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2837248.2 0.043367 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJYF1 745422.31 PA USD 637437.75 0.009743 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJSJ0 1125439.58 PA USD 988036.69 0.015102 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QRC40 742389.37 PA USD 658192.76 0.01006 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJVQ0 534371.68 PA USD 474267.96 0.007249 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJYT1 933102.42 PA USD 824943.72 0.012609 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJWU0 1445718.17 PA USD 1281754.94 0.019592 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WGQ26 2115764.97 PA USD 1870520.31 0.028591 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJXK1 3901813.27 PA USD 3576309.57 0.054664 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 970263.34 PA USD 888713.97 0.013584 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 1599031.95 PA USD 1463636 0.022372 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 4745634.76 PA USD 4346770.33 0.06644 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 696296.4 PA USD 658203.56 0.010061 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 637901.05 PA USD 604198.95 0.009235 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 1447196.42 PA USD 1325561.44 0.020261 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 449061.09 PA USD 411318.09 0.006287 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 582494.55 PA USD 533172.58 0.00815 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 401931.55 PA USD 380947.59 0.005823 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 134663.41 PA USD 127464.6 0.001948 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 592146.64 PA USD 560491.78 0.008567 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 1445794.51 PA USD 1368505.52 0.020918 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 763511.51 PA USD 721741.48 0.011032 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 284122.05 PA USD 268933.51 0.004111 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 867792.5 PA USD 820317.48 0.012539 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 1305897.51 PA USD 1236087.1 0.018894 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 2963796.96 PA USD 2812768.39 0.042993 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 3843818.65 PA USD 3640738.95 0.055649 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 611988.19 PA USD 579272.65 0.008854 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 888763.07 PA USD 839029.84 0.012825 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 750806.44 PA USD 709027.59 0.010838 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 1655085.94 PA USD 1562988.19 0.02389 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 489819.95 PA USD 462563.77 0.00707 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 5940333.87 PA USD 5626489.4 0.086001 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 3799.97 PA USD 3596.83 0.000055 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 3967.78 PA USD 3750.71 0.000057 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 54072.5 PA USD 51012.93 0.00078 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 67299.42 PA USD 63701.74 0.000974 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 3165025.59 PA USD 2965366.91 0.045326 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371E4Y8 14.86 PA USD 14.95 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 8089.78 PA USD 8333.5 0.000127 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371GVF4 314.52 PA USD 324 0.000005 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371GX47 273.85 PA USD 282.1 0.000004 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31380LFK9 8475.95 PA USD 8655.78 0.000132 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 12023.82 PA USD 12278.93 0.000188 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 12384.66 PA USD 12356.31 0.000189 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371HFM5 13888.61 PA USD 13853.64 0.000212 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31378QD99 7710.11 PA USD 7694.13 0.000118 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371JDS0 3342.37 PA USD 3474.61 0.000053 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 85.4 PA USD 88.17 0.000001 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371J3W2 56.9 PA USD 59.01 0.000001 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 8 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31387JEM4 39273.52 PA USD 40693.19 0.000622 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31387JTH9 70591.33 PA USD 73063.7 0.001117 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31388KPY2 19836.33 PA USD 20660.41 0.000316 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385H3F7 6103.06 PA USD 6340.31 0.000097 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31388XSQ8 5691.02 PA USD 5865.89 0.00009 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 50519.95 PA USD 52670.92 0.000805 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385H6T4 143.22 PA USD 148.95 0.000002 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371JSB1 5241.79 PA USD 5428.77 0.000083 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31389NR23 47684.03 PA USD 49714.23 0.00076 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31390FSW0 43039.3 PA USD 45068.54 0.000689 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31390FE54 15668.85 PA USD 16359.32 0.00025 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385WT33 813.79 PA USD 842.12 0.000013 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 16213.01 PA USD 16366.08 0.00025 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31401NXX2 87763.05 PA USD 87089.31 0.001331 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 111206.92 PA USD 113694.57 0.001738 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 39318.52 PA USD 40094.01 0.000613 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 14877.34 PA USD 15147.21 0.000232 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 19595.58 PA USD 20040.19 0.000306 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 174424.8 PA USD 174678.88 0.00267 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405PAT7 83937.88 PA USD 85553.89 0.001308 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 66418.89 PA USD 67950.22 0.001039 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 41556.84 PA USD 42318.42 0.000647 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405KFN6 48257.45 PA USD 49403.35 0.000755 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405NDX0 75924.79 PA USD 77594.53 0.001186 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405NDA0 94538.3 PA USD 96766.01 0.001479 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405QRG5 190447.02 PA USD 196850.04 0.003009 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406GMH9 87006.19 PA USD 89144.91 0.001363 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405TP97 20295.09 PA USD 20593.88 0.000315 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406S6D0 89981.55 PA USD 93150.83 0.001424 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406PRW1 1935.04 PA USD 1962.15 0.00003 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407D4B8 57462.64 PA USD 57668.8 0.000881 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407BTX7 89701.83 PA USD 89999.61 0.001376 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407C6H5 123610.95 PA USD 126773.71 0.001938 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 84261.8 PA USD 86248.83 0.001318 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 34896.85 PA USD 36122.72 0.000552 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407G5W4 64552 PA USD 66758.37 0.00102 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406UKE7 58820.6 PA USD 60347.24 0.000922 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 42775.84 PA USD 44209.56 0.000676 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407UEN3 1182.95 PA USD 1194.06 0.000018 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407XRZ6 141836.76 PA USD 147000.36 0.002247 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31409T5V6 22872.43 PA USD 23409.39 0.000358 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 20801.61 PA USD 21306.99 0.000326 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 3090.21 PA USD 3084.26 0.000047 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 104278.7 PA USD 107815.51 0.001648 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408BYR3 140485.96 PA USD 145763.41 0.002228 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31410R5U9 115565.58 PA USD 118348.02 0.001809 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 261728.13 PA USD 268289.68 0.004101 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 47384.75 PA USD 48541.55 0.000742 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 39177.07 PA USD 41272.1 0.000631 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 18833.83 PA USD 19457.79 0.000297 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411WGA9 47829.27 PA USD 48126.73 0.000736 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412XMY7 95372.55 PA USD 99197.69 0.001516 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371NEU5 45318.67 PA USD 45538.27 0.000696 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411WFV4 111.06 PA USD 113.19 0.000002 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 231.14 PA USD 237.31 0.000004 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 7098.21 PA USD 7275.15 0.000111 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 136.82 PA USD 140.4 0.000002 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 2773.68 PA USD 2837.45 0.000043 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 5302.84 PA USD 5444.42 0.000083 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 5885.06 PA USD 6044.94 0.000092 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 6667.34 PA USD 6834.49 0.000104 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 107972.97 PA USD 110804 0.001694 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 50774.66 PA USD 52208.3 0.000798 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 18484.02 PA USD 18596.21 0.000284 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414CU97 14218.13 PA USD 13922.26 0.000213 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414AHL9 13688.42 PA USD 14198.33 0.000217 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31368HMU4 122730.82 PA USD 128830.21 0.001969 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416TDZ9 52042.55 PA USD 50957.31 0.000779 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416TED7 270021.13 PA USD 264439.96 0.004042 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416TE21 565516.13 PA USD 553825.55 0.008465 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412UY79 928614.21 PA USD 909221.87 0.013897 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417YNE3 258204.24 PA USD 260230.76 0.003978 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416A4V9 24902.98 PA USD 25063.72 0.000383 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418RBS9 27598.08 PA USD 27740.94 0.000424 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 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992032.75 0.015163 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31419E3Y3 821577.68 PA USD 787536.18 0.012038 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416WJL7 117230.29 PA USD 114779.04 0.001754 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138A4RP2 1807743.3 PA USD 1730726.02 0.026454 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412RHW0 134277.35 PA USD 131460.2 0.002009 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417MTA1 84306.8 PA USD 82576.5 0.001262 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31419B5R2 93515.41 PA USD 91518.12 0.001399 Long 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ASSOCIATION 254900HROIFWPRGM1V77 3138LWD73 201421.11 PA USD 181740.09 0.002778 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138M53S6 326191.51 PA USD 294095.44 0.004495 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138LW6E6 356488.73 PA USD 321303.01 0.004911 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418AHJ0 128682.3 PA USD 116032.73 0.001774 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138MQWL3 416791 PA USD 375544.45 0.00574 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417DKR3 2182477.75 PA USD 2023159.71 0.030924 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138MPP58 96609.85 PA USD 89470.81 0.001368 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417CNL5 2359890.94 PA USD 2188708.7 0.033454 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138LWDV0 27641.39 PA USD 25645.52 0.000392 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417CCF0 25343.75 PA USD 23498.22 0.000359 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138EKD51 41971.39 PA USD 38918.08 0.000595 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417DK77 169712.62 PA USD 157253.68 0.002404 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138EKG41 2438794.9 PA USD 2386161.8 0.036473 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417VN66 1562155.16 PA USD 1529807.3 0.023383 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138X0C55 94356.54 PA USD 91992.1 0.001406 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412PR60 151594.76 PA USD 148485.4 0.00227 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417MZL0 175075.97 PA USD 171415.88 0.00262 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31419AG43 677147.72 PA USD 663019.91 0.010134 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138XQ5A5 1871602.48 PA USD 1775747.8 0.027142 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138YBPY3 316990.97 PA USD 300161.82 0.004588 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138YEVQ7 509427.35 PA USD 482540.9 0.007376 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138YEV87 405382.95 PA USD 383861.05 0.005867 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138YENY9 3021884.08 PA USD 2770049.93 0.04234 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138YTQW7 1309241.1 PA USD 1198905.72 0.018325 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138ELYV9 437513.66 PA USD 426550.18 0.00652 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138WBSS5 346361.09 PA USD 337465.29 0.005158 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140EW5C5 4266371.94 PA USD 3918825.6 0.059899 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140E9JX5 2584743.7 PA USD 2383878.61 0.036438 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140F76S3 3229638.75 PA USD 2851572.72 0.043586 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140F8D46 1248732.94 PA USD 1102554.51 0.016853 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140E7FG0 5700038.03 PA USD 5032783.6 0.076926 Long 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2 2047-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FMLM6 1731611.47 PA USD 1582975.48 0.024196 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FRAX3 2256836.15 PA USD 2063116.56 0.031535 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138ERU57 724291.75 PA USD 662120.86 0.010121 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FP4G1 1141502.16 PA USD 1043519.27 0.01595 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140E4WF0 875804.67 PA USD 801996.84 0.012259 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138WE4D8 402300.85 PA USD 368397.23 0.005631 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140GS7L0 1421209.72 PA USD 1294332.22 0.019784 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138WKRE7 648330.13 PA USD 591261.32 0.009037 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138WKRC1 653535.03 PA USD 596008.07 0.00911 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FQWY9 1768520 PA USD 1615057.91 0.024686 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FTRN3 1206480.9 PA USD 1098773.16 0.016795 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FQY27 663016.99 PA USD 606105.73 0.009264 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FUKP2 527554.2 PA USD 481776.05 0.007364 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138WJBN7 3242447.56 PA USD 3058145.87 0.046744 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140J6GL5 2521601.63 PA USD 2375909.04 0.036316 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CCJ1 1129287.7 PA USD 1033059.06 0.01579 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140F4A22 777076.74 PA USD 710860.63 0.010866 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CBR4 905732.57 PA USD 828553.47 0.012664 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FHSV0 1187992.33 PA USD 1086018.87 0.0166 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138WJZ43 1539965.89 PA USD 1407780.15 0.021518 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138WKRK3 2974198.81 PA USD 2802356.15 0.042834 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CS47 3435540.15 PA USD 3125613.89 0.047775 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FFMG3 1087723.06 PA USD 1057067.11 0.016157 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140GR3C6 163985.15 PA USD 158799.76 0.002427 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140Q7HV2 1865532.17 PA USD 1808873.91 0.027649 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140HFGR4 385811 PA USD 373249.53 0.005705 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140HFG29 1562925.94 PA USD 1512039.26 0.023112 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140H7LL9 2822620.21 PA USD 2730719.65 0.041739 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CXP4 34993 PA USD 33820.87 0.000517 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CS62 112423.36 PA USD 109008.94 0.001666 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CXN9 2114085.85 PA USD 1986653.41 0.030366 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140JLP99 1057801.38 PA USD 1021046.91 0.015607 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CZJ6 1688276.88 PA USD 1631726.19 0.024941 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140JSZQ5 572799.79 PA USD 520052.49 0.007949 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140JXKA5 46571.95 PA USD 40770.88 0.000623 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133KHGV2 4532098.95 PA USD 4111919.9 0.062851 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133A4PK6 14188378.44 PA USD 11826285.85 0.180765 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140X6R52 10265866.33 PA USD 8994193.43 0.137476 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QEBS0 13978833.75 PA USD 11682205.02 0.178563 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133KGK23 5139939.49 PA USD 4665012.68 0.071305 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133A9ZV0 6686030.03 PA USD 5566666.25 0.085087 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133A8LC9 9675579.4 PA USD 8055710.35 0.123132 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140X8KN6 12703339.08 PA USD 10576567.65 0.161663 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133AB2K5 12192317.17 PA USD 10151100.16 0.15516 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XAEY4 10659190.48 PA USD 9258184.86 0.141512 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QGE94 5602577.98 PA USD 4881952.55 0.074621 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140KEHY7 5051055.88 PA USD 4395055.55 0.067179 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XAYT3 4829274.59 PA USD 4378902.72 0.066932 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XCZ92 28658165.35 PA USD 23788618.61 0.36361 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XDPD2 42304228.15 PA USD 36624932.06 0.559813 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XDNF9 14079425.27 PA USD 12277274.32 0.187658 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XDWE2 9800276.5 PA USD 8536664.13 0.130483 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XB6S4 9665003.12 PA USD 8376548.02 0.128036 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QL3A2 4692548.02 PA USD 4232197.8 0.064689 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 22377799.89 PA USD 19338639.56 0.295592 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MBCU4 11103214.73 PA USD 9282500.7 0.141883 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 42660144.26 PA USD 35664699.68 0.545136 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 23213905.7 PA USD 20235296.96 0.309297 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MGDV0 12551746.89 PA USD 11238019.56 0.171773 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 12415549.14 PA USD 11116076.93 0.169909 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 35879850 PA USD 32135701.54 0.491195 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 32426379.96 PA USD 30124726.33 0.460457 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MWHJ8 11430089.29 PA USD 10904349.76 0.166673 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 11505434.66 PA USD 10976229.54 0.167772 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 25252614.86 PA USD 24675433.52 0.377165 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XHVJ3 20083797.28 PA USD 19310649.41 0.295164 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 14658051.65 PA USD 13635932.52 0.208426 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MXZY3 23109811.02 PA USD 22653824.41 0.346264 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 18669264 PA USD 18429246.34 0.281691 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XJBV4 22755282.89 PA USD 21921959.4 0.335078 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DN3T8 16542227.02 PA USD 16210657.93 0.24778 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140N5Z49 18735889.8 PA USD 17856547.04 0.272938 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133BKB99 16926395.78 PA USD 16248348.06 0.248356 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DQCE4 18775519.36 PA USD 18433510.13 0.281757 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DQFS0 23676058.5 PA USD 23235165.31 0.35515 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DQFW1 22957206.31 PA USD 22955764.6 0.350879 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XMAX4 16532952.2 PA USD 16733695.31 0.255775 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DQXZ4 16780378.21 PA USD 16792434.91 0.256673 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QSUC3 9574551.2 PA USD 9685419.72 0.148042 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QTH28 19316658 PA USD 19829117.35 0.303088 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3142GQW65 14753953.8 PA USD 14920186.6 0.228055 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3142GQRA2 9945766.8 PA USD 10088906.28 0.154209 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XN5N0 19862613.4 PA USD 19864470.55 0.303629 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QT2S7 24928582.25 PA USD 24829640.71 0.379522 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3142GRLL2 15839607 PA USD 16047771.12 0.245291 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36202CG72 348.06 PA USD 349.92 0.000005 Long ABS-MBS USGA US N 2 2025-06-20 Fixed 9 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36202CLU5 437.44 PA USD 439.24 0.000007 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36202CK77 2373.57 PA USD 2383.36 0.000036 Long ABS-MBS USGA US N 2 2025-11-20 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36202CNT6 5028.44 PA USD 5137.36 0.000079 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36206JAS3 6467.57 PA USD 6556.68 0.0001 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36208HST4 32566.08 PA USD 33110 0.000506 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36206EDP7 6237.47 PA USD 6266.25 0.000096 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36207NEN0 13107.27 PA USD 13243.1 0.000202 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36208UYA9 8987.56 PA USD 9116.6 0.000139 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36206DST5 1266.49 PA USD 1279.61 0.00002 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36207FFF3 1136.46 PA USD 1148.24 0.000018 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36206AM42 1875.36 PA USD 1882.04 0.000029 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36207MRY4 2448.78 PA USD 2488.24 0.000038 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36225ART9 5264.08 PA USD 5306.18 0.000081 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36209HMN2 27086.4 PA USD 27821.54 0.000425 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36208PNU8 2095.97 PA USD 2135.96 0.000033 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36209AR77 3393.48 PA USD 3472.02 0.000053 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36208VS22 10224.32 PA USD 10495.02 0.00016 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36207MT48 2861.23 PA USD 2936.98 0.000045 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36208VSH9 11340.24 PA USD 11640.48 0.000178 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36209NFE7 7272.5 PA USD 7370.44 0.000113 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36208PT81 23254.25 PA USD 23567.41 0.00036 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36209STU5 909.57 PA USD 913.4 0.000014 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36209HJ55 27473.81 PA USD 27919.67 0.000427 Long ABS-MBS USGA US N 2 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254900HROIFWPRGM1V77 3140LMBC2 6503000 PA USD 6691543.43 0.10228 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5.36 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140NUAX7 10500000 PA USD 10895087.7 0.166532 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140LMC56 6390687.71 PA USD 6732786.34 0.102911 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.99 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140LMCG2 18367000 PA USD 18875876.1 0.288518 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5.31 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140LMCF4 15979000 PA USD 16421714.17 0.251006 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5.31 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140LMCR8 9817000 PA USD 10056037.08 0.153707 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5.24 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WWYB2 15478854.82 PA USD 14336261.48 0.21913 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.28 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WWYD8 23998016.28 PA USD 22468010.75 0.343424 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132XEAS0 9193741.7 PA USD 8539107.76 0.13052 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.34 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132XHKY9 7444000 PA USD 6458185.12 0.098714 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132XHK29 11768000 PA USD 10223204.05 0.156262 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.42 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WWAQ5 19602358.17 PA USD 13622539.24 0.208221 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.04 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WVBH6 42968077.02 PA USD 35682156.37 0.545403 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 2.38 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132V8AN6 3865175.37 PA USD 3868378.05 0.059128 Long ABS-MBS USGSE US N 2 2027-07-01 Floating 5.7 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 N/A 0 PA USD -2182220.1 -0.033355 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 3.86 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132XGR73 10207000 PA USD 10083485.09 0.154126 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.9 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132XFLQ9 93650000 PA USD 91766426.92 1.402652 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 4.25 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132XGTX4 9198000 PA USD 9046808.79 0.138281 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 4.36 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WWZH8 9911906.3 PA USD 9814170.94 0.15001 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.83 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137FBTQ9 33450000 PA USD 30523131.69 0.466547 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.35 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137FKWD4 16568032.68 PA USD 16115218.41 0.246321 Long ABS-MBS USGSE US N 2 2026-01-25 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137FKSQ0 10000000 PA USD 9749791 0.149026 Long ABS-MBS USGSE US N 2 2025-10-25 Fixed 3.68 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137F72K0 2517557.56 PA USD 2504675.22 0.038284 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 5.76 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137F72L8 4442748.75 PA USD 4410108.76 0.067409 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 5.68 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137F84N0 12244933.08 PA USD 12177601.87 0.186135 Long ABS-MBS USGSE US N 2 2030-12-25 Floating 5.62 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137F84M2 8849004.48 PA USD 8809360.94 0.134651 Long ABS-MBS USGSE US N 2 2030-11-25 Floating 5.69 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137F8ZR7 11787109.75 PA USD 11703781.96 0.178893 Long ABS-MBS USGSE US N 2 2030-12-25 Floating 5.57 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137F9ZZ7 10859249.31 PA USD 10777803.85 0.164739 Long ABS-MBS USGSE US N 2 2027-11-25 Floating 5.56 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137FXZ84 27561766.5 PA USD 27240018.71 0.416364 Long ABS-MBS USGSE US N 2 2031-01-25 Floating 5.56 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137H1LV6 17100235.25 PA USD 16969910.94 0.259385 Long ABS-MBS USGSE US N 2 2031-06-25 Floating 5.56 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137H2NB6 18639513.6 PA USD 18440866.71 0.281869 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 5.52 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3137HADA1 24999236.16 PA USD 25031617.67 0.382609 Long ABS-MBS USGSE US N 2 2033-07-25 Floating 6.04 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3136AT5G5 1555129.96 PA USD 1455543.64 0.022248 Long ABS-MBS USGSE US N 2 2039-07-25 Fixed 2.94 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3136AY2C6 22439622.9 PA USD 21164733.68 0.323503 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 2.93 N N N N N N CREDIT SUISSE SECURITIES 1V8Y6QCX6YMJ2OELII46 12647RAA2 4455326.5 PA USD 3534856.94 0.05403 Long ABS-MBS US N 2 2053-05-27 Fixed 4.7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 38376GXA3 85102.43 PA USD 83069.79 0.00127 Long ABS-MBS USGA US N 2 2044-02-16 Fixed 2.72 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 38378BF87 21199530.21 PA USD 18870819.06 0.288441 Long ABS-MBS USGA US N 2 2053-01-16 Fixed 2.37 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 38378BA82 7076000 PA USD 6232881.16 0.09527 Long ABS-MBS USGA US N 2 2051-11-16 Fixed 2.31 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 38378BWB1 665142.42 PA USD 633301.79 0.00968 Long ABS-MBS USGA US N 2 2050-04-16 Fixed 2.82 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 38378NST1 8083666.45 PA USD 7832902.22 0.119726 Long ABS-MBS USGA US N 2 2045-12-16 Fixed 3.63 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 38378NPQ0 8043262.68 PA USD 7791506.95 0.119093 Long ABS-MBS USGA US N 2 2044-03-16 Fixed 3.35 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 38378N3R2 3028937.21 PA USD 2983579.78 0.045604 Long ABS-MBS USGA US N 2 2054-01-16 Fixed 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Bond JUN24 LONG 2024-06-18 119065437.5 USD 1372062.5 N N N N/A N/A N/A 300 NC USD 706531.25 0.010799 N/A DCO US N 1 CME Clearing KJNXBSWZVIKEX4NFOL81 Long CBT US ULTRA Long Bond JUN24 LONG 2024-06-18 119065437.5 USD 1372062.5 N N N 2024-05-29 AFL CIO Housing Investment Trust /s/ Nicholas C. Milano Nicholas C. Milano General Counsel XXXX