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3133CRJX2 2054-08-01 6 N/A 300.00 271.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132XDB77 2030-01-01 4.72 N/A 27617.40 28054.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BSPV8 2052-12-01 5.5 N/A 300.00 181.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HDYV5 2032-05-01 6.63 N/A 18318.60 27.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WQHB6 2040-07-01 4.5 N/A 300.00 29.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31300LFL4 2035-04-01 6.043 N/A 633.60 20.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HD5S4 2031-08-01 6.258 N/A 453.60 0.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DS7A4 2054-04-01 5 N/A 300.00 265.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B5WJ7 2052-02-01 2.5 N/A 601.80 405.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNVW0 2052-10-01 6 N/A 300.00 301.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.5 N/A 572700.00 359665.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0P71 2052-01-01 2 N/A 300.00 209.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426UFV1 2055-07-01 6 N/A 300.00 249.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJ4H2 2050-09-01 2 N/A 300.00 159.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133APUB3 2051-08-01 2.5 N/A 300.00 189.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426GAM7 2055-03-01 6.5 N/A 302.40 231.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426F3U9 2055-02-01 5.5 N/A 1292374.80 1304285.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CSF2 2055-03-01 6 N/A 1640232.00 1268022.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XKZQ5 2042-12-01 3 N/A 112855.50 17849.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRJM7 2053-06-01 5.5 N/A 2385102.90 1925373.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPEH7 2052-06-01 3.5 N/A 243599.70 178669.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DTQ60 2054-07-01 5.5 N/A 3949039.20 3481948.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWGD9 2053-02-01 3.5 N/A 300.00 240.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426YHF6 2055-09-01 6 N/A 300.00 286.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDQ3 2052-05-01 2 N/A 3600.00 2393.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128JRCG9 2030-03-01 6.401 N/A 21384.30 13.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128JNV28 2037-06-01 6.811 N/A 8725925.40 17882.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133JL2T5 2051-07-01 4 N/A 300.00 262.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31347AV27 2045-05-01 6.284 N/A 465.90 25.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KGA7 2055-11-01 4.5 N/A 222384.30 218654.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUT37 2055-05-02 6 N/A 609.60 515.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427NQ44 2055-05-01 6.5 N/A 1570490.40 1453358.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWB51 2051-08-01 2 N/A 300.00 183.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN 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27900.00 20065.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31288QWP1 2053-03-01 4.542 N/A 524769.00 384632.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHB75 2054-11-25 4.94728 N/A 10190036.70 8463381.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CDD76 2053-09-01 6 N/A 300.30 255.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XUSS7 2046-07-01 4.5 N/A 300.00 16.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0BD3 2053-08-01 6 N/A 2832.00 2162.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427KF26 2055-11-01 4.5 N/A 300.00 294.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WEEK2 2054-06-01 6.5 N/A 89541.30 73823.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV4W2 2050-01-01 2.5 N/A 300.00 72.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.5 N/A 614.40 493.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WKTD2 2037-12-01 6.5 N/A 322.50 2.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HDZT9 2030-12-01 4.206 N/A 4967.70 16.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133C64Y2 2053-07-01 5 N/A 131751.00 92531.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJMH2 2050-07-01 3 N/A 4186388.10 1336528.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DUEA1 2054-05-01 5.5 N/A 17400.00 15905.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132ADU30 2048-11-01 3.5 N/A 300.00 79.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GSD96 2054-07-01 5 N/A 300.00 265.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B42H7 2052-02-01 2.5 N/A 300.00 183.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427M2Z3 2054-06-01 5.5 N/A 33000.00 30081.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427JT32 2055-11-01 5 N/A 300.00 293.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426AYL6 2055-01-01 4.5 N/A 300.00 277.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133B4HU2 2052-02-01 2.5 N/A 300.00 196.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KRTW4 2053-08-01 5.5 N/A 307.20 251.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DP2Z0 2053-03-01 5 N/A 300.00 239.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y3XC5 2048-10-01 4 N/A 300.90 49.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSGH9 2054-01-01 6 N/A 300.00 241.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEN28 2048-11-01 4.5 N/A 300.00 71.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5E76 2046-04-01 3 N/A 1408200.00 180279.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KLVJ3 2051-05-01 2 N/A 20700.00 11657.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DM5J0 2052-01-01 2.5 N/A 300.00 185.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XW4G5 2047-06-01 4.5 N/A 150597.30 19333.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426SFP9 2055-07-01 6.5 N/A 300.00 256.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CVTD6 2054-09-01 5.5 N/A 3000.00 3013.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BJNU2 2052-08-01 5 N/A 300.00 192.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XQJ49 2044-08-01 3.5 N/A 1927989.60 282756.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426CHD9 2055-01-01 6 N/A 300.00 273.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128HDU98 2031-06-01 5.89 N/A 17479.50 2.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BKVS5 2052-09-01 4 N/A 300.00 232.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131Y3DD5 2048-09-01 5 N/A 300.00 61.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31329JJB4 2042-04-01 3.5 N/A 95358.00 12786.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426BN28 2055-01-01 6 N/A 312391.20 316108.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KHUN4 2050-04-01 4.5 N/A 300.00 65.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A33X6 2042-06-01 4 N/A 1642.20 176.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426WTX8 2055-08-01 5.5 N/A 300.00 307.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FL2M5 2034-01-25 3.794 N/A 40631.40 38890.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131WQC96 2040-06-01 4.5 N/A 5936909.40 455574.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNR54 2052-02-01 3 N/A 298200.00 186983.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A26P2 2035-12-01 5 N/A 300.00 10.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNYP2 2052-09-01 5 N/A 300.00 230.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DN4Y6 2052-10-01 4.5 N/A 3299.70 2585.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AACN0 2050-09-01 2 N/A 600.00 308.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XP2Q0 2044-04-01 4.5 N/A 300.00 42.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DSCX8 2054-01-01 7 N/A 302.40 191.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCZL1 2054-05-01 5.5 N/A 1248386.40 1057734.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426PWA9 2055-05-01 6.5 N/A 632430.60 551926.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PEW0 2055-07-01 6.5 N/A 9656.70 9178.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KJ6R8 2050-09-01 2 N/A 300.00 156.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31326GNK8 2044-02-01 6.323 N/A 164670.00 7686.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427Q6Y3 2055-10-01 6.5 N/A 300.00 304.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KPJ58 2052-06-01 4 N/A 12000.00 9051.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNZX4 2052-04-01 2.5 N/A 300.30 211.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133CYJT6 2054-10-01 5.5 N/A 2400.00 2431.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDK6 2052-04-01 3 N/A 300.00 207.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31300MNY5 2037-09-01 6.279 N/A 778.20 47.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3142GUM83 2055-04-01 6 N/A 252024.00 243258.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133AJYN7 2051-04-01 3 N/A 3000.00 1677.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KNSC8 2052-02-01 2.5 N/A 102477.00 64555.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132E0B27 2052-12-01 5 N/A 729771.90 553386.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DPWC8 2052-10-01 4.5 N/A 300.00 239.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31427PTU8 2054-02-01 6.5 N/A 600.30 558.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128M7V94 2036-01-01 7 N/A 306.00 10.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31426M7G1 2055-05-01 5.5 N/A 300.00 279.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133WCZX5 2054-05-01 5 N/A 300.00 295.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6 N/A 300.00 211.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132A5HX6 2047-12-01 3 N/A 300.00 43.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133KQJH0 2053-04-01 4.5 N/A 1605186.30 1274634.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3 N/A 614.40 446.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392R3H2 2032-07-15 6.5 N/A 1499946.60 49424.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133BNAW3 2052-09-01 5 N/A 300.00 211.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XWD83 2047-03-01 4.5 N/A 358.50 97.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV6D2 2050-06-01 3 N/A 9600.00 2364.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQMQ7 2054-07-01 5.5 N/A 256175.40 225887.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XF4V0 2052-03-01 2.5 N/A 300.00 197.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W1TH6 2054-10-01 6 N/A 45300.00 40697.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EP2Y9 2036-09-01 6.233 N/A 891167.70 70888.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31414NBM5 2038-11-01 6.33 N/A 1677.60 22.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XEAZ7 2051-12-01 3 N/A 600.00 380.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AWZG7 2054-12-01 6.5 N/A 300.00 266.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ERVZ0 2046-12-01 3 N/A 300.00 79.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BYAB0 2055-12-01 5.5 N/A 431.40 446.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDC1 2052-05-01 2.5 N/A 259695.00 179531.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2X63 2055-08-01 6.5 N/A 7927.20 7338.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MFN33 2052-02-01 3 N/A 300.00 200.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XPNL9 2052-09-01 2.5 N/A 300.00 230.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTTR0 2054-01-01 4.5 N/A 600.00 535.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPKM8 2052-06-01 3.5 N/A 127500.00 92706.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418BFA9 2034-07-01 4 N/A 300.00 28.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KBB52 2050-08-01 2.5 N/A 4878390.00 2204202.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E2V1 2054-01-01 8 N/A 467224.20 262407.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9CN7 2055-05-01 5.5 N/A 822508.80 640597.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AWTE9 2055-01-01 6 N/A 300.00 305.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q9NY5 2048-08-01 4.5 N/A 433500.00 29584.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKR85 2052-03-01 2.5 N/A 300.00 205.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MEAV8 2052-05-01 3 N/A 2282.40 1626.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6QH7 2049-12-01 5 N/A 300.00 46.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLJ33 2051-10-01 4 N/A 300.00 221.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GRX41 2047-07-01 4 N/A 300.00 88.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8MZ7 2050-11-01 2.5 N/A 300.30 150.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBKG4 2051-06-01 3 N/A 64458.90 40239.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGSR1 2050-02-01 3 N/A 2998.80 1860.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31390AHA1 2032-04-01 6.395 N/A 44715.00 206.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W2RG8 2053-03-01 5 N/A 2125735.20 2080274.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BGDL4 2055-08-01 6.5 N/A 300.00 312.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418XEV6 2040-08-01 4.5 N/A 38700.00 3266.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MCC4 2033-12-01 6.358 N/A 796.50 10.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CTM4 2033-12-01 6.5 N/A 449695.50 2038.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XAXV9 2051-04-01 2 N/A 300.00 178.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AET41 2054-06-01 5.5 N/A 384337.20 384912.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMEZ5 2047-07-01 5 N/A 3000.00 2237.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNH6 2055-08-01 5 N/A 300.00 293.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FDA2 2054-10-01 5 N/A 2499996.00 2272114.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4JF5 2052-04-01 2.5 N/A 300.00 259.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8KR7 2050-01-01 3.5 N/A 300.00 56.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413TAH5 2038-01-01 6.918 N/A 182778.60 8609.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1PH7 2030-12-01 4.12 N/A 1519860.00 1524571.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.5 N/A 30900.00 22041.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NAEH2 2053-01-01 7.5 N/A 311633.40 228559.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AVFP1 2054-12-01 6 N/A 2694969.60 2441299.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4XA9 2048-09-01 3 N/A 300.00 75.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9WW5 2055-11-01 4.5 N/A 300.00 295.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7HL6 2050-02-01 4.5 N/A 300.00 54.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XBUJ7 2046-11-01 4.5 N/A 300.00 127.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPRL3 2052-07-01 4 N/A 148998.30 111071.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QC4X1 2050-03-01 3 N/A 1732938.00 549516.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LHD49 2037-08-01 4.17 N/A 529.80 507.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BQYM7 2055-09-01 6.5 N/A 302.40 315.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138X55U7 2043-10-01 5 N/A 507760.20 123870.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BA2V7 2055-08-01 6.5 N/A 300.00 313.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385HJE3 2036-12-01 4.805 N/A 319.80 0.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7XD2 2048-01-01 4 N/A 119400.00 25757.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LMBV0 2033-12-01 5.63 N/A 320361.00 344659.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS3D1 2053-09-01 5 N/A 300.00 258.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3XB0 2053-07-01 2.5 N/A 3900.00 3294.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5 N/A 300.00 244.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BHL33 2055-08-01 5.5 N/A 300.00 305.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DNJ7 2050-04-01 3.5 N/A 1355400.00 216620.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BMWQ9 2055-09-01 6.5 N/A 302.40 314.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6ZS2 2055-07-01 6.5 N/A 2120.10 2276.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QS3T6 2053-09-01 5.5 N/A 29400.00 24575.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31367W3V1 2029-09-01 5.625 N/A 1696.80 0.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.5 N/A 1773900.00 1142917.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQKD8 2050-08-01 5 N/A 300.00 264.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LQHK9 2052-02-01 2.5 N/A 300.00 197.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGU98 2052-02-01 3 N/A 6324.00 4438.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413QXJ2 2027-08-01 6 N/A 453.00 0.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AT5G5 2039-07-25 2.944 N/A 498.90 25.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419HCL4 2041-01-01 5.5 N/A 306.00 36.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4 N/A 377310.30 277331.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HEAY8 2048-07-01 4.5 N/A 88183.20 7857.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J7Q57 2032-05-01 3.5 N/A 333000.00 21995.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NUNB1 2034-02-01 4.76 N/A 12000.00 12364.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140ABDS1 2054-07-01 7 N/A 300.00 318.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BWYR3 2055-12-01 5.5 N/A 1418903.10 1462053.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPA2 2053-02-01 4 N/A 16628.10 13320.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BSNQ6 2055-11-01 6 N/A 300.00 312.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31401B4R3 2033-05-01 6.547 N/A 2019.00 7.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHAW7 2051-08-01 3 N/A 300.00 194.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WD2D2 2045-02-01 3.5 N/A 300.00 46.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LKYX9 2047-10-01 3.595 N/A 327000.00 243850.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMYK6 2052-05-01 3 N/A 302.40 222.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNWD2 2052-06-01 3 N/A 300.00 232.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412QXB0 2039-12-01 4.5 N/A 300.60 11.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XLK56 2052-05-01 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Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QC5P7 2050-03-01 3.5 N/A 300.00 70.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31388ARZ9 2032-02-01 6.5 N/A 300.30 0.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJL35 2052-10-01 5 N/A 560388.00 435564.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0TL9 2055-01-01 5.5 N/A 307.20 292.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EMS6 2053-01-01 5 N/A 300.00 236.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7AV1 2050-01-01 4.5 N/A 1003753.20 129098.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393UBC6 2033-12-25 6 N/A 1361.70 272.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMY59 2052-03-01 2.5 N/A 300.00 220.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKAX8 2051-11-01 2.5 N/A 300.00 205.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EKG74 2042-08-01 3.5 N/A 64796.10 9747.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTXU4 2055-09-01 5.5 N/A 300.00 308.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138A7E46 2041-02-01 4.5 N/A 478.50 27.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EPN4 2053-02-01 6.5 N/A 307.20 149.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407XUW9 2035-11-01 5.859 N/A 2498.70 19.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FL54 2040-06-01 6 N/A 2672.10 2259.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTEZ2 2054-11-25 4.94728 N/A 300.00 240.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 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2050-03-01 4.5 N/A 268233.60 115991.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B9YC7 2055-07-01 6 N/A 300.00 310.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402DGN4 2034-08-01 5 N/A 300.30 2.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J82W2 2048-08-01 4 N/A 61200.00 6921.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KNVZ8 2050-08-01 2 N/A 29699.70 16189.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNCW0 2052-01-01 2 N/A 69000.00 43900.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BVVQ8 2054-08-25 5.14728 N/A 148986.00 116810.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTN62 2053-12-01 6 N/A 388024.20 353748.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NHK31 2053-05-01 6 N/A 300.00 252.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKKC1 2051-04-01 2 N/A 93289.50 55216.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NTA77 2053-12-01 7 N/A 301.80 268.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQA31 2054-05-01 5.5 N/A 300.00 232.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AKFW0 2054-08-01 6.5 N/A 609052.80 416043.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31417AH85 2041-11-01 4 N/A 603.00 57.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNUR0 2030-08-01 3.75 N/A 149075.10 147422.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQQE0 2052-05-01 3 N/A 300.00 242.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4VV5 2049-02-01 3 N/A 242908.20 43347.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MUXM7 2052-07-01 4.5 N/A 159600.00 124789.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGXM6 2052-04-01 3 N/A 300.00 203.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X52Q5 2050-03-01 3 N/A 300.00 89.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140GRS21 2047-08-01 6.274 N/A 208078.80 6046.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJR75 2042-09-01 3.5 N/A 302.40 24.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKJ76 2051-11-01 3 N/A 3300.30 2405.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410FUP8 2037-01-01 5.5 N/A 319.80 1.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140E7GS3 2045-11-01 4 N/A 436500.00 22808.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EMP2 2043-01-01 4.5 N/A 57719.70 40325.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQYW1 2052-06-01 3 N/A 300.00 242.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N7ZD5 2052-11-01 5.5 N/A 300.00 287.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJ4A3 2041-11-01 4.5 N/A 300.00 17.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6X55 2050-05-01 3 N/A 500097.00 234545.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31407PJH2 2035-10-01 6.134 N/A 3978209.70 27534.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WCTL7 2044-09-01 3.5 N/A 300.00 46.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XH3J4 2052-05-01 3 N/A 300.00 210.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31413Q2M9 2037-09-01 6.5 N/A 1193041.20 4447.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140F9KC8 2046-12-01 3 N/A 300.90 75.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403C4P3 2035-05-01 6 N/A 4452000.00 30131.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418SL80 2035-05-01 7 N/A 301.20 23.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W0XT7 2055-03-01 6 N/A 300.00 280.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQ5S0 2052-12-01 5.5 N/A 300.00 278.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENBK4 2041-09-01 4.5 N/A 89100.90 10747.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AJXH0 2041-08-01 5 N/A 419.40 11.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9VU2 2048-01-01 3.5 N/A 300.60 85.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QUN28 2054-05-01 6.5 N/A 300.00 211.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XCM62 2050-11-01 3 N/A 44841.90 19735.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRL9 2037-11-01 6.5 N/A 831275.70 3245.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QHGH2 2051-02-01 2.5 N/A 2695050.00 1248887.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUDD1 2055-11-01 5.5 N/A 300.00 305.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FF44 2055-01-01 5.5 N/A 634611.60 558874.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WQAW2 2043-05-01 3 N/A 31800.00 5176.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGTU3 2052-01-01 3.5 N/A 210000.00 136343.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ALJ32 2041-07-01 4.5 N/A 300.00 33.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ED49 2052-06-01 2 N/A 166203.30 113802.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138XFSU0 2044-02-01 4.5 N/A 425327.40 87894.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QSHT1 2053-06-01 6 N/A 300.30 248.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418E3D0 2054-03-01 6 N/A 307.20 211.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B1KM7 2055-01-01 6.5 N/A 328903.20 212484.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKLF5 2053-03-01 5.5 N/A 105000.00 84934.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMLW4 2053-09-01 6.5 N/A 7772563.20 4677943.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140B0ZP6 2055-01-01 6 N/A 379061.70 254925.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGG45 2052-03-01 3.5 N/A 34738.50 21787.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31389AZW6 2034-08-01 4.175 N/A 2132.10 0.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QKGH5 2051-04-01 3 N/A 2924.10 1799.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YHUU2 2045-05-01 3 N/A 300.00 64.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412P3Q2 2039-07-01 4.5 N/A 301.20 21.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31412PG54 2039-04-01 4.5 N/A 306.00 10.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3AQ2 2054-01-01 6.5 N/A 307.20 282.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AAJ7 2031-11-01 4 N/A 78600.00 3497.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400JUZ0 2033-03-01 6.465 N/A 7854029.10 34911.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSJV0 2051-09-01 2.5 N/A 300.00 176.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JXRK6 2049-10-01 3 N/A 300.00 53.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AB2X2 2054-07-01 5.5 N/A 300.00 266.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMQX7 2053-04-01 4.5 N/A 300.00 240.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AFNR3 2054-06-01 6.5 N/A 300.00 194.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QFED7 2050-10-01 2 N/A 302.40 152.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MKQ82 2043-06-01 4 N/A 300.00 46.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EXU9 2053-11-01 5.5 N/A 1267062.00 1030059.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FRM1 2045-11-01 5.5 N/A 300.00 298.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLJ80 2051-07-01 2 N/A 993000.00 599085.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X4SJ6 2047-12-01 3.5 N/A 60000.00 16607.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QGYP6 2051-02-01 2 N/A 221445.00 127222.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AT6Z2 2046-11-25 4.53913 N/A 320.10 28.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XNQ98 2053-12-01 6.5 N/A 60000.00 40920.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31385HJT0 2036-07-01 5.105 N/A 1296121.80 3494.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DQ21 2040-07-01 2.5 N/A 300.00 98.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EV98 2053-09-01 6 N/A 300.00 202.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418MYN6 2030-12-01 6.5 N/A 195241.20 2841.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJAF5 2037-08-01 5.829 N/A 900.00 59.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XL2C1 2053-07-01 5.5 N/A 50450.40 40755.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKPZ7 2053-02-01 5.5 N/A 300.00 223.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJCE1 2052-01-01 2 N/A 300.00 194.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 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3140KEQW1 2035-09-01 2 N/A 54034.17 20697.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140YXWT4 2056-01-01 5.184 N/A 22045.94 22560.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1NZ9 2030-12-01 4.33 N/A 561955.33 569759.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6ZP8 2055-07-01 6.5 N/A 27005.24 26360.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECB4 2052-03-01 3.5 N/A 63893.11 40348.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRC68 2033-10-01 3.69 N/A 164307.09 157268.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6RL6 2040-05-01 6.5 N/A 43364.80 41656.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELX6 2052-12-01 5 N/A 99514.51 77786.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXR61 2050-06-01 2.5 N/A 215975.52 98904.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9MG3 2048-08-01 4 N/A 960674.57 316140.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.5 N/A 2161.37 2010.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHY27 2051-01-01 1.5 N/A 578230.42 381694.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MTV42 2056-01-01 4.5 N/A 79983.19 78849.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y6YT1 2055-07-01 6 N/A 11150.49 11284.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LLG62 2030-08-01 4.72 N/A 15129.57 15061.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ABH0 2031-11-01 4.5 N/A 2151.12 96.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MM2D9 2037-08-01 3.5 N/A 39120.74 24577.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMWD4 2053-05-01 3.5 N/A 20635.41 16316.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AMQP9 2054-08-01 5.5 N/A 6954.44 6980.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFPZ8 2052-01-01 2.5 N/A 7240.58 4472.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140M3PE4 2036-10-01 2.5 N/A 34404.89 16546.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6WA5 2035-05-01 3.5 N/A 31637.96 3512.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRRN7 2037-05-01 2.5 N/A 917824.36 727664.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRRH0 2037-08-01 1.5 N/A 32875.68 25712.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVB5 2050-12-01 1.5 N/A 255295.10 141014.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9CG3 2043-08-01 4 N/A 2161.24 304.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNNV9 2033-07-01 3.75 N/A 139472.99 102407.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y7JV1 2055-07-01 6.5 N/A 4618.02 4164.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FSA6 2055-12-01 6.5 N/A 4884.69 4936.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JM3C4 2034-02-01 4 N/A 43660.82 6937.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140NEZ57 2053-04-01 5.5 N/A 32654.49 24184.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BTFC4 2055-11-01 4.5 N/A 19749.51 19423.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X7PB9 2050-08-01 3.5 N/A 151285.72 31155.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J5GF0 2047-04-01 5 N/A 34452.18 4837.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EYQ7 2053-12-01 7 N/A 1637681.01 647610.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQJF5 2053-12-01 3.5 N/A 286326.79 236197.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BUDY5 2040-11-01 4 N/A 21669.73 21309.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MXNF7 2052-08-01 4.5 N/A 3288.82 2609.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KXP34 2051-03-01 2.5 N/A 692.07 426.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LNPL9 2048-08-01 4.04 N/A 189119.58 163115.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y8CG9 2056-01-01 6 N/A 308514.86 324184.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTUS6 2054-01-01 6 N/A 10093.58 9390.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.5 N/A 375958.84 317710.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QV5R1 2055-01-01 7 N/A 252404.40 188852.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140JSE21 2051-04-01 3 N/A 86454.67 68023.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U3F89 2056-02-01 5 N/A 107061.14 107619.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138MRLH2 2043-01-01 3.5 N/A 31339.82 5053.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5D59 2046-01-01 3.5 N/A 350833.04 56136.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QEFV9 2050-07-01 2.5 N/A 108284.47 40880.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKQF2 2055-07-01 6.5 N/A 72494.75 47193.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4DT1 2054-03-01 5 N/A 273055.31 269849.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNQG0 2052-03-01 2 N/A 100155.48 64616.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J8AW3 2032-04-01 3 N/A 43966.52 3400.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DXG2 2036-03-01 1.5 N/A 271490.13 133100.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WFGL4 2045-08-01 4.5 N/A 40525.63 1814.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4AR8 2052-09-01 3.5 N/A 4088.96 3769.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BAD78 2055-05-01 3.5 N/A 52352.28 48107.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KSXM4 2037-01-01 1.5 N/A 17879.69 10678.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140H6JN0 2048-02-01 3.5 N/A 60434.92 26562.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MKAF9 2052-04-01 4 N/A 113536.59 68855.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FUE5 2041-01-01 6 N/A 403.29 419.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W4D79 2054-07-01 5 N/A 213313.27 208233.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FTE7 2041-01-01 3.5 N/A 345887.83 329009.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJTF5 2047-01-01 3 N/A 105906.97 16148.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FNC7 2045-07-01 7 N/A 62094.77 61908.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMGG5 2037-08-01 1.5 N/A 18191.70 12631.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140A5JS8 2054-01-01 7 N/A 26659.03 10647.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQBW4 2052-09-01 4.5 N/A 572.76 421.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MLK74 2052-04-01 3.5 N/A 119930.09 91724.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AUPP2 2054-12-01 5 N/A 234888.68 218585.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XMB39 2052-07-01 4 N/A 18345.49 15310.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTUZ0 2054-01-01 6.5 N/A 278816.30 193289.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTG86 2053-11-01 5.5 N/A 49711.43 42685.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQDC6 2052-09-01 3.5 N/A 34889.60 25084.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QQBJ3 2037-05-01 1.5 N/A 57185.27 39040.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BX6R2 2055-12-01 4.5 N/A 22620.47 22372.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140W3R68 2055-01-01 5.5 N/A 21941.11 22048.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QPAB3 2052-05-01 3.5 N/A 224609.22 161362.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418FE52 2054-12-01 6.5 N/A 60086.64 39963.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138WJM54 2047-01-01 3 N/A 518183.68 105024.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJYH0 2053-01-01 6 N/A 174877.91 120159.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNZ74 2052-06-01 3 N/A 5263.04 4350.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGLL1 2052-04-01 3.5 N/A 3937.47 2873.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140J9ML2 2031-08-01 3 N/A 424708.55 20286.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNJZ6 2037-02-01 2.5 N/A 7693.36 4410.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140MNQD1 2052-05-01 3.5 N/A 70568.62 51028.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EGCB8 2041-04-01 4.5 N/A 6405.25 299.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LYND1 2051-11-01 3.5 N/A 115763.66 79512.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XTBN0 2050-10-25 3.5 N/A 6086.39 4896.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1WB2 2033-01-01 4.41 N/A 10417.79 10485.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4 N/A 94775.93 7012.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFKS9 2052-01-01 3.5 N/A 113471.75 69950.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KYMH4 2050-12-01 2 N/A 571266.85 337731.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9LP8 2051-01-01 2 N/A 8688.69 4865.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LUS71 2042-06-01 4 N/A 36743.23 3388.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X5WX7 2050-03-01 3.5 N/A 14481.16 2383.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138EJBV9 2042-05-01 3.5 N/A 1512956.67 195540.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402RFV6 2035-06-01 5 N/A 3199.62 28.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BFNS0 2055-08-01 6.5 N/A 38812.87 39167.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Q1EY2 2032-12-01 4.3 N/A 1984134.60 1988068.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140U4GE3 2056-02-01 5 N/A 214308.32 215426.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140AD6D8 2054-08-01 5.5 N/A 991.59 909.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XRCJ2 2052-06-01 3 N/A 58962.08 48164.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XQXZ5 2054-08-01 6 N/A 139451.38 117849.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140LJZM1 2028-03-01 4.55 N/A 4322.73 4360.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QN7K2 2052-05-01 3.5 N/A 180353.30 134900.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FVUQ7 2047-05-01 3.5 N/A 1256926.36 179259.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXFN7 2041-01-01 4 N/A 756.48 129.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140Y73M8 2055-12-01 5.5 N/A 1387.55 1430.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140BKRL0 2055-09-01 6 N/A 1080.68 986.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DJS2 2049-12-01 3.5 N/A 27017.08 3638.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31419HBW1 2040-12-01 5 N/A 217467.72 15815.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140N9M37 2053-01-01 5.5 N/A 21.61 18.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 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Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618K8VF0 2055-12-20 5 N/A 26470.26 26623.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JLKL2 2060-01-15 5.6 N/A 10343.67 10684.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MEH79 2055-12-20 7 N/A 21.61 23.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YS21 2047-08-20 3.5 N/A 17736.26 12979.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FC5U5 2066-11-15 5.57 N/A 405895.67 426158.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296DP28 2038-12-15 5 N/A 613979.60 8503.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YPH1 2053-12-20 6 N/A 2282.25 1236.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NTQN0 2055-04-20 6.5 N/A 186641.45 175567.39 Agency Mortgage-Backed 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549300M8ZYFG0OCMTT87 3618MP7A8 2056-01-20 5.5 N/A 28046.50 28792.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAKP8 2034-12-20 3.5 N/A 43227.33 5956.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHY5 2052-10-20 4.5 N/A 1147.95 874.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618JKS44 2054-11-20 5 N/A 108.37 95.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XUF1 2053-01-20 6.5 N/A 21.61 3.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5 N/A 540.34 541.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L8BW4 2055-08-20 6.5 N/A 23496.61 24474.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UK27 2049-01-20 5.5 N/A 44.14 3.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAZY3 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Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VHF0 2050-03-20 2.5 N/A 10698.77 911.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MMWA7 2056-01-20 5 N/A 18156.15 18358.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VHT0 2050-02-20 3.5 N/A 21.61 3.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NWAU4 2056-01-20 5.5 N/A 21.61 22.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XX84 2053-04-20 6.5 N/A 1491.32 621.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MCLY9 2055-12-20 5.5 N/A 39321.53 40323.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A2QF6 2039-05-20 4.5 N/A 108.09 12.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V4QQ9 2056-01-20 5.5 N/A 43.23 44.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NRYM7 2055-04-20 6.5 N/A 21.61 18.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LLQV1 2055-07-20 7.5 N/A 13471.84 14296.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618G4YX2 2054-02-20 5.5 N/A 129.70 87.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5PE3 2055-05-20 3.5 N/A 2821.79 2564.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617WUZ41 2051-09-20 2.5 N/A 55093.24 37434.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LTZZ5 2055-09-20 6.5 N/A 23733.02 24839.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WJU3 2051-07-20 4 N/A 93.89 42.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WRZ3 2051-11-20 2 N/A 1831.41 1084.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AATW4 2050-10-20 4 N/A 744562.81 239842.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LNAR3 2055-12-20 5.5 N/A 25913.71 26544.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618F46P1 2062-10-20 4.5 N/A 25588.07 22541.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210AT31 2035-01-15 5.5 N/A 134052.11 1154.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V1DW6 2055-11-20 7.5 N/A 64.84 70.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2AR3 2041-10-15 5 N/A 172.91 10.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LU87 2041-04-15 4 N/A 28190.66 1534.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202F3J3 2027-02-20 3.5 N/A 2961.35 17.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LGMJ3 2055-08-20 5.5 N/A 80477.10 81146.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N6EB9 2056-01-20 3 N/A 19418.30 18833.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M5MH0 2055-10-20 6.5 N/A 81641.74 85425.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620APYB5 2040-07-15 4.5 N/A 23689.23 911.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XBX3 2052-07-20 6 N/A 43.23 26.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NY6L5 2055-10-20 5.5 N/A 13752.71 14258.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NVG89 2055-12-20 5 N/A 93703.03 94246.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6 N/A 2355.22 1530.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LK4K1 2055-08-20 6.5 N/A 86.45 89.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KPRL4 2055-08-20 6 N/A 142396.37 147083.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241LQ82 2039-12-15 5.5 N/A 125421.69 1880.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5ZN2 2054-05-20 6.5 N/A 299714.47 310336.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.5 N/A 98363.80 72360.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WDG0 2051-04-20 2 N/A 43.23 24.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LHPL3 2055-10-20 6.5 N/A 24145.88 24996.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YPGC3 2058-05-15 4.76 N/A 6499.23 6308.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N53K3 2055-12-20 5.5 N/A 43011.20 43352.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LS6S5 2055-10-20 6.5 N/A 27949.28 29506.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617Y5UR8 2052-06-20 4 N/A 21.61 14.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LSAJ0 2055-09-20 6.5 N/A 46814.42 48900.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V3A47 2055-12-20 5 N/A 70564.52 70976.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VMJ6 2050-05-20 5.5 N/A 194.52 49.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617NWXS6 2046-04-20 4 N/A 194.54 63.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2XM9 2039-01-15 6 N/A 237.92 57.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LWHH8 2055-09-20 6 N/A 43.23 44.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179QR29 2044-10-20 4.5 N/A 2118.14 136.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LTDM8 2055-11-20 6.5 N/A 65.12 67.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAWR1 2051-01-20 3 N/A 449564.96 318729.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5JD2 2055-03-20 5.5 N/A 64.84 53.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241K5Q7 2039-05-15 5.5 N/A 45742.65 448.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAVT8 2050-12-20 3 N/A 15955.30 7310.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MJFJ4 2056-01-20 5 N/A 107087.94 107934.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36241L4W3 2037-07-15 5 N/A 55525.51 2343.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.5 N/A 92646.55 78078.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFPW2 2055-12-20 5.5 N/A 21.79 22.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFL97 2056-01-20 6 N/A 43.23 44.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V1MG1 2055-12-20 5.5 N/A 11261.04 11711.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M8FT6 2055-12-20 6 N/A 21.61 22.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ADZ76 2065-07-20 4 N/A 86.45 75.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.5 N/A 44308.02 4291.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618L6QB8 2060-10-15 5.15 N/A 41191.33 41624.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MPW51 2056-01-20 4.5 N/A 48852.25 48245.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36296XYV0 2039-07-15 4.5 N/A 9109.62 542.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAM68 2050-04-20 3.5 N/A 16210.25 1212.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617FSAC4 2060-04-15 5.17 N/A 10785.22 10880.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618M5XJ4 2075-09-20 5.294 N/A 148742.83 164604.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179NBC1 2043-04-20 4 N/A 1252.04 100.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMH4 2053-09-20 4.5 N/A 27.02 24.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KQTD8 2055-04-20 6.5 N/A 108.28 112.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V4EC3 2055-12-20 6 N/A 43.23 44.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LJVF5 2055-08-20 6.5 N/A 86.45 90.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5XL8 2055-10-20 3.5 N/A 6628.41 6073.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622ACP46 2052-03-20 3 N/A 21.61 14.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AEC20 2055-11-20 6 N/A 1232194.79 1256146.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SEH6 2046-06-20 3.5 N/A 89848.01 9606.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MMG23 2056-01-20 6.5 N/A 51440.01 53967.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617Y4MM1 2052-04-20 3 N/A 43.23 29.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LWJ94 2055-10-20 6.5 N/A 31046.78 32848.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179VDN7 2050-01-20 3 N/A 43.23 7.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MMFH1 2056-01-20 6 N/A 21.61 22.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179SLR6 2046-09-20 3 N/A 21.70 2.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618N5HL6 2040-03-20 5.5 N/A 773292.04 651728.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LGZW0 2055-11-20 6 N/A 21.61 22.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LMPQ1 2055-09-20 7 N/A 21.61 22.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617YD2W1 2052-03-15 4 N/A 3647.05 2234.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KRQ80 2065-01-20 6.5 N/A 6767.95 7045.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36291YJ24 2036-07-15 6.5 N/A 64.84 3.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618MFG93 2056-01-20 5 N/A 128061.19 127689.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618NXE53 2055-11-20 5.5 N/A 75435.24 77284.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618LP3B1 2065-08-20 7 N/A 60391.26 62927.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WQC5 2051-10-20 3.5 N/A 48.78 29.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617F4R70 2048-06-20 3 N/A 21592.05 14254.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XHX7 2052-10-20 4 N/A 1391.90 1037.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179TQN8 2048-01-20 3 N/A 90.99 12.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622AAX66 2051-02-20 3 N/A 22.13 10.72 Agency Mortgage-Backed 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123459.86 124224.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618V4PR8 2056-01-20 5.5 N/A 283.51 293.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3622A2DL3 2028-01-15 2.5 N/A 54077.39 950.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617NP3L9 2035-12-20 5.5 N/A 21.61 6.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179USX1 2049-05-20 5.5 N/A 345.82 29.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617MN5W9 2050-03-15 3 N/A 43.23 6.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3618KPAU2 2065-08-15 6.28 N/A 86.54 92.61 Agency Mortgage-Backed Securities Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 64841000.00 64841000.00 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(REPO) CITIGROUP GLOBAL MARKETS INC. 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Y Y N JPMORGAN TRUST IV 2026-02-06 /s/Timothy J. Clemens Timothy J. Clemens Treasurer