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S6XOOCT0IEG5ABCC6L87 3132DNV42 2052-09-01 4.5 N/A 57200000.00 41210973.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JUWR7 2056-02-01 6 N/A 1400300.00 1324751.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K6R29 2056-06-01 6 N/A 9195669.00 9358522.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142BBRY8 2056-03-01 4.144 N/A 779770.00 752317.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WQGE7 2041-06-01 6 N/A 1015460.00 1041098.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMP34 2052-06-01 3.5 N/A 1000.00 691.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UDKX6 2056-05-01 5 N/A 2903170.00 2828760.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FX4F6 2062-06-01 2.5 N/A 3320.00 2443.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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2053-08-01 3 N/A 10160440.00 7302483.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296LWK3 2033-08-01 6 N/A 15000.00 64.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MV24 2055-02-01 5 N/A 1060.00 934.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WNXA2 2043-05-01 3 N/A 3000.00 337.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FWW3 2041-05-01 4.5 N/A 3097430.00 2943561.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N4NE3 2052-11-01 4.5 N/A 3000.00 2240.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJZY2 2050-08-01 3.5 N/A 1000.00 655.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D4V1 2051-09-01 4 N/A 2000.00 828.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GXYD3 2056-07-01 4 N/A 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L1K41 2065-08-20 7 N/A 2071890.00 1971117.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DS51 2032-05-20 7 N/A 610068.00 880.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L3XS0 2065-03-20 6 N/A 1052300.00 663929.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MMWT6 2065-12-20 6 N/A 910679.00 712095.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M45Z2 2055-11-20 5.5 N/A 1524913.00 1528874.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178DTR2 2043-01-20 3 N/A 1988969.00 369879.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KJKW1 2065-02-20 6 N/A 2190111.00 1562657.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KPFG8 2065-07-20 7 N/A 9224152.00 8309921.34 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935005.00 884265.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MXS91 2056-05-20 5 N/A 16210363.00 15694664.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LQHZ1 2065-08-20 6.5 N/A 4094923.00 2645274.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5 N/A 3485272.00 2388418.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VAV22 2056-04-20 5.5 N/A 1153266.00 1178096.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VNWN7 2066-06-20 6.5 N/A 18611634.00 19389597.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LXM56 2065-10-20 6.5 N/A 7150000.00 5100556.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.5 N/A 46120000.00 39213266.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 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549300M8ZYFG0OCMTT87 3618NNVJ6 2055-06-20 7 N/A 1398932.00 1470763.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LEDK5 2065-06-20 6 N/A 854253.00 765282.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L1SD3 2065-05-20 6.5 N/A 2014405.00 1846769.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FYBD6 2054-01-20 7.5 N/A 1284261.00 688010.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YUZ5 2054-02-20 3 N/A 8169977.00 5200211.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XC20 2052-06-20 2.5 N/A 1198913.00 747617.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 2750000000.00 1787651178.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MEGA3 2066-01-20 6 N/A 1219413.00 1247209.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VM6Q1 2056-06-20 5 N/A 5063002.00 4959746.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y5H3 2050-01-20 4 N/A 1804000.00 1535239.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KVZR9 2065-06-20 6 N/A 1225908.00 1250752.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618J5VJ0 2054-06-20 6.5 N/A 15495144.00 11518117.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NQUK7 2065-03-20 7 N/A 7366326.00 5075948.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179R3W7 2046-01-20 4 N/A 464250.00 7045.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180AAG8 2054-09-20 6 N/A 79232459.00 40455822.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179N2J6 2044-02-20 3.5 N/A 2779827.00 209173.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383PL66 2052-04-20 3.5 N/A 100000000.00 79832900.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TVV4 2048-04-20 4.5 N/A 1490000.00 18155.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X2N5 2053-05-20 6.5 N/A 50000.00 16249.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XXL5 2052-03-20 2.5 N/A 735592.00 557007.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380YXQ3 2048-09-20 3.5 N/A 4500000.00 4834533.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RB65 2037-11-20 7 N/A 304475.00 7598.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N2BZ8 2066-03-20 6 N/A 5850223.00 5983684.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617QNKK4 2050-10-20 2 N/A 2140519.00 954595.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VFC9 2050-02-20 2.5 N/A 1000000.00 50986.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RGA1 2045-05-20 4 N/A 4663215.00 386272.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MUDY8 2056-02-20 5.5 N/A 2181687.00 2194179.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K6FY1 2065-02-20 6.5 N/A 5014242.00 3637105.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381VKF6 2049-05-20 3 N/A 100000.00 88587.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QRQ6 2044-10-20 4.5 N/A 2967781.00 29843.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V6S82 2065-11-20 6 N/A 642054.00 654946.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFB9 2049-06-20 4 N/A 45000.00 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5.5 N/A 18298914.00 18510089.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MPMX1 2056-01-20 6 N/A 3002501.00 3073485.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LE2J0 2065-08-20 7 N/A 7779289.00 4638050.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZ51 2039-02-20 6 N/A 304273.00 938.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFK5 2053-08-20 5 N/A 2194057.00 1689877.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FM52 2040-12-20 4.5 N/A 1000000.00 21070.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KUEA1 2065-06-20 6.5 N/A 6418957.00 6423441.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GGYX5 2054-01-20 7.5 N/A 1297365.00 141468.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NLR89 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TREASUR 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 20938536.00 7935935.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 251964.00 250703.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 11280240.00 10346608.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 165852.00 61422.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DN0 2040-08-15 0 N/A 215280.00 106462.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 859176.00 846701.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 14674320.00 13311193.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 1885320.00 450480.25 U.S. Treasuries (including 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Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 36.00 35.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 7585560.00 4049399.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 16543080.00 11542123.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 41128.47 33662.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 N/A 3521844.00 848598.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 232020.00 140492.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 1990800.00 1987754.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 4072320.00 1425515.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 321300.00 438559.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 144.00 135.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 N/A 310140.00 74073.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DU4 2041-11-15 0 N/A 211320.00 96468.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 7503480.00 3097331.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 27687960.00 12576314.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 28872.00 27428.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 945288.00 1025600.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 10740960.00 10217184.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VD7 2026-10-31 0 N/A 39960.00 39582.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 N/A 2323440.00 549314.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 N/A 6120.00 2105.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 1356228.00 1354430.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 3381840.00 1114884.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 179640.00 170281.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VW4 2026-11-10 0 N/A 35136.00 34767.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 9778464.00 2910198.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 6886800.00 5439952.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 48600.00 31566.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FK4 2049-08-15 0 N/A 450360.00 131350.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 N/A 9036000.00 2950615.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 4173120.00 1211110.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 1223280.00 512855.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 360000.00 308390.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 144.00 140.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 360.00 357.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 1800.00 1773.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 5219080.93 3184417.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 160920.00 89743.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 1133172.00 1163004.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 1397197.56 733268.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 36.00 14.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 108.00 102.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 N/A 765000.00 312091.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 36.00 34.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 61776.00 38218.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 8132040.00 3579829.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 5912280.00 3062147.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 N/A 9336704.78 7461082.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 9223200.00 8944744.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 36.00 38.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 5165892.00 1298803.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DX8 2042-05-15 0 N/A 1018800.00 450246.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 35146368.00 34964544.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 19296.00 30543.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 488883.60 153683.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 180.00 176.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834D96 2029-10-31 0 N/A 39960.00 34708.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 7148160.00 1945757.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 12717720.00 7421234.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 N/A 36.00 35.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VU9 2027-04-30 0 N/A 39960.00 38778.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 72.00 48.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 1529640.00 742647.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 11626308.00 8960593.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 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Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3TB5 2038-03-01 2 N/A 30000.00 24625.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JT2P7 2056-02-01 5.5 N/A 5970200.00 5535158.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3D71 2055-09-01 5 N/A 796500.00 732434.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUD41 2055-11-01 6 N/A 6471708.00 5968000.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY5H8 2045-06-01 4.5 N/A 1573800.00 1469224.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JW4Z6 2056-03-01 4.5 N/A 2368100.00 2237776.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVNF8 2054-01-01 5 N/A 17444212.00 16794959.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BBCD4 2055-05-01 5.5 N/A 3071900.00 2800906.92 Agency 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27437586.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5 N/A 371600.00 352741.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6KG6 2056-05-01 5 N/A 35146900.00 33781470.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUQU9 2055-11-01 5.5 N/A 526000.00 502103.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QPS5 2055-02-01 6 N/A 359800.00 334596.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWZ25 2056-03-01 4.5 N/A 4035200.00 3806479.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5PF0 2055-06-20 4 N/A 16705800.00 14907374.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY3J6 2044-07-01 5.5 N/A 2722500.00 1514644.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FKS5 2045-04-01 4.5 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3140W6KF8 2056-05-01 5 N/A 47189100.00 44937788.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AFJF4 2054-07-01 5.5 N/A 1216800.00 1191076.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GCNM0 2054-04-20 7.5 N/A 181100.00 162889.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JHP6 2055-11-01 6.5 N/A 17310900.00 15869373.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A9D64 2054-03-01 5.5 N/A 58100.00 50591.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLVS4 2052-07-01 3 N/A 592500.00 403145.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GQN7 2055-11-01 6 N/A 15212800.00 13602536.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C4S96 2053-06-01 4.5 N/A 1202600.00 1091886.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427S4J4 2050-01-01 3.5 N/A 1871800.00 1671848.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6D91 2056-06-01 5 N/A 3729900.00 3595477.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3PM7 2056-03-01 5 N/A 1326000.00 1296506.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QF2V0 2050-12-01 2 N/A 18830837.00 8759354.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNKV5 2053-07-01 5.5 N/A 24122300.00 22463672.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZX3 2051-06-01 3 N/A 133214.00 60712.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q3HC3 2031-07-01 4.17 N/A 17801513.00 17460542.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A8QG0 2054-04-01 5.5 N/A 1320800.00 1175726.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6KB7 2056-05-01 5 N/A 42135700.00 40430259.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5Q25 2056-03-01 4.5 N/A 263600.00 248752.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCG32 2054-05-01 6.5 N/A 2369100.00 2255589.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5MM8 2055-05-20 4 N/A 487000.00 434124.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRM22 2055-10-01 6 N/A 6055900.00 5871461.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCB82 2041-02-01 5 N/A 93900.00 85194.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1F75 2056-02-01 5 N/A 3867500.00 3455693.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 700.00 696.60 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6PF3 2053-10-01 4 N/A 11661400.00 10594165.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCBV1 2041-01-01 3.5 N/A 2492800.00 2252533.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K4GE0 2056-05-01 5 N/A 4730300.00 4585931.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VBRV1 2056-04-20 5 N/A 2176200.00 2143690.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W4EU2 2056-08-01 5 N/A 4715900.00 4610333.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MUEJ0 2061-04-15 5.15 N/A 38900500.00 38467479.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QT2Y4 2054-02-01 5.5 N/A 2290500.00 2138264.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8C90 2055-06-01 5.5 N/A 7135500.00 6440446.39 Agency 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.5 N/A 5632.00 2377.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLR73 2051-08-01 3 N/A 2016642.00 1343512.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7RX9 2047-11-01 3.5 N/A 32375360.00 12367374.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFAK5 2050-10-01 2.5 N/A 1024.00 406.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTDG1 2053-10-01 5.5 N/A 1551481.00 1238049.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVLD4 2054-10-01 5.5 N/A 1000.00 852.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5F1 2052-05-20 4.5 N/A 7200.00 4735.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176W7E5 2042-01-15 3.5 N/A 2000.00 147.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BW5A0 2055-09-25 4.66608 N/A 1054419.00 1011292.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5XS8 2052-08-01 3.5 N/A 1024.00 891.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36186PM84 2045-07-15 3 N/A 144700.00 68844.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W14A8 2055-01-01 5.5 N/A 45720984.00 40358108.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NJJB1 2053-05-01 6 N/A 1190000.00 851611.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0RX5 2055-01-01 5.5 N/A 1080.00 983.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDT2 2051-03-20 3.5 N/A 1024.00 386.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMPD1 2050-02-01 3.5 N/A 58000576.00 22816541.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V3LR4 2058-11-20 2.5 N/A 34236.00 27523.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUG26 2054-04-01 5 N/A 1000.00 816.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A22Z4 2039-01-15 7 N/A 1000.00 49.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W3SM7 2056-07-20 6 N/A 1000.00 1040.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3EF2 2055-09-01 5.5 N/A 92023.00 77420.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BSP71 2052-12-01 6 N/A 10761488.00 6717921.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WP85 2051-10-20 1.5 N/A 5704337.00 3069241.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXVF6 2050-05-01 4 N/A 23914948.00 13152170.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XLWA6 2044-02-01 4.5 N/A 2000.00 353.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQHE9 2052-12-01 5.5 N/A 1000.00 703.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJS7 2055-04-01 5 N/A 87367731.00 77142657.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HLT7 2055-10-01 6 N/A 2049.00 2074.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WNG9 2051-09-20 3.5 N/A 59704044.00 32340161.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QWCF7 2055-02-01 5.5 N/A 1008.00 865.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GW4D8 2056-03-01 5 N/A 42033938.00 39881222.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGN25 2055-08-01 6.5 N/A 3993636.00 2970947.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UG6E7 2056-06-01 5 N/A 1000.00 972.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4AL1 2055-09-01 6 N/A 3200.00 2952.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC27 2052-01-01 2.5 N/A 18241.00 10813.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXFY3 2057-01-01 4 N/A 76763600.00 24192017.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELX6 2052-12-01 5 N/A 13890053.00 9977477.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W3NE0 2056-07-20 6 N/A 1000.00 1040.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5YD0 2049-05-01 4 N/A 1000.00 903.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V9CL4 2056-03-20 6.5 N/A 1300562.00 1405772.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS3T6 2053-09-01 5.5 N/A 1000.00 728.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V9FB3 2056-04-20 5 N/A 1520127.00 1496578.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTDZ0 2054-05-01 6 N/A 2705366.00 2054938.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B1VR9 2052-01-01 2 N/A 3455753.00 2143049.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXU75 2062-03-01 4 N/A 1000.00 675.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUCG9 2054-03-01 6.5 N/A 1000.00 719.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426RM65 2055-06-01 6.5 N/A 4000.00 3804.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9YP4 2048-11-01 3 N/A 2000.00 740.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36194HQS4 2061-05-15 4.96 N/A 2000.00 1964.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W4U34 2056-07-20 5.5 N/A 1000.00 1011.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6AN3 2055-06-01 5 N/A 4048.00 3636.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J94S7 2048-11-01 4.5 N/A 178184000.00 43470826.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPTS7 2053-02-01 6 N/A 194408.00 126372.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W5EB1 2056-07-20 6 N/A 1000.00 1036.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MXVM8 2056-06-20 5.5 N/A 33505.00 33801.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JGW27 2048-09-01 4 N/A 1008.00 287.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5VV3 2056-04-01 5.5 N/A 3000.00 2881.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NEU9 2054-11-01 5.5 N/A 27413440.00 23543798.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5HK8 2040-07-20 5 N/A 247774.00 197884.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MYAL1 2056-07-20 6 N/A 8907552.00 9170743.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2SS1 2055-06-01 6 N/A 11256800.00 9737759.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QAS50 2049-03-01 5 N/A 47371392.00 12333366.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VV23 2050-10-20 3.5 N/A 1000.00 284.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VBHJ9 2061-06-15 5.44 N/A 991000.00 1015239.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WQC5 2051-10-20 3.5 N/A 27750540.00 15738769.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 1000.00 650.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UCA8 2048-09-20 3.5 N/A 3000.00 294.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WG44 2051-06-20 3 N/A 6144.00 2811.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHBV8 2052-05-01 4 N/A 1000.00 575.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVSE5 2054-11-01 6.5 N/A 1000.00 796.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427AAT4 2055-08-01 6.5 N/A 2054.00 2139.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QT3W7 2054-02-01 6.5 N/A 2080.00 1437.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V3UA1 2056-06-20 5.5 N/A 9119512.00 9235334.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DS4B5 2054-04-01 6.5 N/A 8083850.00 5694479.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5BN3 2056-03-01 5.5 N/A 34385680.00 32797595.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L8NT8 2036-09-01 2 N/A 1040.00 478.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5VB7 2052-06-01 3 N/A 4489696.00 3752101.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSMC3 2054-02-01 5.5 N/A 45000.00 33828.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6CW5 2056-03-20 5 N/A 1409926.00 1352733.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMZ5 2055-01-01 5.5 N/A 47891213.00 41363285.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.5 N/A 1000.00 659.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0W24 2053-11-01 6 N/A 5170224.00 3682955.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AP7M1 2031-09-20 6 N/A 2000.00 178.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMH4 2053-09-20 4.5 N/A 771770.00 653308.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJM6 2053-10-01 6 N/A 2130619.00 1227616.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WUAH6 2043-06-01 4 N/A 16884900.00 2197774.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5 N/A 70000.00 60155.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQAJ5 2052-10-01 5 N/A 935043.00 721636.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SJT5 2046-08-20 3.5 N/A 2000.00 209.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618WCQP2 2056-07-20 6 N/A 1000.00 1054.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BJFE7 2052-08-01 4 N/A 2745524.00 1989127.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KEK80 2050-08-01 2.5 N/A 3000.00 1324.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.5 N/A 27223071.00 25318188.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJD6 2053-09-01 4.5 N/A 25998.00 20753.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B1VT5 2052-01-01 2 N/A 25379928.00 16704987.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W3M76 2056-07-20 5.5 N/A 1000.00 1011.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCZA9 2050-11-01 3 N/A 2000.00 1083.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W1D88 2056-06-20 6 N/A 1000.00 1037.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSM66 2054-02-01 6.5 N/A 3124.00 2362.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y9U76 2049-02-01 4.5 N/A 5624720.00 1447244.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3KA6 2055-08-01 6 N/A 1024.00 921.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPM5 2037-09-20 6 N/A 1000.00 8.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UBRY1 2056-04-01 5.5 N/A 2000.00 1997.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CD3T9 2053-10-01 6 N/A 728238.00 570871.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 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3622A25J7 2044-09-20 4.5 N/A 1000.00 150.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS5G2 2053-09-01 6.5 N/A 6282456.00 4586160.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3R68 2055-01-01 5.5 N/A 24292501.00 22536285.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQ3J3 2053-05-01 6.5 N/A 27511552.00 19553865.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N5JL9 2052-11-01 5.5 N/A 3082504.00 1759128.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVWZ3 2054-12-01 5.5 N/A 1024.00 892.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.5 N/A 3556978.00 2596695.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HMTJ9 2055-09-25 4.71608 N/A 435075.00 419679.04 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 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2027-12-15 7 N/A 25000.00 12.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDZ8 2035-05-15 5.5 N/A 20000.00 191.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FC53 2039-12-20 4.5 N/A 85000.00 882.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV5D3 2050-02-01 3 N/A 8000.00 1336.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SK42 2033-10-15 5 N/A 170000.00 2778.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JVY1 2029-05-15 7 N/A 37118.00 186.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201VBH4 2033-10-15 5 N/A 107000.00 1073.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBE8 2034-11-20 5.5 N/A 82500.00 991.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SEM5 2046-06-20 5.5 N/A 6650.00 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290TQ77 2036-05-15 6 N/A 125000.00 494.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BUK1 2032-05-01 3.5 N/A 1000.00 43.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201LUC6 2032-05-15 6.5 N/A 105333.00 222.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJCE8 2035-07-01 5.5 N/A 20750.00 214.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374F5G0 2026-12-01 8.5 N/A 100000.00 0.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213JJ89 2032-01-15 6.5 N/A 81464.00 230.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DT82 2036-09-01 6.5 N/A 1000.00 5.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ED55 2035-06-20 5.5 N/A 46000.00 590.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291QK94 2034-11-15 6 N/A 206000.00 1369.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5P2 2034-05-20 4.5 N/A 49000.00 626.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200JAL4 2033-03-15 5.5 N/A 50000.00 310.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201EJR2 2031-12-15 6 N/A 61000.00 191.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAL6 2034-03-01 3.5 N/A 4000.00 250.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400CEY6 2033-02-01 5.5 N/A 15000.00 32.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMPH0 2027-02-01 3 N/A 1000.00 2.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KW61 2038-11-15 6 N/A 25000.00 210.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412APN8 2038-05-01 6.5 N/A 59000.00 245.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QV40 2044-12-20 3.5 N/A 10000.00 206.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDK6 2052-04-01 3 N/A 1635.00 1049.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387EXR3 2031-06-01 6.5 N/A 11000.00 22.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BNS3 2031-06-20 6 N/A 30000.00 46.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AY53 2028-03-15 7 N/A 35000.00 6.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C7C1 2028-12-20 7.5 N/A 50000.00 15.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KLU2 2029-03-15 6.5 N/A 560000.00 96.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DLV9 2036-06-01 6 N/A 8000.00 60.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290UQW9 2040-05-15 4.5 N/A 75000.00 656.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4F3 2039-04-20 4 N/A 36000.00 979.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMTP8 2030-06-01 3 N/A 4000.00 258.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXW9 2033-06-01 3.5 N/A 2000.00 147.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPP8 2037-09-20 7 N/A 92000.00 881.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6A8 2050-05-01 4.5 N/A 3000.00 619.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CPL0 2033-11-01 5 N/A 46000.00 330.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HT40 2029-07-01 7.5 N/A 16000.00 18.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DUH2 2032-09-20 5.5 N/A 462000.00 1373.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LP42 2040-10-15 4 N/A 15000.00 605.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209AFF2 2028-10-15 6 N/A 333500.00 231.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCR0 2029-07-20 6 N/A 100000.00 88.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BDN3 2044-04-01 4.5 N/A 4000.00 340.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201GAA3 2032-11-15 6 N/A 80702.00 251.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDV7 2032-03-15 6.5 N/A 11000.00 51.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AST5 2028-10-15 6.5 N/A 51476.00 27.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211YQX5 2030-02-15 7.75 N/A 60000.00 104.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4QV1 2049-08-01 3.5 N/A 8000.00 687.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381B2J7 2028-12-01 6.5 N/A 30000.00 10.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HAJ3 2030-01-01 7 N/A 3000.00 1.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7G8 2039-07-20 4.5 N/A 2000.00 59.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYY0 2046-10-01 3 N/A 1000.00 144.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390NTS1 2032-07-01 7 N/A 50000.00 68.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERS0 2038-03-20 5 N/A 20000.00 206.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZH5 2039-01-20 6 N/A 67000.00 733.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AZL7 2028-03-15 6.5 N/A 25000.00 8.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NN29 2035-05-15 5 N/A 25000.00 209.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415M6J9 2038-06-01 5.5 N/A 91000.00 144.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KF45 2035-10-15 5.5 N/A 112450.00 1631.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412XNQ3 2037-06-01 6 N/A 1000.00 7.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NRE3 2034-04-15 5.5 N/A 25000.00 159.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QJN6 2033-07-15 5 N/A 95000.00 839.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTT0 2027-01-20 8 N/A 175000.00 2.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EYN3 2038-12-20 6.5 N/A 138675.00 1925.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291XAH2 2035-04-15 5 N/A 48000.00 956.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KDL2 2031-10-01 6.5 N/A 30000.00 20.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYE4 2046-05-01 4.5 N/A 3000.00 306.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DC83 2049-07-01 4.5 N/A 1500.00 144.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GGX8 2036-06-01 5 N/A 6003.00 30.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ED48 2035-06-20 5 N/A 61667.00 705.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CWC3 2027-06-20 7 N/A 371500.00 29.98 Agency Mortgage-Backed Securities 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQY8 2038-01-20 5 N/A 18750.00 181.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402XXW1 2033-09-01 5.5 N/A 5000.00 7.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E8KU5 2027-03-01 3 N/A 3000.00 13.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413TBB7 2037-09-01 6 N/A 3000.00 19.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BAP3 2028-11-15 6 N/A 604500.00 487.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDE6 2035-04-20 5 N/A 207000.00 2332.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW39 2038-10-20 5.5 N/A 63333.00 614.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VY89 2030-08-01 8.5 N/A 124391.00 18.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EMK3 2038-01-01 3.5 N/A 2000.00 1110.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A1YT9 2039-06-15 6 N/A 52729.00 4899.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLC3 2030-01-20 5.5 N/A 25000.00 254.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y4RR2 2044-09-01 4 N/A 11000.00 487.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHSF5 2052-04-01 2.5 N/A 5000.00 3098.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DV24 2033-01-20 5.5 N/A 188000.00 1067.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KLU3 2032-03-01 6.5 N/A 70000.00 88.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296SYQ2 2039-01-15 7 N/A 50000.00 896.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DS51 2032-05-20 7 N/A 92000.00 132.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128K8F50 2035-10-01 5 N/A 13000.00 36.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DU74 2032-11-20 5.5 N/A 329645.00 1304.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3F6 2034-01-20 4.5 N/A 25000.00 174.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JVC26 2049-07-01 3.5 N/A 3000.00 352.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31298FUS9 2029-02-01 5 N/A 13000.00 71.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296J2J4 2033-07-01 5.5 N/A 34400.00 96.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405AW66 2034-06-01 6 N/A 21000.00 77.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387VP52 2031-09-01 6.5 N/A 21000.00 12.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FEG7 2040-02-20 4 N/A 19000.00 730.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FRK4 2041-03-20 4 N/A 133000.00 1361.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ED30 2035-06-20 4.5 N/A 90000.00 2023.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JB49 2028-12-15 6 N/A 30000.00 49.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296RDQ7 2038-11-15 6 N/A 8000.00 274.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMM3 2053-11-20 6.5 N/A 15000.00 4763.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291Q5U4 2036-03-15 6 N/A 110000.00 2174.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ULW8 2034-03-15 5.5 N/A 77000.00 517.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SF71 2033-08-15 5 N/A 30000.00 285.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ESB6 2038-04-20 5.5 N/A 48334.00 540.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5L9 2039-04-20 7 N/A 35000.00 387.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WQMQ2 2043-04-01 3.5 N/A 1334.00 108.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211DU81 2029-07-15 7.5 N/A 25000.00 30.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HKW7 2029-03-01 6.5 N/A 175000.00 228.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPY9 2037-10-20 6 N/A 50000.00 407.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404MTC2 2034-06-01 8 N/A 47000.00 940.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213EPM2 2031-12-15 5.5 N/A 29036.00 40.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202X3E5 2033-07-15 4.5 N/A 41000.00 931.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CVZ4 2048-04-01 3 N/A 4000.00 547.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2M4 2028-04-20 7.5 N/A 114500.00 43.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406VC20 2035-04-01 5.5 N/A 15000.00 232.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5Q0 2034-05-20 5 N/A 92000.00 1204.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXQ1 2027-09-20 8.5 N/A 34000.00 0.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y3YF2 2029-10-01 3 N/A 1000.00 43.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200BB63 2032-12-15 6.5 N/A 25000.00 266.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296QHR3 2039-02-15 4.5 N/A 35000.00 861.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5E9 2028-09-20 7 N/A 251459.00 129.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGC7 2035-12-20 5 N/A 20000.00 278.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382G3W5 2029-02-01 6 N/A 15000.00 6.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414R5B7 2038-03-01 6.5 N/A 38000.00 186.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNX5 2031-07-20 6 N/A 132500.00 201.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210KXC4 2029-08-15 7.5 N/A 40650.00 34.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210CLN1 2029-04-15 6 N/A 119282.00 205.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AT4A5 2042-05-01 3.5 N/A 1000.00 51.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211HKA8 2029-09-15 7.5 N/A 77000.00 9.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407JG63 2036-11-01 5.5 N/A 25070.00 196.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5D9 2034-04-20 5.5 N/A 230000.00 2589.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288EWB9 2033-01-01 6 N/A 60000.00 104.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387DG60 2031-05-01 6.5 N/A 15000.00 5.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GYM2 2029-02-01 6 N/A 25000.00 13.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NY62 2034-08-15 5.5 N/A 57715.00 1694.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAQ5 2049-03-01 3.5 N/A 4000.00 270.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A4S3 2029-02-15 6 N/A 77500.00 79.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DA43 2029-03-20 5.5 N/A 27000.00 46.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERB7 2038-02-20 4.5 N/A 20000.00 140.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ECC1 2035-01-20 6.5 N/A 40000.00 513.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVC1 2044-10-01 4 N/A 2006.00 130.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NA31 2032-03-15 6 N/A 25000.00 111.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DMJ8 2050-03-01 3 N/A 7500.00 1253.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENN5 2037-06-20 5.5 N/A 25000.00 256.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQA0 2037-11-20 6 N/A 80000.00 768.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A6CS4 2039-07-15 4 N/A 10000.00 349.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJ77 2030-10-20 7 N/A 331787.00 185.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296AWF7 2038-04-15 5 N/A 11000.00 147.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ET41 2038-06-20 6.5 N/A 48694.00 638.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412DLU0 2037-02-01 5.5 N/A 1000.00 2.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201XWF1 2033-03-15 5.5 N/A 33000.00 249.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JK80 2032-08-01 6.5 N/A 148325.00 135.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFX4 2030-02-20 7 N/A 152706.00 86.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200B5X1 2032-12-15 5.5 N/A 85000.00 272.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945AM0 2041-01-01 4 N/A 2000.00 96.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416YJD1 2040-07-01 4.5 N/A 12000.00 756.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJ6S2 2042-11-01 3.5 N/A 1000.00 73.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EAK5 2034-09-20 5.5 N/A 65000.00 646.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BM96 2037-08-01 5.5 N/A 15000.00 222.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EK81 2036-11-20 5.5 N/A 18000.00 170.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290UD78 2037-07-15 6 N/A 50000.00 317.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBG0 2039-09-20 4 N/A 10000.00 437.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MG2Y0 2027-11-01 3 N/A 1000.00 12.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HR59 2029-05-01 7 N/A 14000.00 34.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EV71 2038-09-20 5.5 N/A 130050.00 187.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413MPN1 2037-08-01 6.5 N/A 4000.00 29.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NSL6 2034-05-15 5 N/A 37525.00 480.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200QLU6 2032-03-15 6 N/A 116000.00 695.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291GXS0 2034-03-15 5.5 N/A 83000.00 413.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138NX6H5 2043-02-01 3 N/A 1000.00 290.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210NXJ3 2029-01-15 6 N/A 40000.00 147.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBZ3 2029-05-20 7.5 N/A 25000.00 4.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2K8 2028-04-20 7 N/A 45000.00 18.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DA76 2029-03-20 7 N/A 388252.00 254.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31379J2Y1 2028-04-01 7 N/A 6000.00 2.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208UJF5 2028-02-15 7.5 N/A 75000.00 299.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJFS2 2046-11-01 3 N/A 1000.00 153.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKZ3 2030-12-20 8 N/A 40000.00 24.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PYYP3 2027-04-01 2.5 N/A 5000.00 26.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2Y8 2028-05-20 7 N/A 476819.00 131.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291Y2D8 2035-07-15 5.5 N/A 25524.00 166.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HHU5 2029-03-01 7 N/A 25201.00 17.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384WJ43 2029-09-01 6 N/A 15000.00 5.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZX2 2033-10-20 5 N/A 647460.00 6830.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210EHV4 2031-08-15 7.5 N/A 261160.00 3252.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BB31 2029-01-15 6 N/A 125000.00 130.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AVJ5 2033-01-15 5.5 N/A 25000.00 214.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JPV0 2030-08-01 7.5 N/A 100000.00 22.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F3K0 2042-02-20 3.5 N/A 43000.00 1170.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209AUP3 2028-03-15 7 N/A 40000.00 23.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290Y6E3 2034-02-15 6 N/A 40000.00 441.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SF22 2033-08-15 4.5 N/A 25035.00 393.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 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2029-08-15 7 N/A 32000.00 24.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296FYP2 2038-06-15 6 N/A 12500.00 251.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290XHR4 2033-08-15 5.5 N/A 150330.00 1374.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJAD2 2034-07-01 6 N/A 20000.00 134.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A9SM4 2039-09-15 4 N/A 12000.00 874.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212PQG0 2031-06-15 7 N/A 75000.00 104.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412PE23 2039-04-01 4.5 N/A 1000.00 51.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGS4 2030-04-20 8 N/A 50032.00 23.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEYJ5 2050-09-01 2 N/A 1900.00 896.01 Agency 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GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BND6 2031-05-15 6.5 N/A 109000.00 125.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWM35 2034-04-01 3.5 N/A 2000.00 354.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMYG2 2033-10-01 3.5 N/A 4000.00 260.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403C6L0 2036-02-01 5 N/A 104220.00 869.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B3S3 2046-05-01 3 N/A 6000.00 696.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KMQ7 2033-02-15 6 N/A 84000.00 308.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418A6G8 2044-01-01 4.5 N/A 4000.00 354.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDJ4 2035-04-15 5 N/A 22500.00 296.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211D2R0 2029-08-15 7 N/A 25000.00 12.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295FHX5 2037-05-15 6 N/A 60000.00 490.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUT4 2038-07-20 5.5 N/A 102000.00 1099.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404RAB3 2030-04-01 8.5 N/A 105000.00 245.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405AU68 2034-06-01 5 N/A 10000.00 38.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGQ8 2030-04-20 7 N/A 170526.00 28.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HPA7 2031-10-01 7 N/A 3000.00 0.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJE38 2027-01-01 4.5 N/A 1994.00 0.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291XBP3 2035-05-15 5 N/A 33000.00 556.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VLG5 2029-11-01 6 N/A 15000.00 10.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DWU9 2036-11-01 5.5 N/A 2000.00 12.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AX44 2040-12-01 4.5 N/A 6000.00 235.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BSF6 2032-02-15 7.5 N/A 109696.00 108.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KRV2 2036-05-15 5 N/A 14168.00 361.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388CFL9 2031-08-01 6 N/A 3667.00 3.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FL95 2040-11-20 3.5 N/A 12500.00 631.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 2550.00 178.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HN84 2031-09-01 7 N/A 5000.00 2.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DPE5 2031-08-20 7 N/A 118000.00 180.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389EFY6 2031-12-01 6 N/A 83000.00 460.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411JLH7 2037-02-01 5 N/A 8032.00 53.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292LEQ4 2042-02-01 3.5 N/A 4000.00 165.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QVG3 2034-12-01 6 N/A 33710.00 210.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDC1 2052-05-01 2.5 N/A 15000.00 9651.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2J1 2028-04-20 6.5 N/A 255500.00 82.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201VVX7 2033-09-15 4.5 N/A 171363.00 4274.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NVC9 2043-08-20 3 N/A 18000.00 1015.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y4KW8 2044-10-01 4 N/A 8000.00 627.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3W34 2050-10-01 2 N/A 23000.00 10031.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PXX35 2027-02-01 3.5 N/A 16000.00 3.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371K6D8 2033-05-01 6 N/A 20363.00 71.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CLH5 2047-06-01 4 N/A 7000.00 656.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FHN9 2040-07-20 4.5 N/A 5000.00 45.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200DHV8 2032-11-15 6 N/A 112000.00 618.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAB7 2029-01-20 7 N/A 138000.00 92.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200QQL1 2032-04-15 6 N/A 30343.00 72.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209UBR6 2029-09-15 7 N/A 145000.00 214.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401X6C6 2033-06-01 5 N/A 10000.00 20.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADWF1 2048-12-01 4.5 N/A 18256.00 1154.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292CPU2 2035-07-15 6 N/A 28571.00 489.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AVQC2 2041-10-01 4 N/A 1667.00 63.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291NPR6 2034-08-15 5.5 N/A 55000.00 567.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMSP9 2029-09-01 3.5 N/A 9000.00 336.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AUT2 2028-11-15 6 N/A 131690.00 34.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BMK9 2029-12-01 3.5 N/A 4000.00 240.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NA56 2032-03-15 7 N/A 60000.00 32.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHLU4 2046-07-01 3 N/A 1000.00 107.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2V3 2041-07-01 2 N/A 10000.00 5398.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202UCP6 2033-09-15 5 N/A 54000.00 261.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMWC3 2032-04-01 3.5 N/A 1000.00 82.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENP0 2037-06-20 6 N/A 50000.00 487.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207RZL2 2027-02-15 7.25 N/A 25000.00 1.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WRK0 2040-08-01 4.5 N/A 5000.00 103.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VQL9 2030-02-01 7 N/A 90333.00 38.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DVY4 2033-01-20 5 N/A 207484.00 1651.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416RRB1 2039-06-01 4.5 N/A 14000.00 143.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201V5Y4 2032-09-15 7 N/A 28604.00 38.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DN81 2035-05-01 3 N/A 1000.00 186.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7A1 2039-07-20 5 N/A 1045000.00 2580.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KL22 2037-04-15 6 N/A 65000.00 707.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402C4H2 2034-04-01 5.5 N/A 1528.00 8.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ETV1 2038-06-20 6 N/A 230000.00 475.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ECN7 2035-02-20 5 N/A 114000.00 1567.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUL1 2038-07-20 5.5 N/A 10000.00 27.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.5 N/A 1000.00 622.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HNYG1 2048-08-01 4 N/A 3000.00 186.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGN34 2036-02-01 3.5 N/A 19000.00 1629.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W1KQ9 2028-02-01 2.5 N/A 2000.00 24.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NMQ8 2028-09-20 4 N/A 40000.00 884.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208MZ24 2027-12-15 7 N/A 325400.00 35.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386CS52 2030-12-01 7 N/A 60000.00 40.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZK2 2028-02-20 6 N/A 62711.00 27.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209XHW3 2028-10-15 6.25 N/A 25000.00 47.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QVT5 2034-12-01 6.5 N/A 10000.00 78.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211CTJ1 2029-06-15 7 N/A 45000.00 123.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4G1 2039-04-20 4.5 N/A 16000.00 316.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HXB5 2033-06-01 5 N/A 14667.00 71.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BNN4 2037-10-01 6.5 N/A 3000.00 44.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KMD7 2037-05-20 5 N/A 25000.00 197.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNNW8 2052-03-01 2.5 N/A 2000.00 1207.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407FGD6 2035-07-01 5 N/A 2000.00 10.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DML3 2050-03-01 4 N/A 3000.00 406.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FRE8 2041-01-20 4.5 N/A 35000.00 377.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A97C2 2041-06-01 4.5 N/A 9000.00 469.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212M6E4 2031-11-15 6 N/A 100000.00 15.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ED63 2035-06-20 6 N/A 126050.00 1700.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ANDY6 2041-08-01 4 N/A 3000.00 114.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QTT8 2033-08-01 5.5 N/A 8000.00 82.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EE96 2035-09-20 5.5 N/A 259167.00 4212.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DDB4 2029-08-20 7.5 N/A 1023000.00 754.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209JMS7 2029-06-15 6.5 N/A 80000.00 41.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291GY34 2034-05-15 5.5 N/A 60110.00 1812.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRJ2 2032-01-20 7 N/A 35000.00 59.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ4X5 2048-09-01 4.5 N/A 1000.00 74.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEU9 2035-08-20 5 N/A 387187.00 5097.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202XGQ4 2036-09-15 6 N/A 45000.00 349.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SM81 2033-11-15 5 N/A 47000.00 325.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PXA97 2026-11-01 3 N/A 10000.00 17.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FWS8 2033-07-15 5 N/A 64000.00 549.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419ERZ4 2040-09-01 4.5 N/A 22500.00 892.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5U9 2039-06-20 5 N/A 10000.00 492.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFLC8 2045-09-01 3.5 N/A 1001.00 87.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BTN8 2028-11-20 7.5 N/A 75000.00 14.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200QW67 2032-01-15 6 N/A 772579.00 1520.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385W2D0 2033-03-01 6 N/A 12093.00 24.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GZ86 2028-09-01 6.5 N/A 1362641.00 461.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292LGX6 2036-04-15 6 N/A 67000.00 131.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CXH0 2034-01-01 6.5 N/A 2500.00 11.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TPZ6 2029-04-01 7.5 N/A 43000.00 4.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXB2 2033-04-20 5 N/A 197368.00 1530.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292J3S6 2036-01-15 5.5 N/A 25360.00 185.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419B7B5 2040-10-01 4 N/A 1000.00 28.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287TDJ1 2032-05-01 7 N/A 16000.00 84.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3 N/A 1000.00 170.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AN55 2026-08-15 7.5 N/A 25736.00 0.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KEA2 2035-06-15 6 N/A 25000.00 346.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KEK0 2035-06-15 6 N/A 109000.00 1246.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307EV27 2028-10-01 3.5 N/A 3000.00 131.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.5 N/A 1000.00 687.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.5 N/A 8000.00 5210.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BRU3 2027-04-01 3 N/A 3000.00 13.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LQRE6 2027-09-01 3 N/A 1000.00 7.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9V93 2050-06-01 3.5 N/A 1000.00 292.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DWE7 2033-02-20 5 N/A 498181.00 3007.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVD2 2027-04-20 7 N/A 462427.00 28.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201M5L2 2032-09-15 6 N/A 50000.00 126.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QK33 2049-06-01 6.109 N/A 80000.00 12197.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374GWA1 2027-12-01 7 N/A 68000.00 4.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPVE4 2052-07-01 4.5 N/A 5200.00 3718.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FCM6 2039-11-20 4 N/A 10000.00 392.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6G3 2028-11-20 6 N/A 1042308.00 794.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292CFR0 2035-10-15 5 N/A 113000.00 1958.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417TXW3 2039-12-01 5 N/A 1000.00 25.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410YT61 2036-10-01 6.5 N/A 7000.00 14.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.5 N/A 13000.00 6971.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3J2 2049-07-01 3.5 N/A 27000.00 2197.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2 N/A 1000.00 626.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209FDS5 2029-02-15 7 N/A 117500.00 107.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MVM2 2033-09-15 4.5 N/A 55860.00 648.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEF2 2035-07-20 4.5 N/A 32000.00 455.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ESE0 2038-04-20 7 N/A 12000.00 50.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5SH4 2038-01-01 6.5 N/A 22000.00 161.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CXM7 2035-10-15 4.5 N/A 32057.00 195.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391A6S3 2032-10-01 6 N/A 28000.00 8.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202SD88 2033-03-15 5.5 N/A 55980.00 36.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GMS6 2028-03-01 7 N/A 15000.00 3.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EFS3 2035-10-20 7 N/A 50000.00 2627.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DJ68 2034-06-01 4.5 N/A 7000.00 70.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YGJ29 2045-06-01 3.5 N/A 2000.00 144.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382SE64 2029-03-01 6 N/A 15000.00 5.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287MUA6 2032-01-01 6 N/A 75000.00 32.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AFC7 2027-05-01 3 N/A 4000.00 18.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201J5U9 2032-12-15 6 N/A 201000.00 169.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CVF4 2035-08-15 5.5 N/A 35375.00 258.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ESA5 2032-01-15 6 N/A 153745.00 436.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A7FZ6 2041-02-01 4.5 N/A 23500.00 679.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GXH4 2028-11-01 6 N/A 65000.00 21.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292G2K1 2029-06-01 7 N/A 5000.00 1.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMA4 2037-02-20 5.5 N/A 19166.00 179.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FFR9 2032-11-15 5.5 N/A 61565.00 1206.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208MZD0 2027-11-15 7 N/A 95000.00 15.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388K2H4 2031-11-01 6.5 N/A 40600.00 58.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296BJ52 2038-04-15 5.5 N/A 50000.00 446.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGQ6 2036-01-20 5.5 N/A 75000.00 829.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387VPV5 2031-08-01 6.5 N/A 18000.00 25.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RWU3 2033-08-15 5 N/A 41158.00 63.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LH25 2040-05-15 5 N/A 15000.00 240.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407JDK5 2036-10-01 6.5 N/A 29000.00 105.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EP86 2037-11-20 5 N/A 49000.00 173.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGG65 2046-01-01 3.5 N/A 4000.00 422.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380FQ38 2028-08-01 6 N/A 60688.00 158.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBF8 2049-04-01 3.5 N/A 2000.00 136.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MC35 2033-03-15 6 N/A 100000.00 115.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AEG9 2027-04-01 3.5 N/A 5000.00 24.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A5V8 2028-09-15 6 N/A 34000.00 28.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KV7K5 2037-09-01 6 N/A 70000.00 176.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RSJ2 2032-02-15 6.5 N/A 25000.00 144.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ6M0 2052-09-01 4.5 N/A 29000.00 19958.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SDM6 2031-03-20 3.5 N/A 16000.00 1387.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211CXU1 2029-05-15 6.5 N/A 200000.00 287.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400EA83 2034-01-01 5.5 N/A 1600.00 10.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200D2U6 2032-12-15 6 N/A 60000.00 227.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296Y6E7 2038-12-15 7 N/A 210000.00 1946.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416QS97 2039-05-01 5 N/A 2000.00 57.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMRU9 2029-01-01 3.5 N/A 6000.00 196.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295WCY1 2038-07-15 6 N/A 25028.00 1696.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KRH2 2033-04-15 5.5 N/A 34000.00 89.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386TQM0 2031-05-01 6 N/A 34440.00 22.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTT8 2032-07-20 7 N/A 25000.00 30.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZF1 2033-09-20 5 N/A 228500.00 2477.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMC2 2031-03-20 7.5 N/A 145000.00 85.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RQZ9 2033-07-15 4.5 N/A 25035.00 576.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418VWV0 2040-06-01 5 N/A 5000.00 117.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SZU4 2037-05-15 5.5 N/A 100000.00 292.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413KYS4 2037-11-01 5.5 N/A 1000.00 2.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAY55 2051-01-01 4 N/A 1000.00 268.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KLF3 2036-11-15 6 N/A 15000.00 183.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJWV8 2045-08-01 3.5 N/A 3000.00 264.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETJ56 2045-10-01 4.5 N/A 12500.00 1476.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJXY1 2046-02-01 4 N/A 10465.00 918.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132L65V9 2045-05-01 4 N/A 4000.00 417.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXY4 2027-10-20 6.5 N/A 95408.00 6.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KXEX5 2037-10-01 6 N/A 80000.00 868.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SDX6 2033-11-20 6 N/A 45000.00 543.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LCD9 2033-09-01 5 N/A 7334.00 48.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200K3U9 2035-10-15 5 N/A 400000.00 3542.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEY1 2035-08-20 7 N/A 25000.00 214.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209PBT3 2028-07-15 7 N/A 50000.00 99.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETQJ8 2044-08-01 4.5 N/A 7100.00 713.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211ESS8 2029-06-15 6.5 N/A 60000.00 152.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DU66 2032-11-20 5 N/A 199667.00 1259.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211B2P8 2031-05-15 6.5 N/A 51000.00 71.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287YPC2 2032-09-01 7.5 N/A 497000.00 2549.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAM4 2034-03-01 4 N/A 4666.00 280.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390KRR1 2032-06-01 7.5 N/A 1074.00 2.04 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B1V7KEBTPIMZEU4LTD58 31416BN53 2036-07-01 5.5 N/A 6000.00 79.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKSG1 2032-03-01 3.5 N/A 3000.00 322.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209G2D8 2028-08-15 6.5 N/A 42000.00 14.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213GTE1 2031-10-15 7.5 N/A 70000.00 739.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGDL5 2045-12-01 4 N/A 12500.00 972.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414PZM4 2038-03-01 6 N/A 16907.00 68.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LJF7 2033-11-01 7 N/A 90500.00 513.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V4F9 2028-03-15 6.5 N/A 80000.00 21.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HJ71 2031-02-01 7.5 N/A 50000.00 6.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SWX1 2047-02-20 3.5 N/A 5000.00 551.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409WGV7 2036-08-01 6 N/A 18667.00 119.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201QV75 2032-09-15 6.5 N/A 25000.00 138.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PXT5 2036-09-01 6.5 N/A 8000.00 53.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201LH98 2034-10-15 6 N/A 62500.00 930.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B3T1 2046-05-01 3.5 N/A 1000.00 115.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208VXY6 2028-01-15 7 N/A 29499.00 4.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391PNB8 2032-09-01 6.5 N/A 31000.00 31.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418RP70 2040-04-01 5 N/A 2000.00 57.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVQ9 2038-08-20 6.5 N/A 21200.00 243.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DDN8 2029-09-20 7 N/A 590000.00 370.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGN3 2036-01-20 5 N/A 253394.00 3134.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200YPL5 2032-02-15 7 N/A 55324.00 1442.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SHP5 2037-01-15 5.5 N/A 14000.00 389.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410WTB4 2037-07-01 6 N/A 15000.00 140.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AJC4 2032-12-15 5 N/A 29521.00 482.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292J5V8 2036-11-01 6.5 N/A 3000.00 27.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HUP7 2033-02-01 5.5 N/A 20000.00 77.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QTS0 2044-11-20 3.5 N/A 7000.00 165.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KQZ4 2038-02-15 5.5 N/A 60289.00 591.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391RNA6 2032-12-01 6.5 N/A 24000.00 78.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295SXN1 2038-05-15 5.5 N/A 55000.00 1021.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKK6 2030-11-20 7 N/A 399500.00 186.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPA1 2037-08-20 6 N/A 45000.00 429.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWC9 2038-09-20 5 N/A 106750.00 1227.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209FPB9 2029-05-15 7 N/A 629000.00 263.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEQ7 2029-05-15 6 N/A 64000.00 100.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201CN34 2032-03-15 6.5 N/A 100000.00 306.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5R8 2034-05-20 5.5 N/A 88316.00 1066.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415AU82 2038-06-01 6 N/A 14500.00 210.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRE4 2050-07-01 4 N/A 1000.00 206.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5Q9 2048-12-01 5 N/A 2666.00 190.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FP67 2041-02-20 4 N/A 25000.00 1154.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXB4 2027-08-20 8 N/A 565000.00 74.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ECA5 2035-01-20 5.5 N/A 50000.00 675.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTQ4 2032-07-20 5.5 N/A 119000.00 782.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201APF9 2032-01-15 6 N/A 82145.00 271.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQK8 2037-12-20 5 N/A 56000.00 444.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMM8 2037-03-20 5 N/A 58750.00 514.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211EP51 2029-12-15 8 N/A 64486.00 477.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411S2T2 2037-03-01 5 N/A 2000.00 29.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X14D5 2028-08-01 2.5 N/A 9000.00 254.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYL9 2033-07-20 5.5 N/A 176500.00 1460.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5U0 2049-01-01 4.5 N/A 5000.00 264.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LUR5 2040-12-15 6 N/A 100000.00 2346.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJX70 2046-04-01 3 N/A 3000.00 355.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7M89 2050-05-01 3.5 N/A 3000.00 583.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MVP5 2033-09-15 5 N/A 25843.00 176.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371H4K1 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549300M8ZYFG0OCMTT87 36202DTE1 2032-06-20 6 N/A 369366.00 949.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QFZ8 2047-08-01 6.083 N/A 90000.00 8225.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BST6 2039-01-01 6.5 N/A 22000.00 165.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CUA0 2048-02-01 3.5 N/A 2000.00 233.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412XES9 2037-06-01 6 N/A 11000.00 97.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZ30 2028-03-20 6 N/A 65000.00 22.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390ABQ2 2032-06-01 6.5 N/A 53000.00 448.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CWA8 2033-04-01 3.5 N/A 1000.00 87.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292G5W2 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NATIONAL M 549300M8ZYFG0OCMTT87 36179SLR6 2046-09-20 3 N/A 6000.00 688.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HXL3 2033-06-01 6 N/A 48000.00 212.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCB5 2029-06-20 6 N/A 343500.00 541.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295PSE3 2037-09-15 6.5 N/A 17500.00 88.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7C35 2026-09-01 6.5 N/A 25000.00 1.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BHJ0 2030-01-15 6.5 N/A 50000.00 47.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MPGS8 2027-11-01 2.5 N/A 1000.00 17.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRY1 2026-10-20 7.5 N/A 160000.00 0.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 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208.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295MK99 2037-10-15 6 N/A 55000.00 964.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210ASL2 2028-10-15 7 N/A 25000.00 11.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJQ5 2030-09-20 7 N/A 258000.00 248.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200WDM0 2032-02-15 6 N/A 25000.00 90.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EH69 2036-05-20 6.5 N/A 90000.00 1214.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DWU1 2033-03-20 5 N/A 393464.00 2680.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201XCH9 2033-05-15 5.5 N/A 50000.00 403.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201CLM4 2032-01-15 6 N/A 110682.00 521.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RQ97 2033-07-15 5 N/A 35000.00 110.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BSK3 2035-07-01 3.5 N/A 7500.00 852.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292G6T8 2029-11-01 7.5 N/A 15000.00 7.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TL23 2029-01-01 8 N/A 136000.00 18.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A7F42 2039-08-15 5 N/A 25000.00 501.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RLF7 2031-12-15 6 N/A 25000.00 73.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295QPG9 2038-09-15 6.5 N/A 41084.00 161.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213TB36 2032-04-15 6 N/A 45507.00 150.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMA6 2031-03-20 6.5 N/A 573178.00 432.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MDKE2 2027-05-01 4 N/A 25000.00 3.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209PNM5 2028-10-15 6 N/A 420000.00 397.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296P5J7 2033-11-01 5 N/A 45000.00 355.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407FET3 2035-10-01 5 N/A 5000.00 37.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LJS9 2034-01-01 5.5 N/A 22422.00 139.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211CVB5 2029-10-15 7 N/A 29000.00 208.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBJ9 2029-04-20 6.5 N/A 1856000.00 1186.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FCQ7 2039-11-20 5.5 N/A 20000.00 693.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406MJA5 2035-05-01 6 N/A 4991.00 10.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QKX7 2051-05-01 6.131 N/A 50000.00 7029.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LUK0 2040-12-20 6 N/A 149000.00 2983.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LHD4 2034-01-01 5.5 N/A 8000.00 49.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294ULJ9 2036-09-15 7.5 N/A 48000.00 462.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XD95 2033-04-01 6 N/A 48000.00 99.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AQK51 2035-05-15 3.5 N/A 32500.00 639.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410FVW2 2037-02-01 5.5 N/A 30762.00 173.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYA3 2033-06-20 6.5 N/A 25667.00 84.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209N2T8 2029-03-15 6 N/A 84000.00 214.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KRB8 2029-06-15 7 N/A 150000.00 127.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292G6H3 2035-11-15 5.5 N/A 17000.00 1283.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTC5 2032-06-20 5 N/A 35000.00 325.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403BX65 2033-09-01 5.5 N/A 10000.00 84.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X3E32 2043-08-01 4 N/A 1000.00 55.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TVZ9 2029-07-01 7.5 N/A 92000.00 22.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRW5 2026-10-20 7 N/A 355000.00 19.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211C4C3 2029-08-15 7 N/A 75000.00 16.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208YYR4 2029-03-15 7 N/A 150000.00 141.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLV1 2031-02-20 7 N/A 138000.00 94.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CV27 2048-04-01 3.5 N/A 4000.00 465.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MK25 2042-07-20 4 N/A 45629.00 1318.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400M3R1 2033-02-01 6 N/A 40000.00 286.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDQ9 2035-05-20 5.5 N/A 30000.00 362.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 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56.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380BBN9 2028-07-01 6 N/A 190000.00 51.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SDJ3 2036-09-15 6.5 N/A 30000.00 143.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290WF56 2033-08-15 5 N/A 330407.00 3219.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KQE1 2038-01-15 6 N/A 40000.00 398.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW54 2038-10-20 6 N/A 1000.00 8.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6H9 2034-06-20 7 N/A 25000.00 69.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CSK0 2026-11-20 7.5 N/A 330500.00 7.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QW27 2033-07-15 5 N/A 327500.00 1990.90 Agency Mortgage-Backed 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549300M8ZYFG0OCMTT87 36202EJ26 2036-07-20 7 N/A 74000.00 918.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RLU1 2045-07-20 6 N/A 7000.00 519.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6U0 2034-07-20 5.5 N/A 105000.00 1076.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ6R6 2049-05-01 5 N/A 1000.00 104.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HLJY3 2048-08-01 4.5 N/A 6000.00 310.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295RRC4 2038-12-15 6.5 N/A 229297.00 1475.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KTE7 2033-04-15 5.5 N/A 27000.00 291.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AEK58 2040-02-20 4 N/A 42000.00 5309.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYC8 2046-05-01 3.5 N/A 27874.00 2649.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208TZY9 2028-02-15 6.5 N/A 38000.00 7.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BY93 2033-07-15 5.5 N/A 32000.00 196.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELK3 2036-12-20 5.5 N/A 30000.00 236.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374CM78 2038-10-01 6.5 N/A 61000.00 380.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CUL6 2028-02-01 3 N/A 4000.00 113.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287PC84 2032-02-01 6 N/A 7000.00 23.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJX39 2046-03-01 3 N/A 4246.00 509.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZJ1 2039-01-20 6.5 N/A 167000.00 2000.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208DUK9 2028-06-15 7 N/A 36000.00 14.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QYV7 2035-02-01 5.5 N/A 3000.00 19.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413JYR9 2037-10-01 6 N/A 10000.00 59.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HUQ5 2033-02-01 6 N/A 15000.00 61.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RVD8 2045-12-20 4.5 N/A 9666.00 688.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELY3 2037-01-20 7 N/A 75000.00 808.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AWYU1 2026-11-01 3.5 N/A 14001.00 13.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJ4P0 2039-06-01 5 N/A 2000.00 61.92 Agency Mortgage-Backed Securities 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549300M8ZYFG0OCMTT87 36202EHT9 2036-04-20 6 N/A 10000.00 116.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411RDS4 2037-04-01 5.5 N/A 14000.00 229.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416M4U5 2039-03-01 5 N/A 1000.00 3.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211NZZ4 2030-01-15 6 N/A 200000.00 16706.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DT50 2032-08-20 5.5 N/A 185030.00 1003.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M66H6 2039-01-01 5.5 N/A 5000.00 25.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQB0 2031-10-20 6.5 N/A 281566.00 343.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XK2K5 2052-04-01 3 N/A 5000.00 3536.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132Y23P9 2048-10-01 4 N/A 6000.00 382.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVE0 2027-04-20 7.5 N/A 625000.00 36.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9D25 2039-09-01 5 N/A 7000.00 158.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405SBM5 2035-04-01 6 N/A 1468.00 21.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3W9 2034-02-20 5 N/A 185500.00 1686.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJU24 2044-08-01 4.5 N/A 9500.00 515.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213DCX4 2031-10-15 6.5 N/A 33000.00 46.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WMCQ5 2047-04-01 4 N/A 15000.00 1426.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXA7 2033-05-01 4 N/A 3000.00 199.14 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B1V7KEBTPIMZEU4LTD58 31402BFL3 2033-07-01 5.5 N/A 5000.00 21.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXN9 2048-06-01 4 N/A 3000.00 227.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEG9 2029-05-15 6.5 N/A 25000.00 14.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411UKQ3 2037-04-01 5.5 N/A 10000.00 17.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XYDZ7 2048-04-01 4 N/A 8693.00 1373.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJXL9 2045-12-01 4 N/A 7000.00 645.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FQT3 2033-04-15 5.5 N/A 25000.00 64.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXP9 2038-11-20 6.5 N/A 1142000.00 2733.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201GA70 2032-11-15 6 N/A 75000.00 355.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JACX4 2049-02-01 3.5 N/A 1000.00 77.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209HQE8 2030-03-15 8 N/A 93179.00 255.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209XSM3 2028-10-15 6 N/A 37000.00 63.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HE46 2029-02-01 6.5 N/A 2933.00 1.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211HKG5 2029-09-15 7 N/A 134000.00 692.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DVM0 2032-12-20 5.5 N/A 390150.00 2070.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KNZ9 2029-04-15 7 N/A 25614.00 17.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYT1 2046-09-01 3 N/A 3000.00 426.65 Agency 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31385H2P6 2028-11-01 8 N/A 120000.00 37.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200K2B2 2033-01-15 6.5 N/A 72000.00 407.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW70 2038-10-20 7 N/A 11000.00 117.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210KL37 2029-04-15 6.5 N/A 35000.00 42.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CXP4 2048-06-01 4.5 N/A 1000.00 84.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410FSJ5 2036-12-01 6 N/A 23000.00 99.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DEU2 2049-08-01 4 N/A 6000.00 572.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LKY4 2034-02-01 5.5 N/A 10000.00 63.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4J5 2039-04-20 5.5 N/A 1000.00 17.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DM40 2031-05-20 6 N/A 215456.00 261.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQ20 2031-12-20 6.5 N/A 81000.00 127.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201DVW9 2033-09-15 5 N/A 105000.00 1873.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292DXR8 2036-12-15 5 N/A 100643.00 242.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9XG2 2043-12-01 4 N/A 3000.00 269.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4 N/A 10000.00 673.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RX81 2033-08-15 5 N/A 37034.00 476.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ER6D7 2032-02-01 3 N/A 8000.00 815.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DVX6 2032-12-20 4.5 N/A 125000.00 2565.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NRJ2 2034-04-15 5 N/A 75101.00 630.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412BFU1 2036-12-01 6 N/A 35000.00 100.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208YL23 2028-09-15 7.5 N/A 50000.00 21.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F3L8 2042-02-20 4 N/A 75000.00 732.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FM45 2040-12-20 4 N/A 213729.00 3118.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNK8 2052-12-20 7 N/A 10000.00 2174.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DFG9 2036-04-01 6.616 N/A 20000.00 261.03 Agency Mortgage-Backed Securities GOVERNMENT 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31404YAH5 2034-05-01 5 N/A 15000.00 214.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287YKA1 2032-09-01 6.5 N/A 44000.00 59.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410DV49 2036-08-01 6.5 N/A 21000.00 42.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZG9 2033-09-20 5.5 N/A 120328.00 1212.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYT4 2027-12-20 7 N/A 147500.00 25.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CWU3 2027-07-20 8 N/A 127500.00 9.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GAE3 2036-12-01 5 N/A 3000.00 24.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418PS71 2040-03-01 4.5 N/A 11500.00 298.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209GY27 2028-09-15 7.5 N/A 48540.00 200.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDQ8 2034-10-15 7 N/A 43431.00 353.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296UK66 2038-12-15 7 N/A 10000.00 64.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LCN0 2039-09-01 6 N/A 1000.00 14.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405V2P1 2034-11-01 5.5 N/A 10000.00 85.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3E2 2048-10-01 4.5 N/A 6000.00 448.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFX84 2045-11-01 3.5 N/A 1000.00 79.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTS0 2032-07-20 6.5 N/A 106523.00 262.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAN1 2029-02-20 6 N/A 185248.00 160.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QGY5 2033-07-15 5.25 N/A 50000.00 2008.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400B6H4 2033-02-01 5 N/A 15000.00 57.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FJL1 2040-08-20 4.5 N/A 32000.00 219.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294V6H8 2036-12-15 6 N/A 26000.00 226.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290TQQ5 2036-04-15 6.5 N/A 30000.00 122.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202WRQ4 2033-04-20 5.5 N/A 187000.00 231.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212M7M5 2032-01-15 6.5 N/A 48334.00 77.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJL4 2036-06-20 7 N/A 52000.00 718.57 Agency Mortgage-Backed Securities 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236.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5MF3 2037-04-01 2.5 N/A 1000.00 168.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXL2 2027-09-20 7 N/A 1130643.00 132.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5DM9 2036-12-01 5 N/A 13000.00 101.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200DTC7 2033-06-15 5.5 N/A 25862.00 513.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295UF55 2038-01-15 6.5 N/A 25000.00 48.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YTCG7 2045-06-01 4 N/A 4000.00 693.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDP1 2035-05-20 5 N/A 26000.00 297.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMPZ0 2027-07-01 2.5 N/A 1000.00 9.46 Agency Mortgage-Backed 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549300M8ZYFG0OCMTT87 36208T2Q2 2028-03-15 6.5 N/A 158547.00 47.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F2Q8 2041-12-20 6 N/A 55000.00 1401.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BNK0 2035-11-01 4.5 N/A 2000.00 22.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QYE5 2033-06-01 6.5 N/A 10000.00 50.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGE3 2035-12-20 6 N/A 22000.00 331.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408F6B0 2036-01-01 5 N/A 12984.00 63.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVR8 2045-01-01 3.5 N/A 13000.00 1011.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412LKH2 2037-05-01 5.5 N/A 26000.00 161.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213DGB8 2031-11-15 6.5 N/A 315310.00 492.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402BEH3 2033-06-01 5.5 N/A 16667.00 35.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412LJ84 2037-04-01 5.5 N/A 15000.00 84.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209BHT8 2029-02-15 6.5 N/A 785000.00 182.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202WLL1 2033-05-15 5.5 N/A 25000.00 145.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371M6N2 2037-01-01 6 N/A 107000.00 255.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XGS20 2044-02-01 3.5 N/A 1000.00 119.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJEV8 2036-08-01 6.5 N/A 10000.00 70.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296Q7B9 2034-07-20 6.5 N/A 90000.00 1490.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202SA73 2033-01-15 5.5 N/A 262000.00 564.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295YXZ1 2038-04-15 5 N/A 14000.00 135.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292J4R7 2036-01-15 6 N/A 75293.00 2164.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FZ33 2041-12-20 3.5 N/A 39000.00 1107.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FPC4 2041-01-20 4.5 N/A 25000.00 527.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409CV85 2036-05-01 5 N/A 19000.00 66.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BKX5 2029-09-15 6.5 N/A 337400.00 226.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HNG4 2038-09-01 6 N/A 136000.00 708.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WH5N1 2046-11-01 3 N/A 1000.00 169.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPV4 2031-10-15 6 N/A 38000.00 97.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295UD65 2037-12-15 5.5 N/A 25000.00 435.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MCE5 2035-06-01 5 N/A 6577.00 48.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QD40 2038-04-20 5.5 N/A 2000.00 106.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176UZT5 2042-08-15 4 N/A 28000.00 2155.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HSN6 2032-05-01 7.5 N/A 64000.00 181.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DL90 2031-03-20 6 N/A 723377.00 871.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BBD9 2028-12-15 7.5 N/A 1919000.00 233.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HVG0 2029-08-01 6.5 N/A 5000.00 2.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292SCG3 2045-02-01 4 N/A 28000.00 1156.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KEC68 2036-06-01 6 N/A 50000.00 590.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294RW47 2037-09-15 6 N/A 25000.00 295.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2 N/A 5000.00 2243.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DCX8 2049-06-01 3 N/A 4000.00 358.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVF3 2038-08-20 5 N/A 73000.00 412.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EF47 2052-06-01 5 N/A 20000.00 12160.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312938SY0 2040-01-01 4 N/A 1129.00 38.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKN8 2036-09-20 7 N/A 208000.00 1497.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V4H5 2028-03-15 6 N/A 40000.00 49.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HC78 2028-08-01 8.5 N/A 215000.00 19.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410CXA5 2036-07-01 6.5 N/A 49000.00 320.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210GE26 2029-09-15 7.5 N/A 26000.00 37.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208WBE2 2028-05-15 6.5 N/A 144000.00 47.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LRR2 2034-05-01 6.5 N/A 7000.00 83.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELU1 2037-01-20 5 N/A 15000.00 94.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290YF86 2033-10-15 6 N/A 25000.00 26.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWAG8 2050-11-01 2.5 N/A 6000.00 2388.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJWC0 2045-05-01 4 N/A 6000.00 430.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MYU1 2033-10-15 6 N/A 431250.00 1190.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287MQ60 2031-12-01 6.5 N/A 18000.00 24.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292HR96 2035-10-15 5 N/A 37365.00 136.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210PQ23 2031-06-15 6.5 N/A 40000.00 344.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418APD4 2027-12-01 3 N/A 8000.00 134.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291K5U7 2034-07-15 5.5 N/A 70000.00 200.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKT8 2050-01-01 3 N/A 1000.00 161.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZC1 2033-08-01 3.5 N/A 3000.00 183.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201LU44 2032-07-15 7 N/A 25000.00 48.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MWJ2 2036-07-01 6 N/A 5000.00 19.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W1SQ1 2043-02-01 3 N/A 1000.00 228.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417ASD2 2041-12-01 4 N/A 14999.00 563.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4 N/A 2000.00 1418.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJLY2 2038-09-01 6.5 N/A 1000.00 34.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AHXV3 2041-06-01 4.5 N/A 4000.00 232.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210CVN0 2029-05-15 6 N/A 52000.00 183.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ES91 2038-05-20 5.5 N/A 290000.00 3113.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZY0 2033-10-20 5.5 N/A 138406.00 1378.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNY3 2031-07-20 6.5 N/A 523000.00 626.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371J5A8 2031-06-01 6.5 N/A 75000.00 38.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 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380.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BLK0 2044-11-01 4.5 N/A 1000.00 57.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202VXE6 2034-05-15 5 N/A 25000.00 471.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335BW77 2041-06-01 5.5 N/A 3000.00 691.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 3000.00 2115.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KE53 2035-07-20 6 N/A 30000.00 432.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EM6F3 2044-05-01 4.5 N/A 6780.00 249.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPEQ3 2039-10-01 6 N/A 1000.00 87.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HQN7 2032-05-01 6 N/A 20000.00 40.22 Agency Mortgage-Backed Securities 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2031-07-15 7 N/A 207901.00 174.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FP91 2039-06-20 4.5 N/A 50000.00 506.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MAFA2 2045-03-01 3.5 N/A 27000.00 3134.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291ASW0 2033-10-15 6 N/A 40000.00 319.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291RW57 2035-02-15 5 N/A 66006.00 935.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CYK2 2034-04-01 5 N/A 20835.00 142.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVZ3 2027-05-20 7.5 N/A 162500.00 8.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213QXN4 2031-06-15 6.5 N/A 165825.00 218.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMC0 2037-02-20 6.5 N/A 27500.00 334.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201J2R9 2032-02-15 7.5 N/A 75000.00 1425.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414QXE2 2038-04-01 5 N/A 11000.00 184.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UV56 2031-07-15 6 N/A 130433.00 277.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391LH73 2033-01-01 6 N/A 72000.00 946.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KF96 2030-03-15 8.5 N/A 25307.00 13.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGN6 2049-10-01 4 N/A 3000.00 377.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DUU3 2032-10-20 5.5 N/A 429789.00 1800.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NAN7 2032-02-15 6.5 N/A 51054.00 119.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213AAC8 2032-02-15 6.5 N/A 105000.00 743.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287LR53 2031-12-01 5.5 N/A 34000.00 45.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQY0 2031-12-20 5.5 N/A 249214.00 952.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CJV9 2038-11-01 6 N/A 58000.00 523.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KK31 2036-09-15 5 N/A 81874.00 1421.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200B5G8 2032-12-15 6 N/A 63275.00 119.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ARBM2 2035-04-20 6 N/A 35000.00 460.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9T94 2048-09-01 4 N/A 1000.00 68.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410K7M0 2039-10-01 6.5 N/A 25000.00 311.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KAN4 2037-10-01 6.5 N/A 91000.00 453.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7WL5 2033-01-01 3.5 N/A 1000.00 125.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UZ45 2033-10-15 5 N/A 31000.00 725.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NR72 2048-02-01 6.5 N/A 25000.00 296.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296MC49 2033-08-01 5 N/A 4400.00 50.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JCH9 2028-12-15 6 N/A 100000.00 63.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Q6U0 2035-12-20 6 N/A 15000.00 964.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400DYE6 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103377.00 1741.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384WLM0 2031-05-01 6 N/A 251000.00 138.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406V4B9 2035-06-01 5.5 N/A 13000.00 66.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CU61 2032-05-20 5.625 N/A 500050.00 940.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AVA3 2043-07-01 3.5 N/A 8000.00 1224.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KKK6 2032-01-01 6 N/A 22000.00 27.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZH7 2033-09-20 6 N/A 160108.00 1516.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELFL2 2028-02-01 3.5 N/A 8000.00 18.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXT3 2033-05-20 5.5 N/A 185000.00 1250.12 Agency 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJ85 2030-10-20 7.5 N/A 25000.00 11.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CM84 2047-07-01 3 N/A 1000.00 154.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B6G6 2046-07-01 3 N/A 1000.00 137.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213Y6A5 2031-12-15 6 N/A 45000.00 143.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6K6 2050-07-01 3 N/A 1000.00 250.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BMZ8 2031-04-15 6.5 N/A 302000.00 334.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EV89 2038-09-20 6 N/A 1646232.00 630.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213VSJ8 2032-01-15 6 N/A 25000.00 153.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EAZ2 2034-10-20 5.5 N/A 118000.00 1350.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31383B3T2 2029-05-01 6 N/A 15000.00 16.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZG2 2048-08-01 3.5 N/A 4000.00 346.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415BPS2 2038-04-01 5 N/A 11000.00 28.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410WW87 2037-11-01 5.5 N/A 4500.00 25.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292ESD3 2035-07-15 4.5 N/A 83395.00 3301.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NAM9 2032-02-15 6 N/A 120127.00 527.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAR2 2029-02-20 7 N/A 249432.00 96.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415XER8 2038-10-01 6 N/A 29500.00 27.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412LZC7 2037-10-01 6.5 N/A 79500.00 767.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJLD0 2039-02-01 5 N/A 18334.00 183.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBX8 2029-05-20 6.5 N/A 652000.00 467.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292AXB9 2035-10-15 5.5 N/A 235000.00 1222.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HWP9 2029-07-01 7 N/A 12000.00 6.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329QWF4 2049-05-01 4 N/A 11000.00 798.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BED6 2029-04-15 6.5 N/A 529000.00 273.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJU22 2047-01-01 4.5 N/A 4000.00 376.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENQ69 2042-01-01 4.5 N/A 1000.00 61.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D4N8 2034-03-20 5 N/A 76000.00 780.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292NHD5 2036-03-15 5 N/A 12632.00 332.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBJQ2 2049-07-01 4 N/A 2000.00 211.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUV9 2038-07-20 6.5 N/A 40000.00 372.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNK3 2031-06-20 6 N/A 436750.00 789.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KXM1 2038-10-01 6.5 N/A 120000.00 776.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417AX38 2042-01-01 3.5 N/A 2000.00 107.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ANC84 2041-08-01 4.5 N/A 2000.00 52.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NNE4 2043-09-20 5.5 N/A 10000.00 443.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292LBX1 2036-03-15 6 N/A 90746.00 644.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KLT6 2032-03-01 6 N/A 35399.00 67.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291R3A8 2035-04-15 5 N/A 48651.00 1719.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A3K4 2028-05-15 6.5 N/A 48312.00 14.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSA0 2032-03-20 5.5 N/A 103000.00 219.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EN7G8 2044-11-01 4.5 N/A 3000.00 230.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6V8 2034-07-20 6 N/A 162000.00 1322.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EP94 2037-11-20 5.5 N/A 147000.00 1190.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EM97 2037-05-20 5 N/A 73500.00 817.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290YUN6 2033-10-15 6 N/A 32000.00 87.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FDW3 2040-01-20 4.5 N/A 10000.00 335.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380XCL4 2028-12-01 6 N/A 65000.00 106.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179N2N7 2043-12-20 5.5 N/A 2000.00 96.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KUY2 2038-09-15 5.5 N/A 15000.00 151.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GSK3 2027-05-01 7 N/A 54000.00 3.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209JKD2 2028-12-15 6.5 N/A 25000.00 79.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M7CD5 2042-10-01 3.5 N/A 2500.00 289.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CS54 2048-01-01 4 N/A 8750.00 1011.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PPG2 2036-08-01 6 N/A 44205.00 367.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RDF3 2035-04-01 6 N/A 26460.00 169.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BGW2 2029-11-15 7 N/A 365000.00 289.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BZZ4 2033-06-15 6.5 N/A 150001.00 502.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELW7 2037-01-20 6 N/A 90000.00 865.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WW2F5 2043-06-01 4 N/A 1000.00 73.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C4R1 2028-08-20 7.5 N/A 157400.00 33.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DV32 2033-01-20 6 N/A 68000.00 350.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HRF4 2032-03-01 5.5 N/A 52000.00 78.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCD1 2029-06-20 7 N/A 246987.00 180.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KZB0 2032-12-01 6 N/A 14000.00 49.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3L7 2049-07-01 4 N/A 5000.00 466.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6X8 2050-08-01 4 N/A 1000.00 187.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XEC7 2033-06-01 5.5 N/A 6000.00 21.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179N5Y0 2044-02-20 5 N/A 40000.00 1851.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211JLG0 2029-07-15 6.5 N/A 25000.00 48.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208QYV2 2029-02-15 6 N/A 40000.00 58.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408C4D5 2035-12-01 5.5 N/A 13000.00 142.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRW4 2050-08-01 2 N/A 5000.00 2116.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2E99 2042-02-15 5 N/A 50000.00 3320.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRK1 2037-10-01 6.5 N/A 42000.00 256.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BE61 2029-06-15 5.5 N/A 45359.00 32.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411X2D6 2037-05-01 5.5 N/A 6000.00 58.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DM65 2031-05-20 7 N/A 50000.00 60.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385WZT9 2033-01-01 6.5 N/A 42000.00 39.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414GEN5 2038-01-01 6.5 N/A 4000.00 61.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PXTU0 2027-01-01 3.5 N/A 1000.00 1.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YJJ7 2029-12-01 4.5 N/A 30000.00 301.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2H47 2041-03-15 6 N/A 5000.00 241.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QYG0 2045-01-20 3.5 N/A 30000.00 641.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.5 N/A 24500.00 2699.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201KK47 2032-05-15 7 N/A 100000.00 282.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXM6 2038-11-20 5.5 N/A 242000.00 299.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNW7 2031-07-20 5.5 N/A 52168.00 305.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B2V9 2033-12-15 6 N/A 355829.00 2842.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FX68 2041-10-20 4 N/A 18000.00 197.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410K5J9 2038-10-01 6.5 N/A 14000.00 142.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200Q3U6 2035-09-15 4.5 N/A 45000.00 368.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GLDQ4 2041-12-01 3.5 N/A 1000.00 111.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TW21 2029-07-01 6.5 N/A 35000.00 20.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202X4V6 2033-07-15 5.5 N/A 50000.00 598.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BAM0 2028-11-15 6.5 N/A 125000.00 61.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVC3 2050-12-01 2.5 N/A 2994.00 1253.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9U62 2033-07-01 3.5 N/A 14000.00 980.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AWBD4 2026-11-01 3 N/A 1000.00 1.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HRA5 2032-04-01 7 N/A 32000.00 28.35 Agency Mortgage-Backed Securities FEDERAL 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549300M8ZYFG0OCMTT87 36202DHV6 2030-07-20 7 N/A 225000.00 74.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335BEE2 2041-05-01 5 N/A 3000.00 533.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200M3J0 2033-11-15 5 N/A 42000.00 654.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291SQC7 2034-11-15 5.5 N/A 61000.00 241.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJX8 2036-07-20 5.5 N/A 42000.00 438.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208WDX8 2028-06-15 6.5 N/A 155000.00 29.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UWX4 2031-12-15 6 N/A 100000.00 641.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387HVY3 2031-05-01 6.5 N/A 5000.00 4.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSG8 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJFJ4 2036-12-01 6 N/A 5000.00 37.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419ADK0 2038-02-01 5.5 N/A 4000.00 62.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KLS8 2032-03-01 5.5 N/A 50000.00 110.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCG75 2034-11-01 3.5 N/A 13000.00 2410.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GQ22 2037-08-01 6.5 N/A 58000.00 426.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371J7A6 2031-07-01 6.5 N/A 5000.00 3.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291YHE0 2036-06-15 6 N/A 50000.00 374.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SPC5 2037-02-15 5.5 N/A 25000.00 55.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXR7 2033-05-20 4.5 N/A 236508.00 2418.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407HTA4 2036-02-01 6 N/A 30000.00 184.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402TWC5 2033-09-01 5.5 N/A 3667.00 29.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FLA9 2033-01-15 6 N/A 35407.00 194.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NBQ3 2034-01-15 6 N/A 75625.00 781.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5FG9 2047-02-01 4 N/A 10500.00 1251.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJX62 2046-03-01 4.5 N/A 6000.00 484.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDP6 2053-08-20 7.5 N/A 25000.00 5044.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 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2037-04-01 5 N/A 5000.00 41.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297DPH4 2039-05-15 5 N/A 25000.00 144.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A9T23 2032-09-01 3 N/A 4000.00 385.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KLV1 2032-02-01 7 N/A 10000.00 12.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A2JL4 2040-12-01 4.5 N/A 8667.00 402.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KT92 2032-09-01 5.5 N/A 23000.00 48.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9P48 2040-08-01 5.5 N/A 3000.00 120.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211PHU0 2030-01-15 8 N/A 35098.00 495.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387UDK4 2030-07-01 6 N/A 130416.00 761.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZL0 2028-02-20 6.5 N/A 237525.00 75.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414NHM9 2039-02-01 4.5 N/A 2000.00 18.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GSRX2 2047-10-01 3.5 N/A 2000.00 274.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DS36 2032-05-20 6 N/A 964522.00 2176.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MFGY7 2042-11-01 3.5 N/A 1000.00 210.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBF2 2039-07-20 3.5 N/A 25000.00 589.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E8QD7 2027-02-01 3 N/A 1000.00 7.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412MDX3 2037-12-01 6 N/A 42000.00 30.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412SZA6 2038-03-01 5 N/A 8000.00 35.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J7ZJ4 2043-03-01 3.5 N/A 2167.00 322.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413AJF1 2037-07-01 6 N/A 8000.00 62.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201JFC8 2032-05-15 6 N/A 40552.00 205.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MLB1 2035-12-01 5.5 N/A 42047.00 324.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HKP7 2029-06-01 6 N/A 10000.00 4.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NWX9 2038-06-01 5.5 N/A 6000.00 49.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HN27 2031-08-01 7 N/A 5000.00 1.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209A2T6 2031-04-15 6.5 N/A 160000.00 399.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EL80 2037-02-20 4.5 N/A 13988.00 498.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31346Y6S7 2049-12-01 3 N/A 2000.00 367.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ6J4 2049-04-01 4 N/A 8000.00 534.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409JDG2 2036-05-01 6 N/A 10000.00 94.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DTM4 2035-10-01 2 N/A 2000.00 686.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MLBY9 2042-12-01 4 N/A 2000.00 196.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A8RD0 2041-03-01 4 N/A 4030.00 198.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W14A2 2028-02-01 2.5 N/A 1000.00 23.56 Agency 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2029-08-15 7 N/A 275000.00 230.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KAT5 2033-09-15 7.5 N/A 25000.00 274.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLX7 2031-02-20 8 N/A 50012.00 31.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UY79 2033-05-15 5 N/A 25000.00 324.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NCS5 2028-05-20 2.5 N/A 20000.00 467.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VLH3 2029-11-01 6.5 N/A 68000.00 16.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTA1 2026-12-20 8.5 N/A 170000.00 1.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209KYN2 2028-05-15 6.75 N/A 203000.00 69.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EAL3 2034-09-20 6 N/A 119000.00 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V6R1 2028-04-15 7 N/A 50000.00 12.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7MV5 2039-06-01 4.5 N/A 5000.00 50.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQJ98 2052-05-01 3.5 N/A 18000.00 12196.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENYB9 2029-12-01 4 N/A 2000.00 17.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD7L6 2034-03-01 3.5 N/A 2000.00 141.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E0RS0 2041-12-01 4.5 N/A 3000.00 109.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SQ26 2046-11-20 5.5 N/A 9000.00 1061.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389TS52 2032-07-01 6 N/A 125000.00 80.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NDH8 2043-05-20 3 N/A 29000.00 1429.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295NJB4 2035-11-15 5 N/A 25000.00 156.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EVJC2 2046-02-01 3.5 N/A 1000.00 102.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9H89 2048-07-01 4.5 N/A 3000.00 239.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KFF2 2028-11-15 6.5 N/A 42651.00 32.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FG26 2040-06-20 6 N/A 25000.00 512.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387TAW4 2031-10-01 6.5 N/A 1000.00 4.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MDS3 2035-08-01 5 N/A 9000.00 50.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386F6B6 2031-02-01 6 N/A 367336.00 68.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RYA4 2031-12-15 6.5 N/A 96000.00 105.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FMW3 2040-10-20 3 N/A 70000.00 6457.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MCY4 2042-05-20 3 N/A 15000.00 1090.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312938K51 2039-12-01 4.5 N/A 7999.00 120.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296DET1 2038-08-15 6.5 N/A 25000.00 187.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PTH6 2036-09-01 6 N/A 8000.00 35.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4W51 2049-08-01 3.5 N/A 1000.00 119.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERJD3 2031-08-01 3.5 N/A 1000.00 73.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NDW5 2043-04-20 6 N/A 15000.00 574.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400BWY8 2033-02-01 5.5 N/A 5535.00 6.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVF7 2027-04-20 8 N/A 297000.00 12.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CQA5 2047-10-01 3.5 N/A 4750.00 513.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HAA2 2029-12-01 8 N/A 270000.00 74.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5K1 2039-05-20 6.5 N/A 50000.00 874.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291GYC4 2034-05-15 5 N/A 50000.00 385.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417DPX5 2042-10-01 3 N/A 6000.00 946.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJR3 2030-09-20 7.5 N/A 346000.00 143.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWW5 2038-10-20 6.5 N/A 1762667.00 522.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BQN8 2029-04-15 6 N/A 25639.00 705.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201EM31 2032-02-15 5.5 N/A 218842.00 737.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HNV1 2040-05-01 4.5 N/A 6000.00 147.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400HE25 2032-12-01 6 N/A 12333.00 23.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TG90 2047-09-20 6 N/A 1000.00 108.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7A97 2038-12-01 5 N/A 20000.00 149.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RVE6 2045-12-20 5 N/A 27000.00 2379.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6M0 2028-11-20 7.5 N/A 125000.00 16.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AY79 2028-03-15 6.5 N/A 225000.00 77.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJGP9 2037-06-01 6 N/A 18342.00 95.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BBT4 2028-12-15 7 N/A 37000.00 7.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKB4 2036-08-20 6 N/A 51000.00 354.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K3AY8 2050-01-01 4 N/A 7000.00 1232.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F4B9 2038-10-20 6.5 N/A 14000.00 295.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JHW1 2031-03-15 6 N/A 25002.00 96.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AZG5 2029-01-15 6 N/A 129000.00 150.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CR97 2047-12-01 4 N/A 3750.00 430.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211LUW0 2029-12-15 7.5 N/A 25000.00 85.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7CA5 2049-03-01 4 N/A 12500.00 1711.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MNC0 2042-09-20 3.5 N/A 33000.00 1019.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZN6 2028-02-20 7.5 N/A 427610.00 32.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402BV27 2033-08-01 5 N/A 5000.00 59.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200N4H1 2034-10-15 6 N/A 43196.00 325.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMT5 2031-04-20 7.5 N/A 50000.00 59.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213TFS7 2032-11-15 6 N/A 139972.00 380.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MCK6 2032-03-15 6 N/A 25000.00 75.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XLPA4 2029-03-01 3.5 N/A 1000.00 27.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200TQM3 2033-08-15 5 N/A 35000.00 1559.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4M3 2048-11-01 5 N/A 1000.00 72.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296DKZ0 2038-10-15 5 N/A 25000.00 471.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381B2H1 2028-12-01 6 N/A 32732.00 13.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M87G3 2041-11-01 4.5 N/A 3000.00 184.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213C5L0 2031-09-15 7 N/A 40000.00 57.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AD96 2042-03-01 3.5 N/A 1000.00 71.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210XXV4 2029-06-15 7 N/A 40064.00 72.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNM9 2031-06-20 7 N/A 80000.00 99.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MNZC7 2027-12-01 3 N/A 2000.00 22.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CR21 2026-10-20 8 N/A 408000.00 3.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374CNV4 2037-08-01 5.5 N/A 61500.00 1766.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207E7F5 2027-10-15 7 N/A 50811.00 9.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYG9 2046-06-01 3 N/A 2000.00 267.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945CB2 2041-01-01 4.5 N/A 24000.00 1329.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPD5 2037-08-20 7.5 N/A 55000.00 89.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZ45 2047-05-01 4 N/A 2000.00 187.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202TP91 2036-06-15 6 N/A 40576.00 415.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5P1 2048-12-01 4.5 N/A 6000.00 380.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXTY6 2036-09-01 6.5 N/A 19000.00 98.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CYY0 2035-11-15 5 N/A 10000.00 115.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KSC6 2032-07-01 5.5 N/A 54000.00 410.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407Y7E3 2035-11-01 6 N/A 38000.00 216.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M0XQ8 2042-08-01 4.5 N/A 3249.00 366.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3J8 2034-01-20 6 N/A 147500.00 1488.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKX6 2036-10-20 6 N/A 101000.00 848.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DPX1 2036-08-01 6.5 N/A 32000.00 152.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294UAR3 2036-10-15 6 N/A 50000.00 782.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DHK0 2030-06-20 7.5 N/A 222000.00 92.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEV6 2029-06-15 6.5 N/A 3866.00 3.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BC71 2029-03-15 6 N/A 525000.00 360.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LDF3 2033-08-01 6 N/A 10000.00 40.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291AVB2 2033-10-15 5 N/A 45000.00 193.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DES7 2049-08-01 3 N/A 5000.00 497.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HJ70 2031-06-01 6 N/A 36668.00 22.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKX8 2030-12-20 7 N/A 75000.00 44.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295KGC1 2038-02-15 5 N/A 76000.00 1042.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGS9 2040-06-20 4.5 N/A 290000.00 9162.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416NYW6 2039-03-01 4.5 N/A 3000.00 109.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMN6 2037-03-20 5.5 N/A 40680.00 366.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EH7L0 2039-10-01 6.5 N/A 26000.00 630.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389SU28 2032-02-01 6 N/A 50000.00 67.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UPE6 2049-03-20 6 N/A 18000.00 1721.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EGCB8 2041-04-01 4.5 N/A 37000.00 1562.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296CWD8 2038-06-15 5.5 N/A 50000.00 179.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB43 2034-05-01 3.5 N/A 1000.00 76.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BFU7 2029-08-15 7.5 N/A 42000.00 7.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VR69 2050-08-20 2.5 N/A 15000.00 4343.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297ARW5 2039-04-20 5.5 N/A 15000.00 1334.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KXP7 2033-06-15 5.5 N/A 240000.00 623.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CSM6 2026-11-20 8 N/A 160000.00 0.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292CFL3 2035-10-15 5.5 N/A 30000.00 193.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209UNS1 2028-08-15 6.5 N/A 25000.00 12.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NNF1 2034-07-20 6 N/A 35000.00 1825.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202SWP9 2033-08-15 5 N/A 45000.00 409.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJUZ1 2044-08-01 3.5 N/A 2021.00 139.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUU1 2038-07-20 6 N/A 25000.00 255.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C6A7 2049-01-01 4.5 N/A 1000.00 56.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZA0 2039-01-20 6 N/A 51000.00 128.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414USX7 2038-03-01 5 N/A 1000.00 7.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XTAS4 2044-06-01 4 N/A 4500.00 523.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201NFT2 2032-06-15 6.5 N/A 25000.00 52.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X7DH3 2043-08-01 4 N/A 1667.00 267.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KQT7 2033-04-15 5.5 N/A 30000.00 229.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6F5 2028-11-20 5.5 N/A 65000.00 128.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292GBR5 2036-10-15 6 N/A 50000.00 752.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJWW6 2045-08-01 4 N/A 4500.00 352.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201QUV3 2032-05-15 7 N/A 25000.00 88.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209JMM0 2029-05-15 7 N/A 50000.00 86.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE55 2052-07-01 4 N/A 1000.00 689.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BGJ8 2029-05-15 7 N/A 97000.00 44.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.5 N/A 8000.00 727.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LPP8 2034-05-01 5 N/A 19686.00 163.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UKX7 2031-07-15 6 N/A 25000.00 149.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381C5S2 2028-11-01 7.5 N/A 26000.00 0.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CND2 2047-08-01 3.5 N/A 3100.00 314.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381BUB3 2028-12-01 6 N/A 90100.00 34.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4K2 2039-04-20 6 N/A 260250.00 3034.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FQW6 2033-04-15 6 N/A 30000.00 132.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJZ3 2036-07-20 6.5 N/A 90000.00 953.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RFV6 2035-06-01 5 N/A 51000.00 409.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403NF69 2033-11-01 6.5 N/A 87004.00 328.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPH5 2031-07-15 7 N/A 24140.00 20.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412Q6K0 2040-02-01 4.5 N/A 5000.00 106.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210XUE5 2029-03-15 6.25 N/A 125000.00 80.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2AN2 2042-01-15 4.5 N/A 29000.00 696.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KQB96 2037-04-01 5.5 N/A 33000.00 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Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KE5E9 2036-09-01 6 N/A 100000.00 321.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292LEX8 2036-06-15 6 N/A 37000.00 524.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RGR7 2032-07-15 6 N/A 25000.00 34.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBX6 2034-12-20 6.5 N/A 45250.00 444.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210NYA1 2029-02-15 6 N/A 50125.00 135.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410V7B0 2037-02-01 5 N/A 3000.00 11.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201CLT9 2032-01-15 6 N/A 47000.00 126.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412LWS5 2037-09-01 6.5 N/A 2000.00 25.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XBD8 2033-05-01 6 N/A 24000.00 48.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2U4 2033-12-20 5 N/A 273051.00 2681.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389L2Y4 2032-04-01 6.5 N/A 14001.00 84.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BJB5 2030-04-15 8 N/A 33500.00 13.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTR2 2032-07-20 6 N/A 584095.00 1529.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A4U8 2029-02-15 6.5 N/A 37216.00 6.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGG1 2034-10-01 3 N/A 5000.00 549.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y9SW9 2045-03-01 3.5 N/A 11000.00 830.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBF5 2034-11-20 6 N/A 106300.00 1494.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D7G0 2034-08-20 5 N/A 224605.00 2277.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPY8 2031-09-15 8 N/A 40000.00 34.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KBZ0 2034-08-15 6 N/A 98468.00 967.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGT7 2040-06-20 5 N/A 127000.00 539.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UW63 2032-01-15 6 N/A 60335.00 69.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETK96 2046-05-01 4.5 N/A 3000.00 232.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138L6D47 2029-02-01 4.17 N/A 20000.00 16827.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201Q6N8 2032-09-15 6 N/A 215000.00 248.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERV3 2038-03-20 6.5 N/A 61022.00 723.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312946JT4 2041-03-01 4 N/A 2077.00 92.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KJE5 2038-06-01 5.5 N/A 1000.00 6.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYR8 2027-12-20 6 N/A 55000.00 59.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HY25 2033-10-01 6 N/A 30000.00 124.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DM57 2031-05-20 6.5 N/A 321553.00 450.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E3K3 2039-03-20 7 N/A 10000.00 371.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AP50 2039-10-01 6.5 N/A 37000.00 520.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRG8 2032-01-20 6 N/A 564853.00 1254.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201PYE9 2032-05-15 6 N/A 25188.00 543.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295M6H7 2038-01-15 5 N/A 25000.00 24.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212W2M8 2033-02-15 5.5 N/A 68000.00 71.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292ERU6 2035-07-15 4.5 N/A 60874.00 965.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWAN3 2050-12-01 2 N/A 2540.00 1269.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208WDV2 2028-06-15 7 N/A 174705.00 27.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KUU2 2029-08-15 7.5 N/A 27000.00 4.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202XZD2 2033-06-15 5.5 N/A 25027.00 64.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AWK2 2027-10-15 6.5 N/A 360000.00 35.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUW1 2027-03-20 8 N/A 117157.00 3.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FPM2 2038-12-20 6 N/A 10000.00 153.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210U2H5 2029-04-15 6 N/A 50000.00 117.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132Y1HC5 2048-07-01 4.5 N/A 5750.00 354.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307NNU4 2030-07-01 3.5 N/A 3000.00 162.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945ZL5 2041-02-01 4.5 N/A 14000.00 432.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391HUY8 2032-10-01 6.5 N/A 8000.00 15.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201F5L7 2032-10-15 6.5 N/A 163000.00 294.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GFMW4 2041-07-01 4.5 N/A 2000.00 79.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AVAG7 2042-05-15 3.5 N/A 15000.00 3856.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DEK3 2029-11-20 7 N/A 337000.00 145.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296UST8 2039-03-15 4.5 N/A 11000.00 545.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AWT1 2028-07-01 3 N/A 3000.00 71.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407H4F0 2036-07-01 7 N/A 30000.00 551.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416XZB9 2041-03-01 5 N/A 10000.00 135.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417Y7H4 2031-11-01 3.5 N/A 4000.00 103.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VV58 2030-02-01 7 N/A 11000.00 3.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A7K0 2028-11-15 7 N/A 400000.00 231.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410MRV4 2036-06-01 6 N/A 42000.00 104.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210QX49 2029-07-15 7.5 N/A 123334.00 19.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HBFK9 2048-05-01 4 N/A 8000.00 726.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE63 2052-07-01 4.5 N/A 3000.00 2086.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDT35 2044-12-01 4 N/A 3000.00 258.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMY49 2034-04-01 3.5 N/A 1000.00 68.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXE6 2033-04-20 6.5 N/A 150000.00 676.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CJ50 2031-08-15 7 N/A 250000.00 222.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201JJP5 2032-06-15 6.5 N/A 91043.00 267.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHUW0 2046-08-01 3 N/A 1000.00 137.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DY21 2033-08-20 5.5 N/A 238500.00 2353.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371PBA7 2038-12-01 5.5 N/A 23000.00 73.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5ED8 2037-11-01 5.5 N/A 98500.00 494.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MXW5 2043-01-20 3.5 N/A 15000.00 415.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287RFP9 2032-04-01 7 N/A 36000.00 127.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFF3 2030-01-20 7 N/A 397459.00 127.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B5J3 2034-05-20 6 N/A 25000.00 207.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407YRU5 2035-10-01 4.5 N/A 10000.00 58.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210XBM8 2029-06-15 7 N/A 75000.00 222.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HHK7 2029-02-01 6.5 N/A 199231.00 244.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288FB37 2033-02-01 5 N/A 25000.00 84.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DVZ9 2036-11-01 6.5 N/A 84000.00 420.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EFP9 2035-10-20 5.5 N/A 469169.00 7209.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMU35 2031-05-01 3 N/A 2000.00 154.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGR4 2036-01-20 6 N/A 25000.00 301.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384V2V3 2030-09-01 8.5 N/A 149557.00 41.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210WL80 2029-07-15 7 N/A 34753.00 31.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YZV2 2041-05-01 4.5 N/A 6032.00 149.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410WAC2 2036-10-01 6.5 N/A 30000.00 446.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408DUG7 2035-12-01 6 N/A 14000.00 111.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201FVZ7 2032-05-15 7 N/A 25026.00 114.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJLZ4 2052-10-01 4.5 N/A 10900.00 7470.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GZ66 2029-05-01 7 N/A 5000.00 1.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BD54 2029-02-15 7.5 N/A 50000.00 7.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWC93 2034-05-01 3.5 N/A 7000.00 760.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XDSQ4 2028-12-01 3.5 N/A 3000.00 79.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EYG8 2038-12-20 6.5 N/A 763000.00 390.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V3X1 2028-03-15 7 N/A 125000.00 60.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GRZ1 2027-03-01 7 N/A 10000.00 0.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHN24 2039-05-01 6.5 N/A 87000.00 1182.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EE88 2035-09-20 5 N/A 181542.00 2241.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GSTW9 2042-04-01 3.5 N/A 1006.00 79.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXK4 2027-09-20 6.5 N/A 100000.00 17.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389VKJ5 2032-05-01 6 N/A 98000.00 185.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210FRY4 2029-01-15 6 N/A 133000.00 169.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J82U3 2043-04-01 3.5 N/A 20000.00 1662.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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2032-08-01 6.5 N/A 18000.00 25.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MK2P0 2027-11-01 2.5 N/A 2000.00 28.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F8DG9 2046-03-01 3.5 N/A 1000.00 73.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBA9 2034-04-01 3.5 N/A 1000.00 63.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KNN0 2038-07-01 6 N/A 32750.00 187.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKY6 2030-12-20 7.5 N/A 590000.00 286.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200N3B5 2034-09-15 6 N/A 34029.00 313.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5C0 2048-10-01 4 N/A 2000.00 129.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LDX4 2033-09-01 4.5 N/A 2000.00 20.23 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549300M8ZYFG0OCMTT87 36200RG48 2032-07-15 6.5 N/A 50000.00 61.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UE22 2031-12-15 6 N/A 80000.00 258.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BSB5 2032-03-15 5.5 N/A 25724.00 79.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DY30 2036-05-01 2 N/A 4000.00 1828.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMSR5 2029-10-01 3 N/A 3000.00 121.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376LFL3 2026-10-01 7 N/A 17000.00 1.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ANDM9 2040-07-15 4.5 N/A 42621.00 997.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NQD3 2028-10-20 4 N/A 150000.00 1978.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296NYZ3 2038-08-15 6 N/A 155000.00 366.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCSC8 2029-09-01 2.5 N/A 4000.00 181.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388W7A8 2031-12-01 6.5 N/A 36740.00 289.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213WJ72 2033-07-15 5.5 N/A 68000.00 464.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212HFP0 2032-05-15 6.5 N/A 35000.00 50.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291QZN7 2035-03-15 5.5 N/A 25413.00 171.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208LXP7 2028-04-15 7 N/A 60000.00 52.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5S8 2028-10-20 6 N/A 819000.00 434.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFE7 2034-09-01 2.5 N/A 2200.00 236.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYG2 2027-11-20 7.5 N/A 80000.00 16.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJU6 2030-09-20 9 N/A 307000.00 74.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AXN5 2027-12-15 6.5 N/A 285000.00 5.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617NJZZ7 2050-05-20 3 N/A 1683772.00 271534.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHAY8 2038-05-01 5 N/A 2000.00 49.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419ANJ2 2039-12-01 5.5 N/A 13000.00 145.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FEE2 2040-02-20 5.5 N/A 28333.00 683.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W3QL0 2043-02-01 3 N/A 1000.00 184.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTR4 2027-01-20 7.5 N/A 472750.00 6.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411HN71 2037-02-01 5 N/A 1000.00 5.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213P4Y4 2031-06-15 7 N/A 60000.00 284.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407KQ93 2035-09-01 5 N/A 6059.00 67.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208LXN2 2028-04-15 6.5 N/A 35000.00 26.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZB9 2046-12-01 3 N/A 9973.00 1621.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390PX36 2032-05-01 6.5 N/A 7000.00 5.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210SFH6 2029-10-15 6 N/A 67545.00 4564.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288J6A9 2033-06-01 5 N/A 24508.00 110.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A55R6 2039-06-15 4.5 N/A 35141.00 636.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEG0 2035-07-20 5 N/A 164192.00 1966.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E3D9 2039-03-20 4 N/A 28000.00 1044.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389MCQ8 2032-02-01 6.5 N/A 60000.00 6.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VQJ4 2030-02-01 6.5 N/A 5000.00 3.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEX3 2035-08-20 6.5 N/A 28729.00 454.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210FHC3 2028-11-15 6.5 N/A 25000.00 16.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQM6 2031-11-20 6 N/A 397000.00 962.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FRP3 2041-03-20 3.5 N/A 10000.00 1540.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DEV0 2049-08-01 4.5 N/A 5000.00 436.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NJF6 2038-10-20 6 N/A 1000.00 42.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JXB5 2031-03-01 8 N/A 100000.00 62.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KKT4 2036-07-15 6.5 N/A 59768.00 403.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290N2C5 2033-05-15 6 N/A 55000.00 322.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQTZ5 2044-06-01 4.5 N/A 1000.00 99.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384SE21 2030-02-01 7.5 N/A 30000.00 6.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DU82 2032-11-20 6 N/A 84500.00 281.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EHR3 2036-04-20 5 N/A 180282.00 1998.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWMH4 2035-04-01 3.5 N/A 2000.00 519.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292FSZ1 2035-08-15 5 N/A 50005.00 279.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D4A6 2034-02-20 6 N/A 25000.00 250.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296MGU7 2033-09-01 5 N/A 65977.00 369.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQ47 2035-07-01 2 N/A 3800.00 1086.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FPB6 2041-01-20 4 N/A 25000.00 316.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ADVN2 2041-05-01 4.5 N/A 7500.00 441.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HQ31 2032-06-01 6 N/A 30000.00 68.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5C3 2028-09-20 6 N/A 187000.00 175.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQB1 2050-06-01 3.5 N/A 1000.00 198.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JUG7 2031-01-01 7 N/A 10000.00 4.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291YE78 2036-03-15 6 N/A 25000.00 287.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GHK5 2036-07-01 6.5 N/A 49943.00 128.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291GYB6 2034-05-15 5.5 N/A 75000.00 2337.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210HKS0 2029-02-15 6.5 N/A 45000.00 69.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPF3 2050-05-01 3.5 N/A 1000.00 189.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENW5 2037-07-20 5.5 N/A 46796.00 407.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3G4 2034-01-20 5 N/A 198000.00 1550.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9L86 2050-08-01 4 N/A 2000.00 435.84 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 86030800.00 86032431.78 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6Z7 2039-07-20 4.5 N/A 15000.00 16.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DBY4 2036-03-01 5 N/A 20079.00 168.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HX67 2033-09-01 4 N/A 10000.00 148.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NJ69 2034-04-15 5 N/A 51584.00 324.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296LKE0 2033-08-01 5 N/A 5000.00 15.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DPC9 2031-08-20 6 N/A 85000.00 171.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPZ5 2031-10-15 6.5 N/A 413000.00 405.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDMD0 2044-12-01 4 N/A 18000.00 1081.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTQ6 2027-01-20 7 N/A 619000.00 43.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV4R3 2049-12-01 4 N/A 3000.00 395.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296LWK3 2033-08-01 6 N/A 17000.00 73.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297DKU0 2039-04-15 4.5 N/A 30000.00 179.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402REJ4 2035-05-01 6 N/A 2750.00 19.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283H5V3 2034-12-01 4.5 N/A 5000.00 57.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELB3 2036-11-20 7 N/A 82500.00 1326.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E2D0 2039-02-20 6.5 N/A 50000.00 680.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6J3 2038-11-20 7 N/A 50000.00 4200.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288GY97 2033-02-01 5.5 N/A 10000.00 83.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411DS75 2037-02-01 5.5 N/A 14500.00 60.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201NLX6 2032-12-15 6 N/A 27997.00 55.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HVH8 2029-09-01 7 N/A 25000.00 8.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KT49 2033-05-15 5 N/A 115100.00 1252.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CU77 2048-03-01 3.5 N/A 7750.00 928.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQB8 2037-11-20 6.5 N/A 15000.00 124.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291L4M4 2034-06-15 5.5 N/A 25000.00 692.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MPEK7 2027-11-01 2.5 N/A 1000.00 13.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212MJE0 2030-10-15 8 N/A 183500.00 35.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZW4 2033-10-20 4.5 N/A 25000.00 278.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAP6 2029-02-20 6.5 N/A 224000.00 153.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EAET0 2027-03-01 3.5 N/A 4000.00 26.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207AZZ8 2028-03-15 6.5 N/A 25000.00 63.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290XJR2 2033-08-15 4.5 N/A 25281.00 710.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRE3 2032-01-20 5.5 N/A 125000.00 459.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213TVH3 2031-07-15 6.5 N/A 60000.00 170.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HMU5 2031-12-01 6.5 N/A 5000.00 4.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295HYA2 2037-06-15 5 N/A 61541.00 345.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402X4D5 2033-10-01 5.5 N/A 6000.00 34.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36205RXS1 2029-06-15 7 N/A 50000.00 84.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388ED45 2031-09-01 7 N/A 25000.00 116.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NLX7 2034-06-15 5.5 N/A 90000.00 1319.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B6Z6 2033-08-15 7.5 N/A 23000.00 140.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200SUK4 2031-11-15 6 N/A 25000.00 69.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415LCN5 2038-05-01 5 N/A 1000.00 10.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208QTB2 2028-12-15 6 N/A 25000.00 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290VM27 2037-01-15 5 N/A 14000.00 157.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KTC5 2032-09-01 6 N/A 50000.00 82.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419JLS5 2040-10-01 4.5 N/A 1667.00 42.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLT6 2031-02-20 6 N/A 488466.00 341.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409XGH6 2036-05-01 6.5 N/A 57000.00 305.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210GY24 2029-01-15 6 N/A 25000.00 48.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPP7 2031-09-15 6 N/A 50000.00 62.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2D2 2033-11-20 5 N/A 245000.00 2748.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 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549300M8ZYFG0OCMTT87 36200N4G3 2034-10-15 5.5 N/A 35003.00 261.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DG62 2030-05-20 7.5 N/A 310055.00 132.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XPZJ5 2044-03-01 4.5 N/A 1000.00 26.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDD9 2052-05-01 3 N/A 2000.00 1317.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZM5 2047-02-01 3 N/A 1000.00 190.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A6P0 2027-12-15 8 N/A 700000.00 38.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HBL8 2028-07-01 6 N/A 25000.00 5.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSR3 2032-04-20 6.5 N/A 354000.00 561.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XTJ6 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Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV5E1 2050-02-01 3.5 N/A 197000.00 26039.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2 N/A 3525.00 2021.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UM3Q0 2056-06-01 5.104 N/A 1601082.00 1612288.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385FCK5 2055-04-20 4.97139 N/A 29998979.00 16556976.48 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KKAG4 2050-09-01 3 N/A 32000.00 13688.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7 N/A 2000.00 1779.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.77139 N/A 782258.00 630504.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MEJN2 2056-01-20 7.5 N/A 991077.00 1078375.12 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31426QV75 2055-06-01 6.5 N/A 1000.00 946.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CE53 2055-02-20 4.87139 N/A 43904600.00 17996990.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MFB8 2054-04-20 5.75 N/A 1001.00 1001.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W7FG0 2054-04-01 4 N/A 1024.00 958.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKPK4 2055-04-25 5.11608 N/A 1085000.00 686996.51 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5VD8 2055-08-20 6 N/A 5000.00 3341.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6AN4 2056-02-01 4.5 N/A 3002759.00 2824701.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WE6X3 2054-06-01 5.5 N/A 1010.00 863.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 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16040067.00 14924945.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.5 N/A 747587.00 527179.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HXKD1 2027-03-01 1.77 N/A 1000.00 985.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GXZK6 2056-07-01 5.5 N/A 59808201.00 60031903.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETC53 2045-12-01 4 N/A 72000.00 11741.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N1TR9 2066-03-20 6 N/A 4000.00 4094.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 4.77139 N/A 2497439.00 1481090.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LPAC0 2038-09-01 3.81 N/A 1000.00 788.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385TC33 2056-06-20 4.62139 N/A 38336571.00 38291986.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZW5 2051-06-01 2.5 N/A 2550000.00 1361861.85 Agency Mortgage-Backed Securities Y Moody's Short Rating P-1 Standard & Poor's Short Rating A-1 Moody's Long Rating A1 Fitch Short Rating F1+ Fitch Long Rating AA- Standard & Poor's Long Rating A+ 2026-08-03 2026-08-07 2026-08-10 Y BNP PARIBAS (REPO) 1.0000 7 N Standard & Poor's Long Rating A+ Moody's Short Rating P-1 Fitch Short Rating F1+ Moody's Long Rating A1 Standard & Poor's Short Rating A-1 Fitch Long Rating AA- N N 0.0372 2000000000.00 2000000000.00 0.0059 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.66999840 N/A R0MUWSFPU8MPRO8K5P83 0QK011UQ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0 N/A 35973000.00 8495383.68 U.S. Treasuries (including strips) UNITED STATES 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BSP80 2026-08-25 2.724 N/A 405.40 405.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133LP3M7 2036-07-01 4.5 N/A 406.61 398.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL3N6 2053-07-01 5.5 N/A 316169.65 228869.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ESQ4 2053-04-01 3.5 N/A 8154.33 5943.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.5 N/A 125807.77 88507.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6H56 2056-04-01 5 N/A 6454.08 6292.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWG80 2053-05-01 5 N/A 10084.50 7566.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QXH0 2054-10-01 5.5 N/A 1523537.22 1416932.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FPG6 2055-09-01 5.5 N/A 9681.12 8203.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292K3M7 2040-06-01 4.5 N/A 404.19 21.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKH78 2052-05-01 3.5 N/A 525199.95 310116.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CLLZ7 2053-12-01 6.5 N/A 5774384.70 3059702.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4PH6 2056-03-01 5 N/A 403.38 391.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q2WJ3 2033-03-01 4.61 N/A 429.60 425.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 730441.31 51024.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9B92 2038-11-01 5.5 N/A 5121.31 276.45 Agency Mortgage-Backed 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NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XD2R6 2051-12-01 2 N/A 158957.54 100128.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHTE2 2036-06-01 6.5 N/A 417.90 12.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392R3H2 2032-07-15 6.5 N/A 2004723.57 54570.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRYE3 2055-11-01 5.5 N/A 403.38 402.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTUS7 2050-04-01 3 N/A 331668.72 248901.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GXJH1 2056-05-01 5.5 N/A 403.38 401.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 10487.88 8906.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7E53 2055-09-01 6.5 N/A 440.49 394.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHK89 2052-06-01 4.5 N/A 686.83 440.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M2FC1 2051-10-01 2.5 N/A 17889.10 10445.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5B0 2052-05-20 2.5 N/A 1665222.02 989583.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618WFFN2 2056-07-20 5.5 N/A 1708808.89 1724809.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNJ95 2052-06-01 3.5 N/A 670.73 489.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6FU6 2056-03-20 3.5 N/A 1490493.54 1408629.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K95B7 2056-07-01 5 N/A 10097581.48 9878120.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6C92 2056-02-01 5.5 N/A 11996301.55 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5738116.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V1UX5 2056-05-20 5 N/A 722620.28 707695.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6TG7 2052-04-01 3 N/A 686.83 586.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KQYC4 2056-03-20 5.5 N/A 1341.46 1401.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QWCZ3 2055-02-01 6 N/A 697.56 611.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A72V2 2029-11-01 3.5 N/A 7025922.11 305094.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3D89 2055-07-01 5 N/A 684.15 651.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6DB6 2056-02-01 6.5 N/A 17005266.88 14566013.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CLK8 2032-06-01 3 N/A 1207318.36 107060.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2YU9 2055-08-01 5 N/A 670.73 631.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FR66 2055-12-01 4.5 N/A 14009319.79 12837502.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TXW0 2048-05-20 4.5 N/A 788790.72 53393.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617JTJG0 2049-03-20 4 N/A 987976.78 44638.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202SYR3 2033-10-15 5.5 N/A 17789047.22 155167.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3Q69 2054-10-01 5 N/A 1341.46 1197.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XQMT0 2044-09-01 4 N/A 704.27 75.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W2LK0 2056-07-20 6 N/A 820792.70 847598.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5N67 2051-04-01 3.5 N/A 42482453.01 36940515.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BNAM0 2055-10-01 5.5 N/A 399062.99 334972.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D3N0 2036-08-01 2.5 N/A 671.40 320.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YMSP8 2050-12-20 3 N/A 796632.92 410646.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UFWT7 2056-06-01 5 N/A 670.73 658.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TZS7 2048-06-20 3.5 N/A 735793.47 21676.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LKXS7 2033-07-01 4.99 N/A 570122.56 555114.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4T33 2056-02-01 6.5 N/A 2025324.84 2091777.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MYZC4 2056-05-20 5 N/A 2012.87 1983.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPVN6 2052-01-01 2 N/A 19002251.93 12401061.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K75T2 2056-06-01 5 N/A 822642.58 802411.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FLF2 2055-05-01 3.5 N/A 473296.97 399828.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FT2Q8 2064-02-20 7 N/A 1210187.75 995810.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N4SE8 2052-10-01 4 N/A 670.73 495.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KQXJ0 2055-08-20 5 N/A 670.73 655.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VTZV3 2056-07-20 6 N/A 3547933.04 3659827.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLEM8 2055-11-01 5.5 N/A 1631376.86 1566934.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617BUEB1 2047-11-15 4 N/A 116707.44 52104.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNNE7 2033-06-01 3.67 N/A 7851647.38 6232983.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NWPY0 2056-06-20 5.5 N/A 1732204.04 1750692.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VL5N1 2056-07-20 6 N/A 1341.46 1414.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U9DS4 2056-03-01 6 N/A 670.73 659.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BV4S6 2055-12-01 6.5 N/A 145009.00 144125.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 83841.55 56250.74 Agency Mortgage-Backed Securities 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WT24 2051-12-20 3.5 N/A 103258.59 60557.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QU6P6 2054-08-01 5 N/A 686.83 610.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTFB0 2034-04-01 3.62 N/A 5030493.16 4669634.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VAFF1 2056-04-20 5 N/A 1351.53 1321.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XMJM8 2043-04-01 3 N/A 76655.33 12480.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MVJT6 2052-07-01 3.5 N/A 670.73 474.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCDC5 2054-05-01 4.5 N/A 27575.15 24748.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A8N54 2032-01-01 3.5 N/A 2012197.26 183520.59 Agency 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Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8MH7 2050-11-01 2.5 N/A 1341.46 613.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUQM2 2054-11-01 5 N/A 686.83 624.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MYAG2 2056-07-20 5 N/A 977831.28 959081.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132M4VB8 2044-01-01 4.5 N/A 13165736.94 1047538.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W5KY4 2056-06-20 5.5 N/A 698.90 704.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140USCM6 2041-08-01 4.5 N/A 670.73 661.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3ZN4 2056-01-01 6.5 N/A 1341.46 1383.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ULZ61 2056-07-01 5.5 N/A 1559479.71 1569197.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FXS0 2039-04-20 6 N/A 1231197.77 22837.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GXWD5 2056-06-01 5 N/A 670.73 649.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36177J3C1 2042-07-15 3.5 N/A 675312.18 99348.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRR64 2054-03-01 4.5 N/A 670.73 556.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNBL6 2052-04-01 3.5 N/A 174155.67 98204.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MDXK4 2029-01-01 3.5 N/A 10002337.47 294055.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142BGX79 2056-06-01 4.764 N/A 13633940.36 13331521.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VEEJ6 2056-05-20 5 N/A 227932.32 224720.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVKZ7 2050-02-01 3 N/A 670.73 226.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W05Z4 2055-03-01 5.5 N/A 686.83 592.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BHTN6 2052-08-01 5 N/A 670.73 303.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SJS7 2046-08-20 3 N/A 469512.69 52238.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VLXD2 2061-06-15 5.7 N/A 4479922.45 4616975.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W9DY4 2054-04-01 5 N/A 676.10 496.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W0HW3 2056-07-20 6 N/A 15280765.53 15773616.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DVN8 2032-12-20 6 N/A 21666937.69 103063.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V9HT2 2056-04-20 5 N/A 19415.69 18994.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NQMQ8 2054-07-01 6 N/A 659384.97 412157.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UQCB4 2056-07-01 6 N/A 4150680.03 4254231.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6UG4 2050-05-01 3.5 N/A 670.73 233.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1WB2 2033-01-01 4.41 N/A 8543789.58 8399493.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6 N/A 463037449.31 221524081.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FWP8 2056-05-01 5 N/A 13405942.31 12858335.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VL5G6 2056-07-20 5.5 N/A 849532.25 875191.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HFUH0 2035-05-01 2.5 N/A 13054770.96 3069133.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VWCQ2 2056-06-20 5.5 N/A 835373.08 844297.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0WE1 2055-02-01 5.5 N/A 686.83 583.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEPN0 2055-12-20 6.5 N/A 670.73 627.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5A25 2054-11-20 4.5 N/A 8047345.64 6853309.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2U1 2052-03-20 2.5 N/A 343618.23 200240.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36194HQS4 2061-05-15 4.96 N/A 2682.93 2635.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XJTB6 2041-11-01 4.3 N/A 13817087.87 13260015.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSKB6 2034-02-01 3.96 N/A 18231172.57 17369385.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LXEV8 2055-11-20 5.5 N/A 1475611.33 1404855.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AVAP1 2058-04-15 4.67 N/A 2012.87 1905.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W1EN4 2056-07-20 6.5 N/A 1538424.08 1614478.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MX5A3 2056-07-20 5.5 N/A 3601607.73 3636897.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBL9 2052-07-20 4.5 N/A 20923766.17 14009872.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V5AC4 2068-05-15 5.3 N/A 512935.24 514311.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VJ6E5 2056-07-20 5.5 N/A 1131787.18 1144848.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLCE6 2037-09-01 3 N/A 1341.46 785.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q2NM6 2033-05-01 4.36 N/A 18276117.01 17862095.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FZN0 2056-07-01 7 N/A 2123565.67 2240196.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178DRT0 2042-12-15 3 N/A 124085.50 14718.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AESU1 2056-04-20 4.75 N/A 33536621.05 33437464.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VUFL4 2056-07-20 5.5 N/A 1031421.46 1043482.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BJEZ1 2052-08-01 4.5 N/A 55906.89 37969.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUS56 2054-06-01 5.5 N/A 686.83 587.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VLT47 2056-07-20 5.5 N/A 775720.83 789744.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WQQQ9 2041-07-01 5 N/A 875779.35 882216.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176S2W9 2041-09-15 4.5 N/A 1404842.35 75754.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288RMA3 2056-05-01 4.897 N/A 3487808.59 3252264.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GFJL2 2041-07-01 5 N/A 256107.10 13090.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TAJ4 2046-12-20 3 N/A 1281777.71 157979.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DP6Z6 2053-04-01 5.5 N/A 670.73 479.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GT2W5 2055-02-01 5.5 N/A 686.83 595.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPPX0 2053-02-01 4 N/A 222968.90 166900.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABYG1 2044-12-20 4 N/A 1393.11 830.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W0HA1 2056-07-20 5.5 N/A 1635331.50 1657415.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6BQ5 2055-09-01 4 N/A 690.85 608.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAR5 2053-07-20 5 N/A 385671.14 290742.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6MJ3 2041-07-20 5 N/A 1589702.91 1592821.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201F3L9 2032-08-15 7 N/A 1524244.79 4699.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VEC66 2056-04-20 5 N/A 1640641.01 1587549.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200ECZ2 2033-06-15 5 N/A 2862272.80 42985.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QET51 2035-08-01 2.5 N/A 1341.46 463.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JRRV1 2056-01-01 4.5 N/A 674205.47 636774.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLGD4 2053-05-01 5 N/A 670.73 485.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XJTK8 2042-06-01 3.5 N/A 671.40 78.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MF3K2 2056-01-20 5.5 N/A 8489047.08 8455053.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPD8 2050-05-01 2.5 N/A 670.73 186.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W7B41 2056-07-01 5.5 N/A 686.83 692.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W0DR8 2056-06-20 5.5 N/A 5431848.71 5478105.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BFX21 2052-07-01 2.5 N/A 670.73 420.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LSQ20 2075-11-20 6.206 N/A 2557854.19 2638323.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YKU84 2030-08-01 3 N/A 2213416.99 213717.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M72E5 2055-10-20 5 N/A 1933332.55 1857235.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QS69 2029-11-20 3.5 N/A 1334080.08 35149.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618B1DK4 2053-03-20 6.5 N/A 3679911.72 848519.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKCZ1 2052-11-01 5 N/A 672.07 496.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MFTC1 2042-11-01 3.5 N/A 33536.62 2980.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VLXA8 2061-05-15 5.37 N/A 69395.32 70304.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTM63 2034-06-01 3.37 N/A 5793357.38 5126519.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8CF1 2056-01-01 6 N/A 5593237.66 5460030.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W5ZK8 2056-07-20 5 N/A 1911818.13 1877303.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCAS9 2040-08-01 4.5 N/A 4024.39 3284.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VD5A7 2056-04-20 5 N/A 2012.87 1979.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGLH5 2046-02-01 4.5 N/A 2012.20 149.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACM64 2053-06-20 5 N/A 670.73 468.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGX95 2052-05-01 3.5 N/A 671.40 442.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K8GM3 2056-06-01 3.5 N/A 2258820.21 2019194.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36183QUP8 2045-02-15 3 N/A 550557.96 100538.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D7K1 2034-08-20 6 N/A 2675607.97 24362.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VG2H8 2056-05-20 5.5 N/A 1997784.56 2014593.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UH62 2048-12-20 5 N/A 6035.25 339.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y9MW1 2056-07-01 6.5 N/A 708.29 751.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL4P0 2053-03-01 3 N/A 670.73 473.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W7BA7 2056-07-01 7 N/A 16765.63 17715.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QWE7 2044-12-20 3.5 N/A 439320.35 28257.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L5R40 2051-08-01 2.5 N/A 18109775.37 9936897.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1FM2 2056-01-01 6.5 N/A 1341.46 1414.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V9FG2 2056-04-20 5 N/A 2012.87 1969.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AA3N2 2051-03-20 3 N/A 2051.77 938.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VTV2 2050-09-20 2 N/A 1643294.43 684102.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W5X53 2056-07-20 5.5 N/A 3649052.66 3691163.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LN2T7 2033-07-01 3.775 N/A 8048789.05 7610828.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LCF89 2036-06-01 2.07 N/A 1341464.84 1074613.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RQZ9 2033-07-15 4.5 N/A 1125239.49 25907.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UFLQ5 2056-07-01 5 N/A 670.73 660.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178DPC9 2042-11-15 3 N/A 173048.96 32013.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMA8 2054-08-01 5.5 N/A 1375672.20 967491.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K96N0 2056-07-01 5 N/A 6190291.47 6032963.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AQGT8 2053-01-20 5.5 N/A 1342.14 984.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36182NQ71 2044-03-20 3.75 N/A 313813.57 90458.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLRN2 2037-10-01 3 N/A 23864.66 17984.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6 N/A 80487.89 34322.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FPFA2 2047-07-01 3.5 N/A 89168734.89 8777415.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288RLM8 2049-06-01 6.087 N/A 6262367.03 5910459.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GX2G1 2056-07-01 6.5 N/A 6132.51 6437.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSC22 2054-06-01 6.5 N/A 1349282.90 1060315.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YPE8 2053-12-20 4.5 N/A 12038520.13 10195866.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUG26 2054-04-01 5 N/A 1341.46 1095.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W26L5 2056-07-20 6.5 N/A 769830.45 805069.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4KX4 2051-05-01 2 N/A 14327515.25 11169078.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABCL4 2051-08-20 2.5 N/A 670.73 363.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132QTFX9 2045-10-01 4 N/A 8620177.95 1138469.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VVWS8 2056-06-20 5 N/A 1418006.14 1371142.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1EY2 2032-12-01 4.3 N/A 90875523.53 88642651.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VH3V4 2056-06-20 5 N/A 1286067.71 1261407.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K67B1 2056-06-01 5.5 N/A 670.73 669.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200DKS1 2032-12-15 6 N/A 347938.42 3019.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5ZN2 2054-05-20 6.5 N/A 38104.31 33589.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGPW3 2052-04-01 2 N/A 670.73 398.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VMLG6 2056-06-20 5.5 N/A 1352.20 1368.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUBA3 2054-03-01 5 N/A 362512.76 254510.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VCVB8 2056-03-20 5 N/A 2012.20 1973.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRJH8 2053-06-01 5.5 N/A 6389973.87 4711250.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A4DN8 2053-10-01 6.5 N/A 1510763.07 1336647.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMAL8 2051-10-01 3 N/A 87865.95 56624.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X93X1 2050-12-01 3.5 N/A 670.73 223.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W3X41 2056-07-20 6 N/A 1006749.24 1037747.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKSZ2 2051-05-01 3 N/A 374522.90 234122.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179U4D1 2049-10-20 4 N/A 670732.42 72170.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1AG8 2054-12-01 5 N/A 1341.46 1242.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 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549300M8ZYFG0OCMTT87 3618W1D21 2056-06-20 5.5 N/A 798305.73 809898.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618WEHZ6 2056-07-20 5.5 N/A 16775028.58 16968618.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y87F7 2056-05-01 6 N/A 686.83 666.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131YCS56 2049-05-01 3.5 N/A 2263719.24 738010.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617B4HP5 2047-08-15 4 N/A 19263.44 8586.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6NM5 2056-07-20 4 N/A 5304420.28 5144934.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427TLQ7 2056-06-01 5.5 N/A 752.56 751.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LKKQ9 2032-11-01 3.21 N/A 1264330.61 1166022.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 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3136B5JC0 2049-07-25 4.13056 N/A 2596.00 635.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KRJR6 2055-03-20 7 N/A 1000.00 980.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NXWG9 2056-02-20 6.5 N/A 6008.00 6276.81 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0 N/A 3613800.00 3505566.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPN87 2052-10-01 5.5 N/A 4724004.00 3414777.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 4.52139 N/A 4842424.00 2775065.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y9KT0 2056-07-01 5.5 N/A 3701418.00 3710657.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JV3V8 2056-03-01 5 N/A 2017244.00 1947871.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CX7C8 2054-09-01 5.5 N/A 499970.00 335446.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCZL1 2054-05-01 5.5 N/A 1000.00 826.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHHB4 2051-02-01 2 N/A 2325800.00 1212463.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N7ZD5 2052-11-01 5.5 N/A 254000.00 234989.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W56X7 2054-05-01 5 N/A 461760.00 439040.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.5 N/A 1000.00 781.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5 N/A 1162693.00 827715.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XZU0 2054-11-20 4.67139 N/A 40000000.00 15040916.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.62139 N/A 14664494.00 6642719.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X44M5 2049-09-01 5 N/A 26717792.00 4497767.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 25575046.00 2123753.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KH5K8 2050-05-01 3 N/A 658649.00 249329.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWMX8 2054-11-01 5 N/A 1024.00 857.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AKVW2 2054-08-01 6.5 N/A 287470.00 228112.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427R5J5 2054-11-01 5 N/A 29922326.00 28181836.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRBU6 2053-01-01 5 N/A 1243300.00 963173.93 Agency 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Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GQGN6 2053-11-01 7 N/A 1000.00 574.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GYBJ2 2054-03-20 5 N/A 3224448.00 3062079.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31377UX65 2030-07-01 3.62 N/A 33568.00 31989.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 2364000.00 1217434.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPSF6 2052-07-01 4.5 N/A 4585495.00 3586238.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BG3C3 2031-01-25 1.24431 N/A 90000.00 78318.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FEA1 2054-11-01 4 N/A 1000.00 847.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NKKF7 2053-05-01 6.5 N/A 1199067.00 1201322.92 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31625.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4 N/A 3052690.00 2121158.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.5 N/A 1000.00 698.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FEQ86 2048-03-15 3 N/A 7584000.00 7623241.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KRJ54 2055-03-20 7.5 N/A 1000.00 750.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383WUB0 2053-03-20 4.62139 N/A 20368722.00 6614435.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N1TJ7 2056-03-20 6.5 N/A 230990.00 241494.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MTLC0 2056-03-20 6 N/A 2411186.00 2499165.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N53Y3 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.5 N/A 465921.00 263632.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QERV6 2050-08-01 2 N/A 80000.00 34057.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3 N/A 1000.00 267.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5 N/A 1000.00 916.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MHVB7 2056-02-20 6.5 N/A 287298.00 300977.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPM21 2052-06-01 5 N/A 1125822.00 669007.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.5 N/A 1024.00 110.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383M3R7 2052-08-20 4.62139 N/A 30000000.00 20890036.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329PZJ5 2048-12-01 4 N/A 1027.00 96.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JQ5P0 2056-01-01 5.5 N/A 14526214.00 13932282.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AQ48 2053-06-20 4.57139 N/A 7743514.00 6559697.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5VD8 2055-08-20 6 N/A 1000.00 668.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.5 N/A 22452125.00 19387898.47 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875 N/A 300.00 302.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8K95 2048-02-01 4.5 N/A 4485628.00 1180742.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385GKB4 2055-05-20 5.02139 N/A 1108.00 669.12 Agency 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B1V7KEBTPIMZEU4LTD58 3140JC4W1 2051-01-01 5.968 N/A 70490912.00 69964639.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MGPF2 2052-03-01 3 N/A 1000.00 650.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNJA2 2052-09-01 6.5 N/A 1011180.00 662309.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPY81 2043-11-01 5.905 N/A 6784.00 656.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5 N/A 4073.00 3849.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380UWP4 2048-01-20 4.08409 N/A 136935721.00 16245066.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVQY3 2054-11-01 5 N/A 1000.00 843.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NMHB6 2053-06-01 6.5 N/A 1024270.00 1060074.28 Agency Mortgage-Backed Securities UNITED 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Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MHV43 2056-03-20 6.5 N/A 751939.00 786626.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.5 N/A 25657696.00 25765056.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 3 N/A 1120.00 911.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NLVQ9 2053-06-01 5 N/A 1000.00 730.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GMT4 2053-12-20 4.92139 N/A 9327106.00 2222308.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EV72 2053-09-01 5 N/A 327000.00 248866.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7SS8 2055-11-01 5 N/A 16121736.00 15250537.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQJH0 2053-04-01 4.5 N/A 1008.00 762.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N0WV8 2056-03-20 6.5 N/A 401433.00 420994.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNU85 2049-05-01 3.5 N/A 1408.00 1013.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NP5F3 2053-09-01 7.5 N/A 1215344.00 1036512.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AUKX8 2026-09-25 2.43233 N/A 270000.00 64043.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137GC3Z4 2056-06-25 4.66608 N/A 965041.00 933400.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPFQ6 2052-05-01 3 N/A 15413000.00 9844198.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KMPK5 2051-09-01 2.5 N/A 6084217.00 3487314.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2SJ2 2029-08-15 7 N/A 1870990.00 78264.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.62139 N/A 2916970.00 1859801.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWD59 2052-07-01 2.5 N/A 2090980.00 1380463.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3PX3 2056-04-01 5 N/A 200573.00 195392.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VMPZ0 2056-06-20 6.5 N/A 182085.00 194978.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HGQ9 2055-11-01 6.5 N/A 38380.00 39827.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JH3C0 2055-08-20 7 N/A 1000.00 1052.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0W40 2053-11-01 6 N/A 2255674.00 1626307.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6WB4 2056-01-01 6 N/A 17628191.00 18054307.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.5 N/A 6847264.00 5954245.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5 N/A 16327008.00 10910175.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ABDS1 2054-07-01 7 N/A 4998.00 4371.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSJ2 2050-09-01 2.5 N/A 1000.00 372.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AS7B3 2053-05-20 7.5 N/A 1000.00 258.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FU21 2056-03-01 6.5 N/A 6616.00 6466.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BT4M9 2053-01-01 6.5 N/A 4671599.00 3204728.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3RY9 2056-02-01 4.5 N/A 1000.00 857.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6PZ7 2055-05-01 6 N/A 21843706.00 17992363.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385GT33 2055-06-20 4.82139 N/A 50000000.00 44488585.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3J83 2055-07-01 4 N/A 13925521.00 12141159.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GL24 2054-01-20 4.72139 N/A 7912976.00 2472679.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFRR4 2050-03-01 2.5 N/A 2637450.00 1431722.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8MZ7 2050-11-01 2.5 N/A 1000.00 460.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5 N/A 3143.00 2770.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 15073111.00 1626248.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y72D9 2055-12-01 5 N/A 14195568.00 13589849.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6 N/A 1575466.00 928979.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVL52 2051-11-01 2.5 N/A 283000.00 160074.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DNG3 2050-04-01 2.5 N/A 1327999.00 267639.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NKKH3 2053-04-01 7 N/A 1115650.00 1169607.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HR6G3 2048-12-01 4.28 N/A 910365.00 754146.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EES5 2052-05-01 4 N/A 502992.00 324590.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVMN2 2053-09-01 5.5 N/A 107000.00 77869.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.5 N/A 3032.00 2079.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 3051080.00 1772566.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ENM8 2053-01-01 6.5 N/A 1000.00 413.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YFM1 2053-08-20 6 N/A 9995923.00 4943417.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617N4MU5 2050-04-20 5 N/A 1214584.00 737712.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ARSP4 2046-03-25 3 N/A 7790664.00 6603008.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A6P42 2053-11-01 6.5 N/A 1139060.00 1184749.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.5 N/A 1000.00 401.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFPJ1 2056-02-20 6.5 N/A 1000.00 1055.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XLWE8 2044-02-01 4.5 N/A 5190938.00 745550.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEZP0 2050-09-01 3 N/A 8999002.00 4319064.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W7GW4 2052-08-01 3.5 N/A 1045.00 944.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C2V96 2053-05-01 6 N/A 1242585.00 866190.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 719173.00 50237.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419GBA1 2040-10-01 4 N/A 1001.00 62.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MA4W1 2052-04-01 3.5 N/A 31615872.00 19533055.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNPG1 2052-03-01 3 N/A 1000.00 594.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD5A2 2048-12-01 4 N/A 1977861.00 270577.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BBP4 2054-12-20 4.72139 N/A 20843491.00 9692064.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LAH1 2056-01-20 4.62139 N/A 90773383.00 86802904.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6YX6 2056-03-01 4.5 N/A 27361.00 24477.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSDJ7 2053-06-01 5.5 N/A 321057.00 238440.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XHCT9 2031-01-01 4.35 N/A 16749572.00 16603130.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KLB5 2064-03-20 4.80139 N/A 2514.00 1024.47 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5 N/A 37441955.00 26456579.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VQQV9 2066-05-20 6 N/A 15397570.00 15773507.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GXXG7 2056-07-01 5.5 N/A 7370313.00 7430240.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQY9 2053-02-01 6 N/A 1078744.00 549780.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 4.73139 N/A 23055132.00 11544661.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6H47 2054-01-01 2.5 N/A 140836800.00 115259488.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.22139 N/A 43446080.00 22459563.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HUH58 2034-06-01 3.37 N/A 9938944.00 9108727.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KN4U4 2052-04-01 2.5 N/A 47503.00 29188.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2 N/A 14672.00 6420.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9KL4 2041-07-01 5.5 N/A 679000.00 147078.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PPQ7 2054-06-20 4.82139 N/A 13737680.00 5230150.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EB20 2053-09-20 4.67139 N/A 5418750.00 4447908.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5MB7 2054-09-01 5 N/A 38727674.00 36060237.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.5 N/A 36956352.00 3241625.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617MSCL4 2050-04-20 4 N/A 35375.00 9068.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3JV2 2055-08-01 6.5 N/A 1058.00 943.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.5 N/A 1000.00 669.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPUA9 2030-12-25 4.22 N/A 20000.00 19728.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LRJX2 2055-11-20 6 N/A 1004.00 1018.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BY5V0 2056-04-25 4.61608 N/A 63084294.00 60448962.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BQP9 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JTUL4 2054-11-20 8 N/A 1367672.00 1466002.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F2V7 2042-01-20 5.5 N/A 2684484.00 99767.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290XML1 2033-09-15 5 N/A 21533312.00 280176.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YSHM4 2056-07-20 6 N/A 1139328.00 1174405.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618H9NP9 2064-03-20 7.5 N/A 272423.00 282074.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VJUY4 2056-05-20 6 N/A 3235972.00 3360427.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LJGT2 2065-05-20 5 N/A 256832.00 249489.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5HN7 2056-01-01 4.5 N/A 5002656.00 4700521.68 Agency 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DDB4 2029-08-20 7.5 N/A 125000.00 92.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6 N/A 5000.00 27.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EF38 2035-11-20 5.5 N/A 74000.00 973.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERU5 2038-03-20 6 N/A 25000.00 253.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4L0 2039-04-20 6.5 N/A 66666.00 1359.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6G1 2034-06-20 6.5 N/A 25000.00 237.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QPK1 2044-09-20 5 N/A 15000.00 764.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDE6 2035-04-20 5 N/A 35111.00 395.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 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GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383ADK7 2051-09-20 2.5 N/A 3928571.43 1698939.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VWN4 2053-02-20 5 N/A 1908385.29 2151237.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383YAU6 2052-08-20 4.5 N/A 39285714.29 25896970.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385L2J6 2056-01-20 4.5 N/A 36225.36 30201.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BG7E5 2051-10-25 2 N/A 2768598.64 832314.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B0L69 2032-05-15 1.75 N/A 2042857.14 28730.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385SRH8 2056-05-20 6 N/A 58928.57 52792.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FAB9 2051-12-20 2.5 N/A 11876857.14 6907549.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJX51 2055-02-25 5.01608 N/A 491799.79 239343.43 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385N4Y7 2054-01-20 4.5 N/A 3994571.43 3632831.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385TAQ4 2056-06-20 4.57139 N/A 2861.57 1859.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUMM9 2055-01-25 5.06608 N/A 35779.86 22857.64 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQ4S7 2056-02-25 4.5 N/A 3402.93 3153.01 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DBY2 2053-10-20 7.5 N/A 23046233.57 18593088.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B1ZD7 2042-07-15 1.5 N/A 392857.14 29613.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381SUG0 2066-03-16 4.49999 N/A 5366188.14 4504617.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385XNE8 2056-07-20 5 N/A 26499524.07 26063094.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382NHR1 2051-02-20 1 N/A 3339285.71 534913.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385P4W6 2056-04-20 4 N/A 9134873.79 7603506.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H2ET7 2051-09-25 2.5 N/A 2545611.36 560020.59 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385NFU3 2056-02-20 4.5 N/A 1571428.57 1337947.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385XLW0 2056-07-20 6.5 N/A 7073000.00 8198736.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385SRG0 2056-04-20 6 N/A 5617857.14 5687065.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385SRQ8 2056-05-20 4.75 N/A 913175.21 791656.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AWQE0 2047-05-25 4.08056 N/A 1606.00 336.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382XY33 2051-09-20 1 N/A 1080357.14 349434.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379E3S9 2044-09-16 4.11964 N/A 42833383.21 13205157.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385N4Q4 2056-03-20 4 N/A 888642.86 691109.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385NQQ0 2056-03-20 4.5 N/A 39757.14 26451.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384TTL6 2067-01-16 4.5 N/A 26628037.86 23853396.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385SUP6 2056-05-20 4 N/A 25499746.64 23646339.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385RPK5 2056-04-20 5.5 N/A 193285.71 183509.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385XCD2 2056-07-20 6 N/A 3323590.29 3173211.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382XPV1 2050-08-20 2 N/A 895711.93 202291.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FK4M5 2028-10-25 4.06 N/A 117857.14 116934.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385TR29 2056-06-20 5 N/A 5067071.43 4700380.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396XN26 2037-08-25 6 N/A 176484.79 7762.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384D7J0 2053-11-20 6 N/A 785714.29 759312.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VHJ0 2053-01-20 5 N/A 1470071.43 1647344.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAGS9 2033-07-25 4.05 N/A 141428.57 135628.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WW37 2051-08-20 2 N/A 6956714.29 2971035.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LRN0 2056-01-20 4.5 N/A 327351.36 226712.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384TP97 2068-05-16 4.5 N/A 10684180.57 9067143.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LRL4 2055-12-20 4.5 N/A 4377805.93 4006082.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385NFW9 2056-02-20 4.5 N/A 1315721.00 1120232.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385SYQ0 2056-05-20 5.92139 N/A 3900598.43 3483259.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ATSD7 2044-03-25 2 N/A 787.29 59.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394CBX9 2035-02-25 5.75 N/A 3928.57 1395.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379LFY7 2045-03-20 3 N/A 173650.71 216777.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AW5G6 2042-09-15 3 N/A 198000.00 153934.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385RPE9 2056-04-20 4.75 N/A 43214.29 28184.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QV57 2055-08-20 4.93211 N/A 11198141.43 11052134.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ATU85 2045-01-25 2.5 N/A 1172285.71 112000.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385XEJ7 2056-07-20 5 N/A 8323333.86 7576944.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4D41 2028-01-25 3.6 N/A 20925142.86 20440100.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381BBJ2 2048-12-20 4.48409 N/A 23571428.57 3644856.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FL6P4 2029-01-25 3.563 N/A 78571.43 76952.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FHH9 2051-12-20 2.5 N/A 4720571.43 2613065.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WW60 2051-08-20 2 N/A 3928571.43 1375999.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HRHM4 2055-09-25 4.5 N/A 2200860.36 1150626.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F6YN1 2040-11-25 2 N/A 739127.71 384857.14 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384B3M1 2053-07-20 6 N/A 7857142.86 7593432.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385NKX1 2056-03-20 6 N/A 39285.71 34857.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385S2D4 2056-01-20 4.5 N/A 23587996.93 21337496.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385XCW0 2056-07-20 5.5 N/A 12067785.71 10248824.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KJP6 2055-12-20 6 N/A 39285.71 35511.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FETN0 2028-01-25 3.35 N/A 393642.86 388745.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385TVD0 2056-06-20 6.5 N/A 20628928.57 21800891.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381DCD0 2061-04-16 3.97373 N/A 1478983.00 1195023.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GYP9 2053-12-20 4.97139 N/A 19642857.14 12976822.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BSP72 2026-08-25 2.653 N/A 3142857.14 1155385.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CC63 2049-09-20 3 N/A 2211277.36 1934838.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FCLD4 2027-11-25 3.286 N/A 186214.29 184051.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385SSF1 2053-12-20 4.5 N/A 1270503.93 1157526.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385XEH1 2056-07-20 6.5 N/A 19875951.86 21055642.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137ADSQ1 2041-07-15 4 N/A 78571.43 10574.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136G6VT2 2056-07-25 4.31608 N/A 46741489.93 46005828.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381TYW9 2048-07-20 3 N/A 785.71 120.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WPA9 2051-07-20 3 N/A 3228043.50 1445371.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BFRD7 2050-12-25 5.5 N/A 235591.71 156993.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31395BCF8 2036-03-25 6 N/A 104496.86 9053.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQN54 2054-02-25 4.81608 N/A 58928571.43 30470101.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQPJ2 2053-11-25 6.5 N/A 1237218.71 1558260.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385TRK9 2056-06-20 5 N/A 1972142.86 1768031.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAAG1 2033-05-25 4.2 N/A 411714.29 398894.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385XMA7 2056-07-20 6 N/A 78571.43 73012.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HPM3 2055-10-20 4.74139 N/A 21129326.43 20493172.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385RPR0 2056-04-20 5.5 N/A 9903928.57 9746554.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MUB0 2056-02-20 4.5 N/A 1393857.14 1184639.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JUT8 2055-11-20 4.5 N/A 522892.86 456121.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FFP92 2051-03-25 3.5 N/A 3175662.29 1663506.96 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382XJH9 2051-08-20 2.5 N/A 3928571.43 1065113.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BV33 2055-10-20 4.5 N/A 163035.71 135601.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQL82 2054-11-25 4.5 N/A 934884.50 874910.87 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385RAX3 2056-03-20 4.5 N/A 12368595.64 11898878.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LRZ3 2056-01-20 4.5 N/A 78571.43 55676.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136G6W38 2056-08-25 4.41773 N/A 96367342.50 96366310.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381U2K7 2055-09-20 4.5 N/A 785.71 691.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LGE2 2056-01-20 4.5 N/A 1402500.00 1172015.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HP5N9 2055-12-25 4.5 N/A 803.79 661.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPYC1 2050-02-25 4.5 N/A 788.86 670.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AWYH2 2042-06-15 2.5 N/A 103719.79 24335.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H0VP0 2051-04-25 3 N/A 4513349.50 241462.30 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSHF5 2051-06-25 5.5 N/A 786.50 383.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384D3W5 2053-11-20 6 N/A 1178571.43 1200339.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385RZD0 2056-04-20 6.33389 N/A 3379104.14 2942312.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MVG8 2056-02-20 4.5 N/A 1061500.00 920002.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385NFV1 2056-02-20 4.5 N/A 1571428.57 1337947.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A2WD1 2041-12-25 2 N/A 106071.43 27558.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381SSG3 2067-11-16 4.5 N/A 14911803.50 12516105.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BV74 2055-10-20 6.5 N/A 117857.14 122402.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383ADQ4 2051-09-20 2.5 N/A 3938154.79 1481006.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381SQV2 2065-12-16 4.49999 N/A 564989.86 471517.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384D8D2 2053-11-20 7.5 N/A 18126395.57 16539270.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385PGN3 2056-03-20 4.5 N/A 225910.14 191823.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384TCB6 2063-03-16 2.5 N/A 991590.29 805550.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385RRM9 2056-04-20 6 N/A 11585009.86 11308639.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378BWD7 2052-12-16 2.90735 N/A 117136.64 129031.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385RPL3 2056-04-20 5.5 N/A 2229161.79 337683.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382CEZ0 2050-01-20 2.5 N/A 15714285.71 1160207.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MUC8 2056-02-20 5 N/A 12169736.86 11307048.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378BG94 2053-10-16 2.81644 N/A 357690.93 422931.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JWQ2 2055-11-20 4.88211 N/A 2850178.57 2219846.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B9AH8 2044-03-15 4.5 N/A 181441.86 186644.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385SRL9 2056-05-20 6.5 N/A 16500.00 16508.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382VBU2 2051-06-20 1.75 N/A 37714.29 6487.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385SVA8 2056-05-20 4.5 N/A 6974436.86 6056552.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQUY5 2056-04-25 4.66608 N/A 14983951.71 13990125.35 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BV25 2055-10-20 4.75 N/A 541643.14 468321.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385NQR8 2056-03-20 6 N/A 18083461.00 12705765.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MAS5 2056-02-20 6 N/A 78571.43 74062.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LGM4 2056-01-20 4.5 N/A 643696.43 534424.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LSB5 2056-01-20 4.5 N/A 2324635.50 2121395.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 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FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MGLY5 2052-02-01 2.5 N/A 6000.00 3479.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FU88 2041-03-01 6 N/A 1000.00 979.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUGY6 2054-04-01 5 N/A 6000.00 5205.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A6AQ9 2053-12-01 7 N/A 1579888.00 1010439.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QJP9 2055-06-01 5 N/A 8035.00 7708.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2DB4 2055-06-01 6 N/A 11201.00 9256.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X42H8 2049-10-01 3 N/A 1000.00 195.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGKV0 2052-03-01 3.5 N/A 399000.00 229399.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AUH9 2028-05-01 2.5 N/A 848134.00 25108.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XG7C7 2052-05-01 4 N/A 1001.00 667.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BX6G1 2053-03-01 5 N/A 45927.00 40877.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CH22 2055-10-01 5.5 N/A 3000.00 2972.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLEE4 2053-05-01 5.5 N/A 10400.00 7231.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AX3U9 2055-02-01 6 N/A 9080.00 5829.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXRT1 2060-07-01 3 N/A 1024.00 452.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3VS5 2055-08-01 6 N/A 98206592.00 89373313.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDS64 2051-11-01 2 N/A 1000.00 576.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8A22 2056-01-01 5 N/A 3353.00 3199.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUW5 2056-03-01 4.5 N/A 2102.00 1961.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X53Z4 2050-03-01 3 N/A 3999.00 1106.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DHF1 2055-10-01 5.5 N/A 2028.00 1765.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YN42 2054-01-20 6 N/A 1000.00 309.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUSM9 2054-05-01 5.5 N/A 2001.00 1946.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427TQ58 2052-01-01 3 N/A 11204320.00 9732554.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GXEM5 2056-04-01 5.5 N/A 1099.00 1067.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M7UK5 2051-10-01 2 N/A 3000.00 2113.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKG79 2053-02-01 6 N/A 2120.00 1364.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFEU1 2043-09-01 3.5 N/A 1000.00 533.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M63Z4 2054-12-01 5 N/A 3024.00 2438.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLAX8 2055-09-01 5.5 N/A 4064.00 3959.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MESX5 2055-04-01 5 N/A 3024.00 2662.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414QA64 2038-02-01 6 N/A 5000000.00 32581.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7Z76 2055-12-01 4.5 N/A 6154.00 5661.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQVF0 2053-04-01 4.5 N/A 27614.00 21419.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BDCE8 2055-06-01 5 N/A 9170048.00 8530899.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8WF8 2048-04-01 4 N/A 3001.00 476.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QR2U6 2053-05-01 5.5 N/A 1000.00 757.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNKL7 2052-08-01 3.5 N/A 11000.00 7922.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427SR67 2055-11-01 5.5 N/A 1108.00 1067.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6R79 2056-06-01 6 N/A 1030.00 1053.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RC57 2055-12-01 5 N/A 49451648.00 46646474.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XK5N6 2053-04-01 6.5 N/A 932336.00 607096.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5W0 2034-01-01 4 N/A 2000.00 99.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y72X5 2055-12-01 5 N/A 4120.00 3752.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A0DJ5 2053-11-01 6.5 N/A 137012.00 50325.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDXX9 2051-12-01 2.5 N/A 100998.00 67023.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQ2L8 2052-11-01 5 N/A 2001.00 1395.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GSA3 2055-11-01 5 N/A 2000.00 1672.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M5WM3 2053-11-01 6.5 N/A 2000.00 1469.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKLF5 2053-03-01 5.5 N/A 2000.00 1422.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q7DG9 2047-08-01 3.5 N/A 3288.00 662.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUHW9 2054-04-01 6 N/A 1045.00 776.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M7DX6 2055-01-01 6 N/A 1008.00 962.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDE44 2051-10-01 2 N/A 2000.00 1202.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QED66 2050-07-01 3 N/A 371490.00 135949.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRFX2 2055-10-01 5.5 N/A 1000.00 998.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QR4Y6 2053-05-01 4.5 N/A 3000.00 1962.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XP3K3 2054-06-01 5.5 N/A 300000.00 239202.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXU75 2062-03-01 4 N/A 1024.00 692.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B4FC9 2055-03-01 6.5 N/A 2578372.00 2174005.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8TX4 2056-04-01 5 N/A 6295.00 6084.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MHUV9 2052-03-01 3 N/A 1000.00 578.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H97F4 2048-03-01 4 N/A 3000.00 563.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H9AS2 2048-10-01 4 N/A 5173.00 786.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQTT8 2055-12-01 6 N/A 2014.00 1898.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NRL79 2053-07-01 6 N/A 1000.00 386.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4UC8 2048-04-01 4 N/A 22000.00 2881.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDBM7 2049-02-01 4 N/A 10555.00 4407.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XLB0 2052-10-20 2 N/A 3000.00 1609.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GVG6 2055-11-01 5 N/A 4108.00 3639.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FSA6 2055-12-01 6.5 N/A 6000.00 4672.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BRTR0 2055-10-01 7 N/A 1001.00 1055.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LAVE2 2031-01-01 1.5 N/A 15000000.00 13127415.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVB5 2050-12-01 1.5 N/A 2478256.00 1285913.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXX31 2062-12-01 2.5 N/A 4041.00 2529.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617BL7E3 2047-12-20 3.5 N/A 3000.00 925.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LXCP8 2052-06-01 4.5 N/A 2002.00 1567.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBJJ0 2040-06-01 4.5 N/A 1000.00 369.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6C92 2056-02-01 5.5 N/A 4000.00 3742.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSBQ9 2055-10-01 5.5 N/A 5235016.00 5200722.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y73F3 2055-12-01 5.5 N/A 3311.00 3161.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CSUC3 2054-08-01 7 N/A 4888008.00 4212521.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V4Y3 2051-01-20 4 N/A 3000.00 892.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMUB0 2053-10-01 6 N/A 7221.00 5280.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUMP8 2054-05-01 4.5 N/A 3018.00 2491.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8WM3 2048-04-01 4 N/A 3000.00 242.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPKY4 2039-04-01 5.5 N/A 10160.00 4831.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617BRCW4 2047-12-20 4 N/A 1000.00 229.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBKL3 2051-03-01 3.5 N/A 1000.00 351.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HY3U0 2035-07-01 1.76 N/A 36488000.00 28687712.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNNV0 2052-03-01 2.5 N/A 1000.00 611.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNLY6 2052-03-01 2.5 N/A 1000.00 600.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKJ27 2053-02-01 6 N/A 2079.00 1323.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7VG0 2055-11-01 5.5 N/A 8001.00 7752.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C4E1 2048-11-01 3.5 N/A 2051.00 174.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MAZE7 2052-05-01 4 N/A 1000.00 612.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BCH7 2044-03-01 5 N/A 3000.00 409.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WDG89 2054-06-01 6.5 N/A 1524374.00 1024937.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLWL8 2053-06-01 5 N/A 2048.00 1456.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUHH2 2054-04-01 5.5 N/A 1351.00 1067.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9PD9 2048-08-01 5 N/A 1001.00 91.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VL57 2050-05-20 4 N/A 1000.00 109.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617WKY85 2065-12-15 5.85 N/A 1000.00 1020.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9VX8 2048-10-01 4 N/A 1120.00 227.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0YW9 2054-07-01 6.5 N/A 31039.00 25959.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2YS4 2055-08-01 5.5 N/A 18250656.00 16821287.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EMJY8 2032-10-01 4 N/A 889771.00 35729.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JTM91 2056-01-01 5.5 N/A 1294000.00 1297100.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617AJV77 2047-05-20 3.5 N/A 1000.00 187.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FQGG3 2058-01-15 5.5 N/A 4000.00 3950.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6V82 2056-04-01 5 N/A 1045.00 1021.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSPF2 2053-07-01 4.5 N/A 5000.00 3734.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FBDV9 2046-08-01 3.5 N/A 2000.00 247.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6W32 2054-01-01 4.5 N/A 1026.00 971.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQN84 2052-10-01 5.5 N/A 1000.00 771.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXBM3 2053-08-01 4.5 N/A 2222.00 497.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRH30 2053-02-01 6 N/A 2000.00 1211.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSTX5 2055-10-01 6.5 N/A 2002.00 2087.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VZG8 2050-12-20 2.5 N/A 1000.00 353.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L6WT7 2051-05-01 2.5 N/A 9346.00 5008.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6YP1 2056-05-01 6 N/A 1044.00 1070.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XME85 2051-09-01 3.5 N/A 4000.00 2827.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LBU84 2031-03-01 1.79 N/A 7102000.00 5936612.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NW2V6 2031-03-01 5.17 N/A 865000.00 868269.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5SY0 2041-05-01 6 N/A 1002.00 316.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6TT7 2055-06-01 5.5 N/A 5042.00 4547.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K95M3 2056-07-01 5.5 N/A 1065.00 1067.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRJP0 2053-06-01 5.5 N/A 62029.00 45295.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MME8 2054-12-01 5 N/A 5088.00 4413.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QF2E8 2050-09-01 3 N/A 2000.00 692.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JV6C1 2049-07-01 4.5 N/A 445000.00 56214.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPSK4 2052-07-01 4 N/A 5000.00 3524.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427TZ33 2056-07-01 5.5 N/A 40513600.00 40887229.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y72K3 2055-12-01 5 N/A 1000.00 941.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6UW0 2056-06-01 5 N/A 1000.00 975.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4ET9 2039-06-01 4.5 N/A 4008.00 686.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CBCF3 2053-09-01 6.5 N/A 2400150.00 1435901.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617QCWA7 2062-01-15 3.25 N/A 4000.00 2781.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJ38 2053-12-01 5 N/A 22998.00 18768.00 Agency 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31427CW25 2055-10-01 6.5 N/A 1000.00 958.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q7QR1 2047-09-01 4 N/A 1008.00 216.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HUNB8 2039-06-01 3.37 N/A 1955000.00 1670641.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M5YH2 2053-12-01 6.5 N/A 2000.00 961.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUWQ5 2054-06-01 5.5 N/A 2048.00 1813.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416Y5G9 2031-09-01 4 N/A 2115.00 67.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSUG4 2031-06-01 3.89 N/A 2000000.00 1937829.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FF6A4 2046-10-01 3 N/A 1280.00 237.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLF37 2051-11-01 2 N/A 10000.00 6432.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617A9YH4 2045-11-15 4.5 N/A 6001.00 602.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUJN7 2054-04-01 7 N/A 2058.00 1088.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6TF9 2056-06-01 5 N/A 2258.00 2197.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUVD5 2054-06-01 6 N/A 3148.00 2339.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKCL2 2052-02-01 3 N/A 7000.00 4495.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3VU0 2055-08-01 4.5 N/A 3104.00 2810.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUG0 2046-02-01 5 N/A 1000.00 949.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLWE4 2052-06-01 3.5 N/A 1000.00 718.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FPTL3 2046-10-01 2.5 N/A 2000.00 345.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MLG4 2055-02-01 5 N/A 40000.00 35698.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LD2M0 2031-11-01 1.72 N/A 8080000.00 6783945.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GXSS7 2056-06-01 5 N/A 1385.00 1338.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617BJRG1 2047-10-15 4 N/A 2000.00 625.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B7F7 2031-06-01 3 N/A 3002.00 272.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y86Y7 2056-05-01 6 N/A 2019.00 2057.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VNS5 2050-06-20 3.5 N/A 1000.00 67.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BT6E0 2055-10-01 6 N/A 2000.00 2030.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZC6 2039-01-20 7 N/A 2000.00 90.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDM7 2051-04-20 4.5 N/A 587476.00 113845.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GSPJ5 2047-09-01 4.5 N/A 1024.00 269.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BTY2 2035-08-01 4 N/A 1007.00 114.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LQT59 2051-06-01 2 N/A 4000.00 1980.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5WF6 2050-02-01 3 N/A 1000.00 208.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FRMZ5 2047-01-01 3 N/A 1001.00 235.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LEXK8 2037-01-01 2.18 N/A 2057436.00 1643596.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPZ34 2052-08-01 3.5 N/A 5000.00 3535.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617GJFG9 2048-05-20 4 N/A 7168.00 1262.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CST68 2054-08-01 7 N/A 5039830.00 3750590.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FXF9 2056-06-01 4 N/A 5127.00 4699.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4V8 2039-05-20 4.5 N/A 1000.00 40.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AYZ5 2043-09-01 3.5 N/A 1053.00 178.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQFR1 2052-09-01 4.5 N/A 41106.00 27867.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4RY4 2048-05-01 3.5 N/A 945999.00 208693.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H8WS0 2048-05-01 4 N/A 1000.00 275.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQW35 2052-11-01 6.5 N/A 3000.00 1535.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M5YJ8 2038-12-01 6 N/A 2018.00 1338.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5SU8 2049-06-01 3.5 N/A 1000.00 149.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUJA5 2054-04-01 6.5 N/A 1040.00 674.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNEZ5 2052-06-01 4 N/A 4003.00 2376.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M7LT6 2055-02-01 5.5 N/A 2048.00 1741.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNLF9 2038-09-01 3 N/A 875000.00 564442.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFNK3 2052-01-01 2 N/A 1000.00 571.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6CN1 2055-12-01 5.5 N/A 1170.00 1067.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5NU3 2048-12-01 4 N/A 1020.00 110.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y74L9 2055-12-01 6 N/A 3072.00 2860.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MTQ4 2055-03-01 5 N/A 2000.00 1704.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSQN4 2053-07-01 6 N/A 1008.00 730.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9PZ0 2038-08-01 4.5 N/A 2058.00 394.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPVE4 2052-07-01 4.5 N/A 2399.00 1715.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FTDV7 2058-05-15 4.55 N/A 3000.00 2819.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617J6Q80 2048-11-20 4.5 N/A 6000.00 123.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417FXM5 2043-03-01 3.5 N/A 330000.00 45429.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178WDN6 2042-10-15 3 N/A 3148.00 303.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617L7TG4 2049-08-20 3 N/A 3000.00 303.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6ZQ8 2053-10-01 4.5 N/A 1000.00 949.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNQD1 2052-05-01 3.5 N/A 1000.00 649.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WE71 2055-08-01 6 N/A 21266848.00 19482219.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCZA9 2050-11-01 3 N/A 2066.00 1119.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VDD9 2050-01-20 3.5 N/A 1000.00 60.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6RP0 2054-09-01 5.5 N/A 13000.00 11191.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617NRYL1 2062-10-15 2.9 N/A 1000.00 847.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617BUEC9 2047-10-15 4 N/A 1000.00 402.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AWG9 2043-08-01 3.5 N/A 1000.00 152.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LYZX4 2051-10-01 3 N/A 1000.00 543.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV5E1 2050-02-01 3.5 N/A 523000.00 69131.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FPDF3 2047-06-01 4.5 N/A 1024.00 193.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUT71 2054-06-01 5 N/A 1000.00 859.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LRZX9 2051-06-01 2 N/A 3008.00 1605.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQUZ6 2052-11-01 4.5 N/A 1008.00 740.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WGCD5 2054-06-01 6.5 N/A 8578304.00 4903199.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FV53 2041-04-01 3.5 N/A 3085.00 2818.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UK6C2 2056-06-01 5.5 N/A 10630096.00 10608211.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416XAA8 2040-11-01 4 N/A 2266924.00 160996.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDBL9 2048-11-01 4 N/A 6000.00 2596.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617AQHT9 2047-06-20 3.5 N/A 1001.00 296.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RUZ1 2056-01-01 5 N/A 62918464.00 59502682.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2 N/A 1000.00 573.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6CU5 2056-01-01 4 N/A 3796.00 3401.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6B84 2054-05-01 5.5 N/A 1695.00 1658.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M6W66 2054-11-01 5 N/A 3240.00 2865.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBLE8 2051-06-01 2.5 N/A 9000.00 5022.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSQJ3 2053-07-01 6 N/A 3148.00 2006.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MP7E5 2052-05-01 3.5 N/A 4103.00 2736.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BU2G6 2055-11-01 5 N/A 2000.00 1920.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QDTS3 2050-06-01 2.5 N/A 3190000.00 1409567.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GVL5 2055-11-01 6.5 N/A 2010.00 2098.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHHP5 2037-05-01 1.5 N/A 49000.00 27298.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9R88 2048-09-01 4.5 N/A 2144.00 578.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UECC9 2056-05-01 7 N/A 1450818.00 1540580.52 Agency 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3140XPJ91 2053-11-01 6.5 N/A 3135.00 1756.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXD25 2056-07-01 4 N/A 1024.00 307.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUUX2 2054-06-01 6 N/A 5120.00 4073.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMC95 2047-03-01 2.5 N/A 2000.00 1353.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ATL2 2028-04-01 2.5 N/A 3000.00 81.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJV91 2052-06-01 3.5 N/A 422102.00 275735.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNNP3 2052-03-01 2.5 N/A 5000.00 2877.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNNA0 2052-04-01 3.5 N/A 4000.00 2726.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCGT9 2051-08-01 2 N/A 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSJ37 2053-11-01 5.5 N/A 299999.00 214832.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X47H3 2048-04-01 3 N/A 4000.00 1290.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LD5Y1 2031-10-01 1.87 N/A 15000000.00 12334117.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C4UE2 2053-06-01 5 N/A 3235680.00 2430384.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSDV6 2055-11-01 5 N/A 2013.00 1920.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K55C3 2056-05-01 7 N/A 296280.00 314286.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTC49 2034-05-01 3.5 N/A 7000000.00 6259919.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MEM60 2052-01-01 2 N/A 4000.00 1955.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6NA4 2055-05-01 5 N/A 3072.00 2848.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FWM5 2056-05-01 4 N/A 2207.00 2009.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EUFH7 2046-01-01 3.5 N/A 4000.00 688.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JU4B3 2056-02-01 5 N/A 149600.00 144995.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3QQ5 2055-10-01 5 N/A 10277.00 9441.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXF98 2057-06-01 4 N/A 2066.00 523.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y74D7 2055-12-01 6 N/A 4281.00 4138.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6X54 2055-07-01 5.5 N/A 5130.00 4846.10 Agency Mortgage-Backed Securities 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44132224.00 27150350.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q7D38 2047-08-01 4 N/A 5679.00 1165.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617HNPB9 2049-05-20 5 N/A 2000.00 473.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUUK0 2054-06-01 5.5 N/A 1010.00 861.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617B85H7 2047-09-20 3.5 N/A 1001.00 220.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FTEH7 2058-02-15 4.95 N/A 2000.00 1920.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NPNG1 2053-08-01 5 N/A 8762.00 7921.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B2CP7 2054-12-01 5.5 N/A 8996.00 8866.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPZJ1 2052-06-01 2.5 N/A 29727.00 21131.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GVN76 2047-08-01 3.5 N/A 2000.00 268.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFC25 2050-03-01 4 N/A 3101.00 1540.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FT31 2056-02-01 4 N/A 3047.00 2755.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6U65 2055-06-01 6.5 N/A 3052.00 2501.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MA4R2 2052-04-01 3.5 N/A 6000.00 3891.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M7KU4 2055-02-01 5.5 N/A 2000.00 1559.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617AFU84 2047-09-20 4 N/A 2004.00 115.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8BG0 2056-01-01 5 N/A 2029.00 1949.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5SZ7 2040-06-01 6.5 N/A 7000.00 1827.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6TB8 2056-06-01 5 N/A 1029.00 1001.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSKW0 2053-07-01 4 N/A 3000.00 2424.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB4K5 2052-08-20 5.5 N/A 1712.00 1304.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLY44 2053-06-01 5.5 N/A 1000.00 636.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDL46 2040-06-01 6.5 N/A 2027.00 901.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FHWQ6 2046-11-01 3 N/A 3001.00 625.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617BTEQ1 2048-01-15 4 N/A 1000.00 417.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NX3G6 2029-09-01 4.6 N/A 4959000.00 4981113.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXS49 2055-12-01 6 N/A 3016.00 3076.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FYV3 2041-06-01 3.5 N/A 1000.00 942.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SDA4 2055-06-01 6 N/A 10280.00 7505.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5 N/A 2056.00 1951.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGJ67 2052-03-01 3.5 N/A 802314.00 455279.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMBF2 2053-06-01 5.5 N/A 1000.00 684.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q92N2 2048-11-01 4.5 N/A 6000.00 1509.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNSC8 2052-02-01 2.5 N/A 19936.00 11421.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FWU7 2041-05-01 3.5 N/A 1075.00 998.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPNL9 2052-09-01 2.5 N/A 2000.00 1434.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXNT5 2059-08-01 4 N/A 4000.00 1346.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3QM4 2055-10-01 5 N/A 1040.00 976.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLV39 2051-09-01 3 N/A 6000.00 4268.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VJK7 2035-04-20 2.5 N/A 4000.00 323.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MAV50 2052-06-01 4 N/A 1001.00 670.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FZ34 2036-07-01 4.5 N/A 2014304.00 2002685.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XK88 2052-11-20 5.5 N/A 1000.00 480.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617AAQY3 2046-01-15 4.5 N/A 1000.00 139.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MPU9 2053-11-01 5.5 N/A 2104.00 1676.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6XH0 2056-05-01 6 N/A 67955840.00 68346574.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JWB82 2049-08-01 3 N/A 2000.00 728.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPRM1 2052-07-01 4 N/A 1000.00 707.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F2K1 2042-01-20 3.5 N/A 141268.00 4824.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XF5A5 2052-03-01 3 N/A 7992.00 4600.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQPC9 2055-10-01 5 N/A 3048.00 2692.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4DF0 2048-11-01 3.5 N/A 255810.00 33424.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8VY8 2043-04-01 3.5 N/A 11990.00 1739.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4AK3 2055-09-01 6 N/A 4331.00 4100.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPJ57 2052-06-01 5 N/A 1008.00 611.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NBA84 2053-02-01 5.5 N/A 8375056.00 6098841.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MPVG3 2052-04-01 3.5 N/A 1000.00 584.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FTDW5 2058-05-15 4.55 N/A 1000.00 939.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617WKZC5 2065-12-15 5.85 N/A 2000.00 2041.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3N21 2054-10-01 6 N/A 1024.00 783.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MJCL7 2052-04-01 3.5 N/A 2000.00 1329.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FY43 2046-07-01 4.5 N/A 1000.00 962.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QVS8 2055-09-01 6 N/A 5231790.00 4729428.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQK91 2055-09-01 6.5 N/A 2000.00 1184.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJVL4 2052-12-01 5.5 N/A 357000.00 228542.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8Q57 2048-03-01 4 N/A 1453.00 123.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVAX2 2054-08-01 6.5 N/A 2048.00 1659.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPGS2 2052-04-01 2.5 N/A 2000.00 1376.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LPA4 2029-12-01 4 N/A 6335000.00 220768.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSCH8 2055-10-01 5.5 N/A 1000.00 818.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGES4 2048-10-01 4 N/A 1976.00 1066.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.5 N/A 113304.00 80508.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JVQD7 2049-08-01 4 N/A 3000.00 444.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X97F6 2051-01-01 3 N/A 21000.00 9390.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X44V5 2038-10-01 6.5 N/A 2000.00 610.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HBJ0 2055-10-01 7 N/A 952880.00 1012308.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LDHZ5 2051-09-01 2.59 N/A 1999000.00 1337648.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NSFR0 2053-09-01 5.5 N/A 2002.00 1676.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 2000.00 1361.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPTV9 2052-07-01 4.5 N/A 1024.00 798.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRHH9 2053-02-01 4.5 N/A 5976.00 4408.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTH0 2041-01-01 5 N/A 3000.00 2709.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FV87 2041-04-01 5 N/A 1114.00 1067.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FTAX6 2057-10-15 4.19 N/A 1000.00 914.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617K1XV0 2049-07-20 4.5 N/A 6001.00 871.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LGJW3 2037-05-01 3.87 N/A 10355248.00 9529986.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRHZ9 2053-02-01 5.5 N/A 1000.00 781.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES35 2053-06-01 4.5 N/A 1390.00 1066.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617X56E5 2057-07-15 2.57 N/A 1000.00 821.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5NF6 2048-02-01 3.5 N/A 400000.00 70893.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBUB4 2050-11-01 4 N/A 2000.00 808.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTA5 2056-01-01 5 N/A 1038.00 971.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKRE4 2055-07-01 5.5 N/A 1001.00 1001.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUH8 2046-02-01 5.5 N/A 1155.00 1067.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSR46 2053-09-01 5 N/A 250000.00 199570.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRKV4 2053-02-01 6 N/A 1008.00 611.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EU7G8 2046-05-01 3.5 N/A 1000.00 189.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AB6V9 2052-09-20 5.5 N/A 2032.00 1893.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSE56 2053-06-01 4 N/A 7460.00 5451.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427DQG9 2055-09-01 6 N/A 2000.00 1865.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3R68 2055-01-01 5.5 N/A 6169.00 5723.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617KMAA5 2049-07-20 4.5 N/A 3000.00 504.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQUV1 2055-09-01 5.5 N/A 3000.00 2857.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178WCZ0 2042-10-20 3 N/A 7808.00 924.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617B4GK7 2047-07-15 4 N/A 1000.00 206.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QR2V4 2053-05-01 5.5 N/A 5000.00 3675.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSTK3 2055-11-01 5.5 N/A 1000.00 1003.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUP42 2054-05-01 6 N/A 1024.00 784.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C6Y5 2029-02-01 4 N/A 13001.00 583.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUED0 2055-10-01 6 N/A 3024.00 2578.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4HG4 2044-10-01 3 N/A 3000.00 744.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LYNG4 2051-11-01 3 N/A 1000.00 578.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4QF6 2039-08-01 4.5 N/A 2002.00 405.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617BPY87 2047-12-20 4 N/A 4001.00 757.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FS81 2056-01-01 4 N/A 3008.00 2726.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417Y3A3 2031-07-01 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3140W46R3 2056-01-01 5 N/A 2958.00 2752.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLP28 2053-06-01 5 N/A 2750000.00 2188576.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFB9 2049-06-20 4 N/A 1000.00 491.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8SR7 2033-03-01 3 N/A 7057.00 1156.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W7G38 2056-06-01 5.5 N/A 1068.00 1066.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRDB6 2053-01-01 6.5 N/A 2024.00 1089.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0HW8 2054-12-01 5 N/A 6058.00 5385.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWGM2 2056-03-01 5 N/A 1094.00 1067.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CUN28 2054-09-01 7 N/A 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BU6X5 2055-12-01 6.5 N/A 1113526.00 1165137.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQTZ9 2053-03-01 5 N/A 25634900.00 18200453.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H8ZB4 2048-08-01 4 N/A 7106.00 1382.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KL29 2055-11-01 6 N/A 2382780.00 2428917.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPJH1 2052-06-01 4.5 N/A 2078.00 1376.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPLK1 2052-06-01 5 N/A 3065.00 1955.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UJUF1 2056-07-01 5.5 N/A 7869512.00 7920005.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VBF6 2049-12-20 3 N/A 16298.00 2543.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSS40 2055-10-01 6.5 N/A 3000.00 3120.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLT32 2053-07-01 6 N/A 1000.00 654.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNCD2 2052-01-01 2 N/A 1258.00 781.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNB50 2052-02-01 3 N/A 12831.00 7482.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNMN3 2052-04-01 3 N/A 4000.00 2654.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FAUC4 2046-09-01 3 N/A 1000.00 177.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XE93 2052-09-20 4 N/A 1000.00 657.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7CR7 2055-09-01 6 N/A 1159.00 1037.93 Agency Mortgage-Backed Securities FEDERAL HOME 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N/A 3075.00 1886.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VNR7 2050-06-20 3 N/A 1000.00 143.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7DG0 2055-09-01 5 N/A 4089.00 3960.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLPW2 2052-01-01 2.5 N/A 4000.00 2596.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQXH3 2037-11-01 4.5 N/A 1000.00 553.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQQP9 2055-10-01 6 N/A 1006.00 976.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VVP2 2050-10-20 2.5 N/A 1000.00 336.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FD5K8 2046-11-01 3 N/A 4000.00 1122.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M7MG3 2055-03-01 6 N/A 2938.00 2423.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XA2L5 2051-04-01 2 N/A 200000.00 104112.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3RY7 2054-06-01 6 N/A 1000.00 885.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L13Z6 2051-02-01 2.5 N/A 203000.00 111050.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNF92 2052-07-01 5 N/A 1000.00 646.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GVY96 2055-11-01 5.5 N/A 1118.00 1067.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUHY5 2054-04-01 6 N/A 3012.00 2158.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUQH2 2054-05-01 6.5 N/A 1040.00 712.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGS9 2040-06-20 4.5 N/A 3000.00 94.78 Agency Mortgage-Backed Securities 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Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385DFZ4 2065-02-20 4.82139 N/A 73000000.00 37005570.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136G5WN6 2055-07-25 4.61608 N/A 75000000.00 70104679.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0WY4 2053-11-01 6 N/A 29445778.00 21774436.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136G6AU2 2056-06-25 4.51608 N/A 100000000.00 95464692.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HLH8 2055-10-20 4.72139 N/A 38320523.00 37392132.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385K4F4 2055-11-20 4.67139 N/A 25248182.00 24667478.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137GCBE2 2055-11-25 4.46608 N/A 50000000.00 48379035.36 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XZQ9 2054-11-20 4.82139 N/A 44134951.00 39336663.51 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 1486400.00 1961298.41 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HMG9 2055-10-20 4.72139 N/A 47545447.00 46988668.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CUQ0 2053-08-20 4.72139 N/A 7849218.00 2571841.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BXT4 2055-10-20 4.42139 N/A 20882147.00 20018847.58 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0 N/A 142800.00 142485.41 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 Short Rating A-1+ Standard & Poor's Long Rating AA- 2026-08-07 2026-08-07 2026-09-16 Y ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 1.0000 7 N Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Fitch Short Rating F1+ Standard & Poor's Short Rating A-1+ Fitch Long Rating AA N N 0.0370 1000000000.00 1000000000.00 0.0029 N N Y N WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO) WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO) 3.64000000 N/A EN5TNI6CI43VEPAMHL14 0VY001E81 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 898227000.00 900510742.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 17790000.00 17768402.94 U.S. Treasuries (including strips) Y Moody's Long Rating Aa1 Fitch Long Rating AA- Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA- Fitch Short Rating F1+ Moody's Short Rating P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 900000000.00 900000000.00 0.0026 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.64000000 N/A R0MUWSFPU8MPRO8K5P83 0QK011WV5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 15372.00 15280.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 36.00 26.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 7433607.40 3218380.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.950148083 N/A 1224.00 1224.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 9826812.00 9918213.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 90555912.00 87290043.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 144.00 134.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 49873896.00 49748613.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 102299.98 57051.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 N/A 587412.00 471385.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 4028832.00 4018927.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 39.56 14.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 685.18 614.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 1296.00 1115.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 36000000.00 36086765.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VP9 2026-11-03 0 N/A 539640.00 534367.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 7.05 4.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 N/A 36.00 7.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 5652720.00 1548489.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 77119956.00 68284024.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 24337852.37 8057362.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 89892.00 89442.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 82188.00 81715.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 670284.00 668685.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 35.42 29.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 55440.00 53917.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0 N/A 3024.00 2933.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 73301868.00 91173251.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 402516.00 397732.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 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STATES TREASUR 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 1870884.00 1846953.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 967384.29 338632.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 216360.00 209141.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 1349964.00 1193431.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 114624.00 114472.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 38337863.19 20465901.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 14160669.96 8389517.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 1575913.45 790364.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 68.13 22.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 1074024.00 1180214.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 5473512.00 5515771.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.5 N/A 8985096.00 14122756.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 25945705.77 16299351.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 1148448.97 459198.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 82836.00 77061.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 58515449.15 39773887.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 17736480.00 6925048.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 45972.00 46059.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 27107100.00 32895614.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 42463980.00 37056266.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 1150776.00 1121254.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 144.00 86.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 87.38 58.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 36.00 36.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 1219728.55 671206.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 753084.00 746938.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 6218064.00 6170164.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 N/A 7635780.00 1886052.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 54648.00 54660.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 90000.00 89192.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 33984.00 34587.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 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912828YS3 2029-11-15 1.75 N/A 72.00 66.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 1008.00 1000.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 2520.00 584.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 56125219.73 38657479.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 5832.00 5764.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 51084.00 53092.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 290736.00 284730.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 14965056.00 14887636.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 931284.00 914585.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 767160.00 214382.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 34643566.49 14524176.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 3.73 1.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 1415268.00 1421951.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 36042768.00 36946954.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 480528.00 473158.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 N/A 13292604.00 3046305.94 U.S. Treasuries (including strips) 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STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 2104380.00 2142802.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 59.40 53.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 35.04 15.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 73116.00 68838.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 1633500.00 1539213.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 2390112.00 2598019.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 449676.00 445504.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 2208960.00 1037347.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.25 N/A 644040.00 638941.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 9440352.65 6006509.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 2868718.96 758231.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 225180.00 222003.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 6048.00 4585.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 1455223.92 1232523.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0 N/A 1192356.00 1185917.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 2873304.00 3238057.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 29844.00 40735.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0 N/A 9146520.00 2235144.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 3082032.00 2001822.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0 N/A 8475624.00 2202094.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 33697800.00 33082873.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 75.14 54.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 196092.00 195660.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 25351193.43 10464617.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 55544760.00 56693344.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 72.00 71.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 6400125.00 2443106.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 357881.76 121797.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 98028.00 84948.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 571140.00 570260.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 29519892.00 30118215.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 698544.00 694150.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 1680048.00 1723152.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 36.00 35.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 255801.47 88170.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 9.92 6.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 507589.07 439948.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 295740.00 291769.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 5394672.00 2713320.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 45495785.48 27759208.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 N/A 5315436.00 5233525.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 36.00 31.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 96768.00 95913.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 2.12 1.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 36.00 42.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0 N/A 14475096.00 3418438.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 10442986.02 8048586.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 2211552.00 2215355.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 4994346.23 2586721.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HN6 2055-08-15 0 N/A 1135764.00 249177.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 11700.00 10908.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 638856.00 672507.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 1171944.00 971212.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 10317163.50 6651248.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 249588.00 244826.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 437508.00 438500.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 4343400.00 1048210.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 39084047.20 19905700.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 N/A 1904085.00 574409.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 N/A 396000.00 166742.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 195156.00 195820.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 232272.00 203291.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 216.00 218.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 195444.00 193731.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 354456.00 356069.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 N/A 180756.00 56356.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 72.00 71.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GA5 2051-08-15 0 N/A 9321192.00 2450019.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 0.55 0.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 15768.00 14979.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 1167192.00 1010808.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 216.00 214.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 47880.00 47309.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 N/A 2014308.00 743289.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.25 N/A 144.00 142.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VX2 2026-11-17 0 N/A 72.00 71.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 10877832.00 10873116.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 108.00 105.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 N/A 102420.00 32366.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 N/A 3453890.98 889946.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 2772000.00 1074313.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 N/A 4238640.00 4244794.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 1065384.00 1010408.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 1386720.00 402449.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 4971976.86 1841341.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 423144.00 401941.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 252.00 246.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 441216.00 455603.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 N/A 36.00 33.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 601776.00 572484.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 634680.00 303151.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 17727012.00 17864902.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 3328308.00 1727295.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 48528.00 48292.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 175572.00 162675.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 36.00 30.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 6030612.00 6313051.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 8656920.00 2812780.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HS5 2056-02-15 0 N/A 182052.00 39136.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 380052.00 382362.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0 N/A 72039060.00 69400269.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 180.00 181.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 285444.00 309695.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 13848316.12 9661984.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 N/A 1375668.00 1377014.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 432.00 411.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 65304.00 65000.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 417420.00 433050.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0 N/A 7205400.00 7111513.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 64653444.00 64486620.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 609624.00 227859.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FS7 2040-08-15 0 N/A 36.00 17.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 9115848.00 10378875.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 80784.00 80300.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0 N/A 4152456.00 1276452.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 78696.00 78594.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UH8 2026-09-24 0 N/A 69804.00 69413.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 180144.00 177045.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 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747308.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9GZ9 2039-07-01 6 N/A 689745.00 10084.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QE3Y6 2035-09-01 2.5 N/A 1500000.00 549650.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QT5K1 2054-02-01 7.5 N/A 9889366.00 5875631.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417A3T4 2042-02-01 3.5 N/A 4165144.00 558413.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZB9 2038-12-01 6.5 N/A 50000.00 19437.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MDCC0 2052-01-01 3.5 N/A 2813450.00 1317221.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPEZ8 2052-08-01 3.5 N/A 3230000.00 2397562.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411E3K1 2037-01-01 6 N/A 2000000.00 5613.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSNY0 2054-08-01 5.5 N/A 4639000.00 3187862.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FHU4 2040-02-01 3.5 N/A 388144.00 312520.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FJ24 2045-04-01 6 N/A 168350.00 101680.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XB2N9 2051-07-01 2.5 N/A 110000.00 60534.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XWBS9 2048-01-01 3.5 N/A 20000.00 5443.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9X75 2051-02-01 2.5 N/A 865000.00 431503.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQ6T7 2037-12-01 2.5 N/A 97192.00 55650.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6AH1 2037-06-01 5.5 N/A 89151.00 700.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K9CR8 2050-03-01 3.5 N/A 3847553.00 1880851.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y9DY7 2056-06-01 4.5 N/A 20614489.00 19529945.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ3F8 2052-08-01 3.5 N/A 67000.00 47963.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YR6Y9 2030-07-01 3 N/A 10000.00 662.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UABJ3 2056-06-01 5.5 N/A 1625800.00 1642579.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XUNA9 2047-11-01 3.5 N/A 1930000.00 317398.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5K58 2037-12-01 6 N/A 208023.00 905.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1Y72 2054-12-01 5.5 N/A 161536.00 129151.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JM4D1 2049-03-01 4.5 N/A 16815644.00 5479830.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KRWX8 2036-10-01 5.5 N/A 1492821.00 3311.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J6AV6 2043-01-01 3.5 N/A 116338.00 15001.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3PZ6 2052-03-01 2.5 N/A 9778385.00 7680610.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQVP7 2052-11-01 4.5 N/A 155000.00 107813.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UDK73 2056-05-01 5.5 N/A 1015543.00 1016098.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UMUJ6 2056-07-01 6 N/A 1476754.00 1525151.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.5 N/A 940050.00 661338.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYHU1 2040-12-01 5 N/A 1123765.00 857763.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0YW9 2054-07-01 6.5 N/A 5000.00 4181.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4M9 2054-04-01 5 N/A 10065000.00 7975102.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MD5D1 2029-07-01 2.5 N/A 135000.00 4120.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412TZM8 2038-11-01 7 N/A 19850000.00 64613.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1K46 2056-03-01 6 N/A 1417916.00 1471732.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K3A93 2050-01-01 3.5 N/A 16041799.00 6238089.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411JAG1 2037-10-01 6 N/A 3322535.00 78831.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQVS8 2054-09-01 5 N/A 2043105.00 1645978.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJGD4 2046-11-01 3 N/A 265000.00 70221.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XTTT5 2047-10-01 3.5 N/A 2900000.00 397980.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GDJ60 2041-04-01 4.5 N/A 260000.00 9074.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UUJE2 2041-08-01 6.5 N/A 1005718.00 1051310.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312933DZ4 2039-05-01 5 N/A 2838918.00 196950.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJB31 2046-10-01 4.5 N/A 285000.00 36181.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335BJX5 2047-10-01 3.5 N/A 102000.00 28587.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7CQ7 2039-01-01 5.5 N/A 88516.00 621.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LQGG9 2052-01-01 2.5 N/A 122622.00 69434.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415Q4B9 2038-06-01 5 N/A 14850000.00 4049.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKSD3 2053-03-01 4.5 N/A 160000.00 111150.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNK36 2052-01-02 2.5 N/A 610000.00 380290.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFSF9 2048-08-01 3 N/A 4693667.00 2473259.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CJ49 2039-06-01 6 N/A 12675000.00 109608.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UAWZ4 2056-07-01 5.5 N/A 3448272.00 3444566.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRDC4 2053-01-01 6.5 N/A 62042.00 30738.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MLN0 2038-07-01 5.5 N/A 2134956.00 22410.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X83G0 2050-10-01 3.5 N/A 920000.00 237647.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CU67 2034-03-01 5 N/A 110000.00 828.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5CY7 2049-06-01 3.5 N/A 61000.00 6245.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407D3Y9 2035-06-01 5 N/A 216279.00 6776.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CFM1 2032-01-01 3 N/A 115000.00 10206.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31334YGE1 2049-08-01 3 N/A 130000.00 20744.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MHFU2 2042-11-01 3 N/A 89044.00 14255.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJSJ0 2043-01-01 2.5 N/A 1000000.00 157436.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMK0 2055-07-01 6 N/A 79000.00 58931.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31297RFQ5 2035-06-01 6 N/A 48883276.00 788229.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JS4K2 2049-05-01 5 N/A 48000.00 15105.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417B7L5 2042-06-01 3.5 N/A 419105.00 39675.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9XS6 2043-12-01 5.5 N/A 62784.00 3612.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELB44 2043-06-01 3.5 N/A 62770000.00 8364478.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132HPR22 2042-11-01 3 N/A 1550000.00 233926.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142KBCM0 2056-07-01 5 N/A 5974311.00 5885823.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EUB4 2043-04-01 7 N/A 1151470.00 544094.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UKHR7 2041-07-01 5 N/A 3315283.00 3325725.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJHR7 2052-09-01 4.5 N/A 180000.00 129041.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YGH4 2029-10-01 4 N/A 250000.00 2693.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8MP8 2056-03-01 4.5 N/A 40326185.00 37662444.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CSD7 2037-12-01 3.5 N/A 2969000.00 379344.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F1RZ7 2046-05-01 3.5 N/A 10802518.00 2006052.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJXW8 2052-09-01 4 N/A 2000000.00 1376672.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q74H7 2032-12-01 3 N/A 24415000.00 3882458.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AFBJ4 2054-05-01 5 N/A 413239.00 247541.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GVYZ2 2047-12-01 4.5 N/A 7721314.00 2387952.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J8KH2 2043-04-01 3 N/A 100000.00 16217.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U7GF3 2056-03-01 6.5 N/A 1695900.00 1774555.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ABDE6 2041-03-01 4.5 N/A 60083.00 3757.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9DX4 2040-04-01 5 N/A 1786610.00 1340969.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPXJ3 2054-01-01 2.5 N/A 220000.00 154974.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FWE3 2036-04-01 4 N/A 266478.00 245929.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9GK2 2042-08-01 3.5 N/A 652000.00 68753.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3BH1 2036-03-01 2.5 N/A 6530376.00 5301229.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A16F6 2037-11-01 7 N/A 1520000.00 7638.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416Q6R1 2039-05-01 5 N/A 177019.00 4979.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9GK5 2049-01-01 4 N/A 445000.00 138619.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WJUE9 2046-12-01 3 N/A 48482.00 11786.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJUZ1 2044-08-01 3.5 N/A 73000.00 5055.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHEC1 2040-08-01 5.5 N/A 1424363.00 1229182.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UGW57 2056-06-01 5.5 N/A 3259241.00 3290716.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WJUH2 2046-12-01 3 N/A 25353.00 5324.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EBD1 2037-02-01 1.5 N/A 1261703.00 694957.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K5N86 2053-06-01 6 N/A 468285.00 230122.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UGXF4 2056-06-01 6 N/A 2170260.00 2238968.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ4X5 2048-09-01 4.5 N/A 99002000.00 7334417.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BZ41 2036-03-01 4 N/A 2260000.00 232042.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CJCZ4 2032-01-01 1.5 N/A 23750779.00 15083758.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W6BX3 2042-12-01 3 N/A 2597000.00 518229.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMP83 2052-09-01 2.5 N/A 76128.00 50198.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417F4H8 2043-04-01 3 N/A 100000.00 18378.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X0Y36 2043-07-01 3 N/A 55000.00 7722.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K7M63 2056-06-01 5.5 N/A 3643693.00 3688292.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y75H7 2045-12-01 5.5 N/A 25483000.00 23147704.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UUER8 2056-08-01 5 N/A 9929603.00 9687595.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BY2S2 2056-06-01 4.5 N/A 2500758.00 2384756.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7GA5 2027-09-01 6 N/A 1329702.00 1209.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRWV1 2053-04-01 5 N/A 476000.00 339210.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DDJ5 2035-12-01 5.5 N/A 100000.00 857.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D3N0 2036-08-01 2.5 N/A 2125465.00 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NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKM31 2052-11-01 4.5 N/A 100000.00 73147.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FEX1 2054-12-01 3.5 N/A 11843992.00 9806519.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMY49 2034-04-01 3.5 N/A 8000.00 551.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJXX3 2046-03-01 3.5 N/A 262992.00 23739.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LNV0 2044-10-01 4.5 N/A 13500000.00 1499968.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UMDB2 2056-05-01 6 N/A 1182697.00 1212205.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307HTF4 2029-06-01 3.5 N/A 101779.00 13882.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UBEM1 2056-04-01 5.5 N/A 12013663.00 12103679.59 Agency Mortgage-Backed 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FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UHSS0 2056-06-01 5 N/A 1571658.00 1537624.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413RKE5 2037-12-01 6 N/A 1523029.00 61850.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M9BN6 2052-01-01 2.5 N/A 150619.00 102893.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CP99 2047-10-01 3 N/A 26000.00 3756.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128L8VF9 2038-03-01 5.5 N/A 99965.00 5057.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EG5M2 2040-10-01 6 N/A 695000.00 11866.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7TD0 2055-11-01 5.5 N/A 168191109.00 164004567.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M4K77 2037-01-01 5.5 N/A 461622.00 3961.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UDWW5 2056-05-01 5 N/A 6930676.00 6774837.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UBXR9 2056-04-01 5.5 N/A 5008683.00 5024000.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3HM6 2056-03-01 5.5 N/A 1032439.00 1031857.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1FQ1 2040-03-01 5.5 N/A 73211105.00 43489953.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MA4R2 2052-04-01 3.5 N/A 3469000.00 2249872.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHNC7 2052-06-01 4 N/A 625000.00 389353.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MQTX1 2042-12-01 3.5 N/A 370975.00 49090.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCWF1 2051-09-01 2.5 N/A 1000.00 603.48 Agency Mortgage-Backed 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Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXBD7 2055-11-01 5.5 N/A 1557050.00 1547240.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EF39 2037-06-01 1.5 N/A 32965527.00 18561935.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKW35 2041-05-01 6 N/A 46378.00 1617.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6SJ2 2050-03-01 4.5 N/A 10634392.00 10207330.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJSE4 2037-10-01 4 N/A 500000.00 264709.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DM82 2030-04-01 3 N/A 739499.00 84560.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31405SKV5 2035-04-01 5 N/A 3500000.00 19851.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YMB0 2030-03-01 4.5 N/A 3000000.00 30538.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WAGF8 2043-11-01 4 N/A 390000.00 18855.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNHK2 2051-12-01 2 N/A 138000.00 77736.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ7C1 2053-08-01 6.5 N/A 506000.00 376738.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KMK95 2037-03-01 5.5 N/A 534934.00 1314.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXEU0 2035-05-01 7 N/A 121000.00 1125.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KVQF0 2051-03-01 2 N/A 400000.00 207320.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJFP0 2037-01-01 5.5 N/A 185768.00 741.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406VV52 2035-06-01 6 N/A 476149.00 4537.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9XH0 2043-12-01 5 N/A 17000.00 903.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AFEH9 2041-05-01 5 N/A 440000.00 33930.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKUV4 2040-11-01 5 N/A 3273760.00 3134032.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UACN3 2056-04-01 5 N/A 5845045.00 5515044.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDY3 2052-04-01 4 N/A 28000.00 16518.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U8EY2 2056-05-01 5 N/A 1330418.00 1296909.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1YV9 2052-05-01 2.5 N/A 440000.00 333335.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EU81 2053-08-01 5 N/A 5573500.00 4232749.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WNEV8 2040-07-01 5 N/A 1841394.00 1597561.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CVK7 2048-01-01 3.5 N/A 506591.00 126618.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZF0 2047-01-01 3 N/A 380744.00 65036.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6CA9 2055-11-01 5.5 N/A 131000.00 117422.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLEP9 2053-05-01 6 N/A 106750.00 74394.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MRBN6 2052-07-01 5 N/A 10000.00 5568.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBGG9 2051-06-01 2.5 N/A 25000.00 13240.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FU39 2041-03-01 3.5 N/A 10488310.00 9683856.18 Agency 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5251780.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410SQE0 2036-07-01 6 N/A 4287012.00 4278.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M97F3 2041-06-01 5.5 N/A 8000.00 549.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FWV5 2041-05-01 4 N/A 10457916.00 9858971.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLGZ7 2056-01-01 5 N/A 2017739.00 1814945.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296PBX9 2033-11-01 5 N/A 952662.00 6185.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J72Y0 2036-12-01 4 N/A 1240000.00 193097.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132HRMP2 2043-01-01 3 N/A 209843.00 34748.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EZ86 2039-02-01 5 N/A 5000.00 2498.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPCV9 2053-09-01 4.5 N/A 1000000.00 730505.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7KT5 2050-05-01 4 N/A 900000.00 134339.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKHC7 2052-01-01 3 N/A 7000.00 4324.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3 N/A 9578500.00 1635728.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5H45 2037-11-01 6 N/A 1167813.00 6693.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296RRP5 2033-12-01 5 N/A 2478113.00 18567.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EED8 2042-06-01 2.5 N/A 27419416.00 17123360.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRJQ9 2051-09-01 4.5 N/A 19000.00 15236.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MFMK1 2033-02-01 3.5 N/A 10000000.00 1413789.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YVUC1 2045-06-01 3.5 N/A 466669.00 22774.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6WC2 2052-02-01 4 N/A 10203034.00 9462583.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCB39 2049-11-01 3.5 N/A 1200000.00 310816.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MCPM0 2042-09-01 3 N/A 3956487.00 365504.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.5 N/A 20219000.00 13666197.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J4QK8 2030-06-01 5.5 N/A 247910.00 878.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAFJ6 2049-06-01 4 N/A 33865.00 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Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418T4C8 2040-05-01 5 N/A 412706.00 8339.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140APCK8 2054-09-01 6 N/A 393000.00 310014.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVG57 2054-09-01 6 N/A 1135000.00 888548.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287CAE2 2028-12-01 3.5 N/A 2000000.00 21834.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDH95 2044-11-01 3.5 N/A 22000.00 3122.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XCR49 2048-01-01 3.5 N/A 1020000.00 264312.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7WN5 2050-09-01 2 N/A 100000.00 44490.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3E70 2035-02-01 2.5 N/A 6000000.00 3170144.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6TW8 2038-09-01 6 N/A 546112.00 3029.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P8H20 2039-05-01 4 N/A 7113163.00 661184.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WXP2 2030-10-01 4.5 N/A 5100000.00 119367.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U9JK5 2056-04-01 5.5 N/A 2171193.00 2172179.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FHJ9 2040-02-01 6 N/A 1000.00 530.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5RA0 2038-01-01 6 N/A 646430.00 2307.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WN2J0 2047-06-01 4.5 N/A 6000.00 1019.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6E87 2038-06-01 5.5 N/A 198794.00 1647.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417EMR9 2043-01-01 3 N/A 40391.00 6151.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLHL7 2045-12-01 3.5 N/A 1072134.00 961033.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7QT3 2031-04-01 4.5 N/A 275000.00 6869.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BARD0 2040-06-01 5.5 N/A 1011106.00 950385.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UGEA6 2056-05-01 5 N/A 1165648.00 1133497.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H37J9 2048-04-01 4 N/A 19000000.00 3445517.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0L37 2055-02-01 5.5 N/A 5000.00 4074.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZ94 2047-06-01 4 N/A 300757.00 27687.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J4JG5 2033-11-01 3 N/A 10000000.00 1280195.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128L1WP1 2037-12-01 6 N/A 581294.00 2391.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KEYW7 2036-09-01 6 N/A 165988.00 1639.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132JBQE6 2043-07-01 3.5 N/A 1074000.00 238257.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MDMH3 2028-01-01 2 N/A 295000.00 6857.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJU81 2044-09-01 4 N/A 1052000.00 62199.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AE3M9 2054-06-01 6 N/A 14791479.00 10661550.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312941Z59 2040-08-01 5 N/A 29075.00 1587.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132KE3K9 2030-05-01 3 N/A 21078517.00 914988.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287PR70 2032-02-01 7 N/A 6113978.00 18171.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MDWW9 2029-01-01 3.5 N/A 25000.00 656.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9BZ4 2041-08-01 4.5 N/A 1008000.00 32691.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9XL2 2048-10-01 4.5 N/A 110000.00 17767.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W7GH7 2052-04-01 3 N/A 33009770.00 28829445.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVYH1 2039-10-01 5 N/A 579554.00 306981.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QK3P1 2051-06-01 1.5 N/A 250000.00 131808.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427SNF1 2055-10-01 6.5 N/A 475000.00 481129.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M96D9 2041-06-01 5.5 N/A 19362.00 1332.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W5GH5 2043-06-01 3 N/A 100000.00 12872.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292LFK6 2042-02-01 3.5 N/A 430000.00 31014.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410LV74 2033-05-01 4 N/A 267000.00 32659.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ANM55 2039-08-01 6 N/A 1271973.00 522148.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNZZ0 2052-07-01 3 N/A 40000.00 28070.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNNV0 2052-03-01 2.5 N/A 20000.00 12234.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415TEY2 2038-08-01 5.5 N/A 5357779.00 152003.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MFS58 2032-02-01 3 N/A 120000.00 2375.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYSD7 2056-01-01 6 N/A 2146121.00 2063178.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296LVE8 2033-08-01 5 N/A 120000.00 894.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6B93 2055-11-01 5 N/A 12185000.00 11334718.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETWG7 2046-06-01 3.5 N/A 79870940.00 14417867.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M4KJ1 2037-02-01 5.5 N/A 925000.00 7531.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUHY5 2054-04-01 6 N/A 4977326.00 3567116.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMM43 2051-11-01 3.5 N/A 21755023.00 12420877.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q8AH8 2047-12-01 3.5 N/A 240000.00 54726.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J8RY8 2043-04-01 3.5 N/A 870000.00 130306.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UM5D7 2056-07-01 6.5 N/A 2426950.00 2541229.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UGH39 2056-05-01 5 N/A 1522625.00 1486023.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ER2F6 2047-01-01 3 N/A 1500000.00 380627.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J9DA3 2043-05-01 3.5 N/A 850000.00 159496.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DES7 2049-08-01 3 N/A 49000.00 4879.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U95Z7 2056-05-01 5 N/A 3583764.00 3506376.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FXH5 2056-06-01 5 N/A 78591034.00 75725347.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJNE9 2050-08-01 3 N/A 90000.00 52790.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DUF7 2050-11-01 1.5 N/A 49153954.00 25096174.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P73T8 2033-06-01 3.5 N/A 565000.00 50886.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415SVQ2 2029-03-01 7.5 N/A 1653612.00 5240.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6Q38 2047-07-01 3.5 N/A 175000.00 47290.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7M89 2050-05-01 3.5 N/A 4415000.00 858789.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292JBP4 2034-06-01 5 N/A 65000.00 507.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W44P9 2055-12-01 7 N/A 12284000.00 11297088.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5WZ5 2041-07-01 4.5 N/A 5277001.00 5199080.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSLA8 2053-07-01 3 N/A 381000.00 275715.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPZN2 2052-04-01 2.5 N/A 538000.00 369353.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M8YY4 2037-01-01 5.5 N/A 271731.00 5153.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9UF7 2041-03-01 4.5 N/A 33000.00 2998.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6SA7 2038-10-01 6 N/A 177053.00 867.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPM8 2040-05-01 3.5 N/A 50790.00 11477.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U12X2 2056-01-01 6.5 N/A 3030600.00 3144534.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJ5M6 2047-03-01 3.5 N/A 70000.00 12422.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAGX0 2039-01-01 4 N/A 4000.00 631.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GFKT3 2041-07-01 5 N/A 10367036.00 309875.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVCJ1 2054-08-01 4.5 N/A 10000.00 8347.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D7K2 2036-12-01 2 N/A 25145508.00 12942968.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M97H9 2044-08-01 5 N/A 5600000.00 431040.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FCYW2 2046-08-01 3.5 N/A 6973842.00 1832332.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KUD1 2032-10-01 7 N/A 270000.00 670.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945ZK7 2041-02-01 4.5 N/A 33000.00 859.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312935M97 2039-09-01 5.5 N/A 164441.00 2649.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U1XF7 2056-01-01 6.5 N/A 2335956.00 1781118.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQ78 2053-04-01 4.5 N/A 6307000.00 4743370.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UL4E8 2056-06-01 4.5 N/A 1270822.00 1210566.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6QA2 2050-02-01 4 N/A 21514.00 8967.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AW2X6 2054-12-01 5.5 N/A 1138053.00 1114304.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UT6K5 2056-06-01 6 N/A 1144398.00 1172306.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCA34 2040-09-01 5 N/A 10090425.00 7850959.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FZ42 2036-07-01 5 N/A 10160966.00 10199198.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4H34 2052-04-01 2.5 N/A 56887407.00 45423785.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHDP9 2048-11-01 3.5 N/A 10322413.00 5992362.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EP46 2053-03-01 6 N/A 33000.00 16884.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNKK9 2052-08-01 3.5 N/A 2000.00 1546.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417HBN3 2043-07-01 3 N/A 235000.00 42896.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M4AZ6 2036-12-01 5.5 N/A 1214545.00 5930.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUH8 2046-02-01 5.5 N/A 3000.00 2772.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHZH8 2046-09-01 4 N/A 2356264.00 558013.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419LCB7 2040-11-01 4 N/A 13000.00 1102.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N2BN0 2052-09-01 4.5 N/A 2881496.00 2031076.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UUJL6 2056-08-01 6.5 N/A 3101867.00 3237067.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 511470188.00 434370250.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVV9 2045-02-01 3.5 N/A 13000.00 1048.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ERL6 2038-04-01 4.5 N/A 40000.00 19991.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEDF6 2050-07-01 2.5 N/A 202000.00 91196.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCBK8 2044-06-01 5 N/A 345000.00 22231.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRSA2 2053-03-01 6 N/A 6460000.00 3949289.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128K8CJ3 2035-10-01 5.5 N/A 559072.00 11860.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJAQ3 2034-10-01 5 N/A 81000.00 727.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJK72 2046-12-01 3.5 N/A 1020000.00 148019.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M4ZP1 2037-08-01 5.5 N/A 2544982.00 10553.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4 N/A 1000.00 694.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEN57 2050-08-01 2.5 N/A 346685.00 157989.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGYB9 2048-05-01 4.5 N/A 16000.00 8098.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MKY7 2038-12-01 7 N/A 585984.00 4496.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCJA7 2050-10-01 5 N/A 1423128.00 461462.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UMH85 2056-07-01 5.5 N/A 2563172.00 2566105.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJGK8 2046-11-01 3 N/A 3000.00 695.15 Agency 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Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UG3U4 2056-06-01 5 N/A 6836179.00 6662442.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CWA8 2033-04-01 3.5 N/A 94139841.00 8229714.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UTAP9 2056-08-01 5 N/A 2475615.00 2415543.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JAP36 2045-09-01 3.5 N/A 545000.00 106039.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WBNC5 2044-04-01 5 N/A 161000.00 32679.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTL1 2046-01-01 4.5 N/A 10621021.00 9836651.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPDF1 2037-05-01 2.5 N/A 1859460.00 1038854.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UBQD8 2056-04-01 6.5 N/A 1761010.00 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NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHYE1 2047-07-01 5 N/A 6730118.00 3712579.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UM2A6 2056-07-01 5 N/A 1312500.00 1281285.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NM6S1 2053-07-01 6.5 N/A 404747.00 191853.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DZU9 2051-06-01 1.5 N/A 93243.00 52158.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U97C6 2056-05-01 6 N/A 1655574.00 1705620.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERPS3 2046-10-01 3 N/A 54133.00 12245.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNYZ3 2037-04-01 2.5 N/A 158765.00 80633.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQNF5 2045-10-01 3.5 N/A 35330.00 5323.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U8WJ5 2041-03-01 4.5 N/A 1128978.00 1074277.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5DV8 2047-04-01 3.5 N/A 229000.00 61327.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5Y32 2036-04-01 2.5 N/A 6000.00 5179.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X63P4 2050-06-01 2.5 N/A 300000.00 124131.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6JV3 2055-04-01 6.5 N/A 17801886.00 15978891.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHSA4 2049-07-01 3 N/A 43898106.00 8369993.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQE76 2052-09-01 3.5 N/A 13000.00 8388.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6PH8 2038-03-01 2.5 N/A 1900000.00 415540.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS7L9 2053-07-01 6 N/A 593278.00 411092.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7WY7 2044-01-01 4.5 N/A 77000.00 16348.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UG4N9 2056-07-01 5.5 N/A 2795946.00 2809708.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UA6C4 2056-05-01 4.5 N/A 283190.00 262309.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBD56 2047-07-01 5 N/A 2702481.00 1043945.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412S5S0 2038-05-01 6 N/A 2128386.00 6801.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYCG7 2041-02-01 4 N/A 2991987.00 2822110.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XECC6 2043-08-01 3.5 N/A 644000.00 346083.43 Agency Mortgage-Backed 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N/A 57876000.00 43659231.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AHRM6 2054-08-01 5.5 N/A 28136000.00 24257830.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7HT9 2035-07-01 3.5 N/A 2257304.00 405628.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BDJK7 2055-06-01 6.5 N/A 1478488.00 1513505.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKB94 2055-08-01 4.5 N/A 225091.00 204406.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E2Q2 2054-02-01 4.5 N/A 39000.00 32611.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W23V1 2053-03-01 3 N/A 10000.00 8102.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6WG3 2056-06-01 4.5 N/A 67965882.00 64193968.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLYA0 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3140W6WK4 2056-05-01 6 N/A 20812893.00 21076838.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UHT42 2056-06-01 5 N/A 4829153.00 4733459.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B7DM2 2040-03-01 6.5 N/A 1045560.00 868935.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MMR75 2052-04-01 3 N/A 279000.00 189826.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDPA8 2045-07-01 3.5 N/A 7035000.00 3416584.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W33U1 2032-05-01 1.5 N/A 16645000.00 13131324.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMEZ5 2047-07-01 5 N/A 195000.00 132509.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRQ7 2040-08-01 2.5 N/A 1000000.00 338638.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 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(REPO) CITIGROUP GLOBAL MARKETS INC. 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Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LYHM3 2055-10-20 6.5 N/A 1307510.00 1361241.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NLLG7 2055-04-20 7 N/A 1515884.00 1443067.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MTK23 2056-03-20 5 N/A 1468438.00 1435845.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176TN38 2041-11-15 4.25 N/A 3306492.00 335786.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TSF3 2048-02-20 3 N/A 689979392.00 86881140.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HT2S2 2054-07-20 6.5 N/A 6146800.00 6376701.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y5M2 2054-08-20 6 N/A 31240352.00 15848001.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V2B97 2055-11-20 6 N/A 1294898.00 1334008.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N3WY6 2056-03-20 6 N/A 2315464.00 2440826.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW54 2038-10-20 6 N/A 4320000.00 37920.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KMWK7 2055-04-20 7.5 N/A 1177616.00 739765.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W0YU8 2056-07-20 6.5 N/A 5517016.00 5855207.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VCD85 2056-03-20 5.5 N/A 9701232.00 9751115.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MYZ42 2056-05-20 6 N/A 938867.00 985900.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6J7 2028-11-20 6.5 N/A 3215360.00 1709.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N3DT8 2056-04-20 6.5 N/A 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549300M8ZYFG0OCMTT87 3618VA4J5 2056-05-20 5.5 N/A 3887084.00 3927883.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MCP82 2055-11-20 7 N/A 9316656.00 9720951.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VKCG0 2056-07-20 6 N/A 1556362.00 1602825.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VKK5 2050-04-20 2.5 N/A 1230000.00 272776.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V8L77 2056-05-20 6.5 N/A 1363162.00 1441401.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VT4A3 2056-06-20 6 N/A 1086256.00 1136240.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VVWQ2 2056-06-20 6.5 N/A 1129028.00 1198792.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KPGC6 2055-07-20 5.5 N/A 1129878.00 1130832.83 Agency Mortgage-Backed Securities 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GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VCGV1 2056-04-20 5.5 N/A 4548056.00 4585424.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M5YL8 2055-11-20 6.5 N/A 2148424.00 2007354.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VVTV5 2056-07-20 6 N/A 1111564.00 1149939.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWNW2 2055-07-25 4.71608 N/A 400000.00 316304.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MY4H7 2056-06-20 6 N/A 827466.00 860825.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N3X74 2056-04-20 7.5 N/A 1156470.00 1262399.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W26C5 2056-07-20 5 N/A 1060234.00 1041092.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406QGE1 2035-02-01 5.67 N/A 250000.00 1494.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VW7F2 2056-06-20 6.5 N/A 2008804.00 2147240.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HNML8 2054-07-20 6 N/A 1134444.00 678846.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AACB8 2049-01-20 5 N/A 600000.00 89708.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KWSF1 2056-01-20 6 N/A 3532960.00 3660260.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NNDV9 2055-09-20 6.5 N/A 1090762.00 1144808.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GME0 2037-09-01 6.594 N/A 670000.00 3575.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VUWN1 2056-07-20 6 N/A 2276836.00 2366773.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A23D2 2047-01-15 3 N/A 815833.00 248251.30 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Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADPF9 2054-12-20 5.5 N/A 49905408.00 40523750.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211BXE9 2030-09-15 8 N/A 3153920.00 2959.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NLMD3 2055-07-20 6.5 N/A 4856600.00 4447063.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M4N82 2056-04-20 6.5 N/A 1015170.00 1063383.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JKSH5 2054-10-20 7 N/A 2159364.00 1926956.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V1E88 2056-01-20 6.5 N/A 3304540.00 3509119.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VHS2 2050-02-20 3 N/A 11306224.00 1623354.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VSJ0 2050-08-20 3.5 N/A 4843070.00 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(including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 994835200.00 998244428.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 450600.00 457624.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 563330400.00 571666751.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 12064900.00 12084557.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 N/A 124451000.00 124516212.32 U.S. Treasuries (including strips) Y Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Moody's Long Rating NR Fitch Short Rating NR Standard & Poor's Long Rating AA Fitch Long Rating NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 4000000000.00 4000000000.00 0.0117 N Y Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL 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2549001DPIFGXC1TOL40 US3130B8K841 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Short Rating NR Moody's Long Rating Aa1 Fitch Long Rating NR Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 2026-08-03 2027-02-12 2027-02-12 N N N 0.0376 449991369.00 449991369.00 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.70000080 3130BBNY7 2549001DPIFGXC1TOL40 US3130BBNY71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Short Rating NR Fitch Long Rating NR Moody's Long Rating Aa1 Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 2026-08-03 2027-02-22 2027-02-22 N N N 0.0375 1000000170.00 1000000170.00 0.0029 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.72499920 3133ER7C9 254900C5LP6DN9OP9V83 US3133ER7C98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Standard & 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S6XOOCT0IEG5ABCC6L87 3133TAG22 2027-07-15 7 N/A 699936.00 977.59 Agency Collateralized Mortgage Obligation Y Fitch Long Rating AA Standard & Poor's Long Rating A+ Moody's Long Rating NR Fitch Short Rating F1+ Moody's Short Rating NR Standard & Poor's Short Rating A-1 2026-08-03 2026-08-07 2026-08-10 Y BOFA SECURITIES INC (REPO) 1.0000 7 N Fitch Short Rating F1+ Standard & Poor's Short Rating A-1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Fitch Long Rating AA N N 0.0372 500000000.00 500000000.00 0.0015 N N Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.79000080 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Short Rating P-1 Fitch Long Rating AA+ Fitch Short Rating F1+ Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Moody's Long Rating Aa1 2026-08-03 2026-11-04 2026-11-04 N N N 0.0384 75012926.25 75012926.25 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.00000000 313385A55 2549001DPIFGXC1TOL40 US313385A558 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Fitch Long Rating NR Fitch Short Rating NR Standard & Poor's Long Rating AA+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0351 234096848.25 234096848.25 0.0007 N Y Y N JPMORGAN TRUST II 2026-08-07 /s/Timothy J. Clemens Timothy J. Clemens Treasurer