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PA USD 201495.21 0 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128K66R6 57418.68 PA USD 58361.71 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128K7RU4 74162.32 PA USD 77214.21 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297V5R5 116922.27 PA USD 123481.53 0 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297VLY2 38533.01 PA USD 40270.82 0 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128K7HL5 24705.76 PA USD 25147.3 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128KAYT2 3296.27 PA USD 3410.39 0 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5 N N N N 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254900HROIFWPRGM1V77 3128MJXK1 3971799.7 PA USD 3720838.76 0.06 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJYC8 991412.81 PA USD 927840.25 0.01 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WGFX0 1615478.05 PA USD 1510878.75 0.02 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WEKW1 4873919 PA USD 4561387.72 0.07 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WFFT1 700931.92 PA USD 675267.3 0.01 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QREU0 642385.55 PA USD 619466.84 0.01 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJX88 1480404.59 PA USD 1385476.31 0.02 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJYH7 457638.43 PA USD 428007.17 0.01 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJEB3 587253.66 PA USD 549230.04 0.01 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QQHU9 404834.08 PA USD 390896.65 0.01 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QVPU9 135565.84 PA USD 130898.65 0 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QWS75 596509.7 PA USD 575041.32 0.01 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QVPP0 1457617.94 PA USD 1405158.27 0.02 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJYJ3 781657.08 PA USD 753525.24 0.01 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WDGM0 286294.58 PA USD 277064.44 0 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WECW0 874944.03 PA USD 844275.05 0.01 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QXA49 1315759.25 PA USD 1268405.07 0.02 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJU81 3039523.2 PA USD 2932980.31 0.04 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJWW6 3913807.59 PA USD 3774172.72 0.06 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJXY1 624835.23 PA USD 602347.41 0.01 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WGUH8 897213.06 PA USD 864361.6 0.01 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJP54 758943.56 PA USD 731392.01 0.01 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJFB2 1665927.21 PA USD 1605449.89 0.02 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJLF6 492949.73 PA USD 475054.42 0.01 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QS4X3 6099529.24 PA USD 5881913.29 0.09 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJX54 3896.43 PA USD 3756.2 0 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31335AWW4 4173.41 PA USD 4023.21 0 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJ2H2 55183.36 PA USD 53162.82 0 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QVJF9 67932.96 PA USD 65509.28 0 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJ2D1 3227938.92 PA USD 3088766.33 0.05 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371E4Y8 20.45 PA USD 20.63 0 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31378FZ81 8837.57 PA USD 9116.64 0 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371GVF4 387.87 PA USD 400.12 0 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371GX47 293.71 PA USD 302.98 0 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31380LFK9 8957.45 PA USD 9178.11 0 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31379YRM7 12629.7 PA USD 12940.82 0 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371HDU9 13043.16 PA USD 13102.75 0 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371HFM5 14841.24 PA USD 14903.18 0 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31378QD99 8192.15 PA USD 8232.57 0 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371JDS0 3653.24 PA USD 3821.96 0 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371J3C6 89.76 PA USD 92.82 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371J3W2 58.4 PA USD 62.2 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 8 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31387JEM4 40508.08 PA USD 42066.73 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31387JTH9 74292.55 PA USD 76979.67 0 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31388KPY2 20371.81 PA USD 21271.11 0 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385H3F7 6738.99 PA USD 7036.32 0 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31388XSQ8 5900.7 PA USD 6102.72 0 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31389F6R8 51728.82 PA USD 54064.93 0 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385H6T4 171.8 PA USD 179.1 0 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371JSB1 5411.45 PA USD 5616.99 0 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31389NR23 49030.28 PA USD 51239.23 0 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31390FSW0 43994.3 PA USD 46167.88 0 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31390FE54 16056.15 PA USD 16801.17 0 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385WT33 839.59 PA USD 871.78 0 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31378QDP3 17245.57 PA USD 17517.44 0 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31401NXX2 90126.45 PA USD 90351.04 0 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31403NFZ5 113327.57 PA USD 116337.33 0 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31403YNJ8 41426.99 PA USD 42394.64 0 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31404EQZ2 16497.94 PA USD 16852.09 0 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405JZK3 20283.58 PA USD 20840.52 0 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31404X3E2 179968.99 PA USD 182299.59 0 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405PAT7 87984.83 PA USD 89997.03 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405JA87 67602.7 PA USD 69514.5 0 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405PBS8 42661.95 PA USD 43616.69 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 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Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406PRW1 2028.87 PA USD 2065.51 0 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407D4B8 58571.68 PA USD 59500.87 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407BTX7 93660.5 PA USD 95126.08 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407C6H5 125586.24 PA USD 129466.72 0 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407JLQ3 86567.6 PA USD 89044.58 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407JMM1 35436.39 PA USD 36858.24 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407G5W4 65589.9 PA USD 68158.43 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406UKE7 59731.7 PA USD 61599.79 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371MER4 43622.37 PA USD 45301.35 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407UEN3 1482.05 PA USD 1505.57 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407XRZ6 143910.63 PA USD 149871.87 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31409T5V6 23373.37 PA USD 24039.48 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371MQC4 21219.61 PA USD 21847.2 0 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408JCJ8 3414.17 PA USD 3430.4 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408W4C3 106208.35 PA USD 110312.67 0 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408BYR3 142428.53 PA USD 148495.42 0 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31410R5U9 117512.87 PA USD 120961.77 0 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31410MDY3 265403.12 PA USD 274183.27 0 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408ERU8 48372.48 PA USD 49809.33 0 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31409X3M9 39694.92 PA USD 41950.25 0 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412BWQ1 19355.48 PA USD 20092.88 0 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411WGA9 48540.23 PA USD 49407.82 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412XMY7 96792.3 PA USD 101184.28 0 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371NEU5 51625.21 PA USD 52470.43 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411WFV4 113.96 PA USD 116.61 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411X2J3 234.1 PA USD 242.26 0 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413HJT6 8643.43 PA USD 8922.69 0 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414LZ68 173.15 PA USD 178.74 0 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411FHZ0 2874.17 PA USD 2954.01 0 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412SGP4 5373.18 PA USD 5560.38 0 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413DD61 5972.8 PA USD 6167.07 0 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413UR76 6773.94 PA USD 6998.04 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413YTT8 110512.16 PA USD 114304.99 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414AW65 51385.83 PA USD 53260.55 0 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414SYM9 18895.86 PA USD 19229.96 0 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414CU97 14436.32 PA USD 14400.75 0 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31415MET8 4909.67 PA USD 5086.73 0 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414AHL9 13897.93 PA USD 14485.46 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31368HMU4 127259.26 PA USD 134019.49 0 Long ABS-MBS 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254900HROIFWPRGM1V77 3140XDNF9 14346136.21 PA USD 12829517.21 0.2 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XDWE2 10071529.28 PA USD 9003658.12 0.14 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XB6S4 10051354.44 PA USD 8957352.96 0.14 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QL3A2 4716389.6 PA USD 4359083 0.07 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XD3U8 22926382.55 PA USD 20388060.59 0.31 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MBCU4 11344648.67 PA USD 9745201.82 0.15 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XFJA0 43281370.9 PA USD 37179264.59 0.57 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XF4J7 23542227.5 PA USD 21071823.86 0.32 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MGDV0 12609500.01 PA USD 11571473.36 0.18 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133B5KV3 12591714.59 PA USD 11555152.05 0.18 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133KNJ79 36319683.6 PA USD 33329810.93 0.51 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XHL54 32725424.45 PA USD 31028081.04 0.47 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MWHJ8 11475977.2 PA USD 11147410.79 0.17 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MUW63 11903489.61 PA USD 11562683.18 0.18 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MSU86 25352730.99 PA USD 25147614.72 0.38 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XHVJ3 20182011.13 PA USD 19711400.94 0.3 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MRAX5 14720581.29 PA USD 13938679.95 0.21 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MXZY3 23207160.35 PA USD 23048411.77 0.35 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DNYG2 18902576 PA USD 18915042.25 0.29 Long 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Milano Nicholas C. Milano General Counsel