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3137H9UD9 2033-01-25 4.35 N/A 29155000.00 28955817.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B0YM2 2028-01-25 3.02576 N/A 53055447.00 39618955.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36182DAL9 2064-03-20 4.554 N/A 1000.00 10.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397Q2F4 2041-01-25 4 N/A 6000.00 205.82 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETZ59 2035-11-26 5 N/A 150000.00 149316.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 302966AH9 2038-09-25 4.40615 N/A 32140000.00 6989807.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30306LAD3 2037-10-25 4.40615 N/A 4770000.00 63367.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130BBBT1 2031-06-30 4.8 N/A 2075000.00 2073879.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XHSA3 2030-08-01 2.92 N/A 104858000.00 96235198.26 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENYL8 2037-06-08 4.99 N/A 50000.00 49145.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F84B6 2030-11-25 3.93167 N/A 8000000.00 2202845.50 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 1041700.00 1169527.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAD52 2033-06-25 4.825 N/A 26620000.00 27034335.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAGN0 2033-07-25 4.37167 N/A 13000000.00 10732224.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LDJ4 2056-01-20 4.5 N/A 119886.00 100388.58 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ER5N7 2033-03-03 4.94 N/A 100000.00 101260.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKWZ5 2028-12-25 4.24615 N/A 36206332.00 3907479.35 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB4 N/A 30296RAN0 2038-01-25 4.40615 N/A 30000000.00 5331411.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBLU6 2028-07-25 4.466 N/A 9790000.00 8719712.74 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 1854300.00 1860856.49 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383UER7 2052-07-20 4 N/A 55000.00 9848.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383M2P2 2052-08-20 3.5 N/A 4200.00 3930.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FGZU2 2028-06-25 3.93 N/A 4417000.00 4385987.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FF3L9 2028-01-25 3.77167 N/A 8095000.00 1457946.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30308AAH6 2027-11-25 3.16 N/A 22500000.00 6111763.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HNWF1 2035-08-27 4.20167 N/A 11498658.00 11515904.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FUZW7 2030-05-25 1.039 N/A 7767000.00 6839301.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 302966AL0 2028-10-25 3.7 N/A 20000000.00 7659341.38 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 139400.00 189930.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 1000000.00 354250.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 80000.00 79624.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F62K2 2030-09-25 4.02615 N/A 5080000.00 1759357.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQ2Q5 2029-09-25 4.22615 N/A 36275000.00 3959365.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379ARU6 2044-02-20 3 N/A 7492206.00 9815860.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQ2W2 2029-09-25 4.26615 N/A 4344789.00 1900546.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJEJ4 2028-08-25 3.9 N/A 5000000.00 4954563.33 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ET2R7 2033-12-02 4.82 N/A 20000.00 19932.04 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETK48 2040-10-22 5.42 N/A 45000.00 44986.18 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LGL34 2032-08-01 3.83 N/A 178713000.00 172900409.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9MS5 2032-11-26 4.43167 N/A 17000000.00 15678911.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383TDX8 2052-05-20 4.5 N/A 10000.00 8912.57 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 578900.00 613153.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 111400.00 131862.51 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0VS8 2032-11-01 4.095 N/A 69405000.00 67747730.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374LWF4 2035-07-20 5 N/A 26000.00 4784.96 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETNZ6 2032-07-07 5 N/A 15000.00 15330.43 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 843400.00 896003.88 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7Z89 2032-06-25 4.07167 N/A 83388541.00 51988655.47 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30315EAB2 2040-04-25 4.40682 N/A 4596000.00 2547086.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F6RV1 2050-11-25 0.75 N/A 113597432.00 52587572.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FTFZ5 2030-04-25 1.286 N/A 8000000.00 7128111.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WPJ0 2051-07-20 0.75 N/A 150000000.00 63555536.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381JQQ3 2064-09-16 3.25 N/A 1001331.00 702524.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJZ51 2028-10-25 4.13615 N/A 51247000.00 725696.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FRYZ8 2027-02-25 4.40615 N/A 17500000.00 5103409.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30303KAF3 2037-04-25 3.13 N/A 5000000.00 2679229.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NWX83 2032-01-01 4.81 N/A 64025000.00 65170837.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHJE2 2030-10-25 4.76 N/A 17400000.00 16614022.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HN6E3 2030-07-25 4.12167 N/A 138098000.00 108424069.72 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 119400.00 129585.82 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETYN1 2036-09-17 5.1 N/A 137000.00 137394.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8CA7 2029-06-25 4.14167 N/A 9000000.00 6790744.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30298WAE7 2039-08-25 4.40682 N/A 840000.00 410582.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F72V6 2033-03-25 1.394 N/A 15000000.00 5260380.68 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 67400.00 83832.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425SAE0 2029-09-01 4 N/A 126000000.00 124715112.02 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.25 N/A 40200.00 39953.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 153000.00 212850.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 1702700.00 1718224.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 909400.00 1039516.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 90000.00 78231.96 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381BW83 2048-12-20 3.5 N/A 201669525.00 1059820.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAN85 2028-04-25 4.74 N/A 25000000.00 21382919.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JSJ3 2055-11-20 5 N/A 139000.00 135753.49 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 201 N/A 30298DAE9 2039-04-25 4.40615 N/A 103145000.00 40331813.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ATX33 2028-08-25 4.36224 N/A 8500000.00 4283983.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBPH1 2031-01-27 4.19167 N/A 34000000.00 30746747.97 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 780400.00 833464.06 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FUZ4 2051-12-20 1 N/A 316396260.00 126843687.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HMC65 2030-06-25 4.329 N/A 16255000.00 16240423.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKKZ8 2028-10-25 4.31615 N/A 20509000.00 7851077.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130BAZV2 2031-06-16 5 N/A 1850000.00 1849019.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378DNQ4 2041-08-16 3 N/A 7000.00 6326.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30303HAJ2 2027-05-25 2.83 N/A 4500000.00 2523145.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9JB6 2032-09-27 4.49167 N/A 50000000.00 35176769.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H13L8 2028-05-25 3.82167 N/A 44110000.00 12177667.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379VHJ6 2044-03-20 2 N/A 32377744.00 2840938.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B6JD4 2033-12-15 3.5 N/A 1700000.00 1538895.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FTZZ3 2030-05-28 4.17615 N/A 39250000.00 10579151.55 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETJR9 2032-05-28 5.17 N/A 15000.00 15043.28 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398R7C3 2040-08-25 5 N/A 7000.00 5918.95 Agency Collateralized Mortgage Obligation FRESB MTG TR 2016-SB2 S6XOOCT0IEG5ABCC6L87 30295LAB0 2036-09-25 4.40615 N/A 17500000.00 2842017.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XK7A9 2030-10-01 3.95 N/A 102783000.00 101105061.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382XKR5 2051-08-20 3 N/A 155388000.00 78768469.83 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETQA8 2032-07-15 5.11 N/A 10000.00 10205.21 Agency Debentures and Agency Strips FHLMC SERIES FRESR 20 S6XOOCT0IEG5ABCC6L87 3137FCJG0 2027-11-25 3.089 N/A 630000.00 381742.24 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 1047600.00 1157649.92 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382JAL0 2050-09-16 1 N/A 117000.00 20339.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AV6R5 2027-06-25 2.898 N/A 58166000.00 56737733.77 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 15953500.00 17034741.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130BBC37 2028-12-28 4.5 N/A 680000.00 679722.56 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376CJT7 2039-06-20 4 N/A 50000.00 122.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 30297CAJ1 2028-06-25 3.48 N/A 7500000.00 3620128.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQKH5 2029-11-26 4.30615 N/A 6200000.00 2322888.14 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETZM2 2034-09-25 4.95 N/A 15000.00 15005.77 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383FG64 2052-01-20 1.25 N/A 154672000.00 65273346.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HVFZ2 2029-09-01 2.4 N/A 66030000.00 62461298.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPJC0 2029-08-25 4.22615 N/A 26150000.00 2298010.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FCJL9 2027-12-25 3.364 N/A 2000000.00 1975899.78 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETXT9 2033-09-15 4.78 N/A 450000.00 449865.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FV2F8 2030-06-25 4.07615 N/A 15950000.00 8332943.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 783600.00 854273.88 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EMRW4 2029-03-01 1.2 N/A 75000.00 69668.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBST2 2028-12-25 4.856 N/A 11500000.00 8243740.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383U3P3 2051-06-20 5 N/A 20000.00 6727.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FWJ76 2030-04-25 3.96167 N/A 12400000.00 6922782.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJY52 2030-07-25 3.9 N/A 24250000.00 15664618.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380TVD5 2047-04-20 2.25 N/A 74127000.00 2944903.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDV64 2029-04-25 4.15167 N/A 3000000.00 2430739.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381DYY0 2063-04-16 1.75 N/A 150000.00 88081.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBBP8 2030-10-25 4.29167 N/A 126000000.00 56890006.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JC2X1 2033-04-01 4.551686 N/A 6516262.00 6132498.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FXLW6 2030-05-25 0.799 N/A 7545000.00 4719051.15 Agency Collateralized Mortgage Obligation FRESB MTG TR 2016-SB1 549300G1LSFZALV3VL31 302614AF9 2036-01-25 4.40615 N/A 42562000.00 4676314.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4BY5 2028-09-25 2.031 N/A 9500000.00 9045482.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPHW8 2028-06-26 4.32615 N/A 18500000.00 1384316.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378NKT9 2046-03-16 2 N/A 732684.00 50296.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130BBBG9 2028-06-23 4.5 N/A 2035000.00 2034369.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FCKC7 2027-10-25 4.06615 N/A 80387000.00 36743993.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQ4A8 2029-10-25 2.234 N/A 7500000.00 6995952.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7M26 2032-04-26 4.00167 N/A 104284000.00 43398467.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385MAH9 2056-02-20 4.5 N/A 79000.00 76942.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FXSG4 2051-03-25 0.75 N/A 369485994.00 66382744.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FXSC3 2051-01-25 0.75 N/A 199949916.00 61244068.83 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETYP6 2035-09-17 4.97 N/A 490000.00 492628.71 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378AXJ5 2041-12-20 3 N/A 3000.00 26.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9JG5 2032-10-25 3.8 N/A 50117000.00 48325222.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382QDR8 2051-03-20 0.75 N/A 200000000.00 73347923.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FGR49 2028-06-25 3.92 N/A 4900000.00 4863748.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7M91 2032-04-25 2.45 N/A 27975000.00 25177069.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0DS8 2030-08-01 4.66 N/A 63700000.00 64417382.33 Agency 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2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2000000000.00 2000000000.00 0.0059 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.65000000 N/A R0MUWSFPU8MPRO8K5P83 0QK011V95 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5 N/A 472.23 342.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6 N/A 933719.30 713252.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WTX8 2055-08-01 5.5 N/A 468.49 472.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B5HP0 2052-02-01 2.5 N/A 468.49 355.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNVW0 2052-10-01 6 N/A 468.49 468.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CYJT6 2054-10-01 5.5 N/A 3747.89 3723.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH4D6 2052-08-01 5 N/A 7025.88 5218.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.5 N/A 146113.29 105969.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FL2M5 2034-01-25 3.794 N/A 63515.46 60253.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426MRA2 2055-05-01 5.5 N/A 3279.40 3173.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6 N/A 468.49 284.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTJG6 2054-06-01 5.5 N/A 1082217.65 904553.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FK4M5 2028-10-25 4.06 N/A 92291.74 91784.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FCJL9 2027-12-25 3.364 N/A 468.49 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLJ80 2051-07-01 2 N/A 2939247.43 1709332.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQ4N4 2054-09-01 6 N/A 297093.68 231111.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5QK3 2056-04-01 5.5 N/A 3845812.82 3856241.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JZN2 2055-04-01 5.5 N/A 830067.24 750505.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XLWE8 2044-02-01 4.5 N/A 1291.62 189.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0WB4 2053-11-01 5.5 N/A 20149594.10 15424545.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0KQ4 2053-09-01 6.5 N/A 13442584.56 9149346.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPGK8 2052-05-01 3.5 N/A 485103.20 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4JH1 2052-08-01 3.5 N/A 8251405.50 7177192.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392R3H2 2032-07-15 6.5 N/A 2332938.47 66542.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U94G0 2056-04-01 5 N/A 73285.26 72837.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7KL1 2055-10-01 5 N/A 913.08 892.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NMW7 2055-05-01 5.5 N/A 468.49 470.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUBF3 2054-08-01 6.5 N/A 241850.74 204952.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMCC6 2051-10-01 2.5 N/A 479.73 294.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AT5G5 2039-07-25 2.944 N/A 2564.49 124.23 Agency 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NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QU6W1 2054-08-01 5.5 N/A 91972.70 78739.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKH78 2052-05-01 3.5 N/A 609967.84 369827.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJMH2 2050-07-01 3 N/A 6537664.51 1974121.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWD26 2052-06-01 3.5 N/A 152257.95 106083.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJKE8 2028-09-25 3.92 N/A 227215.71 225430.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJYB3 2052-12-01 5.5 N/A 539.70 340.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0B27 2052-12-01 5 N/A 122074.80 86238.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425UTA3 2054-11-01 4.5 N/A 494068.15 472070.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4R36 2031-10-25 2.154 N/A 12180.64 10902.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2 N/A 4847420.89 2612592.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BJ6Z1 2045-05-15 3 N/A 322919.90 255806.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQQ90 2053-06-01 6.5 N/A 91823.26 63293.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BTHK9 2053-01-01 5.5 N/A 169561.95 115617.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 313637WE6 2030-09-01 3.73 N/A 2827230.09 2749522.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BBAQ5 2031-01-25 0.96959 N/A 69804.41 62239.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNJ2 2055-08-01 5.5 N/A 262076.22 223910.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HLL34 2052-11-25 5 N/A 472.23 315.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133LP3M7 2036-06-01 4.5 N/A 472.23 472.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425UTP0 2054-12-01 6.5 N/A 1023173.42 479074.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSH21 2053-11-01 6.5 N/A 1259999.66 746106.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LCQA6 2046-01-01 3.88 N/A 468.49 350.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JXNK6 2056-03-01 6 N/A 22736.09 23338.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q2MY1 2031-04-01 4.14 N/A 9233.86 9150.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCZL1 2054-05-01 5.5 N/A 1949505.17 1632039.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6DP5 2056-04-01 4.5 N/A 10241572.45 9810852.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTA82 2053-10-01 5 N/A 77185.41 69791.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GQPY2 2053-11-01 6 N/A 468.49 467.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XFX52 2035-02-01 4.6 N/A 468.49 470.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B9N37 2060-06-25 4.19224 N/A 2343291.55 935489.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FEZU7 2028-04-25 3.9 N/A 468.49 465.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTQ60 2054-07-01 5.5 N/A 1523911.41 1266291.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U84F4 2056-03-01 5.5 N/A 791744.15 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Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XQJ49 2044-08-01 3.5 N/A 3010787.12 428766.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQPY6 2052-07-01 3.5 N/A 495.19 357.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A9RW2 2054-07-01 6 N/A 85571.78 87210.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAW0 2042-01-01 2 N/A 468.49 278.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H2NU4 2051-05-25 1.471931 N/A 653294.36 547807.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLSX7 2052-05-01 2.5 N/A 178721.79 127379.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5FC9 2037-11-01 6 N/A 14052012.70 177421.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BXQY1 2027-03-25 3.224 N/A 468.49 466.32 Agency 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Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBSS8 2049-09-01 3 N/A 479.73 78.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UEBT3 2056-05-01 6.5 N/A 802396.59 816405.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5CN3 2044-08-01 3.5 N/A 712.57 50.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JCG24 2054-02-01 4.766 N/A 3742709.82 2690192.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRE76 2042-05-01 2 N/A 472.23 348.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJSS0 2043-04-01 3 N/A 1158.57 161.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4 N/A 468.49 324.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HWQN5 2032-01-01 2.71 N/A 4812944.07 4394579.41 Agency Mortgage-Backed 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549300M8ZYFG0OCMTT87 36202CY80 2028-01-20 7 N/A 2000000.00 531.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CU67 2034-03-01 5 N/A 21000.00 161.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412MKQ0 2038-03-01 6.5 N/A 6000.00 64.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CT94 2027-02-20 7 N/A 107500.00 7.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CSM6 2026-11-20 8 N/A 25000.00 0.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNZ0 2031-07-20 7 N/A 225000.00 365.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213R4E4 2034-08-15 5 N/A 40049.00 1890.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMM8 2037-03-20 5 N/A 35000.00 314.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209EP71 2028-03-15 6.75 N/A 75000.00 154.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E2E8 2039-02-20 7 N/A 10000.00 263.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A93A7 2033-11-20 6.5 N/A 75000.00 2335.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DT76 2032-08-20 6.5 N/A 25000.00 55.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BHW1 2030-03-15 8 N/A 25000.00 19.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKM2 2030-11-20 8 N/A 57015.00 42.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V4C6 2028-03-15 7 N/A 30000.00 6.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DJZ3 2036-06-01 5 N/A 6000.00 50.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FEZ5 2040-03-20 4.5 N/A 25000.00 375.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DP79 2034-11-01 5.5 N/A 31542.00 203.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BK56 2030-12-15 6.5 N/A 225000.00 359.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LQSX3 2027-06-01 3 N/A 5000.00 40.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CP98 2026-07-20 7.5 N/A 62500.00 0.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RLU1 2045-07-20 6 N/A 22000.00 1669.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6F3 2034-06-20 6 N/A 40293.00 440.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DY54 2033-08-20 6.5 N/A 25000.00 289.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4L0 2039-04-20 6.5 N/A 66666.00 1371.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417F2Y3 2028-04-01 3 N/A 2000.00 49.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVP1 2038-08-20 6 N/A 43000.00 346.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BLL0 2030-12-15 7 N/A 40000.00 38.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTR2 2032-07-20 6 N/A 25000.00 67.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31306XQY2 2027-09-01 3 N/A 1000.00 8.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ES83 2038-05-20 5 N/A 25000.00 295.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQM6 2031-11-20 6 N/A 35000.00 87.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201FXN2 2031-12-15 6 N/A 25000.00 119.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQP7 2037-12-20 7 N/A 25000.00 290.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRV5 2032-02-20 6 N/A 76742.00 216.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ET97 2032-02-15 5.5 N/A 25224.00 86.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UPC8 2031-09-15 6.5 N/A 29750.00 36.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NBC8 2037-02-01 5 N/A 26000.00 168.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGR4 2036-01-20 6 N/A 15000.00 183.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNK3 2031-06-20 6 N/A 25000.00 47.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402J5R4 2033-08-01 5 N/A 5027.00 23.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLU3 2031-02-20 6.5 N/A 25000.00 13.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5K1 2039-05-20 6.5 N/A 10000.00 189.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW62 2038-10-20 6.5 N/A 25000.00 260.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AGU52 2040-01-15 5 N/A 20000.00 448.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZF1 2033-09-20 5 N/A 90230.00 1006.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6G1 2034-06-20 6.5 N/A 25000.00 246.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRE5 2026-09-20 8 N/A 40000.00 0.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EA25 2034-10-20 6 N/A 100000.00 1320.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210XXV4 2029-06-15 7 N/A 40064.00 74.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSD4 2032-03-20 7 N/A 60188.00 104.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201EM31 2032-02-15 5.5 N/A 25581.00 87.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRU7 2032-02-20 5.5 N/A 50746.00 204.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5T6 2028-10-20 6.5 N/A 300000.00 158.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416RZB2 2037-01-01 4.5 N/A 2897.00 28.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31297DL97 2034-08-01 6 N/A 12000.00 36.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KT49 2033-05-15 5 N/A 26500.00 293.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ER6D7 2032-02-01 3 N/A 1000.00 105.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294Q6C0 2036-08-15 6 N/A 25000.00 274.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBJ9 2029-04-20 6.5 N/A 195000.00 132.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KAN4 2037-10-01 6.5 N/A 16000.00 80.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DHV6 2030-07-20 7 N/A 55000.00 18.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJ26 2036-07-20 7 N/A 17500.00 218.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW39 2038-10-20 5.5 N/A 31667.00 316.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6 N/A 5000.00 28.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZ20 2033-10-20 6.5 N/A 25000.00 184.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCKF9 2029-08-01 3.5 N/A 3000.00 117.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DC90 2029-08-20 7 N/A 98200.00 67.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MNZC7 2027-12-01 3 N/A 1000.00 12.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKB4 2036-08-20 6 N/A 10000.00 70.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JQQS5 2049-07-01 4 N/A 1000.00 150.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKY6 2030-12-20 7.5 N/A 100000.00 49.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200XKD0 2031-12-15 6.5 N/A 25066.00 44.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPP7 2031-09-15 6 N/A 25000.00 32.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAP6 2029-02-20 6.5 N/A 100000.00 71.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5S8 2028-10-20 6 N/A 60000.00 33.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209G2D8 2028-08-15 6.5 N/A 500000.00 186.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTQ6 2027-01-20 7 N/A 100000.00 8.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHN24 2039-05-01 6.5 N/A 2000.00 28.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AWYU1 2026-11-01 3.5 N/A 14999.00 18.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312936NA1 2039-10-01 4.5 N/A 5000.00 102.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZE2 2039-01-20 4.5 N/A 16667.00 226.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211EQN1 2029-12-15 7.5 N/A 50000.00 41.60 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 5052600.00 5139204.30 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAN1 2029-02-20 6 N/A 30000.00 27.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200WQP9 2034-09-15 5.5 N/A 28000.00 258.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211EAB4 2035-01-15 4.5 N/A 264583.00 1114.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213LL65 2030-12-15 7.5 N/A 35000.00 283.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DDB4 2029-08-20 7.5 N/A 125000.00 95.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBD0 2034-11-20 5 N/A 45000.00 470.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31307GEL9 2029-02-01 3.5 N/A 1000.00 35.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZ48 2028-03-20 6.5 N/A 460000.00 163.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391LAN5 2032-11-01 6 N/A 51000.00 43.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A2V1 2028-04-15 6.5 N/A 70000.00 44.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295NJB4 2035-11-15 5 N/A 25000.00 159.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415BPS2 2038-04-01 5 N/A 1000.00 2.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKL4 2030-11-20 7.5 N/A 35000.00 13.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213EPN0 2031-12-15 5.5 N/A 31384.00 12.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200M3J0 2033-11-15 5 N/A 37500.00 593.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AJC4 2032-12-15 5 N/A 25479.00 424.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FEJ1 2040-02-20 5 N/A 11250.00 358.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DT68 2032-08-20 6 N/A 125000.00 336.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A4D6 2035-02-15 5 N/A 30117.00 286.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D7L9 2034-08-20 6.5 N/A 25000.00 257.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJZ3 2036-07-20 6.5 N/A 50000.00 537.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZK0 2033-09-20 6.5 N/A 25000.00 125.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6NQ0 2030-08-01 3.5 N/A 1992.00 0.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A2B5 2028-04-15 6 N/A 20000.00 12.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELY3 2037-01-20 7 N/A 100000.00 1085.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FFR9 2032-11-15 5.5 N/A 25652.00 511.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31281BRQ5 2037-05-01 4.5 N/A 121550.00 89.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJ85 2030-10-20 7.5 N/A 42350.00 19.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210LQY2 2029-04-15 6 N/A 31500.00 251.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAA9 2029-01-20 6.5 N/A 30428.00 24.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSA0 2032-03-20 5.5 N/A 35428.00 77.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QXZ3 2033-07-15 5 N/A 75000.00 404.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVH9 2038-08-20 6 N/A 11250.00 9.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213EUL8 2032-02-15 6.5 N/A 30000.00 105.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MYU1 2033-10-15 6 N/A 57500.00 161.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERU5 2038-03-20 6 N/A 25000.00 259.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CVQ2 2034-03-01 5.5 N/A 13000.00 83.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201V5Y4 2032-09-15 7 N/A 34850.00 47.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E2A6 2039-02-20 5 N/A 8667.00 117.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDE6 2035-04-20 5 N/A 35111.00 401.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CV26 2027-05-20 8 N/A 108000.00 7.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DVL2 2032-12-20 5 N/A 25002.00 141.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GHK5 2036-07-01 6.5 N/A 18000.00 46.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MRD6 2032-11-15 6.5 N/A 133333.00 1402.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPX1 2037-10-20 5.5 N/A 11667.00 63.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213TD83 2032-08-15 6 N/A 62494.00 325.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211PHU0 2030-01-15 8 N/A 30084.00 434.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBX8 2029-05-20 6.5 N/A 40000.00 29.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211JLG0 2029-07-15 6.5 N/A 35000.00 70.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7K9 2039-07-20 6 N/A 10000.00 270.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUV9 2038-07-20 6.5 N/A 25000.00 235.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 10000.00 9808.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLV1 2031-02-20 7 N/A 150000.00 106.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6G3 2028-11-20 6 N/A 75000.00 60.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EF38 2035-11-20 5.5 N/A 74000.00 1001.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFG1 2030-01-20 7.5 N/A 25000.00 11.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PYJD7 2027-03-01 3 N/A 26014.00 107.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200TTG3 2035-01-15 5 N/A 35574.00 2641.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XJBE6 2044-01-01 4.5 N/A 3000.00 118.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E3J6 2039-03-20 6.5 N/A 27500.00 607.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EHT9 2036-04-20 6 N/A 20000.00 236.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BTN8 2028-11-20 7.5 N/A 100000.00 21.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5E7 2034-04-20 6 N/A 70000.00 728.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDP1 2035-05-20 5 N/A 25000.00 297.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BG66 2029-05-15 7 N/A 37500.00 24.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQB0 2031-10-20 6.5 N/A 25000.00 31.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCS8 2029-07-20 6.5 N/A 35000.00 24.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6J7 2028-11-20 6.5 N/A 150000.00 83.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZY0 2033-10-20 5.5 N/A 25000.00 255.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2V2 2033-12-20 5.5 N/A 30000.00 320.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AW4W0 2026-11-01 3 N/A 8997.00 15.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ETU3 2038-06-20 5.5 N/A 85000.00 42.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B5Z7 2034-07-20 5.5 N/A 71000.00 827.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209N2S0 2029-03-15 6 N/A 150342.00 427.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410VJJ0 2036-10-01 6.5 N/A 29630.00 112.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213JLM5 2032-03-15 6.5 N/A 625000.00 362.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D7K1 2034-08-20 6 N/A 35000.00 324.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCU3 2029-07-20 7 N/A 95000.00 45.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBW5 2039-10-20 4.5 N/A 60000.00 597.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211BGC2 2029-05-15 6.5 N/A 26518.00 34.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CCH7 2039-04-01 4.5 N/A 16500.00 196.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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S6XOOCT0IEG5ABCC6L87 3142GTMH6 2054-12-01 5 N/A 1024.00 890.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGSR9 2051-01-01 3.5 N/A 2000.00 736.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCCT5 2041-05-01 3.5 N/A 3120.00 2946.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618ML2L8 2056-03-20 6 N/A 5001.00 5224.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X4T34 2043-11-01 4 N/A 1000.00 126.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTAP6 2048-06-25 4 N/A 1000.00 602.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTGT7 2054-12-01 5.5 N/A 3077.00 2703.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGF36 2050-12-01 3 N/A 2064.00 1068.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C4UE2 2053-06-01 5 N/A 3235680.00 2473424.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GYLS6 2047-09-01 3.5 N/A 1001.00 264.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427A2E6 2055-09-01 5 N/A 6049.00 5884.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JQ5Z8 2056-01-01 6 N/A 4000.00 3893.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H22J6 2047-12-01 4 N/A 1000.00 201.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JQDW6 2056-01-01 5 N/A 5040.00 4837.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6MV9 2055-05-01 5 N/A 2078.00 2014.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GT4D5 2055-02-01 6.5 N/A 1024.00 732.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LBYT4 2036-04-01 2.32 N/A 3510000.00 2858891.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRPZ2 2054-11-01 3.5 N/A 3034.00 2477.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRYM1 2054-11-01 5.5 N/A 3100.00 2769.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LCYF2 2031-07-01 1.76 N/A 6000000.00 5280040.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVCN3 2054-08-01 6.5 N/A 6900000.00 5423971.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNPJ5 2052-03-01 3.5 N/A 1196.00 767.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNQ80 2054-01-01 6.5 N/A 6264352.00 3708946.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GRSW1 2054-05-01 6 N/A 1000.00 670.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XR4S1 2053-07-01 5.5 N/A 3151.00 2502.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSUG4 2031-06-01 3.89 N/A 2000000.00 1955883.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UF4N1 2056-06-01 5.5 N/A 1165084.00 1189524.61 Agency Mortgage-Backed Securities Y Moody's Long Rating NR Standard & Poor's Short Rating A-1 Fitch Long Rating NR Fitch Short Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 885000000.00 885000000.00 0.0026 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.85999920 3133ERT92 254900C5LP6DN9OP9V83 US3133ERT924 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Short Rating A-1+ Fitch Long Rating AA+ Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Moody's Long Rating Aa1 Fitch Short Rating F1+ 2026-07-01 2028-01-14 2028-01-14 N N N 0.0375 193477290.93 193477290.93 0.0006 N N N N US DEPARTMENT OF THE 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Long Rating NR Fitch Short Rating NR Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Moody's Long Rating Aa1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0364 990415830.00 990415830.00 0.0029 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 3.75999840 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 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 Long Rating AA+ Moody's Long Rating Aa1 Standard & Poor's Short Rating NR 2026-07-01 2027-09-22 2027-09-22 N N N 0.0381 900543645.00 900543645.00 0.0026 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 3.71000160 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Fitch Short Rating F1+ Moody's Long Rating Aa1 Standard & Poor's Long Rating AA+ 2026-07-01 2027-05-12 2027-05-12 N N N 0.0376 79997076.00 79997076.00 0.0002 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 3.87500000 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y Moody's Long Rating Aa1 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+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0364 1073876711.00 1073876711.00 0.0032 N Y Y N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 3.74500080 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aa1 Standard & Poor's Short Rating NR Fitch Long Rating AA+ Fitch Short Rating F1+ Standard & 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912833XT2 2029-11-15 0 N/A 118622617.60 103111998.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 53243600.00 52905863.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 102662144.00 71177101.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 95529000.00 95390357.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 8283273.13 3518361.68 U.S. Treasuries (including strips) Y Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR 2026-07-01 2026-07-07 2026-08-20 Y BOFA SECURITIES INC (REPO) 1.0000 7 N Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 Fitch Long Rating AA Moody's Short Rating NR Moody's Long Rating NR Fitch Short Rating F1+ N N 0.0369 750000000.00 750000000.00 0.0022 N N Y N BARCLAYS CAPITAL INC. (REPO) BARCLAYS CAPITAL INC. (REPO) 3.65000000 N/A AC28XWWI3WIBK2824319 0BAR23UQ8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4CP7 2031-03-15 0 N/A 46000.00 37746.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130BAG50 2041-05-06 5.38 N/A 7315000.00 7330434.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B9RQ5 2046-03-20 5.2 N/A 235000.00 233592.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B9VD9 2034-03-24 4.625 N/A 14485000.00 14440579.33 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWHZ6 2027-06-23 3.67 N/A 2000000.00 2001351.11 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ET2Q9 2040-12-03 5.375 N/A 380000.00 377405.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B92Q2 2027-02-09 3.655 N/A 1000000.00 1005246.33 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ET6H5 2027-01-06 3.655 N/A 2000000.00 2021527.50 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWFH8 2032-08-27 4.45 N/A 14868000.00 14947159.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B9VC1 2033-03-23 4.5 N/A 9540000.00 9544598.28 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ET6E2 2033-07-06 4.75 N/A 5771000.00 5822006.02 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWFG0 2032-02-27 4.35 N/A 15762000.00 15773545.66 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWEJ5 2027-05-20 3.67 N/A 1000000.00 1004020.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B4XD8 2040-02-10 5.52 N/A 1310000.00 1330832.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130BB3M5 2027-09-10 3.69 N/A 7000000.00 7011923.14 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWLB4 2027-02-09 3.655 N/A 1000000.00 1005256.94 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWGJ3 2035-03-09 4.625 N/A 14679000.00 14681457.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B9VV9 2041-03-25 5.3 N/A 285000.00 286421.90 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETYG6 2045-09-18 5.54 N/A 4000.00 4014.99 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWTW0 2036-06-23 5.22 N/A 19879000.00 19854847.02 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETKT3 2034-06-12 5.37 N/A 28532000.00 28576937.90 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWEN6 2030-02-25 3.84 N/A 4078000.00 4050160.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130BALH8 2027-01-07 3.655 N/A 2000000.00 2012143.33 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWEE6 2033-08-26 4.5 N/A 7669000.00 7688249.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B9JN1 2027-05-20 3.67 N/A 2000000.00 2012901.22 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EMAG7 2035-09-17 1.68 N/A 575000.00 451159.76 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETSY4 2040-08-13 5.73 N/A 1164000.00 1184888.95 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETP27 2035-10-29 5 N/A 25000.00 24957.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B93N8 2027-07-08 3.67 N/A 1000000.00 1008244.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130ALDV3 2036-02-22 2.09 N/A 1705000.00 1392287.84 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETG43 2045-10-16 5.57 N/A 7213000.00 7170295.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130BALF2 2027-01-05 3.655 N/A 1000000.00 1006071.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B6ZW9 2042-07-21 5.65 N/A 340000.00 347232.88 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWSQ4 2036-06-10 5.15 N/A 21999000.00 21969545.78 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERRM5 2026-09-03 3.76 N/A 406000.00 407196.12 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETYF8 2045-09-18 5.59 N/A 22000.00 22064.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130ANMH0 2026-08-20 1.1 N/A 25000000.00 25002655.56 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EWNG1 2027-02-01 3.66 N/A 4000000.00 4024278.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2TW5 2044-09-26 5.45 N/A 50000.00 49906.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B5UB2 2033-04-14 4.95 N/A 325000.00 325416.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETYD3 2040-09-17 5.375 N/A 3000.00 3008.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B9Q60 2027-05-27 3.665 N/A 1000000.00 1004129.89 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ETT56 2027-11-12 3.735 N/A 5000000.00 5025564.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B5T81 2027-04-08 3.695 N/A 4000000.00 4039408.44 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 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FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DL34 2050-02-01 4.5 N/A 1000.00 116.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NLQ0 2055-04-01 5 N/A 35927555.00 32593939.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RKB5 2049-06-01 3.5 N/A 1000.00 881.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426RDB4 2055-06-01 4.5 N/A 1000.00 750.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0WY4 2053-11-01 6 N/A 44770898.00 33905174.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L8SH9 2036-10-01 1.5 N/A 1000.00 494.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JVVL9 2056-01-01 6 N/A 20650221.00 20898199.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U6D84 2056-03-01 5 N/A 3188742.00 3156783.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FRGU3 2031-12-01 2.5 N/A 1000.00 247.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVFH8 2055-10-01 6 N/A 2087064.00 2168829.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QDY4 2055-08-20 4.75872 N/A 5900000.00 5513625.55 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GVGW6 2042-08-01 3.5 N/A 1000.00 200.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K9R80 2056-07-01 5.5 N/A 1000.00 1017.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFBJ7 2050-10-01 2.5 N/A 1000.00 492.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPCF3 2052-11-01 5.5 N/A 47858740.00 35426545.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U8UY4 2056-03-01 5 N/A 14360896.00 14180645.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQV51 2052-11-01 5.5 N/A 64750000.00 47068969.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CV68 2038-04-01 3.5 N/A 1000.00 124.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELX6 2052-12-01 5 N/A 33005405.00 24375034.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMCD4 2051-10-01 2.5 N/A 1000.00 632.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D43K7 2044-09-01 5.5 N/A 1000.00 455.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTKY4 2053-11-01 6.5 N/A 1000.00 563.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374CR65 2043-08-25 3.5 N/A 88248749.00 56112579.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJJ99 2055-02-25 5.12776 N/A 32109004.00 17025877.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MW2G0 2053-04-01 5 N/A 1000.00 775.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425UED3 2054-12-01 6 N/A 1000.00 734.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JQHF9 2055-11-01 5.5 N/A 1000.00 1009.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CYB9 2053-08-20 4.80872 N/A 50000000.00 27628126.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRXZ1 2053-04-01 6 N/A 1000.00 641.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FGF8 2045-01-01 5 N/A 1000.00 777.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4RG3 2049-08-01 5 N/A 1000.00 208.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K9GG4 2056-07-01 5.5 N/A 6829290.00 6967293.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JJCC1 2048-10-01 5 N/A 5679169.00 624534.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AEWQ8 2054-06-01 5 N/A 996451.00 840462.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPZ51 2054-05-01 6.5 N/A 1000.00 723.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQJ80 2053-03-01 3.5 N/A 77000.00 56524.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSFR4 2054-07-01 6 N/A 9345328.00 7728146.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6BQ5 2055-09-01 4 N/A 11408643.00 10299539.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 385764000.00 296282375.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVLZ6 2051-07-01 3 N/A 1000.00 545.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CQAA3 2054-07-01 6.5 N/A 1000.00 652.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKW91 2056-01-01 4.5 N/A 1016.00 959.66 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 N/A 300.00 299.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YHC4 2054-12-01 5.5 N/A 1099677.00 1078039.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WKSH9 2032-04-01 3.5 N/A 1000000.00 74581.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XP5N5 2054-05-01 6 N/A 48961733.00 37007887.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K4K88 2056-05-01 5.5 N/A 2327476.00 2066523.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQZ59 2050-02-25 3 N/A 29494190.00 22508518.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426QHG1 2055-06-01 6.5 N/A 1046270.00 533973.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U0QY6 2056-01-01 5.5 N/A 3568424.00 3502344.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B15G7 2055-02-01 5.5 N/A 1003.00 928.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWQU5 2055-12-01 5 N/A 1531070.00 1511518.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JPV73 2055-11-01 4.5 N/A 1000.00 904.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3WP0 2053-11-01 5.5 N/A 65225224.00 60216917.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCX9 2051-11-01 3.5 N/A 413148.00 200143.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XN6N9 2052-07-01 3 N/A 1024.00 746.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427SE20 2056-04-01 5 N/A 1049.00 1041.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CF25 2055-01-01 6.5 N/A 1000.00 850.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JUVE7 2056-01-01 5 N/A 2250920.00 2221446.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NHQ5 2055-05-01 6 N/A 648290.00 462648.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DDH7 2053-10-20 4.90872 N/A 10000000.00 3722639.30 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WER85 2054-06-01 6 N/A 9379740.00 8666341.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XTC24 2045-08-01 3.5 N/A 735000.00 124264.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384W6J9 2054-09-20 4.75872 N/A 30345531.00 22434794.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC43 2052-01-01 3.5 N/A 1340000.00 747109.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XP23 2054-11-20 4.85872 N/A 31198500.00 26492592.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K3D54 2056-04-01 5 N/A 1008.00 996.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQJE7 2052-11-01 5 N/A 1000.00 644.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U7YB2 2056-04-01 4.5 N/A 1437214.00 1388132.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSA1 2035-08-01 3 N/A 1000.00 239.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K4XA9 2056-05-01 5 N/A 1477764.00 1467302.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K4R65 2056-05-01 5.5 N/A 1000.00 1022.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UD2K4 2056-05-01 6.5 N/A 11247648.00 11750118.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425VCG6 2054-11-01 6.5 N/A 1000.00 1049.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427SUE6 2054-08-01 5 N/A 13544539.00 13130377.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQF77 2037-12-01 3.5 N/A 18114527.00 12198328.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329JLD7 2042-06-01 3.5 N/A 1024.00 99.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTVA0 2055-11-01 6 N/A 2054024.00 2115273.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427RR85 2056-01-01 4.5 N/A 1000.00 966.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDYY6 2051-11-01 2.5 N/A 1666000.00 922879.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXCQ3 2056-04-01 4 N/A 828000.00 202013.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHQF1 2054-12-25 4.77776 N/A 1000.00 686.02 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136G5WN6 2055-07-25 4.62776 N/A 75000000.00 71258812.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B3HA3 2055-04-01 7 N/A 1384569.00 1018896.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427SUV8 2052-02-01 4 N/A 14515744.00 13055890.68 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 N/A 1677400.00 1685585.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXKV3 2043-01-01 3 N/A 786786.00 204404.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AZY6 2039-02-01 7 N/A 1000.00 18.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KJM8 2055-11-01 5 N/A 1000.00 982.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133L8CR4 2036-03-01 1.5 N/A 1000.00 423.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QC2Z8 2035-02-01 3.5 N/A 1000.00 195.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U5QR0 2056-03-01 5 N/A 3157440.00 3148403.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DWR9 2051-02-01 2 N/A 100000000.00 53064372.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K9S63 2056-06-01 4.5 N/A 1000.00 969.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPN4 2053-02-01 6.5 N/A 21988000.00 8727405.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGZ71 2055-09-01 5.5 N/A 1000.00 894.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426DBG6 2055-02-01 5 N/A 1000.00 973.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6DF7 2056-03-01 4.5 N/A 1695632.00 1619208.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427Q3C4 2052-09-01 3.5 N/A 14482740.00 12591832.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNSF1 2052-07-01 4.5 N/A 2091642.00 1432810.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385GRE1 2055-05-20 4.85872 N/A 14032138.00 12487666.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSNJ6 2053-07-01 5 N/A 32628380.00 23555623.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MHA3 2039-09-01 5.5 N/A 1280.00 27.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCQ68 2050-02-01 3 N/A 468000.00 221782.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4V94 2049-09-01 4.5 N/A 1000.00 137.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUBE1 2055-11-01 6.5 N/A 1941346.00 1794113.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385DZU3 2050-07-20 5.60872 N/A 17658206.00 16444996.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FWP8 2056-05-01 5 N/A 1000.00 981.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BKYP8 2052-09-01 5 N/A 1000.00 391.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UMNL9 2056-07-01 6 N/A 4403120.00 4561704.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CRE6 2047-11-01 4.5 N/A 1000.00 124.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H1A42 2047-11-01 3.5 N/A 3347506.00 925906.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6EA4 2038-05-01 4.5 N/A 1000.00 578.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRWM1 2053-04-01 4.5 N/A 1944682.00 1527426.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ASRH3 2054-11-01 5 N/A 16512470.00 13493180.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A8Q62 2053-12-01 7.5 N/A 1000.00 154.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335BXY7 2048-07-01 3.5 N/A 5927000.00 1129083.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K3EX2 2056-05-01 5 N/A 1113430.00 1048052.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HJJV4 2048-08-01 4 N/A 78192268.00 16285276.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRRX3 2053-03-01 5 N/A 34807286.00 27201988.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3TH2 2055-11-01 5 N/A 15397518.00 15054451.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7U71 2055-11-01 5 N/A 22037856.00 21313157.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQNC5 2047-10-01 4 N/A 1000.00 864.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A06W4 2053-09-01 5.5 N/A 1001.00 804.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKK31 2036-04-01 1.5 N/A 1867628.00 896067.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSFV5 2054-07-01 6.5 N/A 31757524.00 20939622.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385HXB8 2055-10-20 4.60872 N/A 27427004.00 26122904.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EHV0 2053-09-20 4.90872 N/A 60328379.00 17097037.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GTMC7 2054-12-01 5 N/A 31741000.00 27532120.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427GZS6 2055-10-01 6.5 N/A 1000.00 1036.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XNHY2 2043-07-01 3.5 N/A 1000.00 136.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ECFS7 2042-03-01 3.5 N/A 10153488.00 2721775.86 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0 N/A 87600.00 87345.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B6RW2 2052-03-01 3.5 N/A 1000.00 772.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSQG9 2053-07-01 6 N/A 19079080.00 13058555.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JVVJ4 2056-01-01 6 N/A 6067888.00 6016285.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM2M6 2051-12-01 2.5 N/A 1000.00 574.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y74E5 2055-12-01 6 N/A 19912128.00 18477948.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKVQ8 2036-05-01 1.5 N/A 1000.00 445.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UDPT0 2056-05-01 5.5 N/A 1000.00 1018.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SXW4 2055-07-01 6 N/A 5091820.00 4150962.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K2KU3 2056-04-01 5 N/A 1000.00 993.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JWLG9 2056-01-01 4.5 N/A 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549300M8ZYFG0OCMTT87 36225BC89 2028-12-15 7 N/A 210000.00 76.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XCY58 2051-11-20 2.5 N/A 2000.00 1146.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617AQHT9 2047-06-20 3.5 N/A 1000.00 303.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQM4 2037-12-20 6 N/A 100000.00 991.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XEBV2 2036-11-01 2.85 N/A 2120.00 1750.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2 N/A 1259398.00 744221.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335A5Q7 2045-12-01 4.5 N/A 1000.00 134.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRD7 2026-09-20 7.5 N/A 100000.00 1.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 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669.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMSR5 2029-10-01 3 N/A 76000.00 3189.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VSTF7 2056-06-20 6 N/A 1269873.00 1331859.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212F2S2 2034-02-15 6 N/A 50000.00 257.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617V84G8 2051-05-20 4 N/A 19955.00 16996.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VBG4 2049-12-20 3.5 N/A 1990.00 238.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MUD93 2061-03-15 5.53 N/A 6110.00 6292.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FQAM6 2063-04-15 4.9 N/A 1000.00 982.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292JBR0 2034-06-01 6 N/A 5000.00 43.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A2ZH2 2039-07-15 4 N/A 50218.00 1635.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V5BF6 2065-04-20 7 N/A 1000.00 1057.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MPUQ7 2056-03-20 6.5 N/A 1000.00 1050.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179REA3 2045-05-20 5 N/A 50000.00 3582.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MSLC2 2056-03-20 5.5 N/A 2016.00 2053.10 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059ESH8 2026-11-01 0 N/A 2000.00 1969.58 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178DXU0 2043-02-15 3 N/A 1001.00 134.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WNK0 2049-02-20 5 N/A 15410.00 5893.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5WA4 2038-02-01 6 N/A 3492.00 21.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UUQ3 2049-06-20 6.5 N/A 75000.00 10200.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31358DDR2 2030-05-15 0 N/A 38000.00 32218.38 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5HL6 2040-03-20 5.5 N/A 145550.00 101489.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BDUS2 2056-06-20 5.5 N/A 1008.00 1044.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179T7M1 2048-08-20 5 N/A 3985000.00 253266.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 313385E36 2026-09-02 0 N/A 6708000.00 6663391.80 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DWT4 2033-03-20 4.5 N/A 25002.00 322.57 Agency Mortgage-Backed Securities FEDERAL 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M 549300M8ZYFG0OCMTT87 3617FTEH7 2058-02-15 4.95 N/A 3000.00 2917.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F4M5 2042-03-20 3.5 N/A 72000.00 1732.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJU81 2044-09-01 4 N/A 13000.00 790.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DT68 2032-08-20 6 N/A 535161.00 1442.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q26C7 2031-06-01 3.94 N/A 1000.00 980.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VSU65 2056-06-20 6 N/A 2469510.00 2594685.35 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 1700.00 1633.41 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RLX8 2031-12-15 6 N/A 50000.00 138.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142AWVV4 2056-04-01 4.762 N/A 1350.00 1346.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618ML4Q5 2066-03-20 6.375 N/A 831108.00 866027.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MG53 2042-07-20 3.5 N/A 1000.00 70.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FTBZ0 2057-12-15 3.97 N/A 7996720.00 7328118.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 13690.00 13427.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMXW8 2033-06-01 3.5 N/A 15000.00 1142.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NA99 2043-04-20 2.5 N/A 25000.00 3321.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176WKW0 2032-05-20 4 N/A 1027364.00 123415.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 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U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 395959000.00 288041562.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 2331000.00 807964.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 3180009.00 914809.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 9700000.00 2661369.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 350938044.48 298549662.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 226659.71 214307.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 4948000.00 4924744.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 4955353.00 3646768.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 265697542.00 157534463.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 2728000.00 2396024.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 N/A 2331000.00 693721.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 6783000.00 4760601.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 4954001.00 3905724.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 5479000.00 2949027.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 2331000.00 2113683.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 29843121.86 18461492.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 3095001.00 996398.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 6079000.00 1792241.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 2331000.00 1817883.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834ZP6 2056-02-15 0 N/A 1551000.00 369814.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 91256.00 53435.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 5479000.00 4915276.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 5479000.00 4224424.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618A84C8 2052-12-20 5.5 N/A 250000.00 150821.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HHKP4 2054-06-20 6.5 N/A 1793116.00 1540654.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V2JK4 2060-12-15 4.92 N/A 1757812.00 1753834.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617BXW33 2037-11-20 3 N/A 2120002.00 416509.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KLMP9 2060-12-15 5.22 N/A 82645.00 83663.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XS80 2053-02-20 3 N/A 115859.00 73624.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UTS1 2034-06-20 4 N/A 355435.00 36559.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KFBT6 2055-03-20 6.5 N/A 2391516.00 1091515.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CB54 2027-04-20 5.625 N/A 62337530.00 7900.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VC6E0 2056-03-20 5.5 N/A 1146882.00 1183575.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VE6N6 2056-04-20 5 N/A 3829581.00 3821892.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CA89 2027-01-20 5 N/A 8500000.00 685.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SJX6 2046-08-20 5.5 N/A 476573.00 35176.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CXB7 2033-02-20 5 N/A 9999960.00 25412.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HNAA5 2067-03-15 5 N/A 4785382.00 4758841.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VCLJ2 2056-04-20 5 N/A 3213649.00 3208127.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CBV7 2027-03-20 5 N/A 29234332.00 2420.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V1K57 2055-12-20 5 N/A 2341181.00 2320380.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F7M45 2066-11-15 5.91 N/A 50000.00 53457.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MY5F0 2056-06-20 5 N/A 1016362.00 1020171.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SSU2 2039-07-20 5.5 N/A 512061.00 57916.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LPNP8 2055-09-20 6.5 N/A 1152951.00 1177153.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VE3T6 2056-06-20 5.5 N/A 5674881.00 5815967.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L6P29 2060-10-15 5.51 N/A 37109.00 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19685429.00 20124953.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5FS3 2039-11-20 3.5 N/A 444491.00 394966.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QT84 2038-03-20 5.5 N/A 930000.00 86081.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N17D4 2056-03-20 5.5 N/A 293461.00 298992.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L2T65 2055-06-20 6 N/A 2119020.00 1815461.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CBL9 2027-02-20 5 N/A 7757072.00 860.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AR2K6 2036-07-20 6.5 N/A 50000.00 1030.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GBK5 2053-11-20 5.10872 N/A 112447032.00 41241609.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 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M 549300M8ZYFG0OCMTT87 3618M95C2 2055-10-20 5 N/A 1667145.00 1616221.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.5 N/A 560000.00 444924.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VDD42 2056-04-20 5 N/A 2859983.00 2846266.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PPX2 2050-12-20 4.5 N/A 20204752.00 10806485.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LFZW2 2055-10-20 6.5 N/A 1112245.00 1167731.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225DMS0 2035-03-20 5 N/A 2259430.00 20261.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617J6RP1 2048-11-20 5 N/A 1100000.00 2152.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UPD8 2049-03-20 5.5 N/A 94000.00 7101.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225DQW7 2035-06-20 5.625 N/A 616234.00 5342.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HKKT9 2054-07-20 6.5 N/A 7874160.00 4444039.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CLY0 2029-11-20 5.125 N/A 785279.00 552.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VMXR9 2056-05-20 5 N/A 4983864.00 4966049.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HAQY4 2054-07-20 7 N/A 1095630.00 904684.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CL95 2029-12-20 5.125 N/A 1108810.00 2315.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LVP99 2055-09-20 5.5 N/A 4518167.00 4542576.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L9MC4 2055-07-20 6 N/A 9277561.00 7324346.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FPM2 2038-12-20 6 N/A 347788.00 5404.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NTND5 2055-04-20 6 N/A 960044.00 685434.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CBX3 2027-03-20 5 N/A 7796665.00 1004.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VE2M2 2056-05-20 5.5 N/A 4066147.00 4178349.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KH2F2 2055-01-20 5.5 N/A 2001260.00 2010224.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5SR1 2040-08-20 4.5 N/A 537500.00 484533.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MPMJ2 2056-01-20 5 N/A 1864879.00 1841665.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379CRT5 2040-01-16 2.25 N/A 325000.00 11053.79 Agency 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5026054.00 4963908.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TSM8 2048-02-20 6 N/A 250681.00 36135.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LPMJ3 2061-01-15 5.3 N/A 207500.00 212331.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MXYW3 2056-06-20 5 N/A 22220027.00 22140096.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AJT78 2067-02-15 5.72 N/A 662126.00 680274.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MCA3 2053-11-20 6 N/A 17646708.00 18133551.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225C2M7 2033-12-20 5.125 N/A 2437634.00 21955.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KAW80 2055-01-20 6 N/A 2373400.00 2333068.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6HY6 2056-05-20 7 N/A 6938551.00 7262616.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5LW7 2040-05-20 5 N/A 997886.00 829166.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K5WG3 2055-02-20 6 N/A 1255260.00 1276230.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MUD85 2061-02-15 5.05 N/A 1751000.00 1742845.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MPXG6 2056-01-20 6 N/A 480381.00 496447.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AMCX8 2040-06-20 4.5 N/A 1223294.00 146958.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WXU7 2052-02-20 1.5 N/A 2621338.00 1225916.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LPMH7 2060-12-15 5 N/A 818467.00 820917.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MQM76 2056-04-20 5 N/A 5860376.00 5848044.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225EXM9 2040-02-20 5 N/A 105000.00 2811.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618ALJQ2 2064-03-15 6.01 N/A 885225.00 923051.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VQMJ0 2056-05-20 5 N/A 8230321.00 8204197.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VFT2 2049-08-20 5 N/A 22508282.00 3028358.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VMJK0 2056-06-20 5 N/A 1207951.00 1204959.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MX54 2043-01-20 4 N/A 2704169.00 231279.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TH40 2032-09-20 4 N/A 111603.00 1369.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CXK7 2033-03-20 5 N/A 20000020.00 50494.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LWNB4 2055-10-20 6 N/A 1744902.00 1815816.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N55G0 2041-01-20 5 N/A 282475.00 271145.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HF6Y5 2066-12-15 5.55 N/A 2184514.00 2248434.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180AC92 2039-11-20 3.5 N/A 1434247.00 1015158.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GFAE5 2053-12-20 7.5 N/A 1004971.00 212609.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MMR96 2061-01-15 4.98 N/A 307476.00 307769.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VTQH4 2056-06-20 5.5 N/A 10622161.00 10843947.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UNH1 2034-03-20 4 N/A 616019.00 55068.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y5F7 2046-10-20 3 N/A 123451.00 94029.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SB89 2046-05-20 3.5 N/A 123021847.00 11970586.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G0V70 2054-01-20 7 N/A 1001604.00 698200.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VCF26 2056-04-20 5.5 N/A 5577318.00 5695218.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MN5W7 2056-03-20 5.5 N/A 3997386.00 4142980.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383PYS4 2052-03-20 3.5 N/A 25365000.00 12228346.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SJT5 2046-08-20 3.5 N/A 723147.00 78204.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179M2N9 2043-02-20 2.5 N/A 61000.00 7661.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RL49 2045-08-20 5.375 N/A 18900000.00 1076681.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NQ43 2043-10-20 3.5 N/A 400000.00 35354.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LGS73 2055-10-20 6.5 N/A 1105099.00 1158887.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KE6T5 2055-02-20 6.5 N/A 1816275.00 1708903.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VMJG9 2056-06-20 5.5 N/A 1650088.00 1692654.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.5 N/A 500000.00 363539.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KSUW0 2060-11-15 5.26 N/A 58986.00 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3140QEML3 2050-08-01 2 N/A 2913750.00 1455565.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AW2J7 2054-12-01 7 N/A 1000.00 761.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.66872 N/A 12640928.00 7700970.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPD8 2050-05-01 2.5 N/A 2285820.00 656912.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFPN2 2056-03-20 6.5 N/A 5853936.00 6149738.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJU5 2037-10-01 3 N/A 1000.00 606.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.5 N/A 1002.00 830.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AWN47 2054-12-01 6.5 N/A 1000.00 821.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618H06W2 2054-04-20 7.5 N/A 1000.00 777.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.5 N/A 20151477.00 18282311.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3M65 2056-01-01 4.5 N/A 2997356.00 2878848.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 1641000.00 1132143.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4YU5 2055-10-01 3 N/A 55088156.00 47535463.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5 N/A 1000.00 970.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMK0 2055-07-01 6 N/A 105904.00 81012.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4R8 2054-04-01 5.5 N/A 2001.00 1440.66 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91282CPX3 2028-01-31 3.874695001 N/A 2460100.00 2477241.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 N/A 26364700.00 26351834.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 178844800.00 168433281.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0 N/A 700.00 693.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 62000000.00 61441690.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 100.00 101.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 56573900.00 56127756.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 750000000.00 737103000.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0 N/A 120268800.00 119746833.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 10023600.00 10111216.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 642800.00 661555.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.878695001 N/A 291502100.00 293502923.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 185097000.00 184922463.59 U.S. Treasuries (including strips) Y Standard & Poor's Long Rating AA Fitch Short Rating NR Fitch Long Rating NR Moody's Short Rating P-1 Moody's Long Rating NR Standard & Poor's Short Rating A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 3000000000.00 3000000000.00 0.0088 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 3.66999840 3130BBDD4 2549001DPIFGXC1TOL40 US3130BBDD45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Fitch Short Rating NR Fitch Long Rating NR Moody's Short Rating P-1 Moody's Long Rating Aa1 2026-07-01 2027-01-27 2027-01-27 N N N 0.0372 200000000.00 200000000.00 0.0006 N N N N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 3.66000000 N/A 9J6MBOOO7BECTDTUZW19 0DBS26YH0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 9411900.00 9413335.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 3015300.00 2130108.04 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXKF0 2055-09-25 5.02776 N/A 9500000.00 8417701.34 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UW5 2026-09-01 0 N/A 193000.00 191774.45 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2DF6 2048-06-25 2.45776 N/A 34700000.00 475307.81 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 82000.00 83530.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 18231100.00 13641563.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 15714700.00 15580024.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJBW6 2054-09-25 4.62776 N/A 4500000.00 2280425.67 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSSC0 2054-08-25 4.59776 N/A 11600000.00 4470058.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUTN0 2055-02-25 4.87776 N/A 1800000.00 998455.48 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 451100.00 458673.34 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KEJ5 2055-12-20 4.55872 N/A 8564714.00 8436003.31 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 965000.00 963599.48 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381BGP3 2048-12-20 2.34649 N/A 7500000.00 116397.61 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 N/A 2234800.00 2234210.09 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTPM9 2053-12-25 0.67224 N/A 170322097.00 1518491.82 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5 N/A 36993400.00 37860525.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 14200.00 10887.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 267100.00 159538.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 1638500.00 1331791.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPFE8 2056-01-25 1.27224 N/A 50158633.00 2323063.47 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSVT9 2054-08-25 1.47224 N/A 136253136.00 4012237.14 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 2075000.00 1319323.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0 N/A 5994000.00 5812981.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FTYA9 2050-06-25 2.30776 N/A 9600000.00 265944.71 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 19445400.00 13752222.52 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375UF70 2067-07-20 5.33169 N/A 28465708.00 5378067.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B5K95 2049-09-25 4.16365 N/A 20000000.00 2771976.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FUZ64 2050-07-25 3.5 N/A 8500000.00 587952.76 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 672600.00 676711.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UN5 2026-07-07 0 N/A 684000.00 683521.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 218800.00 165291.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 2362400.00 2348165.18 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXQX5 2055-10-25 1.72224 N/A 12500000.00 579620.94 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UQ8 2026-07-21 0 N/A 28000.00 27940.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.75 N/A 3378200.00 3074759.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 216000.00 218442.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 1051800.00 1018633.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 160000.00 162095.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJ2H9 2055-01-25 4.77776 N/A 4300000.00 2962367.15 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0 N/A 705700.00 686526.13 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QDY4 2055-08-20 4.75872 N/A 20300000.00 18970609.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJGF8 2055-02-25 4.62776 N/A 9900000.00 7255920.00 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UR6 2026-07-28 0 N/A 370000.00 368956.23 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374NKA4 2048-02-16 1.25 N/A 58334000.00 1903.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381YHZ0 2049-05-20 2.29649 N/A 8400000.00 238523.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FH7E7 2048-09-15 2.49251 N/A 18200000.00 562412.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383BBP6 2055-09-20 4.45872 N/A 14548747.00 7959860.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NUD8 2055-06-20 1.59128 N/A 75000000.00 2241993.60 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 17026800.00 10523258.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 580600.00 379794.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875 N/A 3267500.00 3285322.78 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YPX3 2054-10-20 1.14128 N/A 6000000.00 210316.91 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 1134000.00 1150392.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.75 N/A 26000.00 26001.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FVJG8 2050-08-25 2.35776 N/A 9426859.00 449052.73 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 658100.00 652674.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 3999900.00 3494599.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 10900000.00 10775909.22 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NKM9 2055-06-20 4.60872 N/A 600000.00 317511.15 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 794100.00 756347.49 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381UDH2 2055-08-20 2.34128 N/A 23580381.00 1133613.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381YWG5 2049-09-20 2.29649 N/A 6625000.00 232680.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398SAS2 2040-11-25 1.29318 N/A 87500000.00 186159.38 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 3503900.00 3563958.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 712400.00 530899.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJAP2 2055-02-25 4.82776 N/A 3100000.00 2004120.86 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 240000.00 245861.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 N/A 346000.00 343449.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 293000.00 291865.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQNB1 2053-11-25 1.97224 N/A 50000000.00 592970.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137ARYF7 2042-07-15 2.29251 N/A 15525000.00 112091.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJFR3 2055-02-25 4.62776 N/A 9800000.00 6073025.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H2FW9 2051-09-25 2.5 N/A 10551600.00 691568.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AUN54 2042-09-15 0.453246 N/A 2152846.00 394914.40 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 371700.00 352539.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 60183000.00 60808226.14 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PTV2 2054-06-20 1.74128 N/A 90000000.00 3953118.40 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 178700.00 125739.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHEK3 2054-11-25 4.72776 N/A 20700000.00 13239827.37 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0 N/A 32000.00 31748.80 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSR72 2054-09-25 2.27224 N/A 22039970.00 1488764.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382ALJ2 2049-10-20 2.34649 N/A 16100000.00 288839.35 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.5 N/A 146000.00 147761.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BWGF7 2055-02-25 1.37224 N/A 33000000.00 609162.94 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 572200.00 556168.56 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNG1 2053-12-20 1.64128 N/A 100000000.00 1308820.33 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 N/A 28964000.00 29543866.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 16805000.00 10750599.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FTAM9 2050-05-25 3.5 N/A 3700000.00 259671.48 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378NRC9 2054-01-16 4.003 N/A 49987.00 50720.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJG52 2037-10-15 4.11365 N/A 25000000.00 3566623.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384LC80 2075-10-20 1.06242 N/A 50000000.00 2381162.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380HFK3 2047-09-20 4.5 N/A 7000000.00 551358.20 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 100.00 99.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 2000000.00 1956295.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 3773800.00 2577683.69 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LED1 2068-06-20 4.64661 N/A 15000000.00 2758524.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FN5N6 2048-09-15 2.34251 N/A 17500000.00 193943.26 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0 N/A 305700.00 304342.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 390000.00 304790.27 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BATP9 2050-07-25 2.35776 N/A 18100000.00 425681.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381USF0 2055-09-20 1.79128 N/A 100000000.00 4980730.18 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 14193000.00 14038775.60 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PQ89 2055-07-20 1.54128 N/A 170000000.00 6135583.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B4PY6 2036-02-15 2.115147 N/A 27004098.00 3626913.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QGE5 2055-08-20 1.73295 N/A 100000000.00 2940174.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FURT3 2050-07-25 4 N/A 9200000.00 785419.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HQXV8 2055-03-25 4.62776 N/A 900000.00 798978.75 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382AFE0 2049-10-20 3.5 N/A 13000000.00 667680.42 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 150074200.00 137422944.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 29000000.00 27300208.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1VD3 2048-04-25 2.45776 N/A 12200000.00 424839.91 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 32800.00 31562.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 18594000.00 18188497.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F9BQ3 2041-02-25 3.5 N/A 3000000.00 159478.41 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 100.00 99.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPZ73 2048-04-25 2.25776 N/A 19600000.00 828948.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHWA5 2055-01-25 4.77776 N/A 3200000.00 2322608.09 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BBL91 2043-05-25 4.5 N/A 9433778.00 93452.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B44T2 2049-07-25 2.25776 N/A 8544846.00 201165.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383KVD1 2074-02-20 2.4697 N/A 114911184.00 2692870.25 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 N/A 105600.00 80604.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0 N/A 397000.00 390484.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 2655000.00 2637187.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 4521300.00 3484676.68 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B44N5 2049-07-25 2.25776 N/A 12287573.00 409267.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BACX0 2050-06-25 1.25776 N/A 5500000.00 193066.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B74R9 2050-01-25 2.20776 N/A 13815685.00 261937.03 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 829300.00 828308.23 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YXA6 2072-08-20 1.0525 N/A 77350191.00 5078647.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MBQ9 2053-08-20 2.39128 N/A 42063213.00 1648101.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HNJL3 2055-10-25 1.72224 N/A 105485266.00 4318693.24 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 9116700.00 7912700.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 11355900.00 10621741.06 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381N3A4 2055-07-20 2.29128 N/A 125000000.00 5795392.26 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 41293100.00 41095150.36 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383KVE9 2074-02-20 4.25872 N/A 8411184.00 3922199.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVVF2 2054-08-25 1.27224 N/A 19800000.00 307107.50 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 53000.00 50316.95 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUEQ9 2055-01-25 4.67776 N/A 3700000.00 2522358.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EPT6 2053-09-20 2.89128 N/A 50250000.00 1537958.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F8NS8 2050-11-25 1 N/A 10321000.00 2643149.40 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 N/A 100.00 98.48 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJGD1 2051-10-25 2.5 N/A 2500000.00 162885.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384LJ67 2073-02-20 4.33872 N/A 4678973.00 4695200.70 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 63800.00 57975.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FFQB6 2051-03-25 2.5 N/A 6755779.00 665331.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HF2Z7 2054-08-25 1.50224 N/A 65326386.00 1960557.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BMXZ4 2043-03-15 0.951012 N/A 8482501.00 49668.02 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UH8 2026-09-24 0 N/A 1582400.00 1568459.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 1356000.00 1389059.28 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTZK2 2054-12-25 1.52224 N/A 12380580.00 435547.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381WW95 2049-07-20 2.34649 N/A 4908862.00 103047.64 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 1931600.00 1956605.09 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375U3L2 2068-01-20 4.3908 N/A 10000000.00 2757021.94 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 26767800.00 16898256.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 144600.00 132756.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 19869000.00 19232935.13 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LAB9 2068-02-20 2.4105 N/A 184899403.00 2156608.64 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 71000.00 67114.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 396000.00 390317.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 9400700.00 8432745.17 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136APNG3 2045-07-25 1.961875 N/A 27500000.00 89603.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHLL3 2054-12-25 1.52224 N/A 99000000.00 2312524.16 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 2162000.00 2144444.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHDD0 2054-11-25 0.92224 N/A 118125000.00 1327520.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FYPV2 2031-01-25 2 N/A 34861502.00 273150.92 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXTH7 2055-09-25 1.72224 N/A 37527289.00 2310479.40 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 12524800.00 12665952.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FTXU6 2050-06-25 2.30776 N/A 16200000.00 458524.92 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 414100.00 412252.70 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B44H8 2049-07-25 2.25776 N/A 4750000.00 165624.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGLE0 2043-09-25 2.31776 N/A 20000000.00 118498.73 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 44000.00 43985.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F5R92 2048-06-15 2.44251 N/A 13746920.00 390206.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BCJE1 2050-11-25 2.5 N/A 12500000.00 958315.62 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 292163500.00 297751982.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 6546000.00 6497479.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.5 N/A 2349000.00 2354945.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FHHV8 2048-03-15 2.49251 N/A 7750000.00 104448.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379QEJ0 2045-09-20 1.96649 N/A 17000000.00 111545.39 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 327900.00 322961.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 1412600.00 1269338.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 100.00 72.52 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380FRT5 2047-06-20 2.44649 N/A 13000000.00 262111.32 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0 N/A 243000.00 242436.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HF4U6 2054-08-25 4.59776 N/A 11600000.00 6050868.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHFE6 2054-11-25 1.77224 N/A 86930333.00 3464699.98 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 285300.00 284463.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 960400.00 961703.15 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B55K7 2049-09-25 2.27776 N/A 33100000.00 574846.45 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 N/A 1956900.00 1951681.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 250000.00 252846.15 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MJT5 2054-04-20 1.79128 N/A 150000000.00 5476420.57 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 9600.00 9538.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0 N/A 139000.00 138578.83 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B6G23 2049-11-25 2.30776 N/A 5300000.00 121061.43 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 1507100.00 1477214.26 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BYZP0 2056-02-25 1.94224 N/A 99579612.00 7114498.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381WUF3 2049-06-20 4.20351 N/A 20000000.00 3576682.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B9T56 2050-06-25 4 N/A 1771429.00 92498.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FNQH6 2049-06-25 2.30776 N/A 10594000.00 306360.73 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 51000.00 51109.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 55000.00 51367.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HC4Z2 2054-04-25 1.67224 N/A 34800000.00 666831.17 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 2000000.00 1903420.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 51058800.00 50359699.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B9P50 2050-06-25 3 N/A 6200000.00 602408.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F8UF8 2051-01-25 2.67224 N/A 5495615.00 353664.39 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 6377800.00 6154194.96 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B93L9 2050-06-25 3.5 N/A 6957607.00 621770.96 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 3942100.00 3751415.64 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LNB5 2068-11-20 1.68475 N/A 398305324.00 693901.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LX65 2070-01-20 4.29085 N/A 30304066.00 3309198.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385PZT9 2056-04-20 1.94128 N/A 50000000.00 2569564.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FUQK3 2050-07-25 4 N/A 9900000.00 772627.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385K4D9 2054-04-20 4.45872 N/A 5300000.00 4012130.72 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HMGK0 2055-08-25 4.57776 N/A 10500000.00 10179480.19 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 593000.00 561520.59 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LUE1 2069-05-20 1.1059 N/A 36645034.00 616761.29 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 731000.00 738854.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 3054400.00 2986911.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 22659500.00 21771973.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 2798200.00 2792476.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 1290000.00 1124246.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 1936100.00 1899710.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 798900.00 661337.21 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382CH38 2050-02-20 2.29649 N/A 17000000.00 321738.09 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 N/A 600.00 588.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0 N/A 14354900.00 14352029.02 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B9TM9 2050-05-25 4.56365 N/A 15000000.00 3741351.19 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.75 N/A 49300.00 51801.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HK3N2 2055-03-25 2.27224 N/A 25000000.00 1828393.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FXPE2 2050-11-25 0.47224 N/A 12500000.00 284211.07 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 36227500.00 21161879.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 N/A 15823800.00 16268923.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPZ32 2049-11-25 2.25776 N/A 12300000.00 572899.09 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381VSX9 2049-05-20 1.78649 N/A 6300000.00 89726.11 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 7098500.00 6962706.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 53320300.00 43850009.34 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385H7T8 2054-08-20 0.44128 N/A 489300000.00 4722477.78 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 2023500.00 1290124.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 48051100.00 42165777.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B8LB1 2044-03-15 1.35795 N/A 7913762.00 1352876.26 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 600.00 594.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKP81 2055-03-25 0.67224 N/A 249714223.00 2030924.12 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 21223600.00 21221185.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FVHZ8 2050-08-25 2.35776 N/A 4500000.00 390868.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YWT6 2072-06-20 0.84729 N/A 227224539.00 9204139.56 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 388000.00 393870.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0 N/A 378900.00 376744.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 5489400.00 3127988.59 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUU65 2053-12-25 4.82776 N/A 1400000.00 696105.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382UKG5 2051-06-20 3 N/A 51965889.00 4163510.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HRYV5 2056-06-25 5.12776 N/A 12600000.00 12703108.18 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BAQ23 2050-07-25 4.5 N/A 20000000.00 689684.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B6R21 2049-11-25 2.25776 N/A 7000000.00 298645.67 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 1613100.00 1212499.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 44000.00 45262.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 1839200.00 1821427.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 51327000.00 47118157.64 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTQJ5 2054-11-25 4.97776 N/A 22700000.00 9901482.23 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 99200.00 100455.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FUYG3 2050-05-25 2.40776 N/A 2900000.00 124660.40 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 500.00 488.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 10401300.00 10147497.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 N/A 6402200.00 5881787.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 16400.00 16504.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 300.00 295.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 222000.00 221482.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797US4 2026-08-04 0 N/A 69100.00 68857.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 200800.00 193983.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 N/A 31116300.00 29983355.52 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BBVB5 2050-09-25 3.5 N/A 11692941.00 942677.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382QZK9 2051-05-20 3 N/A 64301975.00 4423642.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H0W53 2044-09-15 1 N/A 35000070.00 11638018.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1D27 2048-05-25 2.45776 N/A 2890614.00 89772.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YXK4 2072-08-20 1.16625 N/A 42000000.00 2957618.12 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 36013000.00 34389207.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 552100.00 507213.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B82L0 2039-07-15 0.684087 N/A 15303929.00 1812441.47 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 1000.00 996.16 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YWK5 2072-07-20 0.90286 N/A 96537447.00 5176278.63 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 9727400.00 7019328.32 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HLZ88 2055-06-25 0.57224 N/A 100000000.00 901716.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FP2R5 2049-04-25 2.30776 N/A 6609585.00 105423.15 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 9500.00 9478.26 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137GCBG7 2055-07-25 5.12776 N/A 3400000.00 3427663.04 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AN2A4 2045-06-25 2.35776 N/A 12625000.00 156941.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F8A29 2050-12-25 3 N/A 9232666.00 1052109.66 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 671400.00 584201.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0 N/A 1683000.00 1660515.12 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XA86 2054-11-20 1.24128 N/A 60000000.00 1204343.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 3016000.00 2986895.60 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YWN9 2072-08-20 0.99396 N/A 141417529.00 9213166.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375UQ94 2067-10-20 5.23165 N/A 20646452.00 2863840.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2R61 2048-09-25 2.45776 N/A 14739084.00 397973.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YSS3 2072-03-20 1.10606 N/A 154997918.00 8653414.32 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 678600.00 659365.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 841000.00 845168.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 5158400.00 3981820.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 30939500.00 31868158.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 N/A 4668800.00 3462917.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 104600.00 101750.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 4511800.00 3231385.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373MH86 2049-06-16 2.38482 N/A 66745000.00 582.51 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 6780300.00 6690240.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 2532400.00 1415671.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 16419000.00 15938785.07 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FRN64 2050-03-25 4.5 N/A 6428603.00 573521.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJMM6 2055-02-25 4.60776 N/A 5300000.00 3750134.74 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 70200.00 69622.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 N/A 316400.00 270489.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AL2T7 2044-12-25 4.11365 N/A 100000000.00 6079552.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B0NF9 2048-01-25 2.40776 N/A 5500000.00 109878.26 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 2611600.00 2591336.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BRYH2 2038-10-15 1.960778 N/A 26345788.00 113394.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385QAE7 2076-02-20 1.22925 N/A 48584715.00 2550217.30 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 691100.00 667281.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 19000.00 19025.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HKEX8 2054-11-25 4.56776 N/A 136700000.00 88523898.41 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VWE3 2054-11-20 2.39128 N/A 100000000.00 2971484.01 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 1634500.00 1570489.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 19761000.00 19124918.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FN2Q2 2049-08-25 2.30776 N/A 16777000.00 576534.59 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 72000.00 64181.54 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YGB3 2071-09-20 4.50872 N/A 3800000.00 2160822.16 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 5098200.00 4442885.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 25000200.00 23378030.77 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384LXG9 2075-09-20 4.40872 N/A 78795843.00 78761159.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B6MJ9 2049-10-25 2.25776 N/A 3700000.00 143415.37 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 300300.00 250763.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 776900.00 765029.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 71100.00 70630.03 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381WKR8 2043-06-20 2.89649 N/A 14698233.00 268567.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BKV2 2053-04-20 2.54128 N/A 49610882.00 2062356.25 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 1011300.00 1048448.93 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385K4B3 2053-12-20 4.45872 N/A 7700000.00 5850509.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHA84 2054-11-25 0.82224 N/A 86631904.00 1010942.56 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BHGC7 2031-05-25 2 N/A 20125000.00 188141.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3G89 2051-09-25 2.5 N/A 11418100.00 714393.75 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 12305500.00 9778057.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UT2 2026-08-11 0 N/A 354000.00 352502.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 512200.00 502695.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 6828300.00 4975699.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VB0 2026-09-08 0 N/A 24000.00 23828.40 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B4YU6 2049-01-25 2.30776 N/A 9829252.00 96776.43 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 18463500.00 17538903.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHDB4 2054-11-25 0.92224 N/A 90176471.00 1088209.07 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 376200.00 262453.30 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375GA76 2042-08-20 2.24649 N/A 15180000.00 109969.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381YHG2 2049-05-20 2.34649 N/A 6750000.00 246263.55 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 334000.00 331881.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F6RR0 2050-11-25 2.62224 N/A 8909090.00 634096.15 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YQ89 2073-01-20 1.22178 N/A 185000000.00 12487787.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F7CD5 2050-12-25 3 N/A 5822369.00 615067.11 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 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254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 1399428.00 1477648.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 25945705.77 16705454.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 36.00 36.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 N/A 352260.00 369311.52 U.S. Treasuries (including strips) Y Fitch Short Rating F1+ Moody's Short Rating P-1 Fitch Long Rating AA- Moody's Long Rating A1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 1440000000.00 1440000000.00 0.0042 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.63999960 N/A R0MUWSFPU8MPRO8K5P83 0QK011N60 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337U8 2033-11-15 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2053-01-01 6 N/A 3791587.00 3010579.53 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.5 N/A 100.00 100.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 21916000.00 22262711.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 1000.00 984.72 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRRR6 2028-11-01 3.95 N/A 16225000.00 16008403.58 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 8701600.00 8672975.52 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSCT0 2054-06-25 4.97776 N/A 1000.00 544.63 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 4957900.00 4982068.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 69200.00 69099.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 100.00 100.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 1000.00 977.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 1400.00 1220.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRZX4 2031-02-01 4.11 N/A 7966398.00 7635663.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPGE5 2052-11-25 5 N/A 512811.00 590945.61 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 200.00 193.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 100.00 98.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTYD5 2049-05-01 3.83 N/A 5500000.00 4667395.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNRW3 2033-07-01 3.75 N/A 28666528.00 27524878.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACJS0 2048-01-01 4 N/A 18600000.00 5628120.59 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 N/A 1000.00 1006.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9GM5 2052-11-25 5.5 N/A 2000000.00 2469333.99 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1V42 2054-01-01 4.5 N/A 17960512.00 15673256.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNH6 2055-08-01 5 N/A 30705920.00 28636855.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DT6E5 2053-05-01 4.5 N/A 1140571.00 965996.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRLD3 2048-10-01 4.21 N/A 1500000.00 1302992.08 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 64700.00 63483.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 3174000.00 2761776.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K8XK8 2056-06-01 5.5 N/A 1402700.00 1429499.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTFY0 2034-05-01 3.59 N/A 4855017.00 4564924.61 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 23673000.00 24575128.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 1200.00 1199.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 27490100.00 27526936.73 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DMN4 2053-10-20 6 N/A 2000000.00 2359264.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9GB9 2052-11-25 5.5 N/A 3000000.00 3698681.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H15M4 2051-07-25 2.5 N/A 533100.00 369569.37 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKV82 2055-09-01 5.5 N/A 211118.00 170140.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B8D73 2055-04-01 6.5 N/A 1021663.00 319026.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395J3S3 2034-11-15 6 N/A 2304843.00 1207109.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5UY3 2042-03-01 3 N/A 20000000.00 3819338.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DDR5 2053-10-20 6.5 N/A 5000000.00 6276280.77 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 1000.00 935.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 6181000.00 6125735.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9B40 2052-09-25 5 N/A 1221746.00 1356884.82 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMR83 2052-06-25 4 N/A 5000000.00 4905198.34 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 1200.00 1192.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 100.00 77.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 4368100.00 4342211.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 25909400.00 21448766.45 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LXZK4 2051-10-01 2.5 N/A 4863960.00 2826969.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HTZW2 2034-06-01 3.37 N/A 5360000.00 4820754.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329PDB6 2048-06-01 4 N/A 25900000.00 3919477.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNN23 2033-07-01 3.75 N/A 794024.00 758380.92 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 635100.00 645762.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 3359500.00 3356707.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 100.00 98.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 800.00 807.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426JE96 2055-04-01 6.5 N/A 1300896.00 1343558.14 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 11129100.00 11229271.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 300.00 298.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 5363500.00 5069966.37 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M0XA3 2042-08-01 3.5 N/A 22704521.00 2369129.46 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 1621300.00 1617032.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 1000000.00 956176.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 100.00 79.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HADG8 2053-08-25 6 N/A 4000000.00 4884830.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3W32 2051-11-25 2 N/A 3999970.00 2603338.37 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 21973000.00 21887901.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 234500.00 235281.96 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNMA1 2052-07-25 4.5 N/A 3000000.00 3121323.02 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 1900.00 1877.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 200000.00 197704.95 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYE49 2035-06-01 4.945 N/A 41532150.00 42441682.16 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 2300.00 1855.81 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JGLP8 2048-12-01 4 N/A 21150000.00 5057848.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HSVM0 2034-02-01 3.87 N/A 1077.00 1034.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 6000000.00 6117096.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 200.00 193.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 9599100.00 9651850.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 100.00 97.08 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRN82 2030-11-01 3.89 N/A 25000000.00 24573065.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FBYC4 2047-12-15 3 N/A 98936.00 50313.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376F4B5 2039-09-16 5.5 N/A 1614668.00 870683.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8ZY2 2048-07-01 4.5 N/A 44752465.00 7805018.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133SKCQ2 2042-12-01 3 N/A 6811194.00 4786959.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0UX8 2032-10-01 4.48 N/A 4072100.00 4076265.31 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 5079200.00 5009655.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 100.00 89.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9BE8 2052-10-25 5 N/A 1519850.00 1713779.78 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 16000000.00 15968072.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 11178900.00 11095465.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YKF2 2055-08-01 6 N/A 1065426.00 786592.98 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 8000000.00 7979521.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 3647800.00 3411107.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 5999600.00 3838101.61 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMAY6 2055-08-01 6.5 N/A 1171312.00 1221053.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMAH1 2052-03-25 3 N/A 1392988.00 1133844.68 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 900.00 906.12 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NYTB7 2035-06-01 4.61 N/A 8540000.00 8585924.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRFG4 2053-06-01 5.5 N/A 3000000.00 2296792.70 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 1440000.00 1451576.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 4959500.00 4999820.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJF59 2051-11-25 2.5 N/A 3872713.00 2587932.74 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 200.00 196.79 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1T79 2048-06-25 4 N/A 3911000.00 2282592.63 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 1000.00 949.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XFHU5 2038-01-01 2.92 N/A 17222543.00 14324543.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCB43 2055-05-01 6.5 N/A 4938325.00 4099795.29 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 12833200.00 12803832.90 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NVRH2 2034-07-01 4.88 N/A 3150000.00 3213743.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RHE0 2052-04-20 3 N/A 3000000.00 2551951.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRC68 2033-10-01 3.69 N/A 1152.00 1088.10 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 200.00 191.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 1400.00 1373.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 1648100.00 1678574.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 100.00 55.90 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HUNB8 2039-06-01 3.37 N/A 5958802.00 5225837.90 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 5522000.00 5228864.63 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380QP48 2071-04-20 5.45872 N/A 1000.00 250.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNN51 2052-08-25 4.5 N/A 3000000.00 3051420.59 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 930000.00 927189.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 5076300.00 5144249.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFY83 2045-11-01 4 N/A 49999963.00 7878235.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQEH8 2053-08-25 5.5 N/A 1500000.00 1744586.33 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 1300.00 1288.12 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBU30 2039-09-01 3 N/A 8328705.00 2560978.26 Agency 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N/A 12766363.00 10089570.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A7EC4 2054-02-01 5 N/A 2112888.00 2041654.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKJ68 2052-02-01 3 N/A 1000.00 668.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHP8 2052-08-01 5 N/A 2154000.00 1447910.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM7F6 2052-01-01 2 N/A 2565000.00 1461591.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.85872 N/A 42361866.00 35984787.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V82Y9 2056-03-20 6 N/A 3194827.00 3334175.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381QAJ0 2055-08-20 4.68872 N/A 26443118.00 23476407.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 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Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KT39 2055-12-01 5.5 N/A 1000.00 1014.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426B2L9 2055-01-01 5.5 N/A 1080642.00 931535.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JV3V8 2056-03-01 5 N/A 2008.00 1981.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CX7C8 2054-09-01 5.5 N/A 499970.00 342528.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCZL1 2054-05-01 5.5 N/A 1000.00 837.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHHB4 2051-02-01 2 N/A 2325800.00 1247606.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N7ZD5 2052-11-01 5.5 N/A 254000.00 238798.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W56X7 2054-05-01 5 N/A 461760.00 455264.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NLD0 2055-05-01 5.5 N/A 4345040.00 4134957.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.5 N/A 1000.00 800.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5 N/A 1161990.00 850244.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XZU0 2054-11-20 4.65872 N/A 40000000.00 15682442.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.60872 N/A 765500.00 355692.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X44M5 2049-09-01 5 N/A 26717792.00 4592457.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 25574024.00 2199601.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KH5K8 2050-05-01 3 N/A 658649.00 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1452000.00 1474813.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5 N/A 2000.00 1876.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PLZ4 2055-07-20 4.95872 N/A 12498352.00 12202863.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4RF5 2049-08-01 5 N/A 2081000.00 505802.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A0UG7 2050-01-01 3 N/A 24992832.00 6106290.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8W93 2056-04-01 6 N/A 1693056.00 1798501.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EAS3 2055-03-20 4.65872 N/A 12714848.00 8528105.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQLZ6 2052-10-01 5.5 N/A 12485029.00 9554795.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QMP4 2055-10-01 5.5 N/A 2984035.00 2814143.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180ACA9 2054-10-20 5.5 N/A 2115.00 1526.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.77 N/A 3507687.00 2797315.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381NRS9 2055-06-20 4.70872 N/A 56075072.00 55885923.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JHK7 2055-10-01 6 N/A 510818.00 523923.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6AH5 2056-02-01 5.5 N/A 17027716.00 17179535.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CF90 2055-02-01 5 N/A 5920536.00 5411871.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CC50 2055-10-01 5.5 N/A 34547989.00 34036026.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LJ23 2033-01-20 6.45 N/A 3987995.00 268346.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427TLD6 2054-01-01 2 N/A 35104427.00 28448069.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C3PV2 2053-04-01 6.5 N/A 15004.00 12182.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FMUK6 2047-12-25 6.390684 N/A 2576.00 130.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.5 N/A 3685588.00 2692592.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5 N/A 1000.00 959.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0HG3 2055-01-01 4 N/A 4164770.00 3606824.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJM6 2053-10-01 6 N/A 4299453.00 2538256.28 Agency 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6311882.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5B0 2052-05-20 2.5 N/A 5780352.00 3537554.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.25872 N/A 39382400.00 21274512.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 1152.00 550.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427BXS9 2055-10-01 5 N/A 5735999.00 5622841.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GU2G7 2055-06-01 5.5 N/A 2043640.00 1794149.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GYBJ2 2054-03-20 5 N/A 3224448.00 3114426.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31377UX65 2030-07-01 3.62 N/A 33568.00 32233.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0WB4 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HSF6 2054-01-20 5.5 N/A 14739183.00 14742949.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3JR3 2056-01-01 5.5 N/A 4998.00 4397.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426J3U1 2055-04-01 6.5 N/A 1000.00 1018.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.5 N/A 1008.00 494.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426BCZ7 2055-02-01 5.5 N/A 7403469.00 6086331.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LPAC0 2038-09-01 3.81 N/A 2325065.00 1875425.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBJ1 2051-04-01 2.5 N/A 1207379.00 639274.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GXMW4 2056-05-01 5.5 N/A 9911050.00 9952029.74 Agency 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(REPO) CITIGROUP GLOBAL MARKETS INC. 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100000.00 297.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KVV6 2033-05-15 5.5 N/A 25000.00 139.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VRW2 2031-08-20 6.5 N/A 14500.00 2736.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXDP2 2035-10-01 5 N/A 38000.00 227.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NTR6 2038-04-01 5 N/A 5098.00 23.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407YRW1 2035-10-01 5 N/A 7080.00 41.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292NHD5 2036-03-15 5 N/A 12632.00 340.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LGK50 2032-05-01 3.56 N/A 17000.00 16250.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406V4B9 2035-06-01 5.5 N/A 13000.00 68.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BY93 2033-07-15 5.5 N/A 32000.00 201.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EENK1 2042-04-01 3.5 N/A 1000.00 70.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB92 2049-05-01 3.5 N/A 2000.00 137.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HNB6 2032-01-01 6 N/A 25000.00 36.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELY3 2037-01-20 7 N/A 75000.00 814.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPM4 2031-09-15 7 N/A 115000.00 121.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412APN8 2038-05-01 6.5 N/A 59000.00 246.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3Z4 2028-07-20 7 N/A 297630.00 109.36 Agency Mortgage-Backed Securities FEDERAL 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284.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ESH0 2032-01-15 6 N/A 25000.00 75.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEG0 2035-07-20 5 N/A 164192.00 2022.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SWX1 2047-02-20 3.5 N/A 5000.00 569.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295SXN1 2038-05-15 5.5 N/A 55000.00 1130.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGT2 2030-04-20 8.5 N/A 25107.00 2.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RJV2 2035-07-01 5 N/A 10000.00 84.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGG1 2034-10-01 3 N/A 3000.00 337.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M7CD5 2042-10-01 3.5 N/A 2500.00 295.36 Agency Mortgage-Backed 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M 549300M8ZYFG0OCMTT87 36202C4N0 2028-08-20 6 N/A 458000.00 333.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYD9 2027-11-20 6.5 N/A 320000.00 73.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DHL8 2030-06-20 8 N/A 79000.00 44.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410MRV4 2036-06-01 6 N/A 42000.00 105.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENYB9 2029-12-01 4 N/A 2000.00 20.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MDR70 2028-07-01 3 N/A 1000.00 26.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296MC49 2033-08-01 5 N/A 4400.00 51.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EV89 2038-09-20 6 N/A 1646232.00 635.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EUT4 2038-07-20 5.5 N/A 102000.00 1122.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7NR3 2039-05-01 5 N/A 10000.00 132.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C7E8 2049-02-01 4 N/A 17500.00 930.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CY64 2028-01-20 6 N/A 165619.00 45.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412DLV8 2037-02-01 5.5 N/A 200000.00 522.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZK8 2039-01-20 7 N/A 80000.00 1241.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201SSL4 2033-03-15 6 N/A 270000.00 1716.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211ESS8 2029-06-15 6.5 N/A 60000.00 158.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AZG5 2029-01-15 6 N/A 129000.00 155.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KP51 2037-12-15 6 N/A 30000.00 202.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKYW9 2043-01-01 4 N/A 3333.00 319.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209BEL8 2029-02-15 6 N/A 30000.00 15.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JXB5 2031-03-01 8 N/A 100000.00 63.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5SH4 2038-01-01 6.5 N/A 22000.00 163.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6D8 2034-06-20 5 N/A 672500.00 8578.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJLZ4 2052-10-01 4.5 N/A 10900.00 7698.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HKP7 2029-06-01 6 N/A 10000.00 4.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BAH1 2028-11-15 7.5 N/A 69500.00 34.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UY79 2033-05-15 5 N/A 25000.00 329.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W1SQ1 2043-02-01 3 N/A 1000.00 233.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE63 2052-07-01 4.5 N/A 3000.00 2140.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEEZ5 2049-05-01 4 N/A 7000.00 543.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBD0 2034-11-20 5 N/A 167250.00 1747.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFPJ4 2052-01-01 2.5 N/A 5000.00 2978.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQB2 2026-07-20 8.5 N/A 66666.00 0.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PUG6 2036-09-01 6.5 N/A 8000.00 25.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCC3 2029-06-20 6.5 N/A 311750.00 241.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EHS1 2036-04-20 5.5 N/A 68924.00 712.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPC6 2031-07-15 7 N/A 207901.00 178.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KXM1 2038-10-01 6.5 N/A 120000.00 788.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312946C79 2041-02-01 4 N/A 4071.00 184.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2W0 2033-12-20 6 N/A 134210.00 1168.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQY0 2031-12-20 5.5 N/A 249214.00 972.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 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181.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HNX8 2032-01-01 7 N/A 12000.00 11.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.5 N/A 1000.00 642.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296B5C2 2038-05-20 5.5 N/A 34000.00 269.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210WL80 2029-07-15 7 N/A 34753.00 35.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3G4 2034-01-20 5 N/A 198000.00 1583.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296NYZ3 2038-08-15 6 N/A 155000.00 369.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TG90 2047-09-20 6 N/A 1000.00 109.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402TWC5 2033-09-01 5.5 N/A 3667.00 30.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210PQ23 2031-06-15 6.5 N/A 40000.00 351.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HBB9 2030-03-01 8 N/A 10000.00 3.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HVH8 2029-09-01 7 N/A 25000.00 8.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UCG3 2031-11-15 6.5 N/A 35373.00 80.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E8KU5 2027-03-01 3 N/A 3000.00 15.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RLF7 2031-12-15 6 N/A 25000.00 74.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408GEZ6 2035-12-01 5.5 N/A 15000.00 44.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AW4W0 2026-11-01 3 N/A 43003.00 72.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ANDM9 2040-07-15 4.5 N/A 42621.00 1021.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XTEN1 2029-05-01 3.5 N/A 3000.00 89.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUV3 2027-03-20 7.5 N/A 326666.00 27.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295PZ70 2038-03-15 5 N/A 60000.00 303.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211CVB5 2029-10-15 7 N/A 29000.00 214.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5V2 2034-01-01 3.5 N/A 2000.00 127.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FPC4 2041-01-20 4.5 N/A 25000.00 541.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A2JL4 2040-12-01 4.5 N/A 8667.00 411.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BLL0 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Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211RRB7 2035-03-15 5 N/A 26854.00 251.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291S6N5 2034-11-15 5 N/A 98000.00 1954.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JHW1 2031-03-15 6 N/A 25002.00 98.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE30 2052-07-01 3 N/A 3000.00 2109.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZC1 2033-08-01 3.5 N/A 3000.00 189.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BT55 2045-08-01 4 N/A 6000.00 589.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413AJM6 2037-07-01 6.5 N/A 100000.00 346.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYR8 2027-12-20 6 N/A 55000.00 63.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295MK99 2037-10-15 6 N/A 55000.00 971.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CWS8 2027-07-20 7.5 N/A 810960.00 130.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MPEK7 2027-11-01 2.5 N/A 1000.00 15.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3J8 2034-01-20 6 N/A 147500.00 1526.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZG9 2033-09-20 5.5 N/A 120328.00 1246.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ET33 2038-06-20 6 N/A 20000.00 217.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DY30 2036-05-01 2 N/A 4000.00 1869.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C7A6 2034-02-01 3.5 N/A 1000.00 59.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335ATA6 2042-02-01 5 N/A 20000.00 2077.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202X3E5 2033-07-15 4.5 N/A 41000.00 945.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388KDA7 2031-10-01 6.5 N/A 52000.00 101.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMWC3 2032-04-01 3.5 N/A 1000.00 84.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMY49 2034-04-01 3.5 N/A 1000.00 70.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201YRC2 2033-11-15 6 N/A 25000.00 254.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XMK66 2044-03-01 4.5 N/A 6000.00 73.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NZP6 2029-02-20 3 N/A 11000.00 224.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213RRY5 2031-08-15 7 N/A 75000.00 78.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412V4G0 2037-07-01 5.5 N/A 7000.00 37.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200A4E6 2035-08-15 6 N/A 50000.00 590.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDD9 2052-05-01 3 N/A 2000.00 1355.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201TLS4 2033-03-15 6 N/A 75000.00 389.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEW5 2035-08-20 6 N/A 78000.00 1337.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEG9 2029-05-15 6.5 N/A 25000.00 15.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374GWA1 2027-12-01 7 N/A 68000.00 5.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374F5G0 2026-12-01 8.5 N/A 100000.00 0.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CJV9 2038-11-01 6 N/A 58000.00 534.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGG65 2046-01-01 3.5 N/A 4000.00 438.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386GBW2 2031-01-01 7.5 N/A 15000.00 6.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BG77 2029-12-15 7 N/A 190369.00 144.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201NLX6 2032-12-15 6 N/A 27997.00 57.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200TQM3 2033-08-15 5 N/A 35000.00 1581.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZM8 2028-02-20 7 N/A 566000.00 140.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FJM9 2040-08-20 5 N/A 175000.00 885.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201ECV0 2034-05-15 5 N/A 29000.00 155.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210DJN2 2029-03-15 7 N/A 85000.00 191.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYS6 2027-12-20 6.5 N/A 80664.00 16.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DEK3 2029-11-20 7 N/A 337000.00 152.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZ98 2048-09-01 4 N/A 7750.00 516.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384WLM0 2031-05-01 6 N/A 251000.00 145.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MQX3 2032-10-15 6 N/A 100000.00 283.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YZV2 2041-05-01 4.5 N/A 6032.00 153.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HC78 2028-08-01 8.5 N/A 215000.00 22.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EGVB7 2036-03-01 5 N/A 3000.00 66.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292G6T8 2029-11-01 7.5 N/A 15000.00 8.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MRD6 2032-11-15 6.5 N/A 266667.00 2805.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MN2P4 2042-12-01 3.5 N/A 1667.00 232.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210NYA1 2029-02-15 6 N/A 50125.00 139.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292G2K1 2029-06-01 7 N/A 5000.00 1.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209EX49 2028-11-15 7 N/A 40000.00 28.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416XZB9 2041-03-01 5 N/A 10000.00 138.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDV7 2032-03-15 6.5 N/A 11000.00 55.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BST6 2039-01-01 6.5 N/A 22000.00 170.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4 N/A 1000.00 724.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.5 N/A 6500.00 522.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201TP35 2033-03-15 5.5 N/A 60000.00 586.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVX8 2027-05-20 7 N/A 558490.00 101.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6NJ3 2037-01-01 5.5 N/A 10000.00 119.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BDT2 2029-04-15 6 N/A 167500.00 238.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XEC7 2033-06-01 5.5 N/A 6000.00 21.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202WLL1 2033-05-15 5.5 N/A 25000.00 148.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GUKL7 2042-06-01 3.5 N/A 1000.00 71.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3L5 2028-06-20 6.5 N/A 412156.00 166.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFZ9 2030-02-20 8 N/A 43092.00 25.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201GAA3 2032-11-15 6 N/A 80702.00 254.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F2Q8 2041-12-20 6 N/A 30000.00 775.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ETD1 2038-05-20 7 N/A 10000.00 94.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKT8 2050-01-01 3 N/A 1000.00 166.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290NZ88 2033-05-15 5.5 N/A 58000.00 320.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296SDZ5 2038-10-15 7 N/A 71250.00 2154.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ECR8 2035-02-20 6.5 N/A 50000.00 464.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208HLF1 2027-07-15 8 N/A 116118.00 20.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209JKD2 2028-12-15 6.5 N/A 25000.00 82.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291K5B9 2034-06-15 5 N/A 25000.00 395.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQB8 2037-11-20 6.5 N/A 15000.00 126.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CY80 2028-01-20 7 N/A 1123999.00 298.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391FZF8 2032-11-01 6 N/A 19062.00 110.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209T2C2 2028-08-15 6.5 N/A 182000.00 189.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJ26 2036-07-20 7 N/A 74000.00 924.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VQJ4 2030-02-01 6.5 N/A 5000.00 3.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HY25 2033-10-01 6 N/A 30000.00 127.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391A6S3 2032-10-01 6 N/A 28000.00 9.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416XQU7 2041-02-01 4 N/A 1334.00 97.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KMP9 2033-02-15 5.5 N/A 80102.00 317.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXMR8 2036-04-01 6 N/A 15000.00 91.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201LUR3 2032-12-15 5.5 N/A 33878.00 141.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BC55 2028-12-15 8 N/A 30000.00 2.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ABP59 2039-11-15 4 N/A 9506.00 685.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFVY4 2052-02-01 3 N/A 1000.00 629.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407JDK5 2036-10-01 6.5 N/A 29000.00 106.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FA97 2039-09-20 4.5 N/A 63000.00 842.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409WT43 2036-04-01 5.5 N/A 370000.00 2159.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EFP9 2035-10-20 5.5 N/A 469169.00 7378.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292HR96 2035-10-15 5 N/A 37365.00 139.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200QPY4 2032-04-15 7.5 N/A 100000.00 1445.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVH9 2038-08-20 6 N/A 261000.00 217.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31322Y4L2 2045-09-01 3.5 N/A 53000.00 3559.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJWV8 2045-08-01 3.5 N/A 3000.00 273.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213DGZ5 2031-08-15 7 N/A 241000.00 570.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DWE7 2033-02-20 5 N/A 498181.00 3069.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292LBW3 2036-03-15 5.5 N/A 68750.00 356.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Q6U0 2035-12-20 6 N/A 15000.00 998.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DPD7 2031-08-20 6.5 N/A 1188429.00 1307.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391PE93 2032-12-01 6 N/A 25000.00 116.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6UT3 2036-01-01 5.5 N/A 19000.00 161.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXY4 2027-10-20 6.5 N/A 95408.00 6.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KKB3 2036-05-15 6.5 N/A 201138.00 1586.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412PE23 2039-04-01 4.5 N/A 1000.00 53.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292MYH9 2036-05-15 6 N/A 25000.00 262.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410SNL7 2036-07-01 6.5 N/A 2000.00 13.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KNDN0 2037-04-01 7.5 N/A 80000.00 378.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYL9 2033-07-20 5.5 N/A 176500.00 1498.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQ47 2035-07-01 2 N/A 3800.00 1114.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NQT1 2034-09-15 5.5 N/A 25000.00 84.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5Q9 2048-12-01 5 N/A 2666.00 193.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A5L7 2029-02-15 6.5 N/A 140000.00 21.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KDN8 2031-09-01 7.5 N/A 14000.00 6.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211B2P8 2031-05-15 6.5 N/A 51000.00 72.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213JLM5 2032-03-15 6.5 N/A 120000.00 69.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EP29 2037-10-20 7 N/A 171000.00 1539.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A9SM4 2039-09-15 4 N/A 12000.00 900.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210ASU2 2028-10-15 6.5 N/A 32000.00 13.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382SE64 2029-03-01 6 N/A 15000.00 5.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BFU7 2029-08-15 7.5 N/A 42000.00 8.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31293YKM7 2029-11-01 7 N/A 15000.00 2.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJS84 2043-08-01 4 N/A 5000.00 310.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DVZ9 2036-11-01 6.5 N/A 84000.00 429.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F3K0 2042-02-20 3.5 N/A 43000.00 1203.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413B5R8 2037-08-01 6 N/A 78000.00 326.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 3000.00 2180.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YYXB4 2045-11-01 4 N/A 13250.00 479.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403V3D9 2034-02-01 5.5 N/A 6000.00 7.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNM9 2031-06-20 7 N/A 80000.00 101.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FPB6 2041-01-20 4 N/A 25000.00 326.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DPL0 2050-05-01 4 N/A 1000.00 183.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8VV6 2050-09-01 3.5 N/A 1000.00 222.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31293ADY1 2028-09-01 7.5 N/A 49000.00 21.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200JPA2 2032-12-15 5.5 N/A 26000.00 303.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ED60 2031-12-15 6 N/A 25000.00 195.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410WKW7 2037-05-01 5.5 N/A 69000.00 503.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296SYQ2 2039-01-15 7 N/A 50000.00 905.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412LJ84 2037-04-01 5.5 N/A 15000.00 86.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211HKA8 2029-09-15 7.5 N/A 77000.00 10.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DWV9 2033-03-20 5.5 N/A 59000.00 335.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YTCG7 2045-06-01 4 N/A 4000.00 707.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BDN3 2044-04-01 4.5 N/A 4000.00 347.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MRS4 2033-07-15 5 N/A 25000.00 218.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZK2 2028-02-20 6 N/A 62711.00 30.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DVY4 2033-01-20 5 N/A 207484.00 1681.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4J5 2039-04-20 5.5 N/A 1000.00 18.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C2X1 2033-10-01 3.5 N/A 4000.00 249.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFE7 2034-09-01 2.5 N/A 2200.00 241.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BSB5 2032-03-15 5.5 N/A 25724.00 81.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQA93 2045-08-01 3.5 N/A 35000.00 5476.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHUW0 2046-08-01 3 N/A 1000.00 142.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415QA71 2038-06-01 5.5 N/A 1000.00 1.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJ91 2036-08-20 5 N/A 44000.00 834.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201C4Q4 2032-02-15 6 N/A 204000.00 554.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J82U3 2043-04-01 3.5 N/A 20000.00 1694.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WAAH0 2028-11-01 3.5 N/A 50500.00 1272.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128K8TQ9 2035-11-01 5 N/A 10000.00 41.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UWX4 2031-12-15 6 N/A 100000.00 670.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329QYE5 2049-05-01 4.5 N/A 1000.00 105.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CWU4 2048-05-01 4.5 N/A 2000.00 168.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C6L3 2049-01-01 3.5 N/A 2750.00 261.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E0RJ0 2041-12-01 4 N/A 2000.00 77.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411RDS4 2037-04-01 5.5 N/A 14000.00 234.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DRU7 2032-02-20 5.5 N/A 265301.00 1070.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413AJF1 2037-07-01 6 N/A 8000.00 63.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYF4 2027-11-20 7 N/A 90115.00 22.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EGCB8 2041-04-01 4.5 N/A 37000.00 1608.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AXH8 2027-11-15 6.5 N/A 70000.00 3.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKN8 2036-09-20 7 N/A 208000.00 1555.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDC1 2052-05-01 2.5 N/A 15000.00 9954.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYC8 2046-05-01 3.5 N/A 27874.00 2736.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KKT4 2036-07-15 6.5 N/A 59768.00 412.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201VBH4 2033-10-15 5 N/A 107000.00 1091.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW54 2038-10-20 6 N/A 1000.00 8.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MD2D3 2027-10-01 3 N/A 1000.00 20.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPN2 2031-09-15 6 N/A 305000.00 578.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NVC9 2043-08-20 3 N/A 18000.00 1040.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HNM6 2029-05-01 6 N/A 15000.00 9.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVE0 2027-04-20 7.5 N/A 625000.00 43.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290UQW9 2040-05-15 4.5 N/A 75000.00 669.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DP79 2034-11-01 5.5 N/A 92458.00 597.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VLG5 2029-11-01 6 N/A 15000.00 10.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E8QD7 2027-02-01 3 N/A 1000.00 8.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RX80 2031-12-15 6.5 N/A 177000.00 247.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZ63 2028-03-20 7.5 N/A 27000.00 4.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BSC3 2032-03-15 8 N/A 25000.00 22.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CR97 2047-12-01 4 N/A 3750.00 441.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210FHC3 2028-11-15 6.5 N/A 25000.00 17.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MM58 2032-09-15 6.5 N/A 25839.00 6.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213DCX4 2031-10-15 6.5 N/A 33000.00 48.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZM5 2047-02-01 3 N/A 1000.00 195.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CU67 2034-03-01 5 N/A 11000.00 84.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPH5 2031-07-15 7 N/A 24140.00 20.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A8RD0 2041-03-01 4 N/A 4030.00 205.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KSU3 2038-04-15 6 N/A 26890.00 165.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371J7A6 2031-07-01 6.5 N/A 5000.00 3.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EF47 2052-06-01 5 N/A 20000.00 12486.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294ULJ9 2036-09-15 7.5 N/A 48000.00 467.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412X2W3 2037-07-01 5.5 N/A 13000.00 45.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213VMK1 2031-10-15 6.5 N/A 75150.00 155.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MDKE2 2027-05-01 4 N/A 25000.00 4.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NFQ9 2034-03-15 5 N/A 25000.00 433.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BFR4 2029-08-15 7 N/A 110000.00 49.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DT82 2036-09-01 6.5 N/A 1000.00 5.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DLV2 2050-02-01 3.5 N/A 2000.00 259.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400DNR9 2032-12-01 5.5 N/A 80333.00 642.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AEK58 2040-02-20 4 N/A 42000.00 5467.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZZ7 2033-10-20 6 N/A 135732.00 1147.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JJK1 2030-05-01 8 N/A 63000.00 26.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296RZ34 2038-09-15 6 N/A 32000.00 187.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212SUR5 2031-02-15 7 N/A 200000.00 118.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291K5U7 2034-07-15 5.5 N/A 70000.00 203.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VR69 2050-08-20 2.5 N/A 15000.00 4461.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AF69 2037-08-01 5.5 N/A 2000.00 34.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGN3 2036-01-20 5 N/A 253394.00 3227.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AHH66 2041-06-01 4.5 N/A 1000.00 38.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QTT8 2033-08-01 5.5 N/A 8000.00 84.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6Y4 2028-12-20 6 N/A 762000.00 742.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296KSD5 2038-07-15 5 N/A 60000.00 239.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9P48 2040-08-01 5.5 N/A 3000.00 123.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287YKA1 2032-09-01 6.5 N/A 44000.00 64.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384KBA3 2030-04-01 8.5 N/A 100048.00 107.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A9MW1 2041-03-01 4 N/A 3000.00 365.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AST5 2028-10-15 6.5 N/A 51476.00 28.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXC0 2033-04-20 5.5 N/A 60834.00 389.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296LBU4 2033-08-01 5.5 N/A 50000.00 230.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296Q7B9 2034-07-20 6.5 N/A 90000.00 1532.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FEZ5 2040-03-20 4.5 N/A 75000.00 1126.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 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549300M8ZYFG0OCMTT87 36202ENA3 2037-05-20 5.5 N/A 155207.00 1520.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402BFL3 2033-07-01 5.5 N/A 5000.00 21.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212TVM3 2030-11-15 7.5 N/A 1232000.00 1216.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC84 2052-02-01 3 N/A 2000.00 1233.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209KYN2 2028-05-15 6.75 N/A 203000.00 75.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BWZ7 2033-02-15 6 N/A 122000.00 593.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291QWD2 2034-12-15 5 N/A 30000.00 1939.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404US27 2034-06-01 6 N/A 5000.00 53.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 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Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291AQ69 2033-09-15 5 N/A 25982.00 458.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CVF4 2035-08-15 5.5 N/A 35375.00 261.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385E6C8 2030-06-01 8 N/A 50000.00 96.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6T3 2034-07-20 5 N/A 81000.00 1048.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31382G3W5 2029-02-01 6 N/A 15000.00 7.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A2TX4 2039-05-15 4.5 N/A 25000.00 162.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A9X89 2032-10-20 6.5 N/A 35667.00 358.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TP60 2029-04-01 7.5 N/A 72000.00 8.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210HLK6 2029-05-15 6.5 N/A 50284.00 49.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417YJJ7 2029-12-01 4.5 N/A 30000.00 312.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KEZ3 2038-05-01 5.5 N/A 12000.00 83.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FHN9 2040-07-20 4.5 N/A 5000.00 46.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295YTJ2 2038-03-15 4.5 N/A 50000.00 87.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401X6C6 2033-06-01 5 N/A 10000.00 20.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XJCE5 2029-01-01 3.5 N/A 25000.00 396.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VLH3 2029-11-01 6.5 N/A 68000.00 17.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RZN5 2032-03-15 7 N/A 132893.00 1965.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CU77 2048-03-01 3.5 N/A 7750.00 957.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LTV1 2034-09-01 6 N/A 10000.00 52.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXU8 2038-11-20 6 N/A 26000.00 259.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DXU0 2033-05-20 6 N/A 80000.00 369.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KZA2 2033-02-01 5.5 N/A 11000.00 32.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FDA1 2039-12-20 4 N/A 18750.00 868.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380XCL4 2028-12-01 6 N/A 65000.00 111.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LPP8 2034-05-01 5 N/A 19686.00 167.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GGU8 2028-01-01 8 N/A 37000.00 2.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NX94 2044-01-20 5.5 N/A 5000.00 232.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416NYW6 2039-03-01 4.5 N/A 3000.00 112.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31379J2Y1 2028-04-01 7 N/A 6000.00 3.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A4U8 2029-02-15 6.5 N/A 37216.00 7.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416CCH7 2039-04-01 4.5 N/A 19500.00 232.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296CWD8 2038-06-15 5.5 N/A 50000.00 182.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMU35 2031-05-01 3 N/A 2000.00 158.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213VV39 2032-01-15 6 N/A 37500.00 21.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212M7M5 2032-01-15 6.5 N/A 48334.00 78.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZG2 2048-08-01 3.5 N/A 4000.00 358.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387W2T3 2031-11-01 6.5 N/A 25000.00 26.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2J1 2028-04-20 6.5 N/A 255500.00 88.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CUA0 2048-02-01 3.5 N/A 2000.00 240.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291YE78 2036-03-15 6 N/A 25000.00 291.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291QYB4 2036-06-15 6 N/A 25321.00 125.54 Agency Mortgage-Backed Securities 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549300M8ZYFG0OCMTT87 36179SLR6 2046-09-20 3 N/A 6000.00 709.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMPH0 2027-02-01 3 N/A 1000.00 3.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDZ8 2035-05-15 5.5 N/A 20000.00 194.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJFJ4 2036-12-01 6 N/A 5000.00 38.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJUN8 2044-05-01 4 N/A 1000.00 54.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410F2R5 2037-04-01 5.5 N/A 30000.00 147.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LJP5 2033-12-01 6 N/A 20000.00 114.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XHR1 2033-07-01 6 N/A 1815.00 4.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417Y3L9 2041-06-01 4 N/A 1000.00 27.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEYJ5 2050-09-01 2 N/A 1900.00 924.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210KL37 2029-04-15 6.5 N/A 35000.00 43.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y9PE7 2034-02-01 3.5 N/A 1000.00 68.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D6H9 2034-06-20 7 N/A 25000.00 69.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945ZK7 2041-02-01 4.5 N/A 1096.00 29.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQAG7 2045-08-01 4 N/A 11000.00 966.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AWBD4 2026-11-01 3 N/A 1000.00 2.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWGH0 2053-02-01 5.5 N/A 1000.00 664.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FEG4 2032-10-15 6.5 N/A 25000.00 246.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385W2S7 2033-03-01 6 N/A 65000.00 133.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292AXR4 2035-05-15 5 N/A 41000.00 991.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411S2T2 2037-03-01 5 N/A 2000.00 29.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296XJ88 2039-01-15 5 N/A 7000.00 79.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLC3 2030-01-20 5.5 N/A 25000.00 262.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGT7 2040-06-20 5 N/A 127000.00 550.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UH29 2031-06-15 6.5 N/A 100000.00 119.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EFA2 2035-09-20 6 N/A 80200.00 1477.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389EFY6 2031-12-01 6 N/A 83000.00 469.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400KP67 2033-04-01 5.5 N/A 6000.00 21.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CHG2 2047-03-01 4 N/A 1000.00 87.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417TXW3 2039-12-01 5 N/A 1000.00 25.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FKL9 2040-09-20 3.5 N/A 73500.00 9235.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DG62 2030-05-20 7.5 N/A 280055.00 122.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297GRL6 2026-09-15 4 N/A 50000.00 116.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AR2J9 2039-01-20 6.5 N/A 45000.00 830.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CSJ6 2031-06-20 5.625 N/A 1000000.00 882.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KL22 2037-04-15 6 N/A 65000.00 716.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4L0 2039-04-20 6.5 N/A 229166.00 4715.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F3L8 2042-02-20 4 N/A 75000.00 754.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200JAL4 2033-03-15 5.5 N/A 50000.00 318.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HKY9 2031-08-01 7 N/A 40000.00 35.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3M3 2028-06-20 7 N/A 368000.00 111.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DQC8 2031-10-20 7 N/A 40000.00 63.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296FYP2 2038-06-15 6 N/A 12500.00 391.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PXT5 2036-09-01 6.5 N/A 8000.00 54.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E3J6 2039-03-20 6.5 N/A 145000.00 3200.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412MDX3 2037-12-01 6 N/A 42000.00 30.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291RW57 2035-02-15 5 N/A 66006.00 948.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KT34 2029-08-15 7 N/A 260500.00 247.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQY8 2038-01-20 5 N/A 18750.00 185.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208X3B5 2028-12-15 6.75 N/A 25000.00 76.32 Agency Mortgage-Backed 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549300M8ZYFG0OCMTT87 36209NEQ1 2028-06-15 6.5 N/A 225000.00 204.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312938SY0 2040-01-01 4 N/A 1129.00 39.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGE3 2035-12-20 6 N/A 22000.00 335.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200W6S5 2032-01-15 6 N/A 25146.00 287.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFY2 2030-02-20 7.5 N/A 160718.00 84.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ESE0 2038-04-20 7 N/A 12000.00 51.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KK31 2036-09-15 5 N/A 81874.00 1457.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MZB1 2032-04-15 6.5 N/A 145261.00 410.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36205F7K3 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25000.00 606.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FAL0 2039-08-20 4 N/A 137500.00 1577.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBZ3 2029-05-20 7.5 N/A 25000.00 5.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371PBA7 2038-12-01 5.5 N/A 23000.00 74.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B3T1 2046-05-01 3.5 N/A 1000.00 119.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200N5V9 2034-11-15 5 N/A 30000.00 1061.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BXE3 2033-03-15 6.5 N/A 25000.00 43.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XDSQ4 2028-12-01 3.5 N/A 3000.00 82.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DA84 2029-03-20 7.5 N/A 80331.00 36.76 Agency 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NATIONAL M 549300M8ZYFG0OCMTT87 36296KSE3 2038-07-15 6.5 N/A 26884.00 195.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MHU0 2033-04-15 6 N/A 95000.00 304.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QCG75 2034-11-01 3.5 N/A 13000.00 2451.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412SZA6 2038-03-01 5 N/A 8000.00 35.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418RD24 2040-03-01 5 N/A 2000.00 92.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KKK6 2032-01-01 6 N/A 22000.00 28.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MAN3 2033-02-15 5.5 N/A 74000.00 135.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXM6 2038-11-20 5.5 N/A 242000.00 303.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMD8 2037-02-20 7 N/A 105000.00 849.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBJE1 2051-03-01 4 N/A 3000.00 920.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DJR4 2049-12-01 3 N/A 6000.00 959.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391PNB8 2032-09-01 6.5 N/A 31000.00 31.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ED30 2035-06-20 4.5 N/A 90000.00 2085.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AFC7 2027-05-01 3 N/A 4000.00 21.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SHX2 2033-09-15 5 N/A 55000.00 157.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JF86 2032-06-01 6.5 N/A 23676.00 20.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412YFP2 2036-09-01 5.5 N/A 1000.00 14.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212XTZ8 2031-10-15 6.5 N/A 201554.00 256.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2U4 2033-12-20 5 N/A 273051.00 2725.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HZK3 2033-09-01 6 N/A 10000.00 59.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DC74 2029-08-20 6 N/A 175000.00 227.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RRF2 2033-07-15 5.5 N/A 53000.00 314.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ2H2 2047-08-01 4 N/A 5250.00 542.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M46Z0 2027-08-01 3 N/A 1000.00 16.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225ART9 2027-01-15 7.5 N/A 29195.00 0.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3E2 2048-10-01 4.5 N/A 6000.00 459.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386ACZ7 2030-09-01 8 N/A 6250.00 27.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292LHQ1 2042-04-01 3.5 N/A 2000.00 235.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DH95 2030-08-20 7 N/A 152547.00 95.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208WDX8 2028-06-15 6.5 N/A 155000.00 31.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJGP9 2037-06-01 6 N/A 18342.00 97.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BND6 2031-05-15 6.5 N/A 109000.00 129.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387TAW4 2031-10-01 6.5 N/A 1000.00 4.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DP48 2035-06-01 2 N/A 3150.00 909.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2E99 2042-02-15 5 N/A 50000.00 3426.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KQT7 2033-04-15 5.5 N/A 30000.00 233.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391LH73 2033-01-01 6 N/A 72000.00 966.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31368HNG4 2038-09-01 6 N/A 135000.00 715.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391HUY8 2032-10-01 6.5 N/A 8000.00 16.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291XPT0 2035-05-15 5.5 N/A 115000.00 618.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KLV1 2032-02-01 7 N/A 10000.00 12.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202XZD2 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549300M8ZYFG0OCMTT87 36209N2T8 2029-03-15 6 N/A 84000.00 282.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJLY2 2038-09-01 6.5 N/A 1000.00 39.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ACB8 2032-01-15 6 N/A 160000.00 241.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385AT72 2030-06-01 9 N/A 10000.00 14.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UBD1 2031-10-15 6.5 N/A 30000.00 43.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MQCT8 2043-01-01 3.5 N/A 20000.00 781.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312945CB2 2041-01-01 4.5 N/A 24000.00 1358.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EBX6 2034-12-20 6.5 N/A 45250.00 451.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMRU9 2029-01-01 3.5 N/A 6000.00 205.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31298YZJ3 2031-11-01 6 N/A 45000.00 14.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ARFP1 2040-03-15 3.5 N/A 10000.00 2014.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AVG2 2027-08-15 6.5 N/A 110000.00 1.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288HEK2 2033-04-01 5.5 N/A 8000.00 14.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M9WL2 2043-10-01 3 N/A 1000.00 153.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210TPX8 2029-04-15 6 N/A 45000.00 299.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMS38 2030-01-01 3 N/A 1011.00 52.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y7TD9 2048-11-01 4 N/A 5000.00 417.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EHDT6 2037-01-01 5.5 N/A 4000.00 104.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELB3 2036-11-20 7 N/A 82500.00 1337.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HHU5 2029-03-01 7 N/A 25201.00 18.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJX47 2046-03-01 3.5 N/A 4000.00 395.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5F2 2039-05-20 4.5 N/A 30000.00 707.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AD96 2042-03-01 3.5 N/A 1000.00 72.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417BUK1 2032-05-01 3.5 N/A 1000.00 44.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B2V9 2033-12-15 6 N/A 355829.00 2911.05 Agency Mortgage-Backed Securities FEDERAL 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Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207RSS5 2029-05-20 6.5 N/A 92471.00 1014.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212DGX1 2031-04-15 6.5 N/A 30000.00 89.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390CPD2 2032-05-01 6.5 N/A 2800.00 23.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A97C2 2041-06-01 4.5 N/A 9000.00 480.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEK0 2029-05-15 6.5 N/A 200000.00 134.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390W4A7 2032-08-01 6.5 N/A 182000.00 248.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMT5 2031-04-20 7.5 N/A 50000.00 60.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BEV6 2029-06-15 6.5 N/A 3866.00 3.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387CTD3 2031-04-01 6 N/A 17023.00 34.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292NEC0 2036-07-15 6 N/A 25000.00 279.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KAT5 2033-09-15 7.5 N/A 25000.00 281.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JACX4 2049-02-01 3.5 N/A 1000.00 80.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KUA7 2032-10-01 5.5 N/A 35000.00 91.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PXTU0 2027-01-01 3.5 N/A 1000.00 2.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201V5Y4 2032-09-15 7 N/A 28604.00 39.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMTP8 2030-06-01 3 N/A 4000.00 266.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418WPP9 2040-08-01 4.5 N/A 4500.00 103.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJJB7 2038-03-01 6 N/A 15000.00 113.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKZ3 2030-12-20 8 N/A 40000.00 25.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BNS3 2031-06-20 6 N/A 30000.00 47.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E3K3 2039-03-20 7 N/A 10000.00 372.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MPGS8 2027-11-01 2.5 N/A 1000.00 19.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJXY1 2046-02-01 4 N/A 10465.00 944.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YNH59 2045-05-01 4 N/A 7000.00 184.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387UDK4 2030-07-01 6 N/A 130416.00 782.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295FHX5 2037-05-15 6 N/A 60000.00 496.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4 N/A 2000.00 1460.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291QK94 2034-11-15 6 N/A 206000.00 1435.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBNR7 2051-01-01 3.5 N/A 2500.00 786.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.5 N/A 1000.00 614.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413B2Q3 2037-10-01 6.5 N/A 6000.00 94.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208CY92 2027-06-15 7.5 N/A 40000.00 8.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F4B9 2038-10-20 6.5 N/A 14000.00 301.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZN6 2028-02-20 7.5 N/A 427610.00 36.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292K6A0 2040-12-01 4 N/A 4000.00 82.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GFMW4 2041-07-01 4.5 N/A 2000.00 81.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HAS7 2028-09-01 7 N/A 201290.00 108.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GW90 2037-12-01 6.5 N/A 6000.00 37.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKC2 2036-08-20 6.5 N/A 92000.00 762.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201XXL7 2033-06-15 5.5 N/A 35000.00 805.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WMCQ5 2047-04-01 4 N/A 15000.00 1458.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DHL9 2049-11-01 3 N/A 1000.00 145.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERF8 2038-02-20 6.5 N/A 25000.00 258.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208WDE0 2028-06-15 6.5 N/A 100000.00 47.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBJQ2 2049-07-01 4 N/A 2000.00 216.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TL23 2029-01-01 8 N/A 136000.00 19.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291L4M4 2034-06-15 5.5 N/A 25000.00 701.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287RP94 2032-04-01 6.5 N/A 2500.00 2.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KML9 2037-06-15 6 N/A 65000.00 426.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BG93 2029-12-15 7 N/A 30000.00 31.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6D6 2039-06-20 4.5 N/A 12500.00 318.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212W2M8 2033-02-15 5.5 N/A 68000.00 73.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKB6 2030-10-20 9 N/A 85000.00 58.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385WZT9 2033-01-01 6.5 N/A 42000.00 40.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BGN2 2028-12-15 6 N/A 15000.00 12.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209BHT8 2029-02-15 6.5 N/A 785000.00 189.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W2Z73 2043-02-01 3 N/A 1000.00 131.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3X9 2028-07-20 6 N/A 371162.00 169.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADWF1 2048-12-01 4.5 N/A 18256.00 1191.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FB21 2039-10-20 4 N/A 69250.00 2650.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410V7B0 2037-02-01 5 N/A 3000.00 11.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380BBN9 2028-07-01 6 N/A 190000.00 53.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6Z7 2039-07-20 4.5 N/A 15000.00 16.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B6Z6 2033-08-15 7.5 N/A 23000.00 145.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200X4G1 2032-04-15 6 N/A 54618.00 57.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FKJ4 2040-09-20 5 N/A 27000.00 209.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418B6H4 2046-07-01 3.5 N/A 6150.00 698.80 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 200462700.00 199686333.44 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BET1 2029-06-15 6 N/A 76000.00 63.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407FGD6 2035-07-01 5 N/A 2000.00 10.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5C0 2048-10-01 4 N/A 2000.00 132.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414USX7 2038-03-01 5 N/A 1000.00 7.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36205K6N7 2027-02-15 7 N/A 25020.00 2.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416M4U5 2039-03-01 5 N/A 1000.00 4.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y3YF2 2029-10-01 3 N/A 1000.00 44.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QV40 2044-12-20 3.5 N/A 10000.00 211.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFX84 2045-11-01 3.5 N/A 1000.00 81.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5K1 2039-05-20 6.5 N/A 50000.00 946.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31380ARU8 2028-06-01 6.5 N/A 1000.00 0.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201VVX7 2033-09-15 4.5 N/A 171363.00 4339.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KCL0 2035-01-15 6 N/A 26500.00 265.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CYY0 2035-11-15 5 N/A 10000.00 118.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3W9 2034-02-20 5 N/A 185500.00 1774.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MAFA2 2045-03-01 3.5 N/A 27000.00 3222.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7G8 2039-07-20 4.5 N/A 2000.00 61.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EV97 2038-09-20 6.5 N/A 164000.00 430.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGS4 2030-04-20 8 N/A 50032.00 24.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412XRS5 2037-05-01 5 N/A 11000.00 373.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDQ8 2034-10-15 7 N/A 43431.00 364.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QWJ6 2038-11-20 5.5 N/A 10000.00 559.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6K6 2050-07-01 3 N/A 1000.00 258.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296LWK3 2033-08-01 6 N/A 17000.00 75.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MEAF7 2042-10-01 3.5 N/A 1000.00 109.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKA6 2036-08-20 5.5 N/A 125305.00 651.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RSJ2 2032-02-15 6.5 N/A 25000.00 149.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AJD2 2032-12-15 5.5 N/A 36916.00 186.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WAAK3 2043-11-01 4.5 N/A 1000.00 67.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402XXW1 2033-09-01 5.5 N/A 5000.00 7.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DE23 2029-12-20 7.5 N/A 593000.00 268.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRA3 2037-12-01 6.5 N/A 45054.00 268.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJVC1 2044-10-01 4 N/A 2006.00 134.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGE0 2040-05-20 5 N/A 13667.00 428.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291AVB2 2033-10-15 5 N/A 45000.00 195.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417ESX0 2043-01-01 3 N/A 15000.00 2175.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5 N/A 1000.00 731.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2 N/A 5000.00 2310.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TW21 2029-07-01 6.5 N/A 35000.00 21.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6M0 2028-11-20 7.5 N/A 125000.00 17.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296UST8 2039-03-15 4.5 N/A 11000.00 560.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ELFL2 2028-02-01 3.5 N/A 8000.00 21.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LDF3 2033-08-01 6 N/A 10000.00 41.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2Y8 2028-05-20 7 N/A 476819.00 142.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SDX6 2033-11-20 6 N/A 45000.00 567.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BRH3 2032-01-20 6.5 N/A 30000.00 41.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2E0 2033-11-20 5.5 N/A 285469.00 2902.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KVF5 2032-11-01 5.5 N/A 20000.00 51.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QYE5 2033-06-01 6.5 N/A 10000.00 51.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209UBR6 2029-09-15 7 N/A 145000.00 220.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EW39 2038-10-20 5.5 N/A 63333.00 633.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5C1 2034-04-20 5 N/A 218918.00 2056.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294R6X2 2036-10-15 6.5 N/A 25000.00 180.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XC3U4 2043-11-01 4.5 N/A 2500.00 415.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211YQX5 2030-02-15 7.75 N/A 60000.00 107.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296QPP8 2039-01-15 5.5 N/A 80327.00 569.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RLS6 2045-08-20 5 N/A 25000.00 1876.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DYZ8 2033-08-20 5 N/A 236250.00 2504.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208CEQ6 2028-07-15 7 N/A 40000.00 72.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2F7 2033-11-20 6 N/A 83000.00 634.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KLF3 2036-11-15 6 N/A 15000.00 186.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QLR9 2050-05-01 5.389 N/A 50000.00 10407.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJG5 2036-06-20 5 N/A 191630.00 2158.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MFGY7 2042-11-01 3.5 N/A 1000.00 218.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VL32 2050-05-20 3 N/A 10000.00 1648.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BLF3 2030-12-15 6.5 N/A 110000.00 116.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211CXU1 2029-05-15 6.5 N/A 200000.00 301.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412YDH2 2037-05-01 5.5 N/A 15000.00 15.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRE5 2026-09-20 8 N/A 348364.00 1.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SB59 2028-08-15 5.5 N/A 114500.00 776.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FJL1 2040-08-20 4.5 N/A 32000.00 224.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWE5 2038-09-20 6 N/A 32000.00 256.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DPE5 2031-08-20 7 N/A 108000.00 171.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371H4K1 2029-12-01 8 N/A 16000.00 5.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418U4W1 2040-07-01 5 N/A 4000.00 89.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390MHU1 2032-08-01 6.5 N/A 50000.00 66.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133N3W34 2050-10-01 2 N/A 23000.00 10358.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296NWR3 2038-08-15 5.5 N/A 25000.00 142.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407PU22 2035-10-01 5 N/A 9000.00 58.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KMS4 2037-06-15 6 N/A 45000.00 450.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CJE5 2047-04-01 4 N/A 10000.00 897.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZ51 2039-02-20 6 N/A 572000.00 1779.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415XER8 2038-10-01 6 N/A 29500.00 27.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XLZG0 2044-09-01 4 N/A 1000.00 68.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYY0 2046-10-01 3 N/A 1000.00 148.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414LYJ1 2038-03-01 5.5 N/A 23000.00 169.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZF9 2039-01-20 5 N/A 84000.00 923.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410WW87 2037-11-01 5.5 N/A 4500.00 26.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EQ6T4 2031-02-01 3.5 N/A 8500.00 36.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3 N/A 1000.00 176.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGR4 2036-01-20 6 N/A 25000.00 305.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V4F9 2028-03-15 6.5 N/A 80000.00 22.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D4P3 2034-03-20 5.5 N/A 33000.00 378.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292CFL3 2035-10-15 5.5 N/A 30000.00 196.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2H47 2041-03-15 6 N/A 5000.00 243.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4K2 2039-04-20 6 N/A 260250.00 3061.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ADVN2 2041-05-01 4.5 N/A 6500.00 391.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291NPR6 2034-08-15 5.5 N/A 55000.00 575.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212EDJ3 2030-06-15 8 N/A 25000.00 78.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411GBD3 2037-03-01 5.5 N/A 2000.00 29.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BUH6 2029-03-15 6.5 N/A 50000.00 67.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AZF7 2029-01-15 6 N/A 110000.00 78.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CCH5 2046-10-01 3 N/A 3000.00 463.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211JLG0 2029-07-15 6.5 N/A 25000.00 50.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384VPK2 2028-12-01 6 N/A 89500.00 43.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NP66 2038-01-01 6.5 N/A 15000.00 47.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KMM0 2032-03-01 7 N/A 18000.00 31.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209N2G6 2029-02-15 6 N/A 132812.00 105.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HMU5 2031-12-01 6.5 N/A 5000.00 4.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295HYA2 2037-06-15 5 N/A 61541.00 350.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BHX7 2044-09-01 3.5 N/A 1000.00 95.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLU3 2031-02-20 6.5 N/A 301750.00 160.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FG26 2040-06-20 6 N/A 25000.00 517.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617NJZZ7 2050-05-20 3 N/A 1683772.00 277848.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGDN1 2046-01-01 3.5 N/A 1000.00 103.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GSPD8 2047-09-01 4 N/A 1000.00 118.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSC6 2032-03-20 6.5 N/A 393050.00 601.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201NFT2 2032-06-15 6.5 N/A 25000.00 55.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295M6H7 2038-01-15 5 N/A 25000.00 24.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DFH9 2030-01-20 8 N/A 215000.00 84.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D4A6 2034-02-20 6 N/A 25000.00 255.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DGC9 2030-03-20 7 N/A 85000.00 166.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CAK2 2026-11-20 5.125 N/A 503419.00 34.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUC5 2027-02-20 8 N/A 60000.00 3.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414C6Y9 2038-04-01 5 N/A 7650.00 66.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UV56 2031-07-15 6 N/A 130433.00 282.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HT40 2029-07-01 7.5 N/A 16000.00 20.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CM84 2047-07-01 3 N/A 1000.00 159.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EP94 2037-11-20 5.5 N/A 147000.00 1209.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31298WMD4 2031-10-01 6 N/A 80000.00 137.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NAP2 2032-02-15 7 N/A 37000.00 40.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208MYQ2 2027-10-15 7 N/A 57000.00 22.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6XE3 2038-10-01 6 N/A 10000.00 161.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371MCE5 2035-06-01 5 N/A 6577.00 49.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DD73 2029-10-20 8 N/A 60136.00 18.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MNC0 2042-09-20 3.5 N/A 33000.00 1069.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4X43 2049-02-01 4 N/A 16600.00 1328.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPZ5 2031-10-15 6.5 N/A 413000.00 417.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QBJS8 2049-07-01 3.5 N/A 5000.00 462.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200B5X1 2032-12-15 5.5 N/A 85000.00 277.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AQJM6 2040-03-15 4.5 N/A 4000.00 284.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QFZ8 2047-08-01 6.094 N/A 90000.00 8379.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WPRL3 2047-07-01 3.5 N/A 1000.00 109.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7FE8 2027-07-01 6 N/A 25000.00 35.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EDQ9 2035-05-20 5.5 N/A 30000.00 374.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTT8 2032-07-20 7 N/A 25000.00 31.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETJ56 2045-10-01 4.5 N/A 12500.00 1514.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208WBE2 2028-05-15 6.5 N/A 144000.00 49.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 312941U88 2040-08-01 4.5 N/A 2000.00 14.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSR3 2032-04-20 6.5 N/A 354000.00 572.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NLX7 2034-06-15 5.5 N/A 90000.00 1343.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411VHU6 2037-06-01 6.5 N/A 13000.00 462.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200M3J0 2033-11-15 5 N/A 42000.00 664.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201GA70 2032-11-15 6 N/A 75000.00 361.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EKX6 2036-10-20 6 N/A 101000.00 862.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5C3 2028-09-20 6 N/A 187000.00 184.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291PAA4 2033-09-15 5 N/A 110000.00 1414.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DEU2 2049-08-01 4 N/A 2000.00 197.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XJBE6 2044-01-01 4.5 N/A 4000.00 157.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208TFM7 2031-09-15 6.5 N/A 50000.00 168.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409XGH6 2036-05-01 6.5 N/A 57000.00 307.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411JLH7 2037-02-01 5 N/A 8032.00 55.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGQ6 2036-01-20 5.5 N/A 75000.00 846.93 Agency Mortgage-Backed 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S6XOOCT0IEG5ABCC6L87 312945SX7 2041-02-01 4.5 N/A 17000.00 232.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132GD3F7 2041-05-01 4 N/A 2000.00 139.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ASVB2 2041-09-15 4 N/A 305165.00 9351.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DUK5 2032-09-20 6.5 N/A 75103.00 196.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DY21 2033-08-20 5.5 N/A 238500.00 2402.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KCG4 2031-06-01 6.5 N/A 175000.00 99.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BGW2 2029-11-15 7 N/A 365000.00 300.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HK94 2031-09-01 6.5 N/A 425000.00 224.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 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46.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HVQ4 2033-03-01 5 N/A 10000.00 48.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207RZL2 2027-02-15 7.25 N/A 25000.00 2.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XGS20 2044-02-01 3.5 N/A 1000.00 122.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DTM4 2035-10-01 2 N/A 2000.00 702.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C5T6 2028-10-20 6.5 N/A 1045787.00 553.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYE4 2046-05-01 4.5 N/A 3000.00 315.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BSK3 2035-07-01 3.5 N/A 7500.00 883.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210A4S3 2029-02-15 6 N/A 77500.00 92.25 Agency Mortgage-Backed 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B1V7KEBTPIMZEU4LTD58 3138XXGE0 2027-01-01 3.5 N/A 8000.00 10.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTQ4 2032-07-20 5.5 N/A 119000.00 800.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWC9 2038-09-20 5 N/A 106750.00 1255.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CU85 2048-03-01 4 N/A 5000.00 541.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EP86 2037-11-20 5 N/A 49000.00 177.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410PPG2 2036-08-01 6 N/A 44205.00 374.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374CQC3 2044-09-01 5.5 N/A 18000.00 1508.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FZE9 2038-12-20 6.5 N/A 27333.00 1018.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406ARX2 2034-11-01 5 N/A 10000.00 23.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335BW77 2041-06-01 5.5 N/A 3000.00 709.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ER81 2032-01-15 6 N/A 95000.00 175.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A55R6 2039-06-15 4.5 N/A 35141.00 650.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MC6N0 2026-10-01 3.5 N/A 16168.00 11.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LFX2 2033-11-01 5 N/A 24000.00 214.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DKL4 2030-11-20 7.5 N/A 40294.00 15.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HWP9 2029-07-01 7 N/A 12000.00 7.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292ERU6 2035-07-15 4.5 N/A 60874.00 984.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EN7B9 2042-02-01 5.5 N/A 2000.00 179.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DES7 2049-08-01 3 N/A 5000.00 514.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RQ97 2033-07-15 5 N/A 35000.00 111.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201XN87 2033-08-15 5 N/A 68374.00 693.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EYF0 2038-12-20 6 N/A 1862740.00 3246.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C7B3 2028-12-20 7 N/A 159725.00 30.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KLU3 2032-03-01 6.5 N/A 70000.00 90.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210XBM8 2029-06-15 7 N/A 75000.00 228.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HJK1 2031-04-01 6 N/A 119000.00 106.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296QY60 2039-05-15 3.5 N/A 11000.00 498.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EZE2 2039-01-20 4.5 N/A 89833.00 1220.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132L5ST1 2043-10-01 4.5 N/A 1000.00 150.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M4C84 2036-12-01 6 N/A 88000.00 679.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAR3 2049-03-01 4 N/A 1000.00 63.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200MEQ2 2033-03-15 5 N/A 40000.00 281.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6C8 2039-06-20 4 N/A 34000.00 1305.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416VBD5 2039-04-01 4.5 N/A 40000.00 779.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412NJQ0 2038-10-01 6 N/A 3000.00 9.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTA1 2026-12-20 8.5 N/A 170000.00 2.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SQ26 2046-11-20 5.5 N/A 9000.00 1131.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201CKC7 2031-12-15 6.5 N/A 50000.00 99.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209UNS1 2028-08-15 6.5 N/A 25000.00 13.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391AAB5 2032-12-01 5.5 N/A 51000.00 100.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ANC84 2041-08-01 4.5 N/A 2000.00 54.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296P2W0 2038-09-15 6 N/A 25050.00 434.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DNX5 2031-07-20 6 N/A 132500.00 205.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295AGV1 2037-12-15 6 N/A 30000.00 177.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36182NCD3 2044-09-15 4 N/A 16000.00 1394.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMSR5 2029-10-01 3 N/A 3000.00 125.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCKF9 2029-08-01 3.5 N/A 14000.00 549.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YGJ29 2045-06-01 3.5 N/A 2000.00 148.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FFN1 2040-04-20 4.5 N/A 7500.00 119.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140E7F70 2045-11-01 4 N/A 16000.00 843.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DJ68 2034-06-01 4.5 N/A 7000.00 71.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CS61 2026-12-20 7.5 N/A 176850.00 5.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291XBP3 2035-05-15 5 N/A 33000.00 567.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209FYN3 2029-07-15 6.5 N/A 54000.00 160.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201A2B3 2032-11-15 5.5 N/A 57000.00 56.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179MCY4 2042-05-20 3 N/A 15000.00 1132.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200QQL1 2032-04-15 6 N/A 30343.00 73.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295YXZ1 2038-04-15 5 N/A 14000.00 138.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JXA1 2029-06-15 6.5 N/A 85000.00 104.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31381C5S2 2028-11-01 7.5 N/A 26000.00 0.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYH0 2027-11-20 8 N/A 35000.00 6.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FWS8 2033-07-15 5 N/A 64000.00 557.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620ASRY7 2026-08-15 4 N/A 360000.00 46.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EAZ2 2034-10-20 5.5 N/A 118000.00 1382.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A7F42 2039-08-15 5 N/A 25000.00 508.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDT27 2044-12-01 4 N/A 5000.00 563.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WMH2 2040-07-01 5 N/A 6000.00 85.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296LKE0 2033-08-01 5 N/A 5000.00 15.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DMA6 2031-03-20 6.5 N/A 573178.00 443.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C3K7 2028-06-20 6 N/A 84936.00 64.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390YE87 2032-09-01 6 N/A 1000.00 1.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DF70 2034-08-01 6 N/A 64611.00 405.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291GY34 2034-05-15 5.5 N/A 60110.00 1839.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31379DB99 2028-09-01 6.5 N/A 7000.00 14.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138NX6H5 2043-02-01 3 N/A 1000.00 297.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417JNJ5 2039-07-01 5 N/A 9000.00 101.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209XEC0 2028-09-15 6.5 N/A 26000.00 19.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213AAC8 2032-02-15 6.5 N/A 105000.00 757.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DJ85 2030-10-20 7.5 N/A 25000.00 11.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406MJA5 2035-05-01 6 N/A 4991.00 10.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F8DG9 2046-03-01 3.5 N/A 1000.00 75.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200AE39 2032-11-15 5.5 N/A 143000.00 351.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ET97 2032-02-15 5.5 N/A 100896.00 347.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJFS2 2046-11-01 3 N/A 1000.00 158.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208UJF5 2028-02-15 7.5 N/A 75000.00 319.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418TJF5 2040-05-01 5 N/A 2000.00 75.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213QZ51 2031-08-15 7 N/A 105000.00 156.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211AD78 2029-06-15 7 N/A 25012.00 89.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AZP5 2029-01-15 6.5 N/A 94000.00 141.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DML3 2050-03-01 4 N/A 3000.00 417.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HS88 2033-01-01 5.5 N/A 12500.00 39.48 Agency Mortgage-Backed Securities GOVERNMENT 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2036-09-01 6 N/A 100000.00 326.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419ARP4 2039-10-01 6.5 N/A 3000.00 32.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410FVW2 2037-02-01 5.5 N/A 30762.00 178.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BZZ4 2033-06-15 6.5 N/A 150001.00 513.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GQ22 2037-08-01 6.5 N/A 58000.00 430.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJY0 2053-10-01 4 N/A 1000.00 788.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M62Y3 2038-11-01 5 N/A 6000.00 15.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371K4L2 2033-04-01 6 N/A 15000.00 67.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371J5A8 2031-06-01 6.5 N/A 75000.00 38.93 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360.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31406MX92 2034-12-01 5.5 N/A 7000.00 81.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7A97 2038-12-01 5 N/A 20000.00 154.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417AT25 2032-01-01 3.5 N/A 13000.00 599.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211EKS6 2029-11-15 7.5 N/A 500000.00 99.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BG51 2029-12-15 7 N/A 20000.00 20.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294SDJ3 2036-09-15 6.5 N/A 30000.00 146.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292JAL4 2034-04-01 5 N/A 10000.00 89.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBA3 2039-09-20 5 N/A 1000.00 8.10 Agency Mortgage-Backed 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B1V7KEBTPIMZEU4LTD58 31371JPV0 2030-08-01 7.5 N/A 100000.00 22.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412XEB6 2037-06-01 5 N/A 8000.00 44.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291SQC7 2034-11-15 5.5 N/A 61000.00 245.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HR59 2029-05-01 7 N/A 14000.00 35.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416BTA6 2039-01-01 5 N/A 7000.00 54.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31306XQY2 2027-09-01 3 N/A 6000.00 52.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288LBS9 2029-08-01 6.5 N/A 370000.00 214.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6J7 2028-11-20 6.5 N/A 764708.00 427.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201MCK6 2032-03-15 6 N/A 25000.00 76.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JBF0 2030-01-01 8 N/A 7000.00 4.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213NBD7 2031-07-15 6.5 N/A 304214.00 605.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVD2 2027-04-20 7 N/A 462427.00 32.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 3874.00 1850.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200FB98 2037-08-15 6 N/A 170000.00 374.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FE93 2040-03-20 6 N/A 2000.00 38.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287MUA6 2032-01-01 6 N/A 75000.00 33.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209FL80 2029-04-15 7 N/A 144063.00 83.05 Agency 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GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6G9 2039-06-20 6 N/A 20000.00 383.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DWU1 2033-03-20 5 N/A 348464.00 2434.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620AVAG7 2042-05-15 3.5 N/A 15000.00 3971.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31391SH29 2033-01-01 6 N/A 134000.00 97.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MQ3X9 2027-12-01 2.5 N/A 1000.00 23.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QJT9 2044-07-20 4 N/A 185000.00 10820.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V4H5 2028-03-15 6 N/A 40000.00 52.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EJV2 2036-07-20 5 N/A 35000.00 254.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 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549300M8ZYFG0OCMTT87 36202DMR9 2031-04-20 6.5 N/A 225000.00 187.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412BFU1 2036-12-01 6 N/A 35000.00 102.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376LFL3 2026-10-01 7 N/A 17000.00 1.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BHY4 2029-01-15 6 N/A 130000.00 259.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCW1 2051-12-01 3.5 N/A 1000.00 581.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201U5N0 2033-07-15 5.5 N/A 84826.00 403.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201TFF9 2032-12-15 5.5 N/A 30000.00 74.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213DG36 2031-08-15 6 N/A 55000.00 145.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292LEQ4 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GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BVH8 2032-09-15 6.5 N/A 25000.00 45.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HAA2 2029-12-01 8 N/A 270000.00 76.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RYA4 2031-12-15 6.5 N/A 96000.00 107.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BQ68 2029-09-15 6 N/A 1000.00 1.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FAM8 2039-08-20 4.5 N/A 183000.00 2186.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FJJ3 2032-12-15 5 N/A 40044.00 652.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292K2L0 2040-06-01 5 N/A 25000.00 660.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212NN29 2035-05-15 5 N/A 25000.00 212.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 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2039-10-20 5 N/A 298000.00 1466.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200RLX8 2031-12-15 6 N/A 346500.00 960.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPM5 2037-09-20 6 N/A 75000.00 631.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERB7 2038-02-20 4.5 N/A 20000.00 144.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y4RR2 2044-09-01 4 N/A 11000.00 497.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRD7 2026-09-20 7.5 N/A 450000.00 8.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292LFA7 2036-06-15 6 N/A 40000.00 241.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C6X6 2028-12-20 5.5 N/A 25000.00 16.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410G5V1 2038-04-01 5 N/A 3000.00 23.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3K9 2049-07-01 4.5 N/A 1000.00 99.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CQA5 2047-10-01 3.5 N/A 4750.00 530.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AT4A5 2042-05-01 3.5 N/A 1000.00 52.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411SLJ3 2037-02-01 6.5 N/A 36435.00 294.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FM59 2033-02-15 5.5 N/A 201011.00 2036.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292J3L1 2036-01-15 7 N/A 25000.00 180.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ULW8 2034-03-15 5.5 N/A 77000.00 524.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210JZK7 2029-08-15 7 N/A 32000.00 24.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE55 2052-07-01 4 N/A 1000.00 710.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WA7E1 2044-02-01 4.5 N/A 1000.00 35.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BHF8 2030-01-15 7 N/A 10000.00 7.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31415LCN5 2038-05-01 5 N/A 1000.00 10.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BRA8 2031-12-15 7 N/A 205000.00 204.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213EWU6 2032-03-15 6 N/A 145020.00 270.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M4GD9 2037-01-01 6 N/A 18000.00 100.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EL80 2037-02-20 4.5 N/A 13988.00 513.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QYS4 2034-12-01 6.5 N/A 29000.00 171.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D7L9 2034-08-20 6.5 N/A 78000.00 803.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200XKC2 2031-12-15 6 N/A 60000.00 71.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CTT0 2027-01-20 8 N/A 175000.00 3.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296DET1 2038-08-15 6.5 N/A 25000.00 188.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HN27 2031-08-01 7 N/A 5000.00 1.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CS53 2026-12-20 7 N/A 170000.00 4.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209T6M6 2028-10-15 6 N/A 82667.00 56.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QTS0 2034-11-01 6 N/A 5641.00 25.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXBW9 2035-08-01 4.5 N/A 13770.00 117.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206SYK4 2026-07-15 8 N/A 25000.00 5.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RX81 2033-08-15 5 N/A 37034.00 484.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213GAH4 2032-01-15 6.5 N/A 35000.00 137.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294N6F0 2036-10-15 6 N/A 55000.00 505.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6K89 2056-04-20 6 N/A 2068000.00 2125577.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414R5B7 2038-03-01 6.5 N/A 38000.00 189.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJW71 2045-09-01 4 N/A 6500.00 498.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CVF7 2027-04-20 8 N/A 297000.00 15.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RYE7 2033-08-15 4.5 N/A 25000.00 258.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELU1 2037-01-20 5 N/A 15000.00 96.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9EC5 2050-11-01 4 N/A 1000.00 285.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FFS0 2040-04-20 4 N/A 8500.00 367.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206UGJ2 2026-10-15 7.5 N/A 70000.00 28.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTR2 2032-07-20 6 N/A 579100.00 1566.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213FAD5 2032-08-15 6.5 N/A 75000.00 111.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LXTY6 2036-09-01 6.5 N/A 19000.00 99.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FL61 2040-11-20 4 N/A 30000.00 623.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WHLU4 2046-07-01 3 N/A 1000.00 109.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC35 2052-01-01 3 N/A 1000.00 588.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CUL6 2028-02-01 3 N/A 4000.00 124.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EGD5 2035-12-20 5.5 N/A 54554.00 715.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DTC5 2032-06-20 5 N/A 35000.00 333.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMA4 2037-02-20 5.5 N/A 19166.00 182.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJXA3 2045-10-01 4 N/A 6000.00 476.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SYK1 2034-05-15 5 N/A 25000.00 513.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EH44 2036-05-20 5.5 N/A 45626.00 447.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5X3 2039-06-20 5 N/A 95000.00 1619.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419JLS5 2040-10-01 4.5 N/A 1667.00 45.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMM8 2037-03-20 5 N/A 58750.00 527.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290SKR1 2033-10-15 5.5 N/A 200440.00 2564.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EFS3 2035-10-20 7 N/A 50000.00 2669.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KXQ8 2029-11-15 7.5 N/A 53000.00 65.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCSC8 2029-09-01 2.5 N/A 4000.00 191.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371NBC8 2037-02-01 5 N/A 1000.00 6.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NPT2 2034-08-15 5 N/A 50070.00 590.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAB7 2029-01-20 7 N/A 128000.00 89.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M5ED8 2037-11-01 5.5 N/A 78000.00 399.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211CTJ1 2029-06-15 7 N/A 45000.00 127.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31386MZE3 2030-10-01 7.5 N/A 120000.00 304.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HE46 2029-02-01 6.5 N/A 2933.00 1.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E0RS0 2041-12-01 4.5 N/A 3000.00 112.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388LC81 2031-11-01 6.5 N/A 25000.00 21.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AM70 2027-11-01 3 N/A 4000.00 62.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202X5C7 2033-07-15 5.5 N/A 50000.00 302.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQM4 2037-12-20 6 N/A 25000.00 247.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERJD3 2031-08-01 3.5 N/A 1000.00 75.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384SE21 2030-02-01 7.5 N/A 30000.00 6.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LUR5 2040-12-15 6 N/A 100000.00 2384.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PXA97 2026-11-01 3 N/A 10000.00 22.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DA68 2029-03-20 6.5 N/A 730684.00 481.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AUB1 2028-11-15 6 N/A 130460.00 108.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206PGP9 2027-12-15 7 N/A 25000.00 13.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCR0 2029-07-20 6 N/A 100000.00 92.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D3X7 2034-02-20 5.25 N/A 97000.00 3317.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERU5 2038-03-20 6 N/A 15000.00 155.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36206YD24 2033-11-15 6 N/A 35000.00 144.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208YEE5 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321.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36292G6H3 2035-11-15 5.5 N/A 17000.00 1302.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HWZ4 2033-04-01 6 N/A 22000.00 39.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWV7 2038-10-20 6 N/A 955000.00 534.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209BZB7 2028-07-15 6.5 N/A 25000.00 23.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418XXX1 2040-08-01 5 N/A 8000.00 91.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CLH5 2047-06-01 4 N/A 7000.00 673.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WLC84 2047-04-01 4.5 N/A 3000.00 368.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EEF2 2035-07-20 4.5 N/A 32000.00 478.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBA9 2034-04-01 3.5 N/A 1000.00 65.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DSN0 2036-09-01 6.5 N/A 8000.00 48.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208V3X1 2028-03-15 7 N/A 125000.00 68.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401G3N2 2033-06-01 4.5 N/A 25000.00 1213.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CXH0 2034-01-01 6.5 N/A 2500.00 11.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EF53 2035-11-20 6.5 N/A 25000.00 404.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GHK5 2036-07-01 6.5 N/A 49943.00 130.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FMW3 2040-10-20 3 N/A 70000.00 6617.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 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36202VXE6 2034-05-15 5 N/A 25000.00 480.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ENN5 2037-06-20 5.5 N/A 25000.00 264.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211DU81 2029-07-15 7.5 N/A 25000.00 31.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412XNQ3 2037-06-01 6 N/A 1000.00 7.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211N2X5 2029-08-15 7 N/A 275000.00 239.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDP6 2053-08-20 7.5 N/A 25000.00 5051.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DT50 2032-08-20 5.5 N/A 185030.00 1136.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210XUE5 2029-03-15 6.25 N/A 125000.00 83.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WDMD0 2044-12-01 4 N/A 18000.00 1103.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DHX2 2030-07-20 8 N/A 25000.00 10.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EMY2 2037-04-20 5.5 N/A 35000.00 293.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416YXR4 2041-08-01 4 N/A 9000.00 364.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413YRR4 2037-11-01 6 N/A 3334.00 10.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EN96 2037-08-20 5.5 N/A 116999.00 1121.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FRE8 2041-01-20 4.5 N/A 35000.00 387.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413TBB7 2037-09-01 6 N/A 3000.00 19.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EPP8 2037-09-20 7 N/A 92000.00 904.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7CA5 2049-03-01 4 N/A 12500.00 1763.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290YF86 2033-10-15 6 N/A 25000.00 27.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296R2B2 2038-09-15 6 N/A 25028.00 1657.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D5P2 2034-05-20 4.5 N/A 49000.00 638.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400CX82 2033-01-01 6 N/A 11233.00 27.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404RAB3 2030-04-01 8.5 N/A 105000.00 259.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31287TDJ1 2032-05-01 7 N/A 16000.00 86.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404NHE9 2034-06-01 5 N/A 15000.00 78.37 Agency Mortgage-Backed Securities GOVERNMENT 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3132HQMW9 2042-12-01 3 N/A 1000.00 189.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CND2 2047-08-01 3.5 N/A 3100.00 325.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FWD4 2041-08-20 3.5 N/A 25000.00 1168.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV7B5 2050-09-01 2 N/A 3000.00 1372.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208TZY9 2028-02-15 6.5 N/A 38000.00 7.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HRL1 2032-04-01 7 N/A 768000.00 512.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412MKQ0 2038-03-01 6.5 N/A 89000.00 958.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLG4 2031-01-20 7.5 N/A 525605.00 352.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290QW27 2033-07-15 5 N/A 327500.00 2026.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411EYE1 2037-01-01 5 N/A 2000.00 46.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31374TRX9 2029-05-01 6 N/A 44000.00 23.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFS80 2045-10-01 4 N/A 6000.00 547.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DAL6 2034-03-01 3.5 N/A 4000.00 260.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A2BE8 2040-12-01 3.5 N/A 2312.00 126.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DWH8 2036-10-01 6.5 N/A 83000.00 438.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KE53 2035-07-20 6 N/A 30000.00 440.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5Z3 2049-01-01 4 N/A 3000.00 184.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVC3 2050-12-01 2.5 N/A 2994.00 1293.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414TL33 2038-07-01 5.5 N/A 5000.00 11.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207KUU2 2029-08-15 7.5 N/A 27000.00 4.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EG45 2036-02-20 5.5 N/A 19692.00 226.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQ28 2038-01-20 6 N/A 25000.00 219.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296TQU0 2038-10-15 6.5 N/A 45000.00 268.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31384V2V3 2030-09-01 8.5 N/A 149557.00 43.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HKX5 2029-03-01 7 N/A 60000.00 32.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210DJW2 2029-04-15 7 N/A 28000.00 14.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210XXV4 2029-06-15 7 N/A 40064.00 74.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200XKG3 2032-02-15 6 N/A 35000.00 44.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FM45 2040-12-20 4 N/A 213729.00 3210.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FS5L3 2032-02-01 3.5 N/A 1000.00 80.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WW2F5 2043-06-01 4 N/A 1000.00 75.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410YT61 2036-10-01 6.5 N/A 7000.00 14.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBF8 2049-04-01 3.5 N/A 2000.00 141.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRY1 2026-10-20 7.5 N/A 160000.00 0.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FBH8 2039-09-20 4.5 N/A 5000.00 160.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211TPF6 2029-11-20 8 N/A 120000.00 1723.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296DAV0 2038-07-15 5.5 N/A 66057.00 544.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417TP51 2039-12-01 5 N/A 1000.00 32.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407KQ93 2035-09-01 5 N/A 6059.00 69.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400B6H4 2033-02-01 5 N/A 15000.00 58.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DS51 2032-05-20 7 N/A 92000.00 135.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KXP7 2033-06-15 5.5 N/A 240000.00 632.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BDM4 2029-04-15 6 N/A 210500.00 139.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200KT49 2033-05-15 5 N/A 115100.00 1275.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQ44 2038-01-20 7 N/A 79000.00 468.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CR21 2026-10-20 8 N/A 408000.00 9.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412LZC7 2037-10-01 6.5 N/A 79500.00 775.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213QXP9 2031-06-15 6.5 N/A 42993.00 147.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387WTT4 2031-08-01 6.5 N/A 13000.00 3.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6A91 2036-12-01 2 N/A 1200.00 619.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413UZ44 2037-11-01 6.5 N/A 22779.00 193.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXN4 2038-11-20 6 N/A 261000.00 362.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31283HHX6 2030-11-01 8.5 N/A 20000.00 10.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WGLH5 2046-02-01 4.5 N/A 3000.00 228.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AVQC2 2041-10-01 4 N/A 1667.00 64.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132M5SV5 2044-03-01 4.5 N/A 5000.00 323.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FYH3 2041-10-20 3.5 N/A 14000.00 275.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208YET2 2029-03-15 6 N/A 25000.00 43.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400BWY8 2033-02-01 5.5 N/A 5535.00 7.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31409GKN5 2036-08-01 5 N/A 5000.00 16.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36294UAR3 2036-10-15 6 N/A 50000.00 789.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296P5J7 2033-11-01 5 N/A 45000.00 362.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBW0 2029-05-20 6 N/A 426463.00 372.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CXK4 2027-09-20 6.5 N/A 100000.00 18.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DGY9 2036-05-01 5 N/A 6253.00 50.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201VAK8 2033-09-15 5 N/A 50000.00 553.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211C2U5 2029-07-15 7 N/A 65000.00 22.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128LDA38 2038-07-01 6 N/A 80667.00 343.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EHE2 2036-03-20 5 N/A 5000.00 58.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AD7L6 2034-03-01 3.5 N/A 2000.00 145.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376KKS4 2035-02-01 5.5 N/A 32000.00 310.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208LXN2 2028-04-15 6.5 N/A 35000.00 28.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201GL86 2033-05-15 6 N/A 251881.00 4149.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419ADK0 2038-02-01 5.5 N/A 4000.00 64.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371JXX7 2031-03-01 6 N/A 10000.00 10.16 Agency Mortgage-Backed Securities 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GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EA25 2034-10-20 6 N/A 137500.00 1815.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402QYV7 2035-02-01 5.5 N/A 3000.00 20.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DDP3 2029-09-20 7.5 N/A 227000.00 171.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210BEB7 2029-04-15 6 N/A 85000.00 121.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201CN34 2032-03-15 6.5 N/A 100000.00 311.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FRP3 2041-03-20 3.5 N/A 10000.00 1584.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290RQZ9 2033-07-15 4.5 N/A 25035.00 586.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M6T65 2038-09-01 4.5 N/A 53500.00 467.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ECA5 2035-01-20 5.5 N/A 50000.00 694.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210NXJ3 2029-01-15 6 N/A 40000.00 154.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212MCY3 2031-07-15 6.5 N/A 25000.00 172.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213ESA5 2032-01-15 6 N/A 153745.00 444.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E4G1 2039-04-20 4.5 N/A 16000.00 326.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DC90 2029-08-20 7 N/A 657520.00 450.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJBJ8 2035-02-01 5 N/A 10000.00 88.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128KNG56 2037-04-01 5 N/A 5000.00 42.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZ45 2047-05-01 4 N/A 2000.00 193.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPUC0 2052-08-01 4.5 N/A 6800.00 4558.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NSL6 2034-05-15 5 N/A 37525.00 489.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3L7 2049-07-01 4 N/A 5000.00 480.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FAN6 2039-08-20 5 N/A 157353.00 2366.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5JE0 2055-02-20 6 N/A 15000.00 8115.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAR2 2029-02-20 7 N/A 249432.00 101.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419AX44 2040-12-01 4.5 N/A 6000.00 241.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CU61 2032-05-20 5.625 N/A 500050.00 953.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBM2 2029-04-20 8 N/A 30000.00 11.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BHJ0 2030-01-15 6.5 N/A 50000.00 48.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201HRV7 2032-10-15 5.5 N/A 27002.00 440.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EAL3 2034-09-20 6 N/A 119000.00 1187.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2V9 2052-04-20 3 N/A 1000.00 625.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128PYX58 2027-04-01 3 N/A 4000.00 35.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C4A8 2028-07-20 7.5 N/A 450000.00 59.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291ASW0 2033-10-15 6 N/A 40000.00 324.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128FPRK2 2027-06-01 7.5 N/A 50000.00 31.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EC49 2035-03-20 5.5 N/A 35000.00 481.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KL71 2037-04-15 5.5 N/A 83807.00 1090.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MMYG2 2033-10-01 3.5 N/A 4000.00 266.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LJS9 2034-01-01 5.5 N/A 22422.00 142.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411X2D6 2037-05-01 5.5 N/A 6000.00 59.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209JL58 2029-05-15 6.5 N/A 25000.00 27.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KQJ0 2038-01-20 4.5 N/A 75000.00 1686.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385Y2D6 2040-06-01 5.167 N/A 150000.00 276.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36207F5Y3 2026-08-15 7.25 N/A 30000.00 13.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411CPR6 2036-11-01 5 N/A 10000.00 147.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CV27 2048-04-01 3.5 N/A 4000.00 481.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210CVN0 2029-05-15 6 N/A 52000.00 198.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLW9 2031-02-20 7.5 N/A 160431.00 73.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DM57 2031-05-20 6.5 N/A 321553.00 460.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179R4H9 2046-03-20 5 N/A 26600.00 2140.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JPKG9 2049-05-01 4 N/A 5000.00 632.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36209Q3Y9 2029-10-15 8.5 N/A 37498.00 14.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31387NM95 2031-09-01 6.5 N/A 7000.00 4.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225AY79 2028-03-15 6.5 N/A 225000.00 83.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYT4 2027-12-20 7 N/A 147500.00 27.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETFN1 2031-03-01 3.5 N/A 45000.00 3998.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWT2 2038-10-20 5 N/A 89000.00 1347.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213JK87 2032-02-15 6.5 N/A 80000.00 21.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31408C4D5 2035-12-01 5.5 N/A 13000.00 145.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DBH3 2029-04-20 6 N/A 328691.00 317.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BGD4 2028-12-15 6.5 N/A 452189.00 286.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HFT6 2030-10-01 7 N/A 6000.00 2.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EPEQ3 2039-10-01 6 N/A 1000.00 89.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAN1 2029-02-20 6 N/A 185248.00 166.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ELM9 2036-12-20 6.5 N/A 37500.00 468.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DC67 2049-07-01 3.5 N/A 4000.00 337.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A2J8 2028-04-15 7 N/A 373826.00 97.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.5 N/A 24500.00 2779.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NY62 2034-08-15 5.5 N/A 57715.00 1719.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CSK0 2026-11-20 7.5 N/A 330500.00 11.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EF38 2035-11-20 5.5 N/A 67242.00 910.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ6M0 2052-09-01 4.5 N/A 29000.00 20633.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BTN8 2028-11-20 7.5 N/A 75000.00 15.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XBWZ3 2043-12-01 4.5 N/A 2311.00 107.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202ERS0 2038-03-20 5 N/A 20000.00 212.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202SWP9 2033-08-15 5 N/A 45000.00 416.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210T5E2 2029-02-15 7 N/A 32000.00 41.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385JPV4 2032-09-01 6.5 N/A 100000.00 106.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 17750.00 1231.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWAU8 2034-06-01 3.5 N/A 3000.00 321.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KLT6 2032-03-01 6 N/A 35399.00 68.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XTAS4 2044-06-01 4 N/A 4500.00 537.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225A2E9 2028-04-15 7 N/A 97000.00 20.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DUV2 2050-10-01 4.5 N/A 1000.00 251.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NDH8 2043-05-20 3 N/A 29000.00 1466.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DLT6 2031-02-20 6 N/A 423466.00 303.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUW1 2027-03-20 8 N/A 117157.00 4.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410KMG6 2036-12-01 5 N/A 3000.00 32.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETK96 2046-05-01 4.5 N/A 3000.00 238.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31383B3T2 2029-05-01 6 N/A 15000.00 17.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208PX52 2028-11-15 6.5 N/A 60000.00 175.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31376KB21 2033-11-01 5.5 N/A 20000.00 113.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410F5C5 2035-11-01 5 N/A 29000.00 299.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292J5V8 2036-11-01 6.5 N/A 3000.00 28.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NEV9 2034-02-15 5 N/A 81129.00 1309.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213U3Y4 2037-08-15 6.5 N/A 32085.00 681.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36290TQ77 2036-05-15 6 N/A 125000.00 501.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GMR8 2028-03-01 6.5 N/A 7000.00 0.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388K5X6 2031-10-01 6.5 N/A 15000.00 9.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291R3A8 2035-04-15 5 N/A 48651.00 1756.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36201QY98 2032-07-15 6.5 N/A 28500.00 103.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296FMX8 2038-09-15 5.5 N/A 25000.00 51.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213CWQ9 2035-09-15 4.5 N/A 94759.00 1311.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZF1 2033-09-20 5 N/A 228500.00 2548.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200N4H1 2034-10-15 6 N/A 43196.00 330.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202TR40 2036-08-15 5.5 N/A 4667.00 18.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KDJ4 2035-04-15 5 N/A 22500.00 301.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385XF85 2033-07-01 5.5 N/A 15000.00 61.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AFC24 2041-05-01 4.5 N/A 2000.00 64.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NNF1 2034-07-20 6 N/A 35000.00 1845.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138Y3ND9 2029-11-01 3.5 N/A 3000.00 210.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31298SUS1 2031-01-01 6.5 N/A 25000.00 33.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371LRR2 2034-05-01 6.5 N/A 7000.00 84.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202C2X0 2028-05-20 6.5 N/A 565000.00 218.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210YAA3 2029-06-15 7 N/A 130000.00 1237.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132J7ZJ4 2043-03-01 3.5 N/A 2167.00 327.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AA2H6 2046-08-01 3.5 N/A 298316.00 50910.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADP69 2033-11-01 3.5 N/A 1310000.00 99979.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWHG7 2055-09-01 5.5 N/A 1843176.00 1665440.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329KYN8 2038-05-01 4.5 N/A 327491.00 40114.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NA25 2055-03-01 6 N/A 646548.00 500658.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CJA86 2032-09-01 4 N/A 35000.00 13775.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WPKR5 2041-01-01 4.5 N/A 1906320.00 1859315.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K5ZD8 2056-05-01 5 N/A 1245000.00 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3132D6CB4 2037-06-01 3.5 N/A 2178400.00 1116394.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427R5S5 2055-01-01 5 N/A 3565704.00 3418056.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMHG3 2050-01-01 3 N/A 7875000.00 2836787.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDY6 2052-06-01 2.5 N/A 802075.00 537042.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K1HX3 2056-04-01 6 N/A 1311002.00 1369525.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426M4Q2 2055-05-01 5 N/A 4530740.00 4439701.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381R4Q9 2049-03-20 4.20351 N/A 68258000.00 10970900.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K64J7 2056-06-01 5.5 N/A 2217991.00 2255183.51 Agency Mortgage-Backed Securities FEDERAL HOME 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FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMC60 2049-10-01 5 N/A 559883.00 56187.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427AYD3 2055-09-01 6.5 N/A 21306744.00 18330754.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WDQM7 2054-05-01 5.5 N/A 635473.00 501935.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133GHAF8 2037-03-01 2 N/A 1139839.00 787276.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CXPJ5 2035-10-01 2.5 N/A 2560000.00 1846843.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QP71 2053-07-01 5 N/A 35614145.00 33375870.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CVN1 2055-02-01 5.5 N/A 4308982.00 3777701.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JCB74 2041-02-01 4.5 N/A 107942.00 101286.76 Agency 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1014088.00 880796.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CNU4 2055-02-01 6.5 N/A 1188370.00 696720.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GT7L4 2055-02-01 3 N/A 901518.00 767889.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C06X5 2053-04-01 6 N/A 200000.00 96417.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQBM7 2053-05-01 6 N/A 47940055.00 33328674.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.5 N/A 90000.00 49427.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JNS49 2055-12-01 6 N/A 1867685.00 1929248.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GWJR1 2056-01-01 4.5 N/A 47196804.00 44618882.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K9PD1 2056-06-01 5 N/A 2034397.00 2015718.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K5N90 2056-06-01 5.5 N/A 11717107.00 11834879.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B9M50 2052-04-01 2.5 N/A 1200000.00 788883.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NP86 2055-05-01 6 N/A 42500.00 39874.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADW38 2033-12-01 3.5 N/A 1854441.00 120093.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K7DQ9 2056-06-01 5.5 N/A 2400355.00 2427237.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K5A78 2056-05-01 4.5 N/A 2251307.00 2176628.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WNNC0 2040-08-01 5.5 N/A 3531791.00 2539262.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6F47 2039-03-01 5 N/A 497544.00 251263.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPMX3 2052-06-01 5 N/A 305000.00 207283.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WNGS3 2040-06-01 5.5 N/A 1050400.00 810449.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A9RE7 2050-09-01 3 N/A 560000.00 96360.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K2RM4 2056-04-01 5 N/A 1753365.00 1734747.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426B2P0 2055-02-01 6.5 N/A 1377995.00 923907.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K8A49 2056-06-01 5 N/A 4480761.00 4465749.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427CFD0 2055-09-01 6 N/A 1442196.00 1260388.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K1EW8 2056-04-01 5.5 N/A 1083178.00 1099023.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K9LZ6 2056-07-01 5.5 N/A 6051922.00 6133886.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133LPZV2 2035-08-01 5 N/A 11892760.00 9529991.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D55S7 2035-08-01 2 N/A 24078000.00 7285127.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B0SZ7 2051-12-01 3.5 N/A 2475478.00 1631088.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QWB4 2052-05-01 3 N/A 31611825.00 25732711.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WJTN9 2037-07-01 2.5 N/A 11201718.00 6639116.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEY5 2052-08-01 5.5 N/A 14000.00 9167.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JNY59 2055-12-01 6 N/A 1071641.00 1017213.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K1HF2 2056-04-01 5.5 N/A 15230329.00 15127167.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GXEM5 2056-04-01 5.5 N/A 31955582.00 31614474.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K7MA4 2056-06-01 5 N/A 3166983.00 3156566.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GXAF4 2055-12-01 5.5 N/A 164533.00 160907.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6AN3 2055-06-01 5 N/A 7056131.00 6470355.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0JS2 2052-05-01 2.5 N/A 659624.00 458219.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427REC0 2056-01-01 5 N/A 800927.00 788395.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142JR4P9 2056-01-01 5 N/A 152648.00 133273.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A22F6 2050-03-01 5 N/A 5347259.00 954773.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WPKN4 2041-01-01 5.5 N/A 2290885.00 2207762.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DVKP9 2049-07-01 3.5 N/A 444000.00 81808.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSFV9 2051-10-01 1.5 N/A 120000.00 79981.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CG57 2055-02-01 6.5 N/A 4584932.00 3565502.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6DT7 2056-04-01 6.5 N/A 59860509.00 57426569.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AA4A9 2046-09-01 3.5 N/A 261000.00 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N/A 4915859.00 3980541.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132D6BE9 2037-01-01 2 N/A 899653.00 477008.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWAG8 2050-11-01 2.5 N/A 485000.00 199284.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPDD7 2052-06-01 3.5 N/A 161200.00 114862.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WMJQ6 2040-01-01 4 N/A 680738.00 542215.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PYC2 2055-04-01 7.5 N/A 28271000.00 22673719.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K3RE0 2056-05-01 6.5 N/A 1862334.00 1948039.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GS7F9 2054-10-01 5 N/A 500000.00 446062.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNGF4 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S6XOOCT0IEG5ABCC6L87 3142K8H91 2056-05-01 5 N/A 1266535.00 1269105.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQKC9 2051-09-01 2.5 N/A 700000.00 451123.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425UZG3 2054-12-01 6 N/A 100000.00 77254.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AUD47 2051-10-01 2.5 N/A 191166.00 126481.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WQGT4 2041-06-01 6.5 N/A 1436912.00 1502788.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNEC3 2052-05-01 3.5 N/A 3000000.00 2017751.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WN5R1 2040-03-01 5 N/A 640507.00 16756.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6DR1 2056-04-01 5.5 N/A 2556674.00 2487440.04 Agency Mortgage-Backed Securities FEDERAL HOME 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FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XUG92 2046-05-01 3.5 N/A 448398.00 48980.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427HMU3 2055-11-01 6 N/A 8333671.00 8588180.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A06Y7 2035-07-01 5 N/A 8798000.00 63384.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQSN7 2052-03-01 2.5 N/A 155000.00 106339.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WHZB6 2036-09-01 6.5 N/A 320000.00 3276.48 Agency Mortgage-Backed Securities Y Moody's Long Rating NR Fitch Long Rating NR Moody's Short Rating NR Fitch Short Rating NR Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating A+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 8650000000.00 8650000000.00 0.0253 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.00000000 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. 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254900HROIFWPRGM1V77 912834H84 2053-08-15 0 N/A 88570.80 22683.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.957695001 N/A 1975896.00 1988812.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 2966544.00 2871054.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 3381840.00 1198016.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 N/A 1077120.00 313518.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 N/A 2916.00 2921.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 984960.00 583991.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 3024.00 3023.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834C48 2029-04-30 0 N/A 39960.00 35535.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 395784.00 397147.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 36.00 76.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 9231840.00 8193765.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 7141824.00 7625858.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 684.00 343.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0 N/A 108.00 106.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0 N/A 36.00 35.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0 N/A 36.00 35.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 24588.00 7404.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 N/A 71352.00 72325.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 6066648.00 6146816.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 366084.00 336099.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FU2 2040-11-15 0 N/A 4320000.00 2190594.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 270036.00 266449.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 45000.00 16189.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 4248.00 4321.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FY4 2051-05-15 0 N/A 10428912.00 3020233.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 36.00 31.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 360.00 357.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 N/A 1098828.00 1122132.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.980695001 N/A 2367252.00 2383790.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834K56 2054-02-15 0 N/A 6668640.00 1672048.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HW6 2046-05-15 0 N/A 35100.00 13101.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 5219080.93 3268924.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0 N/A 1116.00 370.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 8953812.00 6826448.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 6084.00 6078.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 504.00 417.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 720.00 719.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 1548.00 1504.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 900.00 906.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 2226924.00 2115406.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 1083960.00 340399.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 160920.00 92827.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 25261668.00 26756398.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 92304.00 90351.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 1584.00 639.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 27687959.64 13220557.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 72.00 50.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 324.00 324.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 360.00 344.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 180.00 176.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FK4 2049-08-15 0 N/A 450360.00 142168.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 4660950.60 1868323.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DX8 2042-05-15 0 N/A 1018800.00 474806.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 540.00 474.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 21816.00 21465.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 36.00 35.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 4032.00 3933.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 54000.00 54376.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 11280240.00 10335643.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 30400092.00 30005025.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 N/A 18432000.00 5890535.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 2916.00 2961.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 547085.88 361054.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 8280324.00 5930430.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834ZG6 2055-11-15 0 N/A 1800.00 435.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 216.00 212.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 175680.00 167182.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 171000.00 89402.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 29448.00 29195.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 63360720.00 45539567.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 N/A 261720.00 86268.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 7782480.00 6135691.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 38149200.00 38023705.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 154764.00 39788.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 404604.00 329747.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 N/A 360000.00 107138.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0 N/A 36.00 35.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 11558880.00 7918792.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 N/A 765000.00 331176.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 N/A 2155320.00 1109651.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 9778464.00 3148059.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 N/A 396.00 381.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.878695001 N/A 144.00 144.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 1993680.00 547001.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 6990120.00 3058499.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834D47 2052-08-15 0 N/A 969480.00 259746.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 51084.00 50934.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 30670920.00 22949756.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 1941120.00 587050.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 213264.00 202965.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 72.00 71.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 N/A 4320.00 2422.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 72.00 71.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 90396.00 90715.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 36.00 34.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 1368.00 1362.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375 N/A 108.00 109.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CK7 2031-02-15 0 N/A 259920.00 215087.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 648.00 629.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 56212.92 28062.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 N/A 1749600.00 486100.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 36.00 35.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VD7 2026-10-31 0 N/A 39960.00 39451.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 288.00 271.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 72.00 72.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 320673.96 120025.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 515808.00 507446.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 36.00 36.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 645120.00 614450.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 361872.00 362266.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 4237704.00 4270724.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 N/A 1908.00 1961.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 8566560.00 2861899.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0 N/A 828.00 802.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 4959720.00 1462249.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UQ8 2026-07-21 0 N/A 216.00 215.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0 N/A 288.00 286.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 144.00 124.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 5369509.63 3722756.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 1529640.00 775215.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 72.00 63.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 2817612.00 3021766.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 2015568.00 2141281.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 36.00 34.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 476208.00 486464.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 1397197.56 763379.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 216.00 220.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 7560.00 7520.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0 N/A 576.00 570.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 3980520.00 3496122.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 3780.00 3832.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 36.00 35.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GK3 2052-08-15 0 N/A 217800.00 59583.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 22608.00 18592.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 1292400.00 1261085.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 7560.00 8487.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 5444280.00 1349332.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0 N/A 3816.00 3767.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 1269615.55 615249.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 9561960.00 6710994.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 1895317.80 1427799.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 504.00 503.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 5145599.35 1900738.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 2029068.00 2132184.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797US4 2026-08-04 0 N/A 14832.00 14779.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0 N/A 7200.00 7159.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 24511.66 15782.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 1555704.00 1642659.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 576.00 578.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 36.00 10.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 8132040.00 3772290.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 13453920.00 9561162.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 144.00 139.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 3004560.00 1221320.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 6331284.00 5503430.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 56052.00 48847.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 N/A 981367.20 300689.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0 N/A 72.00 71.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 24145632.00 13381388.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DN0 2040-08-15 0 N/A 287280.00 148295.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VU9 2027-04-30 0 N/A 39960.00 38650.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 16092.00 16300.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 13637772.00 5388542.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 36.00 14.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 303480.00 299203.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 1620.00 1616.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 5912280.00 5530216.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 N/A 3138120.00 850339.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 N/A 310140.00 81374.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 3939840.00 2120587.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 11971836.00 8457302.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.75 N/A 36.00 36.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 1673640.00 1439096.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 N/A 2630520.00 1237701.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0 N/A 2060280.00 500769.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 36.00 46.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 N/A 1012680.00 267302.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 10728.00 10766.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 3719556.00 3700342.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 4751820.00 3614460.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0 N/A 51480.00 12642.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 50076.00 51984.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0 N/A 72.00 26.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 146880.00 63281.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0 N/A 334800.00 323138.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 10740960.00 10503633.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 432.00 427.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 11626308.00 9067043.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 232020.00 147929.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 702360.00 294304.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UH8 2026-09-24 0 N/A 1260.00 1248.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 12672.00 12981.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 N/A 9540972.00 3342956.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 174147.84 101973.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 93060.00 91300.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 328680.00 523025.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 14674320.00 13306247.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 N/A 27000.00 9947.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 72.00 68.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 775440.00 771795.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 324.00 314.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 3445433.28 2535580.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 7114788.00 7088185.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0 N/A 33120.00 8068.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 3852.00 3814.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 N/A 767592.00 215580.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 945396.00 1030662.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 144.00 84.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 4297284.00 4387004.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 N/A 357840.00 88370.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 1223280.00 542560.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 684.00 674.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 77544.00 78539.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 N/A 36.00 35.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 984960.00 378803.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 16071480.00 15359834.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 488883.60 165428.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 1440.00 1293.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.5 N/A 36.00 36.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 N/A 208692.00 225939.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 360.00 320.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 36.00 34.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 360.00 369.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 30822981.38 20089063.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 N/A 5277600.00 1775184.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 N/A 537480.00 136204.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UP0 2026-07-14 0 N/A 72.00 71.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 56160.00 55909.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 360.00 357.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 3164400.00 2439818.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 756.00 754.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UR6 2026-07-28 0 N/A 180.00 179.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 73188.00 86631.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 1777320.00 1085192.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 15768.00 15831.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 7993692.47 5345430.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 278402.50 263230.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 12717720.00 7647228.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 3672.00 3615.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 36.00 38.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 81972.00 80102.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 108.00 72.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 53306785.07 20797055.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128205Y9 2026-11-15 0 N/A 177480.00 174939.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 2558520.00 669472.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 1481292.00 1047602.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 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Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V36K6 2055-12-20 6.5 N/A 2205296.00 2310281.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1M35 2058-05-25 4.11365 N/A 3460000.00 277402.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138M5FB0 2042-08-01 6.32 N/A 1000000.00 19438.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142AWU52 2056-04-01 4.712 N/A 6325752.00 6312900.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385C6M5 2055-02-20 5.25872 N/A 100000000.00 57913866.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396XNT7 2037-06-25 4.46224 N/A 2300000.00 66252.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618AWG24 2057-06-15 6.65 N/A 65288.00 69484.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 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92928761.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VGXS0 2056-04-20 6.5 N/A 2285840.00 2385953.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380QNB4 2070-09-20 3.60891 N/A 393539.00 377736.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CAX4 2026-12-20 5.125 N/A 26804224.00 2086.94 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 155970200.00 60850057.86 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YREY3 2049-12-20 3 N/A 25000.00 13386.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385C7E2 2055-02-20 5 N/A 825285.00 604568.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAY99 2039-11-15 6 N/A 3846840.00 1307425.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 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HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DT6V7 2054-01-01 2 N/A 1000.00 714.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NPQ29 2053-06-01 5.5 N/A 1000.00 791.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWG72 2053-05-01 4.5 N/A 1000.00 782.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FEC7 2054-11-01 5 N/A 1000.00 859.96 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 851600.00 912231.27 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E2C3 2054-02-01 5 N/A 1000.00 831.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTQZ6 2054-06-01 5 N/A 1000.00 845.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0 N/A 1162500.00 1150017.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CAKG4 2053-08-01 5.5 N/A 1000.00 638.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUR96 2054-12-01 5 N/A 1024.00 925.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNR71 2054-02-01 5.5 N/A 1000.00 742.28 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 151232800.00 149710793.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NPTP5 2053-06-01 5.5 N/A 1000.00 738.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MHSL4 2052-03-01 2 N/A 1000.00 612.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E5Q9 2054-05-01 6 N/A 1000.00 573.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CCKZ8 2053-09-01 5.5 N/A 1000.00 824.54 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 11543000.00 11737702.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EP38 2053-03-01 5.5 N/A 1000.00 670.02 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 1438200.00 1436843.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NWG0 2053-05-01 4.5 N/A 1000.00 895.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A8TZ5 2054-01-01 5.5 N/A 1000.00 826.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNQM8 2052-07-01 5.5 N/A 1000.00 674.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 199981000.00 201729047.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWN90 2055-03-01 6 N/A 1000.00 643.70 Agency Mortgage-Backed Securities UNITED STATES TREASUR 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3132DUP35 2054-06-01 5.5 N/A 1024.00 790.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C5VT5 2053-06-01 5.5 N/A 1000.00 567.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE63 2052-07-01 4.5 N/A 1000.00 713.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427MMV0 2054-02-01 4.5 N/A 1000.00 867.13 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 10400000.00 10635665.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CKV47 2053-11-01 5.5 N/A 1000.00 980.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NPQS2 2053-07-01 5.5 N/A 1000.00 948.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJ4E0 2052-11-01 4.5 N/A 1000.00 756.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NUPR4 2029-02-01 5.17 N/A 1000.00 1021.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A3ZM8 2053-11-01 5.5 N/A 1000.00 881.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426G3R4 2055-04-01 5 N/A 1000.00 965.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CYSJ8 2054-11-01 5 N/A 1000.00 821.24 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 1033000.00 1030255.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 246257600.00 239155438.47 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MF4H3 2052-07-01 4.5 N/A 1000.00 677.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSYM7 2053-09-01 5.5 N/A 1000.00 709.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WGY58 2054-07-01 5.5 N/A 1000.00 717.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C9RX3 2053-07-01 5.5 N/A 1000.00 822.25 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0 N/A 11060300.00 10863128.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NLUC1 2053-06-01 5.5 N/A 1000.00 749.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQSY3 2053-06-01 5.5 N/A 1000.00 741.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NQ50 2043-10-20 4 N/A 1000.00 51.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSKC1 2054-05-01 5 N/A 1000.00 834.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNKN1 2051-12-01 2 N/A 1000.00 640.02 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 3612500.00 3592173.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 310737600.00 296990375.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D05S6 2054-11-01 5.5 N/A 1000.00 840.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLLW6 2053-05-01 5.5 N/A 1000.00 721.83 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 472340000.00 433302951.83 U.S. Treasuries (including strips) Y Standard & Poor's Long Rating AA Fitch Long Rating NR Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Fitch Short Rating NR Moody's Long Rating NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 4000000000.00 4000000000.00 0.0117 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 3.63999960 N/A R0MUWSFPU8MPRO8K5P83 0QK011NA1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XFZH4 2035-06-01 4.35 N/A 1000.00 985.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617N4G57 2050-04-20 4 N/A 1000.00 472.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0MJ8 2035-09-01 4.665 N/A 654700.00 660736.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q2JD1 2032-12-01 4.63 N/A 851833.00 853544.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KRJ62 2055-04-20 7.5 N/A 1024.00 947.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.60872 N/A 32919104.00 16077346.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E4N7 2054-04-01 6 N/A 1024.00 600.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36180ACA9 2054-10-20 5.5 N/A 2000.00 1443.03 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Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJFQ6 2046-11-01 3 N/A 304858.00 49971.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ARK25 2054-10-01 5.5 N/A 1304748.00 1195800.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427R5J5 2054-11-01 5 N/A 29922326.00 29046578.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385BBM1 2054-12-20 4.80872 N/A 5319000.00 2595719.47 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NGK0 2055-05-01 5.5 N/A 534414.00 512544.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLN36 2051-08-01 2 N/A 1024.00 618.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KF4P2 2055-01-20 6.5 N/A 1000.00 647.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTQ24 2055-10-01 6.5 N/A 173561.00 181658.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385LB23 2056-01-20 4.70872 N/A 8160968.00 7897548.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M8WK6 2055-10-20 6.5 N/A 1006.00 1053.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MSSK2 2052-12-01 6 N/A 1000.00 758.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 1024.00 88.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 4.71872 N/A 458944.00 238427.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BVQB9 2055-11-01 5.5 N/A 1000.00 887.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MHVC5 2056-02-20 6.5 N/A 1160.00 1220.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MHVW1 2056-03-20 6.5 N/A 1000.00 1059.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426NMW7 2055-05-01 5.5 N/A 1000.00 1005.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNM5 2055-08-01 7 N/A 57422000.00 41440634.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPN46 2053-01-01 5.5 N/A 1000.00 738.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AT6Z2 2046-11-25 4.16365 N/A 1171.00 96.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHB75 2054-11-25 4.87776 N/A 1213.00 901.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUL70 2054-10-01 4.5 N/A 1000.00 866.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMR65 2053-09-01 6 N/A 1000.00 719.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.5 N/A 1000.00 947.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJTY6 2044-01-01 3.5 N/A 1001.00 75.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3WP0 2053-11-01 5.5 N/A 1000.00 923.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NPYJ3 2053-07-01 7 N/A 1000.00 1056.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5 N/A 1024.00 924.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4 N/A 1024.00 707.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BG5G4 2055-06-01 6 N/A 3099655.00 3181437.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3CD9 2055-09-01 6 N/A 2000.00 1935.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3 N/A 1024.00 240.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 24999.00 18172.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WDYQ1 2046-05-01 3.5 N/A 5676.00 634.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.5 N/A 1000.00 800.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4 N/A 1004.00 652.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HPF32 2035-10-25 4.42 N/A 42000.00 41516.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.5 N/A 1015.00 112.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AQDK5 2054-08-01 7 N/A 1000.00 943.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FMK0 2055-07-01 6 N/A 532389.00 407254.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A7EB6 2054-02-01 5.5 N/A 1000.00 987.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617MSCL4 2050-04-20 4 N/A 5017080.00 1320168.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.5 N/A 13244399.00 4468029.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N7ZD5 2052-11-01 5.5 N/A 1000.00 940.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383US76 2052-10-20 4.90872 N/A 27708.00 19137.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNBS2 2050-09-01 4.5 N/A 1000.00 719.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNB68 2052-02-01 3.5 N/A 459865.00 285585.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XFX52 2035-02-01 4.6 N/A 5090568.00 5109853.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLNS1 2051-08-01 2.5 N/A 8600000.00 4911167.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.5 N/A 10723051.00 8768354.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6PB2 2052-05-01 3 N/A 1801276.00 1605809.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5 N/A 1078.00 744.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HNN46 2030-09-25 4.32 N/A 19000.00 18982.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSJV0 2051-09-01 2.5 N/A 1000.00 568.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBCF9 2028-11-25 5 N/A 23474.00 21945.26 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U7K27 2056-02-01 7 N/A 232669.00 207430.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4WZ6 2056-01-01 6 N/A 441216.00 433370.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GVHL7 2054-03-20 5 N/A 1000.00 964.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.75872 N/A 2914.00 2453.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.5 N/A 1024.00 979.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8B54 2056-01-01 5.5 N/A 562129.00 544958.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQQK6 2052-05-01 4 N/A 5046047.00 3962658.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.5 N/A 1000.00 740.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.5 N/A 2000.00 2160.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BE7F9 2055-07-01 6 N/A 108504.00 93298.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385SVV2 2056-05-20 4.66872 N/A 10353857.00 10211508.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W56X7 2054-05-01 5 N/A 1000.00 985.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADUC0 2046-03-01 3.5 N/A 1003.00 274.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 72832.00 48526.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6PY0 2055-05-01 6 N/A 1000.00 759.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 3248.00 2280.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTVJ1 2055-10-01 7 N/A 1000.00 935.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y9FP4 2056-06-01 4.5 N/A 1024.00 992.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132YBXQ4 2035-09-01 3.79 N/A 1543010.00 1455767.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWTW8 2055-12-01 5 N/A 1000.00 982.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6 N/A 7016008.00 3056164.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C6W62 2053-06-01 5 N/A 1000.00 960.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383DRX8 2051-11-20 2.5 N/A 46637311.00 25778855.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.5 N/A 6715059.00 539880.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BVAT2 2053-06-20 7.5 N/A 938466.00 538402.59 Agency Mortgage-Backed 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Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YRK2 2054-02-20 6.5 N/A 1000.00 359.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DQQ90 2053-06-01 6.5 N/A 1000.00 689.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.5 N/A 1024.00 678.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6 N/A 1008.00 497.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HNTK4 2032-09-25 4.36 N/A 40000.00 39829.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140YWFQ1 2054-01-01 7.5 N/A 1274680.00 868078.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YW67 2054-05-20 6 N/A 1000.00 589.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXB96 2055-12-01 6.5 N/A 1000.00 1055.16 Agency Mortgage-Backed Securities 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(REPO) DAIWA CAPITAL MARKETS AMERICA INC. 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254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 836.44 799.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 N/A 359667.31 114943.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 304.16 302.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 9209916.35 3769793.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FW8 2041-02-15 0 N/A 133297.42 66612.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 760.40 753.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 10940653.69 10899746.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 22583.76 22721.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 23391377.79 23962708.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EW9 2047-02-15 0 N/A 13206861.89 4736588.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 760.40 754.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 76.04 76.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HF3 2054-11-15 0 N/A 954144.90 238364.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 18640347.54 8425194.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 2076633.36 844128.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 N/A 257850.28 63248.61 U.S. Treasuries (including strips) UNITED STATES 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TREASUR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 3648075.85 3724241.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 912.48 933.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 N/A 19011420.79 8350956.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0 N/A 76.04 75.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 12245721.34 12271934.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 399207.14 314734.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 532.28 528.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0 N/A 48209.11 47492.24 U.S. Treasuries (including strips) UNITED 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TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 755119.00 472961.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 1368.71 1329.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 646564.72 485995.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 399922.25 185515.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 N/A 40300.99 14655.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 397444.54 114334.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.935695001 N/A 3056867.96 3079335.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FL2 2049-11-15 0 N/A 16964891.00 5287532.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 399207.14 253386.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 76.04 76.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 1064.55 1056.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 152.08 144.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 760.40 762.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 76.04 74.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 253972.26 133173.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 16348.51 16264.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 684.36 653.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 1160820.53 296593.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 185536.62 182875.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0 N/A 760.40 751.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 88434.05 87082.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 76.04 61.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DP5 2040-11-15 0 N/A 380198.00 193531.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 6463.37 6282.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 399207.14 343262.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DT7 2041-08-15 0 N/A 57029.70 27795.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 6995.64 6979.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 399207.14 133366.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 745872.44 768260.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 14874866.55 14763846.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 399336.23 267038.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 253516.03 253487.19 U.S. Treasuries (including strips) UNITED 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TREASUR 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 399207.14 293786.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0 N/A 129875.64 36339.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 65089.90 64504.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 36727.13 37343.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 N/A 847081.14 870909.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 76.04 66.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 399207.14 246956.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 461104.13 437334.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 73378.21 72824.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 1140.59 572.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 4578301.73 1889126.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0 N/A 2092153.55 591759.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 2033179.52 1015012.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 16497.15 11437.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 9236226.05 9102334.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 1645420.90 1661991.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 N/A 3988809.30 2958558.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 105012433.48 68442483.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 760.40 767.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 4835291.25 1938207.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797VB0 2026-09-08 0 N/A 15740.20 15627.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 N/A 1069875.65 303881.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 4033672.66 4020403.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0 N/A 391984.14 104973.74 U.S. Treasuries 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3140KURX2 2041-01-01 2.5 N/A 1065726.00 491528.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BXE69 2056-02-01 6 N/A 6451448.00 6758214.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297F3B6 2039-11-15 5 N/A 1900000.00 97918.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0DU6 2052-07-01 3 N/A 8384544.00 6564813.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KY4V8 2045-03-01 5 N/A 3008260.00 2368014.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0M36 2052-04-01 2 N/A 39747000.00 29045688.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295QKD1 2038-06-15 5 N/A 4465576.00 9710.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MMVX8 2056-01-20 6 N/A 3753936.00 3949693.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427S5N4 2053-09-01 5.5 N/A 17471140.00 17555172.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6MQ2 2053-03-01 5 N/A 8029184.00 8035156.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NWM7 2054-09-01 6 N/A 56364416.00 49009728.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416YZ92 2035-02-01 4.5 N/A 300000000.00 5520069.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MXXA2 2056-06-20 6 N/A 20720640.00 21788464.36 Agency Mortgage-Backed Securities Y Standard & Poor's Long Rating A+ Moody's Short Rating NR Fitch Long Rating A+ Standard & Poor's Short Rating A-1 Fitch Short Rating F1 Moody's Long Rating NR 2026-07-01 2026-07-07 2026-09-18 Y GOLDMAN SACHS & CO. 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AA+ 2026-07-02 2026-07-02 2026-07-02 N N N 0.0349 438956108.78 438956108.78 0.0013 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO BNY) FIXED INCOME CLEARING CORPORATION (REPO BNY) 3.65000000 N/A N/A ORS006KV2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corporation (Repo) Y FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXHC9 2058-01-01 3.5 N/A 1000.00 387.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H97F4 2048-03-01 4 N/A 3001.00 576.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9FU0 2048-11-01 4 N/A 1000.00 162.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138E2JY2 2041-12-01 3.5 N/A 1001.00 64.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ABFJ9 2054-09-01 6.5 N/A 2042346.00 1558901.95 Agency Mortgage-Backed Securities 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Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN3J9 2052-05-01 3.5 N/A 2000.00 1285.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BKH85 2052-09-01 5 N/A 18486.00 11967.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEB50 2050-07-01 2.5 N/A 227078.00 104554.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NLX95 2053-06-01 6.5 N/A 1057389.00 425016.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BCVD1 2055-06-01 6 N/A 38080691.00 31770732.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3CG2 2055-07-01 6 N/A 31174560.00 26333099.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133W8VH3 2054-04-01 6 N/A 138352.00 96188.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K3CZ3 2050-02-01 3.5 N/A 1000.00 314.75 Agency Mortgage-Backed 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Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQL37 2052-10-01 5.5 N/A 5424384.00 4492072.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BAKG0 2055-04-01 5.5 N/A 1000.00 956.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQN76 2052-10-01 5.5 N/A 38362341.00 27951031.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NHQK7 2054-02-01 6.5 N/A 1344480.00 1374523.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKBS3 2031-08-01 4.5 N/A 65239936.00 2734321.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UFUU6 2056-05-01 5 N/A 1000.00 980.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JQ7E7 2049-03-01 4.5 N/A 1656498.00 432780.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HBFK9 2048-05-01 4 N/A 1000.00 93.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N7KN9 2052-12-01 5.5 N/A 1238568.00 889741.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVFD1 2054-09-01 6.5 N/A 48994400.00 38439933.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MUVY3 2052-07-01 4 N/A 2124815.00 1195031.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292SAQ3 2042-10-01 3 N/A 1501500.00 184885.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N15J8 2052-09-01 5 N/A 1000.00 813.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CK7C6 2053-12-01 7 N/A 1000.00 638.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FX4T6 2064-06-01 4.5 N/A 36165086.00 31718512.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6NL0 2055-05-01 5.5 N/A 9717776.00 9127085.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUYX4 2056-03-01 5 N/A 1126958.00 1125097.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427QGJ5 2055-09-01 6 N/A 31630142.00 30061921.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QAST8 2049-03-01 5 N/A 35116928.00 8162522.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSXP1 2053-05-01 4 N/A 54785.00 39715.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ACA67 2047-05-01 3 N/A 1000.00 260.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWN82 2055-03-01 5.5 N/A 12687.00 10073.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142K7LU1 2056-06-01 4.5 N/A 536380.00 518640.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5R63 2056-03-01 4.5 N/A 1024.00 987.57 Agency 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Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CHN68 2053-11-01 7 N/A 1640811.00 1138304.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NC7F0 2053-04-01 4.5 N/A 1000.00 523.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31411RTD0 2037-03-01 5.5 N/A 42289.00 26.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWGY3 2053-04-01 5 N/A 155040000.00 118886600.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C16S4 2053-05-01 6 N/A 1347514.00 984265.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B3FX5 2055-03-01 6.5 N/A 1000.00 814.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NJGZ1 2053-05-01 6 N/A 2803544.00 1524669.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTJ34 2053-11-01 6 N/A 36049872.00 25709779.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E5N6 2054-05-01 5 N/A 1865380.00 1501469.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GV3M1 2055-11-01 5 N/A 1151468.00 1127225.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTHL6 2053-11-01 5.5 N/A 1016.00 835.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.5 N/A 2000.00 1419.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427TF43 2056-06-01 5 N/A 5819801.00 5807397.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUUM6 2054-06-01 5.5 N/A 1000.00 758.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTKL2 2053-11-01 6 N/A 2046.00 1546.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WDDG4 2054-06-01 7 N/A 16040.00 13959.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWNN9 2054-10-01 7.5 N/A 1000.00 707.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133JMA23 2053-07-01 6 N/A 1000.00 731.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXTY8 2061-09-01 5 N/A 1037.00 628.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFGG8 2050-10-01 3.5 N/A 2124000.00 824969.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140UHSM3 2056-06-01 5 N/A 1241418.00 1236017.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PP73 2050-01-01 4 N/A 2048.00 1782.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHTZ8 2052-06-01 4 N/A 1000.00 767.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BQV86 2052-11-01 5 N/A 2064.00 1498.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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B1V7KEBTPIMZEU4LTD58 3140F5AC7 2046-11-01 3.5 N/A 160534311.00 41611905.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MEEA0 2052-01-01 4 N/A 281432.00 181989.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N8RD2 2053-02-01 6 N/A 1000.00 901.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WD3E0 2054-06-01 5.5 N/A 29330281.00 25775977.93 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 2486000.00 2507730.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CSLL3 2054-08-01 6.5 N/A 715031.00 364706.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JRFG1 2049-05-01 4.5 N/A 1001.00 239.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPZR2 2048-04-01 4 N/A 14715080.00 9635483.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140EXDP5 2046-08-01 3.5 N/A 1670063.00 458535.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416AKG4 2048-11-01 5.5 N/A 1040.00 6.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XR6H3 2054-11-01 5.5 N/A 1024.00 880.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132WJAE1 2046-11-01 3 N/A 3500000.00 1079453.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427SJC3 2056-03-01 4.5 N/A 9522071.00 9007246.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427TFZ4 2056-06-01 5 N/A 9362832.00 9356837.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QAX96 2049-04-01 4.5 N/A 11764600.00 3343789.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418NBB5 2040-04-01 5.5 N/A 1024.00 52.48 Agency Mortgage-Backed Securities FEDERAL HOME 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FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KX2F2 2051-01-01 2 N/A 1001.00 489.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ETLU8 2045-07-01 3 N/A 1000.00 200.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSLQ2 2053-06-01 5.5 N/A 7040.00 5772.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JHKV4 2048-11-01 4 N/A 2655464.00 678162.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133A0DY7 2049-12-01 3 N/A 3000.00 1027.77 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 18069400.00 18124692.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140K8EF4 2050-01-01 4 N/A 1000.00 258.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0B35 2053-08-01 5 N/A 40872064.00 32982155.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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N/A 2000.00 1564.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NBPL9 2053-02-01 6 N/A 1000.00 593.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W6T77 2056-07-01 3.5 N/A 1000.00 943.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142J6CQ4 2055-12-01 6.5 N/A 37852040.00 31518206.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9R88 2048-09-01 4.5 N/A 5794547.00 1607142.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFAA7 2050-10-01 2 N/A 54569343.00 25810533.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QR2U6 2053-05-01 5.5 N/A 1323024.00 1025839.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BUXD4 2053-02-01 5.5 N/A 1000.00 706.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWRJ9 2055-11-01 6.5 N/A 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XHG67 2041-09-01 4 N/A 8337.00 791.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTMQ5 2055-11-01 6 N/A 1000.00 1045.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427S3N6 2052-04-01 1.5 N/A 1008.00 774.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSF23 2054-01-01 6 N/A 159887237.00 122442456.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31425YBW6 2055-01-01 6.5 N/A 2000.00 2061.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HPBV8 2048-11-01 4.5 N/A 1000.00 370.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GQH39 2053-11-01 6 N/A 425135.00 363293.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U67F5 2056-03-01 5 N/A 1647247.00 1558458.45 Agency 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2049-05-01 4.5 N/A 1000.00 218.75 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 35200.00 35404.17 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W5YA6 2052-07-01 3 N/A 11625080.00 10091956.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C2SU3 2053-05-01 5.5 N/A 2624544.00 1523455.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133D1JT7 2054-10-01 7 N/A 1000.00 841.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132CWZR8 2037-10-01 4.5 N/A 1000.00 475.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U83V0 2056-04-01 5 N/A 1000.00 988.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DS4Q2 2054-03-01 6 N/A 47872863.00 36038894.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DMWX9 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9000000000.00 9000000000.00 0.0263 N Y Y N CITIGROUP GLOBAL MARKETS INC. 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P-1 2026-07-07 2026-07-07 2026-07-10 Y ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 1.0000 7 N Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 N N 0.0355 1000000000.00 1000000000.00 0.0029 N N Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. 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549300M8ZYFG0OCMTT87 3618N5ER6 2055-01-20 3.5 N/A 204770816.00 178756945.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HRZK8 2056-06-25 5.5 N/A 80000000.00 78664071.12 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NUZM4 2029-04-01 5.41 N/A 2196270.00 2252403.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N3ZX5 2056-05-20 5 N/A 2699020.00 2688880.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K3EB9 2065-06-20 6.5 N/A 1702902.00 1185141.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N3X82 2066-03-20 6 N/A 99592.00 102755.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385SDV2 2056-05-20 5 N/A 20000000.00 19933068.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291LA96 2034-11-15 6.5 N/A 1018684.00 57675.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HFLU6 2064-05-20 7 N/A 715940.00 50393.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618J6HD7 2054-09-20 6.5 N/A 3484416.00 3242438.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AATV6 2050-09-20 2.5 N/A 30661728.00 12328398.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W2AL0 2056-06-20 5.5 N/A 1140470.00 1165982.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M73N4 2055-11-20 6.5 N/A 4345024.00 3886113.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VHV5 2049-07-20 4.5 N/A 1254000.00 157017.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VUTM7 2056-06-20 6 N/A 1110224.00 1149208.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GVYQ7 2054-04-20 6 N/A 1201.00 1030.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V8ZE7 2056-03-20 5 N/A 2945540.00 2955794.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V62J6 2055-12-20 6 N/A 4262248.00 4347814.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618H04H7 2054-05-20 7 N/A 1669950.00 1653840.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACT67 2053-09-20 6 N/A 1000000.00 894022.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N1UK2 2066-03-20 6 N/A 359785.00 371212.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296DP44 2038-12-15 6 N/A 1372132.00 11809.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225B2X5 2033-12-15 6 N/A 425000.00 2892.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385EGQ1 2036-03-20 5 N/A 4243360.00 3924553.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HH5S5 2054-06-20 6 N/A 2869132.00 2087579.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618J17J6 2067-12-15 5.8 N/A 585983.00 603237.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ABGK2 2051-10-20 2.5 N/A 1086000.00 606443.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NWYB0 2066-04-20 6 N/A 1666652.00 1717668.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618J5NR1 2054-08-20 6.5 N/A 4521744.00 4061057.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617VJAQ5 2051-05-20 2.5 N/A 7775328.00 4127993.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XJ3X6 2046-09-20 3 N/A 25000.00 12783.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YBC61 2052-03-20 4 N/A 2586396.00 1336157.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFLP1 2056-01-20 6.5 N/A 4008480.00 4249208.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241KZ35 2039-02-15 5 N/A 42873344.00 669579.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136G5JT8 2056-04-25 4.67776 N/A 130000000.00 117386738.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L2F60 2055-06-20 6.5 N/A 3397572.00 2948680.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 302616AC1 2036-01-25 11.51993 N/A 10996800.00 2490701.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F5UK2 2053-07-20 6.5 N/A 1037614.00 953024.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VBPP6 2066-05-20 6.5 N/A 3588672.00 3755070.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618H83S7 2064-03-20 7.5 N/A 776910.00 444024.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179U4E9 2049-08-20 4.5 N/A 52630976.00 5794069.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FEGQ6 2054-01-20 7 N/A 1033552.00 1077969.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GXVQ6 2063-07-20 7 N/A 130853.00 136796.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HRZF9 2043-08-25 5.5 N/A 20610848.00 21191882.96 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VPTR7 2056-06-20 5.5 N/A 4022448.00 4112440.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DSD4 2032-03-20 7 N/A 2452872.00 4251.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AMCP2 2045-01-25 4 N/A 3600872.00 3440850.33 Agency Collateralized Mortgage Obligation 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GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NSL3 2028-11-20 2.5 N/A 1075000.00 24565.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VXAB5 2056-06-20 5.5 N/A 3986810.00 4075977.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WWM6 2037-02-20 2 N/A 3118276.00 1549483.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36195J5C7 2046-09-15 3 N/A 220000.00 63652.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 35731776.00 24003529.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G3EV0 2064-01-20 7 N/A 1943974.00 754613.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210HGH9 2029-09-15 8 N/A 398058.00 2663.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MTHM3 2056-01-20 5.5 N/A 2094132.00 2176126.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G8AG6 2054-02-20 7 N/A 247617.00 254621.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FHDW9 2054-01-20 7 N/A 1105520.00 539245.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MPGC4 2063-11-20 5.5 N/A 226267.00 228356.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VBH26 2056-05-20 6 N/A 1090504.00 1143346.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FV60 2041-08-20 4 N/A 5000000.00 73587.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618H5WH5 2065-02-20 7 N/A 135396.00 142404.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MU5F8 2056-06-20 6.5 N/A 2709570.00 2883779.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384G2Y5 2052-10-20 5 N/A 3545332.00 954416.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VPSE7 2056-05-20 5.5 N/A 4749216.00 4849725.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36212GD25 2030-07-15 8.5 N/A 1706424.00 6952.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617J2XW8 2049-03-20 4.5 N/A 65000.00 11813.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M8X33 2055-11-20 6.5 N/A 2800720.00 2938669.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LLCY0 2055-08-20 7 N/A 3605844.00 3503382.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VPTW6 2056-06-20 5.5 N/A 7238816.00 7400730.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EWK2 2038-09-01 5.5 N/A 2000.00 947.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385PU56 2056-04-20 4.5 N/A 31624672.00 30869678.09 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N/A 1168172.00 104118.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NNCY4 2055-09-20 6.5 N/A 1595458.00 1682960.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225ES45 2039-06-20 5.625 N/A 546447.00 4455.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208YLX5 2028-09-15 7.5 N/A 4882848.00 12728.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KWL35 2055-06-20 6.5 N/A 74252.00 66073.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACKB5 2053-05-20 5.5 N/A 200000.00 145980.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JP32 2054-02-20 6.5 N/A 1274796.00 1593437.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620APZ24 2041-07-15 4.5 N/A 27272.00 1594.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VPQV1 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549300M8ZYFG0OCMTT87 3618NQZU0 2055-04-20 6.5 N/A 373357.00 210382.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LYHQ4 2055-10-20 6.5 N/A 1503922.00 1544106.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G6V51 2063-10-20 7.5 N/A 176539.00 182971.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BPN5 2053-06-20 6.2 N/A 835559.00 179048.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K4JH9 2055-06-20 6 N/A 1382592.00 1404258.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LX3P3 2055-12-20 6.5 N/A 1305382.00 1369518.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HT7M0 2054-07-20 7.5 N/A 2617964.00 1839236.41 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6S8 2048-03-15 0 N/A 85000.00 26114.55 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617Y1M62 2045-07-20 3 N/A 25000.00 10547.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36177WDL1 2042-04-15 3 N/A 1342706.00 296435.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417VQE6 2040-01-01 5.94 N/A 20483000.00 65360.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MMLU5 2066-01-20 6 N/A 472110.00 486624.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W4F23 2056-06-20 6 N/A 3423884.00 3544107.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385SCA9 2056-05-20 6 N/A 15709.00 14009.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SUU9 2047-01-20 3 N/A 24841000.00 3246410.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36178CBA0 2042-11-15 3 N/A 1719894.00 106305.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397KC90 2037-08-15 4.40749 N/A 18700000.00 525819.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MTK23 2056-03-20 5 N/A 1468438.00 1460003.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFN61 2056-03-20 6 N/A 1511626.00 1607383.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LM6H2 2066-04-20 6 N/A 642137.00 662535.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5AP4 2054-10-20 5.5 N/A 819188.00 585532.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MGTP1 2056-04-20 6.5 N/A 1194976.00 1256714.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Q3L3 2045-02-20 4.5 N/A 50000000.00 2910471.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V84N1 2056-06-20 6.5 N/A 1494994.00 1575231.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36295KMT7 2038-06-15 6.5 N/A 392000.00 25431.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.5 N/A 146875392.00 101784375.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NXC27 2030-01-01 4.45 N/A 3058000.00 3065017.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F95L2 2049-10-20 4 N/A 3065770.00 1649589.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A24Y5 2045-02-15 3 N/A 972500.00 197773.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FJQ37 2052-08-20 4.5 N/A 1303986.00 1179857.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LLER3 2055-09-20 7 N/A 3894084.00 4280534.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HBAP8 2054-06-20 6.5 N/A 2847150.00 2125494.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200BRR0 2032-09-15 5.75 N/A 666818.00 34839.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393T7H3 2034-03-25 3.84658 N/A 9699328.00 8779.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5KX6 2055-03-20 6 N/A 135633152.00 78594592.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N0AJ9 2066-03-20 6 N/A 2440304.00 2516767.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CNZ1 2033-12-01 6.345 N/A 2000000.00 8156.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4AY8 2038-07-15 4 N/A 3116000.00 803902.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VDP2 2050-01-20 3.5 N/A 72565760.00 8768719.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EXP9 2038-11-20 6.5 N/A 1340000.00 3235.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200Q2Y9 2032-02-15 7.5 N/A 118000.00 1041.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176XFP9 2042-03-15 3.5 N/A 535652.00 25510.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VBG4 2049-12-20 3.5 N/A 28299168.00 3384517.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFLK2 2056-01-20 6.5 N/A 2804172.00 2971452.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VPTK2 2056-06-20 6 N/A 1842016.00 1906702.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GLW40 2064-02-20 7 N/A 1212178.00 315838.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NQC5 2028-10-20 3.5 N/A 10000000.00 182917.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FWT9 2041-08-20 5 N/A 71000.00 6059.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MQMA9 2056-04-20 5.5 N/A 34944768.00 35240670.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225CE44 2028-01-20 5 N/A 2244608.00 780.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HU4D0 2054-08-20 7 N/A 1229070.00 1072061.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36200NRJ2 2034-04-15 5 N/A 4246352.00 36440.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618W0W63 2056-06-20 6.5 N/A 4526376.00 4820142.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31404SJB2 2034-05-01 5.902 N/A 520000.00 4352.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VAFZ7 2066-04-20 6 N/A 280298.00 289068.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YDN1 2053-08-20 7 N/A 18111136.00 4460191.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HBGT4 2054-06-20 6 N/A 1423166.00 1442966.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617XWCY5 2052-01-20 4 N/A 6840072.00 4060946.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VFN5 2050-02-20 2.5 N/A 12356976.00 2360777.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618H0V53 2054-04-20 6 N/A 375220.00 236307.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GBBM5 2053-12-20 7 N/A 317452.00 196589.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213UE22 2031-12-15 6 N/A 2074340.00 6812.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384G5P1 2054-01-20 5 N/A 500000.00 497753.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q0LN0 2032-09-01 4.13 N/A 43463000.00 42699135.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36176W7E5 2042-01-15 3.5 N/A 9336000.00 705336.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36197ELC8 2047-05-15 4 N/A 158686.00 9378.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KBCA5 2065-03-20 7 N/A 169886.00 55133.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D2C4 2033-09-20 4.75 N/A 41100.00 751.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLRL6 2031-09-25 1.58236 N/A 1100000.00 446444.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36177LTA2 2041-11-15 4.25 N/A 2549420.00 302170.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K3MG9 2055-01-20 6 N/A 2646760.00 2691562.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6C70 2056-03-20 3.5 N/A 27598900.00 24872588.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SJS7 2046-08-20 3 N/A 29658944.00 3387181.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210S7J1 2029-03-15 6 N/A 584641.00 13077.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MTHF8 2056-01-20 6 N/A 3515272.00 3637379.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618H92M9 2064-04-20 7 N/A 310590.00 325100.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LL2K1 2055-07-20 7 N/A 3582932.00 3845193.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N3YT5 2056-04-20 6 N/A 3177984.00 3336947.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618H0U47 2054-03-20 6 N/A 17385.00 5879.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VQUB8 2054-07-20 6 N/A 3340064.00 3512161.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LYS90 2055-10-20 6.5 N/A 1576616.00 1353323.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618H5RW8 2054-05-20 6 N/A 5505152.00 3567813.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VJVV9 2056-05-20 6.5 N/A 1655928.00 1744780.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618BX4W8 2056-05-20 7 N/A 1288136.00 1396350.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M7AG1 2055-12-20 6.5 N/A 1187712.00 1242185.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LLGF7 2055-09-20 7 N/A 1402788.00 1294238.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QWF4 2044-12-20 4 N/A 790000.00 54748.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JMRC3 2055-01-20 6 N/A 4516528.00 4193445.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381L7D8 2066-09-16 5 N/A 61360.00 57021.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A63L9 2039-07-15 4.5 N/A 15000000.00 276171.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K0VF7 2055-04-20 6.5 N/A 9162990.00 7369776.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LET51 2065-08-20 7 N/A 1803864.00 1897708.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC3F5 2053-09-20 5.5 N/A 76510.00 50829.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VU4S1 2056-04-20 6 N/A 3547284.00 3680677.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VMLW1 2056-06-20 6.5 N/A 4652312.00 4971386.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACPQ7 2053-07-20 5.5 N/A 200000.00 151675.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AC4V9 2054-01-20 6.5 N/A 8862480.00 4306728.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617WBRH3 2064-03-15 2.8 N/A 500000.00 407230.81 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 67883520.00 22678390.59 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M0CF6 2061-05-15 4.45 N/A 1575800.00 1505992.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H25X8 2051-09-25 2 N/A 15993000.00 9753172.64 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125 N/A 801574400.00 800865006.66 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36297KLK5 2039-09-15 5 N/A 880000.00 16228.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LJGU9 2055-08-20 7 N/A 1103174.00 265437.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385KEJ5 2055-12-20 4.55872 N/A 4100000.00 4038385.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FRAX8 2053-12-20 7 N/A 1136102.00 267899.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JHFE3 2064-10-20 6.5 N/A 12450432.00 2760864.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V3R23 2056-05-20 6 N/A 1753502.00 1813101.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKYG4 2043-03-01 5.722 N/A 25258496.00 110799.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MAN21 2055-09-20 6.5 N/A 3352332.00 3249348.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202D7H8 2034-08-20 5.5 N/A 77000.00 769.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HKHB2 2054-06-20 7.5 N/A 3327012.00 3353331.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618ME6N6 2056-01-20 6.5 N/A 3135372.00 3322723.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y5J9 2054-08-20 4.5 N/A 4090760.00 3728255.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385JAC7 2036-12-20 4.5 N/A 10000000.00 9594324.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202UZL0 2030-12-15 5.6 N/A 650000.00 188518.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6QY6 2056-05-20 4 N/A 2600000.00 2406628.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M8X58 2055-11-20 6.5 N/A 2936308.00 3077922.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36211QLU3 2029-10-15 8 N/A 323637.00 594.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VJED8 2056-06-20 7 N/A 3899748.00 4230473.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FHJ8 2040-07-20 5 N/A 40000.00 2308.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38385CM39 2055-02-20 4.5 N/A 2690500.00 2292196.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V2DW4 2055-11-20 6 N/A 3604040.00 3730462.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NQ5V1 2065-04-20 7 N/A 3036740.00 1793542.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LSAY7 2055-09-20 6.5 N/A 1998708.00 1730634.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LYVX3 2055-10-20 6.5 N/A 2166592.00 2265326.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AASH8 2049-02-20 4 N/A 90000000.00 16948139.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F6KZ8 2053-07-20 6.5 N/A 3497376.00 2800127.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JXZB2 2065-09-15 6.29 N/A 528913.00 558778.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q3A48 2031-06-01 4.29 N/A 10072000.00 10026543.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FNU72 2053-10-20 7 N/A 1596682.00 1252443.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BXEJ9 2055-09-25 4.77776 N/A 13900000.00 12626120.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381PVM2 2055-07-20 4.92872 N/A 50000000.00 43252357.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MT7L6 2066-01-20 6.5 N/A 11666448.00 12046808.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618GX5Y8 2054-03-20 6 N/A 4263.00 2727.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383YEF5 2052-09-20 4.75872 N/A 50000000.00 33689619.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36196FZG2 2046-10-20 3.5 N/A 64769.00 15751.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383CT34 2063-05-16 1.5 N/A 30000.00 19249.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618FPBL7 2053-11-20 7 N/A 1396308.00 941494.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31392BQR0 2032-01-25 6.5 N/A 6000000.00 14098.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179T4R3 2048-07-20 5 N/A 50996544.00 3267175.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MLVZ5 2056-01-20 6 N/A 3716448.00 3824578.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LK7L6 2055-08-20 7 N/A 3767512.00 4142449.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36230KSC6 2061-08-20 4.63 N/A 3000000.00 6889.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407XUW9 2035-11-01 5.608 N/A 2300000.00 17146.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N03U2 2056-02-20 5.5 N/A 3557056.00 3669900.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMP6 2053-12-20 7.5 N/A 181205.00 29934.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MKTA5 2056-05-20 5.5 N/A 1296428.00 1326364.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618VJQ94 2056-05-20 4.5 N/A 14793440.00 14183023.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381TP66 2049-04-20 4 N/A 150000000.00 29462660.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACU57 2053-10-20 6.5 N/A 7918000.00 4709664.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NVD74 2055-12-20 6.5 N/A 3025628.00 3170050.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618HBFY4 2064-03-20 7 N/A 65359.00 68365.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617B6DR0 2047-11-20 4 N/A 43819.00 8129.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LMP32 2055-09-20 7.5 N/A 3419984.00 3689038.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NRZB0 2065-04-20 3.5 N/A 912988.00 812859.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LLYS9 2055-09-20 6 N/A 3605580.00 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2054-05-25 4.57776 N/A 7000000.00 2421682.43 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BUEQ9 2055-01-25 4.67776 N/A 5500000.00 3749451.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BAHX5 2050-06-25 4.19224 N/A 23554592.00 8858149.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJXG7 2035-12-25 5.5 N/A 2040000.00 1877062.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393YU52 2044-02-25 6 N/A 200000.00 5698.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136G6LV8 2056-06-25 4.62776 N/A 65773184.00 64468957.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HJVX2 2055-02-25 4.57776 N/A 100000.00 73919.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BPPH6 2038-01-15 4.11365 N/A 5900000.00 458572.36 Agency 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHDH1 2054-11-25 4.47776 N/A 5000000.00 2838487.16 Agency Debentures and Agency Strips Y Fitch Long Rating A+ Standard & Poor's Short Rating A-1 Moody's Long Rating NR Moody's Short Rating NR Fitch Short Rating F1 Standard & Poor's Long Rating A+ 2026-07-01 2026-09-01 2026-09-01 N N N 0.0383 1500000000.00 1500000000.00 0.0044 N N N Y JPMORGAN TRUST II 2026-07-08 /s/Timothy J. Clemens Timothy J. Clemens Treasurer