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USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371HFM5 9686.14 PA USD 9754.45 0 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31378QD99 5983.4 PA USD 6029.09 0 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371JDS0 2007.5 PA USD 2103.87 0 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371J3C6 64.27 PA USD 67.18 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371J3W2 50.21 PA USD 52.38 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 8 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31387JEM4 33908.88 PA USD 35467.01 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31387JTH9 55088.7 PA USD 57787.51 0 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31388KPY2 17591.53 PA USD 18507.63 0 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385H3F7 4562.84 PA USD 4800.42 0 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31388XSQ8 4757.72 PA USD 4941.02 0 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31389F6R8 45355.77 PA USD 47749.16 0 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385H6T4 114.07 PA USD 119.88 0 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371JSB1 2063.05 PA USD 2156.41 0 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31389NR23 41949.37 PA USD 44206.17 0 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390FSW0 39032.4 PA USD 41331.51 0 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390FE54 13940.4 PA USD 14706.92 0 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385WT33 705.59 PA USD 735.74 0 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401NXX2 77914.44 PA USD 78326.31 0 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403NFZ5 102379.06 PA USD 105845.22 0 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403YNJ8 35002.59 PA USD 36094.24 0 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404EQZ2 10210.18 PA USD 10565.51 0 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405JZK3 18118.34 PA USD 18755.58 0 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404X3E2 138731.52 PA USD 140257.26 0 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405PAT7 61559.26 PA USD 63711.69 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405JA87 61502.62 PA USD 63687.9 0 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405PBS8 36336.54 PA USD 37421.71 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405KFN6 44815.14 PA USD 46436.24 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405NDX0 69286.21 PA USD 71592.76 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405NDA0 86868.67 PA USD 89978.64 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405QRG5 177322.45 PA USD 186069.82 0 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406GMH9 81082.97 PA USD 84078.41 0 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405TP97 15848.76 PA USD 16278.36 0 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE 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USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407G5W4 57361.7 PA USD 60116.2 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406UKE7 55042.82 PA USD 57066.65 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371MER4 33623.55 PA USD 35277.07 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407XRZ6 133196.89 PA USD 140162.55 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409T5V6 20786.74 PA USD 21537.68 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371MQC4 19119.62 PA USD 19824.29 0 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE 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USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31414AW65 47115.26 PA USD 48884.54 0 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31414SYM9 15978.17 PA USD 16176.75 0 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31414CU97 13301.42 PA USD 13184.55 0 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31414AHL9 12818.11 PA USD 13496.85 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31368HMU4 104525.03 PA USD 110678.35 0 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416TDZ9 39289.27 PA USD 38894 0 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE 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92748.05 0 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418X2G2 504211.8 PA USD 499273.5 0.01 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418U3V4 583819.25 PA USD 591569.57 0.01 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418XDN5 92073.36 PA USD 91140.91 0 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419ADT1 81.92 PA USD 79.02 0 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419GRA4 94245.11 PA USD 90772.03 0 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419E3V9 911107.99 PA USD 878544.9 0.01 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419E3Y3 640693.22 PA USD 617332.58 0.01 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416WJL7 100689.57 PA USD 99670.43 0 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A4RP2 1498131 PA USD 1442988.54 0.02 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412RHW0 120313.01 PA USD 119092.99 0 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417MTA1 75341.21 PA USD 74602.03 0 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419B5R2 85321.86 PA USD 84400.22 0 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XD3U8 19456196.12 PA USD 16941747.38 0.24 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MBCU4 10620496.3 PA USD 8949660.71 0.12 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFJA0 40170951.44 PA USD 33851185.05 0.47 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XF4J7 20681489.77 PA USD 18170262.62 0.25 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHL54 30133091.09 PA USD 28131461.34 0.39 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWHJ8 10124088.95 PA USD 9728889.06 0.14 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUW63 10128641.45 PA USD 9733263.85 0.14 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSU86 22477837.47 PA USD 22169192.04 0.31 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHVJ3 18473376.08 PA USD 17827304.85 0.25 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MRAX5 13632741.97 PA USD 12731429.59 0.18 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXZY3 19318533.18 PA USD 19053268.47 0.27 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DNYG2 16746541.2 PA USD 16621258.65 0.23 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJBV4 21266633.96 PA USD 20595977.9 0.29 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DN3T8 15241545.23 PA USD 15022736.08 0.21 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N5Z49 17478855.2 PA USD 16791095.46 0.23 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133BKB99 15519564.64 PA USD 14962247.76 0.21 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQCE4 17199950.98 PA USD 17025051.56 0.24 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQFS0 21775844.25 PA USD 21541486.08 0.3 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQFW1 19493786.77 PA USD 19665322.35 0.27 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMAX4 13936118.16 PA USD 14226946.83 0.2 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQXZ4 15505002.72 PA USD 15624479.62 0.22 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSUC3 8784812.2 PA USD 8951668.29 0.12 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTH28 15841021 PA USD 16447201.43 0.23 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GQW65 14067004.65 PA USD 14347376.93 0.2 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GQRA2 9048278 PA USD 9256896.91 0.13 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN5N0 18301899 PA USD 18437208.6 0.26 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT2S7 22948603.25 PA USD 23003523.85 0.32 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GRLL2 14363433.24 PA USD 14730508.01 0.21 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GRP20 21411716.76 PA USD 21509797.41 0.3 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DSYJ5 21868257.57 PA USD 22354347.39 0.31 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABBW4 12914151.7 PA USD 13201208.76 0.18 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GRBK5 24457700.77 PA USD 25082746.66 0.35 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPXX2 23920955.75 PA USD 24187511.74 0.34 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GS6E3 18449867.81 PA USD 19210653.64 0.27 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GTBK1 14720712.3 PA USD 14870947.47 0.21 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVP65 14440644.01 PA USD 14723950.67 0.21 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVWT7 28226363.39 PA USD 28646744.27 0.4 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DUWS2 24816846.58 PA USD 25248490.96 0.35 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DVG25 24549175.75 PA USD 24876433.45 0.35 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVXB5 20465729.97 PA USD 20482730.85 0.29 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36202CG72 9.94 PA USD 9.91 0 Long ABS-MBS USGA US N 2 2025-06-20 Fixed 9 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36202CLU5 140.24 PA USD 140.54 0 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36202CK77 422.69 PA USD 423.26 0 Long ABS-MBS USGA US N 2 2025-11-20 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36202CNT6 1741.75 PA USD 1748.19 0 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36206JAS3 3505.16 PA USD 3565.92 0 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36208HST4 19940.43 PA USD 20286.09 0 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36206EDP7 2005.48 PA USD 2007.28 0 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36207NEN0 4973.37 PA USD 5023.43 0 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36208UYA9 4987.14 PA USD 5080.9 0 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36206DST5 727.13 PA USD 733.3 0 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36207FFF3 663.34 PA USD 668.97 0 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36207MRY4 1565.26 PA USD 1592.39 0 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36225ART9 2181.12 PA USD 2197.9 0 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36209HMN2 20832.42 PA USD 21229.75 0 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36209AR77 1212.75 PA USD 1233.42 0 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36208VS22 7828.94 PA USD 7974.38 0 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36207MT48 2207.79 PA USD 2248.8 0 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36208VSH9 8730.57 PA USD 8892.76 0 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36209NFE7 4706.48 PA USD 4761.72 0 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36208PT81 16660.83 PA USD 16879.98 0 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36209STU5 483 PA USD 484.58 0 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36209HJ55 21848.37 PA USD 22366.69 0 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36202C4Q3 395.15 PA USD 407.79 0 Long ABS-MBS USGA US N 2 2028-08-20 Fixed 7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36208CFF9 15335.39 PA USD 15558.59 0 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36207SQY2 4904.73 PA USD 4936.22 0 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 8 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A 36209RLJ0 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3132XHK29 11620694.53 PA USD 10415748.2 0.15 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.42 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132WWAQ5 19198081.9 PA USD 13588275.66 0.19 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.04 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132WVBH6 42188351.12 PA USD 36010221.48 0.5 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 2.38 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132V8AN6 3833653.06 PA USD 3822267.49 0.05 Long ABS-MBS USGSE US N 2 2027-07-01 Floating 4.58 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 N/A 0 PA USD -1232450.1 -0.02 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 3.86 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132XGR73 10207000 PA USD 10183349.36 0.14 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.9 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132XFLQ9 93650000 PA USD 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Milano Nicholas C. Milano General Counsel XXXX