 700000.00 191268.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC4L1 2052-03-20 3 N/A 110000.00 82771.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BLL0 2030-12-15 7 N/A 128218131.00 144921.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BF37 2029-09-15 7.5 N/A 200000000.00 109516.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEC79 2044-02-20 4 N/A 30138701.00 29097359.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD3V8 2051-05-20 4.5 N/A 125729505.00 120571111.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KKT4 2036-07-15 6.5 N/A 254544.00 1804.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BVE5 2032-10-15 5.5 N/A 80000000.00 280613.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2CH3 2042-10-15 3 N/A 6610000.00 687869.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC6M7 2054-02-20 6 N/A 300000.00 252133.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACTQ3 2053-10-20 6 N/A 65000.00 50698.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LGW0 2039-11-20 5.5 N/A 665000.00 14748.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABDV1 2051-09-20 2.5 N/A 324445.00 187477.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LAR7 2039-07-15 5 N/A 952406.00 15726.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACHX1 2050-07-20 3.5 N/A 23455410.00 15690934.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD2M9 2050-06-20 3 N/A 83833574.00 73123097.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADMH8 2054-08-20 6.5 N/A 16366393.00 2091542.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AANK6 2048-04-20 3.5 N/A 500000.00 198840.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A25F5 2048-02-20 3 N/A 495000.00 45172.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPC6 2031-07-15 7 N/A 439791422.00 420963.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEC87 2052-02-15 4 N/A 60324111.00 57757623.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAHA5 2049-10-20 3.5 N/A 25400000.00 1009471.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2XW7 2046-12-15 3 N/A 5391730.00 2589857.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AU40 2027-07-15 7 N/A 198000000.00 11774.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADTN8 2055-01-20 7 N/A 56436791.00 39176868.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241K6W3 2039-06-15 5 N/A 300000000.00 5646204.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LAM8 2039-07-15 5 N/A 400000000.00 9254244.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LAG1 2039-07-15 5 N/A 700000000.00 14208919.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2GS5 2028-07-15 2.5 N/A 2535000.00 49224.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABUU4 2052-04-20 3 N/A 1140000.00 703365.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AED78 2054-11-20 6.5 N/A 28343136.00 28348210.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD4X3 2040-02-20 4 N/A 14614016.00 13221727.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2DL3 2028-01-15 2.5 N/A 3215000.00 52648.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAXX7 2051-01-20 3.5 N/A 799998.00 428476.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241K7C6 2039-06-15 5 N/A 400000000.00 9169512.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACX21 2053-08-20 5 N/A 100000.00 69976.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADY51 2054-06-20 7 N/A 41770430.00 39099244.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADY44 2047-09-20 3 N/A 56237568.00 48551352.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACSK7 2053-09-20 5.5 N/A 72000.00 52922.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEEE2 2054-01-20 7 N/A 33343911.00 33983804.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC5Q9 2054-02-20 5.5 N/A 149000.00 108995.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACPU8 2053-08-20 5.5 N/A 200000.00 162044.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAZY3 2051-03-20 2 N/A 40000.00 21382.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2TK8 2044-03-15 5 N/A 879877.00 118618.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEEA0 2055-01-20 6 N/A 32059081.00 32586966.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A3AG5 2047-12-20 4 N/A 1080000.00 214342.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABUA8 2052-03-20 3 N/A 100000.00 63407.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABYM8 2052-06-20 3.5 N/A 600000.00 311370.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LPL4 2040-10-15 5 N/A 300000000.00 5052326.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AWL0 2027-10-15 7 N/A 200375676.00 39123.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2AG7 2042-06-20 3.5 N/A 55060000.00 4106245.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABQF2 2052-03-20 2 N/A 5000000.00 2718555.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD4J4 2050-06-15 3.5 N/A 53373659.00 48791535.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BWL8 2033-01-15 6 N/A 175000.00 504.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACWT3 2053-08-20 5 N/A 500000.00 381199.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABGW6 2051-10-20 2.5 N/A 900000.00 534779.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB4Z2 2052-09-20 5 N/A 100000.00 75285.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AW97 2027-11-20 7 N/A 100000000.00 35789.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD3Y2 2052-09-20 4.5 N/A 10999523.00 10244429.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD2S6 2055-06-20 6.5 N/A 108697956.00 105123901.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABY48 2052-06-20 4 N/A 385000.00 267356.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEAA4 2049-05-20 3 N/A 71531441.00 63646396.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJP2 2047-03-20 3 N/A 103426504.00 99187120.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LQX7 2040-09-15 5 N/A 360000000.00 6500185.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AA5E0 2051-03-20 2.5 N/A 2059000.00 1007407.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEG42 2056-01-20 6.5 N/A 37804855.00 39543063.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJL1 2046-02-20 3 N/A 117200397.00 112560277.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AWP1 2027-10-15 7 N/A 198466929.00 78025.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KQC5 2038-01-15 6 N/A 425000000.00 4269032.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADY36 2047-01-20 3 N/A 133434841.00 115795475.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEGW0 2051-07-15 3 N/A 47173497.00 43145300.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LAD8 2039-07-15 5 N/A 350000000.00 5800775.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEC61 2054-02-20 4 N/A 2034361.00 1932201.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2BQ4 2035-09-15 5.5 N/A 13165338.00 712151.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB6B3 2052-08-20 4.5 N/A 4640000.00 3529835.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LZF6 2041-09-20 4 N/A 7514089.00 358053.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A23H3 2047-11-20 3.5 N/A 9199699.00 2146951.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAN34 2042-08-15 3.375 N/A 20200000.00 5984866.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225ARU6 2027-01-15 7 N/A 51646148.00 1613.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC3V0 2047-10-20 3.5 N/A 1100000.00 843573.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAQ72 2050-05-20 4 N/A 5700000.00 2294360.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A24Y5 2045-02-15 3 N/A 524000.00 112655.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2JQ6 2044-03-15 4 N/A 837000.00 66273.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BE46 2029-02-20 7 N/A 199561283.00 130501.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACTU4 2053-09-20 6 N/A 1700000.00 1257258.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2MV1 2039-12-15 5 N/A 272810.00 28015.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KJ90 2036-05-15 6 N/A 5301000.00 69770.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BTM0 2032-02-15 7 N/A 200000000.00 265870.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADY77 2052-02-20 3 N/A 25907642.00 21899885.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AALP7 2048-08-20 3 N/A 331197263.00 61377744.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2YK2 2043-05-20 3.5 N/A 15878629.00 2566235.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABCY6 2044-12-20 3.5 N/A 7055774.00 3470598.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AZN3 2028-03-20 7 N/A 23924343.00 7251.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AXT2 2027-12-20 7 N/A 325000000.00 91277.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LBF2 2039-08-15 5 N/A 300000000.00 8612595.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAUR3 2050-11-20 4 N/A 20117957.00 3429848.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LGU4 2039-12-15 5.5 N/A 171578212.00 2666066.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KBY3 2034-11-15 6 N/A 200000000.00 2304903.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACPQ7 2053-07-20 5.5 N/A 100000.00 80921.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AD4G0 2040-12-15 5 N/A 54195734.00 52091599.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJQ0 2048-03-20 3 N/A 93707161.00 91143582.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AVE7 2027-08-15 7 N/A 101000000.00 24809.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJF4 2056-01-20 7 N/A 50150504.00 52622450.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A3AV2 2047-08-20 3.5 N/A 1100000.00 205365.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LP34 2040-05-15 5 N/A 360000000.00 8012304.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BKS6 2030-07-15 8.5 N/A 3070915.00 889.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABJ94 2051-12-20 2.5 N/A 118000.00 72041.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEG59 2055-12-20 6.5 N/A 33564522.00 34340669.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACFU9 2053-03-20 5.5 N/A 100000.00 70573.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2GF3 2040-09-15 6 N/A 2393446.00 148539.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJJ6 2044-08-20 3 N/A 33196129.00 31955279.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAPA6 2050-05-20 3.5 N/A 52199271.00 21931717.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BU22 2032-09-15 5.5 N/A 100000000.00 442868.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEJU1 2052-04-20 3.5 N/A 35058487.00 34193305.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LAJ5 2039-07-15 5 N/A 300000000.00 4255759.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB4W9 2052-09-20 4.5 N/A 8250000.00 6093676.22 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 68496100.00 68803272.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 97351800.00 99455459.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 3107300.00 3145049.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 921131000.00 972906094.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 310302500.00 310862962.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 697100.00 695234.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 110206000.00 112342610.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 60436600.00 58070260.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 23689700.00 24686864.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 282892100.00 295995396.37 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 6850000000.00 6850000000.00 0.0203 N Y Y N WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO) WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO) 3.66 N/A EN5TNI6CI43VEPAMHL14 0VY001BA9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 650077000.00 663685040.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 250000000.00 254595436.81 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 900000000.00 900000000.00 0.0027 N Y Y N JPMORGAN TRUST II 2026-03-06 /s/Timothy J. Clemens Timothy J. Clemens Treasurer