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491806.47 PA USD 455156.81 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 B1V7KEBTPIMZEU4LTD58 3140JXKA5 39707.25 PA USD 35605.67 0 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KHGV2 3687850.75 PA USD 3407268 0.05 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133A4PK6 11435695.54 PA USD 9738260.94 0.13 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6R52 9094709.58 PA USD 8153561.75 0.11 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEBS0 12023374 PA USD 10238708.53 0.14 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KGK23 4588215.59 PA USD 4244865.65 0.06 Long 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FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XD3U8 18399055.41 PA USD 16321711.9 0.22 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MBCU4 10317511.18 PA USD 8827966.93 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 39292115.48 PA USD 33619493.12 0.46 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 19510507.04 PA USD 17399130.7 0.24 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHL54 28995269.81 PA USD 27506742.54 0.38 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWHJ8 9745594.15 PA USD 9526057.1 0.13 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 9757723.39 PA USD 9537913.11 0.13 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 21545402.68 PA USD 21522118.56 0.29 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHVJ3 17246443.06 PA USD 16895662.48 0.23 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 12027424.49 PA USD 11394939.52 0.16 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXZY3 17703332.64 PA USD 17684200.65 0.24 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 15826209.4 PA USD 15903074.13 0.22 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJBV4 19755622.8 PA USD 19390849.05 0.27 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 14648302.46 PA USD 14618739.26 0.2 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N5Z49 17182684.8 PA USD 16741918.01 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 14772962.07 PA USD 14454024.16 0.2 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 15930317.76 PA USD 15916835.93 0.22 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 20316485.75 PA USD 20295163.6 0.28 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 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Milano Nicholas C. Milano General Counsel XXXX