| US TREASURY N/B |
34,000,000 |
19,200,000 |
-14,800,000 |
4.03% |
-$15.21M |
| G2 MA8267 |
8,060,555 |
7,884,958 |
-175,597 |
1.56% |
-$217.80K |
| G2 MA8268 |
7,828,140 |
7,646,329 |
-181,811 |
1.55% |
-$236.86K |
| Federal National Mortgage Association, Inc. |
7,253,897 |
6,875,050 |
-378,847 |
1.44% |
-$449.06K |
| GNII II 4% 04/20/2054#MA9602 |
7,363,465 |
7,301,479 |
-61,986 |
1.43% |
-$132.25K |
| Fannie Mae Pool 3.63 |
6,874,228 |
6,843,668 |
-30,560 |
1.40% |
-$38.87K |
| G2 MA8347 |
6,123,780 |
5,980,235 |
-143,545 |
1.21% |
-$182.86K |
| Fannie Mae Pool 4.50 |
5,973,689 |
5,863,250 |
-110,439 |
1.18% |
-$172.35K |
| Freddie Mac Multifamily Structured Pass Through Certificates 3.00 |
5,438,605 |
5,400,347 |
-38,258 |
1.11% |
-$39.49K |
| UMBS Pool, 30 Year |
6,163,519 |
6,052,570 |
-110,949 |
1.08% |
-$113.33K |
| US TREASURY N/B |
6,500,000 |
5,000,000 |
-1,500,000 |
1.03% |
-$1.55M |
| Federal National Mortgage Association REMICS |
4,940,905 |
4,408,987 |
-531,918 |
0.93% |
-$521.79K |
| G2 MA6766 |
4,919,894 |
4,821,547 |
-98,348 |
0.90% |
-$117.67K |
| FR RA5731 |
5,285,763 |
5,204,779 |
-80,984 |
0.88% |
-$80.65K |
| Fannie Mae Pool 2.50 |
4,970,215 |
4,900,711 |
-69,505 |
0.88% |
-$77.96K |
| Ginnie Mae II Pool 5.00 |
4,220,438 |
4,139,999 |
-80,439 |
0.86% |
-$105.18K |
| FANNIE MAE POOL FN BW0045 |
4,230,796 |
4,065,961 |
-164,835 |
0.84% |
-$209.77K |
| FN FS2600 |
4,496,804 |
4,426,096 |
-70,708 |
0.82% |
-$91.62K |
| Fannie Mae Pool 3.00 |
4,527,591 |
4,368,485 |
-159,105 |
0.82% |
-$169.01K |
| Fannie Mae Pool 4.00 |
4,246,659 |
4,129,159 |
-117,500 |
0.82% |
-$137.69K |
| FANNIE MAE POOL FN 03/52 FIXED 3 |
4,425,827 |
4,338,696 |
-87,131 |
0.81% |
-$110.14K |
| FR SD8214 |
4,229,242 |
4,147,175 |
-82,067 |
0.79% |
-$113.04K |
| FNMA POOL MA4786 FN 10/52 FIXED 5.5 |
3,686,190 |
3,529,850 |
-156,340 |
0.74% |
-$191.87K |
| FR SD1694 |
3,721,731 |
3,613,183 |
-108,548 |
0.73% |
-$157.26K |
| Fannie Mae Pool 5.00 |
3,568,967 |
3,474,226 |
-94,741 |
0.72% |
-$129.20K |
| North Texas Higher Education Authority Inc 4.42 |
3,523,161 |
3,462,887 |
-60,274 |
0.72% |
-$51.40K |
| Fannie Mae Pool 5.00 |
3,668,212 |
3,415,019 |
-253,193 |
0.71% |
-$301.54K |
| Freddie Mac Pool 4.00 |
3,533,513 |
3,456,073 |
-77,440 |
0.69% |
-$99.35K |
| FR RA8253 |
3,342,506 |
3,241,507 |
-100,999 |
0.68% |
-$129.39K |
| FNA 2024-M6 A2 |
3,000,000 |
2,992,096 |
-7,904 |
0.62% |
-$8.13K |
| Freddie Mac Pool 3.50 |
2,999,948 |
2,911,117 |
-88,831 |
0.56% |
-$105.16K |
| ECMC GROUP STUDENT LOAN TRUST 2021-1 SOFR30A+68.448 11/25/2070 144A |
2,702,496 |
2,569,717 |
-132,779 |
0.53% |
-$132.63K |
| US TREASURY N/B |
3,000,000 |
2,500,000 |
-500,000 |
0.52% |
-$534.57K |
| Seasoned Loans Structured Transaction Trust Series 2021-2 2.00 |
2,743,794 |
2,646,430 |
-97,364 |
0.51% |
-$67.28K |
| FNCL UMBS 4.0 CB3528 05-01-52 |
2,662,467 |
2,580,783 |
-81,684 |
0.51% |
-$99.99K |
| Fannie Mae Pool 5.00 |
2,453,438 |
2,421,021 |
-32,416 |
0.50% |
-$56.33K |
| Fannie Mae Pool 3.50 |
2,605,240 |
2,564,000 |
-41,240 |
0.49% |
-$70.09K |
| US TREASURY N/B |
14,000,000 |
2,200,000 |
-11,800,000 |
0.47% |
-$12.16M |
| FG Q15774 |
2,245,971 |
2,198,430 |
-47,542 |
0.42% |
-$63.26K |
| Freddie Mac Pool 2.50 |
2,295,915 |
2,248,619 |
-47,296 |
0.40% |
-$50.22K |
| FN AB4053 |
1,948,210 |
1,893,876 |
-54,333 |
0.38% |
-$76.35K |
| Uniform Mortgage-Backed Securities |
2,184,088 |
2,137,839 |
-46,250 |
0.38% |
-$45.45K |
| FNMA, 30 Year |
2,168,592 |
2,123,548 |
-45,044 |
0.36% |
-$41.64K |
| Fannie Mae Pool 5.00 |
1,709,972 |
1,675,180 |
-34,792 |
0.35% |
-$53.48K |
| North Texas Higher Education Authority Inc 4.42 |
1,743,816 |
1,678,171 |
-65,645 |
0.35% |
-$69.87K |
| FANNIE MAE REMICS FNR 2023-39 AI |
13,311,129 |
13,089,463 |
-221,665 |
0.34% |
-$55.97K |
| FNCL UMBS AS8804 02-01-47 |
1,815,031 |
1,766,834 |
-48,197 |
0.34% |
-$61.73K |
| Brazos Education Loan Authority Inc 4.55 |
1,635,718 |
1,582,934 |
-52,784 |
0.33% |
-$43.49K |
| FNMA 30YR 4% 08/01/2051#MA4428 |
1,600,180 |
1,569,554 |
-30,626 |
0.31% |
-$37.98K |
| PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY SER 2021-1A CL A V/R 144A P/P 4.51867000 |
1,547,421 |
1,480,660 |
-66,761 |
0.30% |
-$65.44K |
| G2 MA0154 |
1,560,566 |
1,519,938 |
-40,628 |
0.30% |
-$35.19K |
| Fannie Mae Pool 4.00 |
1,534,043 |
1,506,983 |
-27,060 |
0.30% |
-$34.05K |
| FNMA POOL AS6994 FN 04/46 FIXED 4 |
1,538,888 |
1,477,514 |
-61,374 |
0.30% |
-$69.20K |
| United States Small Business Administration 2.82 |
1,607,994 |
1,450,730 |
-157,264 |
0.28% |
-$162.34K |
| Navient Student Loan Trust 2021-1A |
1,547,507 |
1,505,082 |
-42,426 |
0.27% |
-$21.51K |
| US TREASURY N/B |
3,000,000 |
1,200,000 |
-1,800,000 |
0.25% |
-$1.86M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 |
1,214,670 |
1,213,530 |
-1,140 |
0.24% |
$8.39K |
| Fannie Mae Pool 3.00 |
1,282,403 |
1,255,410 |
-26,994 |
0.23% |
-$32.42K |
| FR SD8257 |
1,167,371 |
1,144,026 |
-23,346 |
0.23% |
-$35.31K |
| Fannie Mae Pool 4.00 |
1,186,687 |
1,124,688 |
-61,999 |
0.23% |
-$67.10K |
| Freddie Mac Pool 5.00 |
1,137,126 |
1,056,608 |
-80,518 |
0.22% |
-$92.65K |
| Uniform Mortgage-Backed Securities |
1,236,400 |
1,214,175 |
-22,224 |
0.21% |
-$24.09K |
| Freddie Mac Pool 3.50 |
1,058,818 |
1,038,446 |
-20,372 |
0.20% |
-$29.65K |
| Freddie Mac Pool 3.00 |
1,032,317 |
1,010,352 |
-21,965 |
0.19% |
-$25.54K |
| Fannie Mae Pool 4.50 |
917,447 |
886,333 |
-31,115 |
0.18% |
-$42.45K |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2020 2A A 144A |
844,125 |
804,410 |
-39,715 |
0.17% |
-$40.13K |
| Fannie Mae Pool 4.50 |
832,572 |
810,487 |
-22,086 |
0.16% |
-$30.54K |
| Fannie Mae Pool 4.50 |
693,616 |
680,625 |
-12,991 |
0.14% |
-$24.68K |
| Freddie Mac Pool 3.50 |
708,426 |
699,381 |
-9,045 |
0.14% |
-$13.79K |
| Government National Mortgage Association 4.30 |
690,178 |
640,287 |
-49,892 |
0.13% |
-$49.12K |
| FN FS2462 |
722,335 |
707,976 |
-14,359 |
0.13% |
-$17.39K |
| Fannie Mae Pool 3.50 |
674,572 |
636,515 |
-38,057 |
0.13% |
-$45.73K |
| Fannie Mae Pool 6.00 |
547,510 |
535,613 |
-11,898 |
0.12% |
-$17.16K |
| Freddie Mac REMICS 4.55 |
587,105 |
552,792 |
-34,313 |
0.11% |
-$33.74K |
| Fannie Mae Pool 4.00 |
588,324 |
553,965 |
-34,359 |
0.11% |
-$40.98K |
| UMBS |
538,015 |
514,699 |
-23,316 |
0.11% |
-$31.38K |
| U.S. Treasury Inflation-Protected Indexed Notes |
518,760 |
518,275 |
-485 |
0.11% |
-$6 |
| Freddie Mac Gold Pool 5.50 |
515,307 |
497,020 |
-18,286 |
0.11% |
-$25.99K |
| U.S. Treasury Notes |
506,945 |
506,470 |
-475 |
0.11% |
-$1.59K |
| Fannie Mae Pool 5.50 |
468,798 |
449,941 |
-18,857 |
0.10% |
-$23.31K |
| Fannie Mae REMICS 4.29 |
486,369 |
452,778 |
-33,591 |
0.09% |
-$33.03K |
| GNMA II POOL MA7195 G2 02/51 FIXED 3.5 |
486,876 |
478,292 |
-8,584 |
0.09% |
-$2.56K |
| Freddie Mac REMICS 4.48 |
477,772 |
444,654 |
-33,118 |
0.09% |
-$32.59K |
| Freddie Mac REMICS 4.60 |
443,611 |
435,065 |
-8,546 |
0.09% |
-$8.39K |
| FNMA POOL AS6213 FN 11/45 FIXED 4 |
435,586 |
431,340 |
-4,245 |
0.09% |
-$6.71K |
| Brazos Education Loan Authority Inc 2.06 |
435,796 |
421,761 |
-14,035 |
0.08% |
-$14.97K |
| Navient Student Loan Trust 4.58867 12/26/2069 |
333,260 |
324,124 |
-9,137 |
0.07% |
-$9.60K |
| FNMA 6.50% 5/39 #AL1308 |
302,654 |
296,530 |
-6,124 |
0.06% |
-$11.46K |
| Fannie Mae REMICS 4.59 |
286,736 |
268,881 |
-17,855 |
0.06% |
-$17.83K |
| Fannie Mae Pool 3.11 |
254,575 |
249,809 |
-4,767 |
0.05% |
-$4.41K |
| Ginnie Mae I Pool 4.00 |
265,715 |
261,990 |
-3,726 |
0.05% |
-$5.94K |
| Ginnie Mae II Pool 5.63 |
254,211 |
249,282 |
-4,930 |
0.05% |
-$5.96K |
| Fannie Mae Pool 6.00 |
403,992 |
239,382 |
-164,610 |
0.05% |
-$174.44K |
| Freddie Mac REMICS 4.60 |
210,963 |
207,042 |
-3,921 |
0.04% |
-$3.87K |
| Government National Mortgage Association 3.99 |
191,971 |
184,519 |
-7,452 |
0.04% |
-$7.45K |
| Fannie Mae Pool 3.17 |
161,394 |
159,694 |
-1,700 |
0.03% |
-$1.47K |
| Ginnie Mae II Pool 5.25 |
156,046 |
152,586 |
-3,460 |
0.03% |
-$4.28K |
| Fannie Mae Pool 6.00 |
149,161 |
137,815 |
-11,345 |
0.03% |
-$13.20K |
| Ginnie Mae II Pool 5.38 |
127,811 |
125,147 |
-2,664 |
0.03% |
-$3.17K |
| GNMA II POOL 004344 G2 01/39 FIXED 6 |
91,763 |
88,066 |
-3,698 |
0.02% |
-$4.05K |
| Ginnie Mae II Pool 5.63 |
79,634 |
77,077 |
-2,556 |
0.02% |
-$2.86K |
| Ginnie Mae II Pool 4.75 |
70,376 |
68,866 |
-1,511 |
0.01% |
-$1.67K |
| Ginnie Mae II Pool 4.75 |
32,016 |
31,044 |
-972 |
0.01% |
-$991 |
| US 10yr Ultra Fut Mar26 |
112 |
46 |
-66 |
-0.02% |
-$76.71K |
| US ULTRA BOND CBT Mar26 |
265 |
264 |
-1 |
-0.21% |
-$542.81K |