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Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QVPU9 132827.83 PA USD 129981.64 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 583199.17 PA USD 570702.55 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 1416310.67 PA USD 1385962.39 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 732658.66 PA USD 716501.56 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 279458.77 PA USD 273470.61 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 854123.24 PA USD 835287.52 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 983807.94 PA USD 962727.2 0.01 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 2826457.12 PA USD 2774731.82 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 3655380.23 PA USD 3580480.76 0.05 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 583014.75 PA USD 570522.08 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 873941.2 PA USD 854668.44 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 522302.11 PA USD 510294.28 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 1633058 PA USD 1597044.66 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 483455.35 PA USD 472340.61 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 5417152.17 PA USD 5306153.64 0.08 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 3639.33 PA USD 3561.35 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 3848.25 PA USD 3763.39 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 51924.33 PA USD 50616.99 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 65995.12 PA USD 64581 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 3015417.14 PA USD 2939495.87 0.04 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371E4Y8 5.93 PA USD 5.95 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 6551.02 PA USD 6804.18 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 240.46 PA USD 249.75 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 208.27 PA USD 216.32 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 7331.9 PA USD 7558.11 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 10781.19 PA USD 11113.83 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 9559.86 PA USD 9671.62 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 12118.63 PA USD 12254.72 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 6791.33 PA USD 6873.66 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 2210.46 PA USD 2311.98 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 75.62 PA USD 78.58 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 53.76 PA USD 56.53 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 36668.72 PA USD 38228.94 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 62984.56 PA USD 65697.56 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 18734.9 PA USD 19638 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 4922.77 PA USD 5157.33 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 5239.62 PA USD 5416.69 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 48005.31 PA USD 50360.21 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 128.25 PA USD 134.3 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 2244.79 PA USD 2333.92 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 44885.86 PA USD 47121.63 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 41073.9 PA USD 43310.95 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 14872.05 PA USD 15629.5 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 759.08 PA USD 787.62 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 31401NXX2 82920.05 PA USD 83986.6 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 106863.16 PA USD 110865.48 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 37006.29 PA USD 38290.39 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 12051.6 PA USD 12479.55 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 18867.8 PA USD 19602.47 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 163137.88 PA USD 166471.08 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 72895.72 PA USD 75500.09 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 63992.31 PA USD 66510.31 0 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83165.32 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 33791.75 PA USD 35366.69 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 62426 PA USD 65275.14 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 56958.85 PA USD 59293.72 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 40724 PA USD 42554.67 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407XRZ6 137586.89 PA USD 144174.76 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 21848.76 PA USD 22718.56 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FEDERAL 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USD 47238.37 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 38114.55 PA USD 40197.63 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 17836.43 PA USD 18630.93 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 46381.18 PA USD 47549.89 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 92806.65 PA USD 97402.16 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 43668.9 PA USD 44717.56 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 105.12 PA USD 108.64 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 225.08 PA USD 234.36 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 6885.74 PA USD 7178.92 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 131.69 PA USD 137.14 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 2561.4 PA USD 2661.36 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 5156.1 PA USD 5368.6 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 4320.84 PA USD 4500.48 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 6449.26 PA USD 6725.99 0 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N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31419E3V9 990174.48 PA USD 975021.25 0.01 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31419E3Y3 735740.7 PA USD 724606.59 0.01 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416WJL7 104227.15 PA USD 105135.05 0 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 1759178.4 PA USD 1731558.6 0.02 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412RHW0 127116.74 PA USD 128223.49 0 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 78882.22 PA USD 79550.31 0 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 87641.5 PA USD 88404.68 0 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416WSN3 1005544.73 PA USD 1033255.83 0.01 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138A9AL8 442618.66 PA USD 454287.9 0.01 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417YXL6 643790.52 PA USD 661659.38 0.01 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416YDW5 539204.2 PA USD 554015.98 0.01 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138A8G83 42760.97 PA USD 42090.98 0 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138AX4P3 491736.8 PA USD 472717.06 0.01 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254900HROIFWPRGM1V77 3138WKRE7 610975.56 PA USD 576955.22 0.01 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 616803.39 PA USD 582458.54 0.01 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 1721656.08 PA USD 1627404.88 0.02 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 1191042.51 PA USD 1124722.88 0.02 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 652375.1 PA USD 616661.15 0.01 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 520014.93 PA USD 491059.46 0.01 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 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4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140HFG29 1303374.65 PA USD 1300409.08 0.02 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 2777985.57 PA USD 2771664.82 0.04 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 33233.36 PA USD 33157.74 0 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 105983.66 PA USD 105775.64 0 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 2012592.28 PA USD 1955992.75 0.03 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140JLP99 978075.33 PA USD 974321.67 0.01 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 1602889.5 PA USD 1598741.54 0.02 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 565628.24 PA USD 532011.82 0.01 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 43896.15 PA USD 40018.03 0 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 4105296.53 PA USD 3857461.83 0.06 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 13605678.66 PA USD 11848263.08 0.17 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 9824325.27 PA USD 8954528.63 0.13 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QEBS0 13250047.5 PA USD 11559271.21 0.17 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 4908251.1 PA USD 4613476.26 0.07 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 6537713.11 PA USD 5689165.02 0.08 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 9161733.09 PA USD 7972606.1 0.11 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 12294944.78 PA USD 10699149.47 0.15 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 12022277.74 PA USD 10461872.65 0.15 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 10264349.02 PA USD 9287753.69 0.13 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QGE94 5217466.06 PA USD 4724314.3 0.07 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140KEHY7 4861758.53 PA USD 4400708.73 0.06 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XAYT3 4771477.45 PA USD 4483425.74 0.06 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 26630984.47 PA USD 23057963.87 0.33 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 39416397.77 PA USD 35567607.26 0.51 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XDNF9 13738076.63 PA USD 12486786.51 0.18 Long 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Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XF4J7 21889008.34 PA USD 19888475.56 0.29 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XHL54 31129817.02 PA USD 30020888.89 0.43 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MWHJ8 10518037.96 PA USD 10375778.34 0.15 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 10540031.3 PA USD 10397474.21 0.15 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 23104291.84 PA USD 23165783.91 0.33 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XHVJ3 19076396.71 PA USD 18877996.46 0.27 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 13760128.25 PA USD 13261355.25 0.19 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MXZY3 21247286.09 PA USD 21330394.85 0.31 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 17773932.2 PA USD 17948987.66 0.26 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XJBV4 22042594.28 PA USD 21937334.28 0.32 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 15864207.17 PA USD 15926260.02 0.23 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140N5Z49 18189739.2 PA USD 17903927.47 0.26 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 15701608.22 PA USD 15538306.78 0.22 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 18213764.71 PA USD 18356440.41 0.26 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 22532453 PA USD 22708958.72 0.33 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 21532900.73 PA USD 21979790.25 0.32 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 16175230.64 PA USD 16607759.54 0.24 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 16062329.64 PA USD 16361551.57 0.24 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 9143410.4 PA USD 9358762.4 0.13 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QTH28 18044470.6 PA USD 18691428.03 0.27 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 14614006.35 PA USD 14962772.53 0.22 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 9656472.7 PA USD 9926155.77 0.14 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XN5N0 19371859.2 PA USD 19732733.69 0.28 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 23962260.75 PA USD 24266372.99 0.35 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 15317642.69 PA USD 15726282.17 0.23 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3142GRP20 21841742.59 PA USD 22221325.87 0.32 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DSYJ5 23382744.09 PA USD 24218448.04 0.35 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140ABBW4 13443963.7 PA USD 13832026.4 0.2 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3142GRBK5 27233612.98 PA USD 27960143.14 0.4 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XPXX2 24342640.75 PA USD 25024327.19 0.36 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36202CG72 137.61 PA USD 137.9 0 Long ABS-MBS USGA US N 2 2025-06-20 Fixed 9 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36202CLU5 270.08 PA USD 271.71 0 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 1405.42 PA USD 1411.53 0 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 3409.75 PA USD 3494.15 0 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36206JAS3 4646.75 PA USD 4736.96 0 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 24565.43 PA USD 25081.35 0 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 4163.79 PA USD 4181.56 0 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 10225.76 PA USD 10362.21 0 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 5977.54 PA USD 6117.34 0 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 1002.19 PA USD 1014.67 0 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 904.6 PA USD 915.87 0 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 936.76 PA USD 939.37 0 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 2033.11 PA USD 2075.81 0 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 3623.15 PA USD 3658.89 0 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 24025.61 PA USD 24861.41 0 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36209AR77 1421.18 PA USD 1465.55 0 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36208VS22 9053.74 PA USD 9360.67 0 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36207MT48 2541.43 PA USD 2627.59 0 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36208VSH9 10063.04 PA USD 10404.19 0 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36209NFE7 6107.51 PA USD 6209.42 0 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7 N N N N 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Clearing KJNXBSWZVIKEX4NFOL81 Long N/A US ULTRA Long Bond DEC24 LONG 2024-12-19 107381640.63 USD 40542.55 N N N N/A N/A N/A 670 NC USD -227493.09 0 N/A DCO US N 1 CME Clearing KJNXBSWZVIKEX4NFOL81 Long N/A US ULTRA Long Bond DEC24 LONG 2024-12-19 89400304.69 USD -227493.09 N N N 2024-11-25 AFL CIO Housing Investment Trust /s/ Nicholas C. Milano Nicholas C. Milano General Counsel XXXX